# EDGAR Filing Document

**Accession Number:** 0001479360
**File Stem:** 0001479360-25-000542
**Filing Date:** 2025-8
**Character Count:** 446205
**Document Hash:** 86953e8dc52a70889ce6cb9c042f6e8b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001479360-25-000542.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001479360-25-000542

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22375
- **FILM NUMBER:** 251277528

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Equity Series

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Dividend and Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $339474853.45

**Total Liabilities:** $142418654.42

**Net Assets:** $197056199.03

**Delayed Delivery Securities:** $11892.24

**Cash Not Reported:** $3016208.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8018.553300 | **1-Year:** 8831.275800 | **5-Year:** 28464.016700 | **10-Year:** 3349.848000 | **30-Year:** -2745.942100

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

- **3-Month:** 3204.298700 | **1-Year:** 1632.092900 | **5-Year:** 4074.716400 | **10-Year:** 529.293800 | **30-Year:** 7.168500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000106728 | 0.15%                | 1.61%                | 2.49%                |
| Class ID C000106729 | 0.08%                | 1.54%                | 2.47%                |
| Class ID C000106725 | 0.15%                | 1.68%                | 2.54%                |
| Class ID C000106724 | 0.15%                | 1.68%                | 2.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $846830.11               | $-781412.03                                |
| Month 2  | $315424.51               | $1914121.58                                |
| Month 3  | $1666277.81              | $2260964.60                                |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU, M1ACWIHD

### Schedule of Portfolio Investments

| Name                                                             | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1770.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                  | FEDERAL REALTY INVS TRUST REIT USD.01                     | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      3106 | NS      | $295038.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $4.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M1          | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789119 | PA      | $743110.55    | 0.38%             | 2035-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 14.0087 05/12/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-255.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                | AG TRUST AG 2024 NLP A 144A                               | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190066 | PA      | $190677.79    | 0.10%             | 2041-07-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                        | COLGATE PALMOLIVE CO COMMON STOCK USD1.0                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6837 | NS      | $621483.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS GP HOLDINGS LP                                            | PLAINS GP HOLDINGS LP CL A LTD PART                       | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      7339 | NS      | $142596.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                  | ERICSSON LM B SHS COMMON STOCK SEK5.0                     | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     59887 | NS      | $511753.67    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-731.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251204                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-979.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250730                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $350.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $9250.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.41000 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $898.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.08000 06/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3408.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-3433.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-5248.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP INC                                 | HARTFORD INSURANCE GROUP INC COMMON STOCK USD.01          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2168 | NS      | $275054.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.50 9/18/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $18225.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA/NV                                                      | AGEAS COMMON STOCK                                        | CUSIP: B86S2N903<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      3150 | NS      | $213089.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC COMMON STOCK USD.333                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     36929 | NS      | $2165147.27   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $4199.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17341.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 06/20/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2175.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $435.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                       | EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5       | CUSIP: 30162RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10743 | PA      | $537.15       | 0.00%             | 2026-04-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8669.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-1476.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20547.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TRY BOUGHT USD 20250728                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-65.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7         | CUSIP: ACI2PNWZ1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $90351.45     | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.88400 03/25/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1596.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-501.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-363.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.53000 04/23/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $536.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250718                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $12.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.43000 02/27/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1230.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                     | 3I GROUP PLC COMMON STOCK GBP.738636                      | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      8113 | NS      | $459132.43    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3122.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.90000 04/04/22-6Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-21639.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $389.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC                                                         | EBAY INC COMMON STOCK USD.001                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      9821 | NS      | $731271.66    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                 | DEUTSCHE BANK NY 09/31 VAR                                | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $187148.62    | 0.09%             | 2031-09-18      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453541.31    | 0.23%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95             | CUSIP: 715638BD3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    242000 | PA      | $74281.87     | 0.04%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1299.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 13.2914 05/08/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $1535.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL4                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A     | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705549 | PA      | $707182.21    | 0.36%             | 2054-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                        | TOKIO MARINE HOLDINGS INC COMMON STOCK                    | CUSIP: 651312902<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     30500 | NS      | $1292621.40   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK POLSKA SA                                         | SANTANDER BANK POLSKA SA COMMON STOCK PLN10.0             | CUSIP: 715363909<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |      1068 | NS      | $146766.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUND FUTURE  SEP25 XEUR 20250908                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -12 | NC      | $14475.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.45000 10/11/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2337.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-3913.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.51000 04/09/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $780.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9             | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $9768.44      | 0.00%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2A                                          | REACH FINANCIAL LLC REACH 2024 2A A 144A                  | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171797 | PA      | $172247.68    | 0.09%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $335.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.46000 08/01/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2094.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A        | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365050 | PA      | $369331.79    | 0.19%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7496.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                                     | ANTERO MIDSTREAM CORP COMMON STOCK                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1572 | NS      | $29789.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORPORATION                                             | DISH DBS CORP SR SECURED 144A 12/26 5.25                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $445593.75    | 0.23%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.4* 09/07/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12937.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CMBX.NA.AAA.13 SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $20615.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-15.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | EDISON INTERNATIONAL COMMON STOCK                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      8315 | NS      | $429054.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.70 7/12/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-13457.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.41500 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $901.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                 | WILLIAMS COS INC COMMON STOCK USD1.0                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3612 | NS      | $226869.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO GOVT                                                      | MEX BONOS DESARR FIX RT BONDS 05/33 7.5                   | CUSIP: ACI2BPJ03<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $19529.43     | 0.01%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.55800 08/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1597.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.24800 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4158.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.75000 06/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-30941.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.92750 03/25/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6765.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                 | NEW YORK NY NYC 02/55 FIXED 6.385                         | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104064.36    | 0.05%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.25000 06/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-29722.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.23100 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4305.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8217.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.25000 09/17/25-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $270609.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5486.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                       | SINGAPORE EXCHANGE LTD COMMON STOCK                       | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     18400 | NS      | $215449.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3312.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-1.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORP CLASS A COMMON STOCK USD.01                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     34462 | NS      | $1229948.78   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.50 7/05/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-13096.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-127.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250718                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2432.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 03/20/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $15538.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $104797.54    | 0.05%             | 2054-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A      | CUSIP: 14687NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348446 | PA      | $352251.61    | 0.18%             | 2028-10-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3             | BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2            | CUSIP: 10805NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70122 | PA      | $70161.08     | 0.04%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                    | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A        | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    321280 | PA      | $321719.86    | 0.16%             | 2032-10-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25P 108.5 EXP 07/25/2025             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-31.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                     | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    102880 | PA      | $70026.94     | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1651.01      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                 | TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A            | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656211 | PA      | $669561.16    | 0.34%             | 2065-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                          | BANK LEUMI LE ISRAEL COMMON STOCK ILS.1                   | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     32705 | NS      | $608494.09    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.89600 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1640.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL COMMON STOCK USD.001                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      8397 | NS      | $560415.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-114.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $389.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANLAM LIMITED                                                   | SANLAM LTD COMMON STOCK ZAR.01                            | CUSIP: B0L675905<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |     38621 | NS      | $193434.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $201072.58    | 0.10%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1351.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 5.5 JUMBOS                              | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100162.48    | 0.05%             | 2054-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75         | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      4816 | PA      | $7287.41      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                           | WHITECAP RESOURCES INC COMMON STOCK                       | CUSIP: 96467A952<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |     27021 | NS      | $181562.07    | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MEXICO GOVT                                                      | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                   | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $133051.77    | 0.07%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 11.26 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1153.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO III DAC 3A                                      | INVESCO EURO CLO INVSC 3A AR                              | CUSIP: ACI2Q9953<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $470296.80    | 0.24%             | 2038-10-30      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $270327.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                      | NOVARTIS AG REG COMMON STOCK CHF.49                       | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     13455 | NS      | $1633128.83   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7304.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $787.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-118.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BB SEGURIDADE PARTICIPACOES SA                                   | BB SEGURIDADE PARTICIPACOES COMMON STOCK                  | CUSIP: B9N3SQ902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     19700 | NS      | $129808.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP GB NI 4.0 09/15/21-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-13745.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 2.75000 06/17/16-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-26556.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                     | ROMANIA ROMANIA                                           | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $111026.56    | 0.06%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1           | CUSIP: 225470RY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28250 | PA      | $16599.33     | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                      | ILLINOIS ST ILS 02/35 FIXED 6.63                          | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     11538 | PA      | $12128.41     | 0.01%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NIPPON BUILDING FUND INC                                         | NIPPON BUILDING FUND INC REIT                             | CUSIP: 639680909<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |       162 | NS      | $149587.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-85.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                  | AVON FINANCE AVON 4A A 144A                               | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    492503 | PA      | $677160.54    | 0.34%             | 2049-12-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5   | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 D 144A     | CUSIP: 46654PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $954842.01    | 0.48%             | 2038-11-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.25000 09/17/25-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-10327.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-2381.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-4156.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                 | WESTMORELAND MINING HOLDINGS L COMMON                     | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $32.58        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-6                                | VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A           | CUSIP: 92540JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649244 | PA      | $653551.17    | 0.33%             | 2069-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.00000 12/21/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $96992.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3204.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250903                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $8530.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA (INDITEX)                          | INDUSTRIA DE DISENO TEXTIL COMMON STOCK EUR.03            | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     10177 | NS      | $530901.12    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1447.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTRAND LIMITED                                                | FIRSTRAND LTD COMMON STOCK ZAR.01                         | CUSIP: 660699901<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |    108695 | NS      | $464653.68    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.94000 02/22/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3445.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC COMMON STOCK USD.01                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9025 | NS      | $265335.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD KWD BOUGHT USD 20290502                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $3500.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.97500 03/21/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2365.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-89316.36    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.20250 01/10/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2867.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC (AKA:  PRICELINE GROUP INC/THE)             | BOOKING HOLDINGS INC COMMON STOCK USD.008                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        32 | NS      | $185255.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A         | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165266 | PA      | $166660.60    | 0.08%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                               | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A         | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153948 | PA      | $141524.44    | 0.07%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC REIT USD.001                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      6462 | NS      | $403099.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                         | VINCI SA COMMON STOCK EUR2.5                              | CUSIP: B1XH02900<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     10734 | NS      | $1582947.04   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                 | WESTMORELAND COAL CO PIK TERM LOAN                        | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1578 | PA      | $623.39       | 0.00%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-2840.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250825                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $471.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO3                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1           | CUSIP: 761118KU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39712 | PA      | $28307.73     | 0.01%             | 2045-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX HY44 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $314672.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.37000 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1642.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.66500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $62.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC COMMON STOCK                            | CUSIP: 647453901<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     20400 | NS      | $600972.12    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $287.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-21.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.49500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1908.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA BANCO SANTANDER SA                     | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $426781.28    | 0.22%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                | BANK HAPOALIM BM COMMON STOCK ILS1.0                      | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     27028 | NS      | $519155.48    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $297.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                         | SIMON PROPERTY GROUP INC REIT USD.0001                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      4586 | NS      | $737245.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-173.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/43 4.375                               | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $286048.83    | 0.15%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMC MORTGAGE LOAN TRUST 2002-B                                   | EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A               | CUSIP: 268668BD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16365 | PA      | $16493.01     | 0.01%             | 2041-02-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2006-BNC3                          | STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3          | CUSIP: 86361KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81528 | PA      | $81048.12     | 0.04%             | 2036-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                    | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                  | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  11400000 | PA      | $226742.78    | 0.12%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-470.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                       | EUROBANK ERGASIAS SERVICES A COMMON STOCK EUR.22          | CUSIP: ACI0J8B70<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     55518 | NS      | $191219.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.5* 8/09/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-385567.36   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RB5182 FR 09/42 FIXED 4                 | CUSIP: 3133KYXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32120 | PA      | $31012.02     | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3910.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.40000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2006.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEXICAN UDIBONOS BONDS 11/28 4                            | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    510051 | PA      | $26649.47     | 0.01%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LIMITED                                  | SUN HUNG KAI PROPERTIES COMMON STOCK                      | CUSIP: 685992000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     31500 | NS      | $362975.87    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.36000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1947.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO EXPRESS (CAYMAN) INC                                         | ZTO EXPRESS CAYMAN INC COMMON STOCK USD.0001              | CUSIP: BMZ1C8901<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |      9050 | NS      | $160231.37    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.098 03/28/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-13754.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7538.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA COMMON STOCK NOK2.5                           | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     18020 | NS      | $455077.97    | 0.23%             |  |  |  | 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        |     35647 | NS      | $657330.68    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                              | WILLIAMS SONOMA INC COMMON STOCK USD.01                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       753 | NS      | $123017.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11900000 | PA      | $12270202.22  | 6.23%             | 2054-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $132.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEXICAN UDIBONOS BONDS 12/26 3                            | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   8840881 | PA      | $461462.46    | 0.23%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INTELSAT EMERGENCE SA CALL EXP17FEB27                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       107 | NC      | $256.89       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-512.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENAGA NASIONAL BERHAD                                           | TENAGA NASIONAL BHD COMMON STOCK                          | CUSIP: 690461009<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |     39400 | NS      | $134646.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEKOMUNIKASI TBK PT                                            | TELKOM INDONESIA PERSERO TBK COMMON STOCK IDR50.0         | CUSIP: BD4T6W908<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   1056500 | NS      | $180747.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                         | KIMCO REALTY CORP REIT USD.01                             | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     17937 | NS      | $377035.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.47000 02/22/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-61.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                             | PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A                  | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323624 | PA      | $329653.37    | 0.17%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-64.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25P 109 EXP 07/25/2025               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-31.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC COMMON STOCK USD.01                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2322 | NS      | $189544.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $372.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO COMMON STOCK                              | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    182840 | NS      | $1053233.71   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-11997.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                       | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A               | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400168.31    | 0.20%             | 2034-10-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    600000 | NC      | $2644.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.70 8/17/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-163336.71   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3        | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3            | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808533.44    | 0.41%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250710                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2499.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MURATA MANUFACTURING CO LTD                                      | MURATA MANUFACTURING CO LTD COMMON STOCK                  | CUSIP: 661040006<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     36600 | NS      | $540973.02    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.08000 01/08/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $689.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-94.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    673000 | PA      | $611101.22    | 0.31%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM42 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2969.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS MXN TIIE1/8.99000 12/24/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $1934.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75         | CUSIP: BP7M6FII1<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      4386 | PA      | $6623.56      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1170216.22   | 0.59%             | 2054-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.00000 01/03/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $455.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ A S                                                          | CEZ AS COMMON STOCK CZK100.0                              | CUSIP: 562403907<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |      3455 | NS      | $202951.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                        | REALTY INCOME CORP REIT USD1.0                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      5289 | NS      | $304699.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250808                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2451.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-146.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-1132.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRALEE CLO VI LTD 2019 6A                                        | TRALEE CDO LTD TRAL 2019 6A A1RR 144A                     | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290843 | PA      | $291063.90    | 0.15%             | 2032-10-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.09012 07/31/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-20359.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.30000 03/06/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2135.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/1.25000 06/18/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-604.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US ULTRA BOND CBT SEP25 XCBT 20250919                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         6 | NC      | $21365.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-64.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-11.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMRIZE LTD                                                       | AMRIZE LTD COMMON STOCK                                   | CUSIP: BVBMCR909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5891 | NS      | $293863.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A        | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183587 | PA      | $184307.53    | 0.09%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CORPORATION                                            | SOUTH BOW CORP COMMON STOCK NPV                           | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      2114 | NS      | $54773.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-8530.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $364.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.55000 08/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1666.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.23200 09/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2161.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.41000 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2469.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $1010.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $284071.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $24873.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3             | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19545.11     | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11865.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $75703.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-360.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $936.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25C 112.7 EXP 07/25/2025             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-437.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                      | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   6400000 | PA      | $155910.37    | 0.08%             | 2028-05-17      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-1.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP GB NI 4.14 10/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-11390.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $12.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $12151.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA)    | MICHELIN (CGDE) COMMON STOCK EUR.5                        | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     14695 | NS      | $546568.94    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                 | ESSENT GROUP LTD ESSENT GROUP LTD                         | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $207250.95    | 0.11%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-35163.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-2.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.70000 09/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $4157.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC COMMON STOCK USD.05                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2015 | NS      | $738779.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7098.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250929                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-351.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/0.75 06/16/21-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $421621.84    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL AX8309 FN 11/29 FIXED 3                         | CUSIP: 3138YAGT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3899 | PA      | $3819.88      | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP GB NI 4.25 11/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-8988.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1485.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CMBX.NA.AAA.10 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $17150.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A     | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $425839.52    | 0.22%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $948.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 9.99764 08/04/23-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-9776.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-361.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD MXN BOUGHT USD 20250917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-353.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.21 04/03/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2218.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 11.715 03/24/22-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-836.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC ENERGY CORPORATION                                            | TC ENERGY CORP COMMON STOCK                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      4225 | NS      | $206137.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-287.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.61100 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1112.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 13.9271 05/08/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-834.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $5232.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-1                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2            | CUSIP: 61751QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233861 | PA      | $590233.09    | 0.30%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.30000 09/25/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1578.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-435.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 06/20/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-23184.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                         | STATE STREET CORP COMMON STOCK USD1.0                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6320 | NS      | $672068.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-133.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.88000 07/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1027.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/48 1                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130076 | PA      | $95757.88     | 0.05%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                     | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  68800000 | PA      | $36397.29     | 0.02%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS LIMITED                                              | GOLD FIELDS LTD COMMON STOCK ZAR.5                        | CUSIP: 628021909<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      9491 | NS      | $224743.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.16509 04/01/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-6881.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE AG (AKA: SWISS RE LTD)                                  | SWISS RE AG COMMON STOCK CHF.1                            | CUSIP: ACI00MQT5<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      4819 | NS      | $833624.54    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                   | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000       | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |      1381 | PA      | $1600.06      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | PFIZER INC COMMON STOCK USD.05                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     46045 | NS      | $1116130.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-11632.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1          | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326664 | PA      | $320032.50    | 0.16%             | 2032-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $549.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $626.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                          | YANGZIJIANG SHIPBUILDING COMMON STOCK                     | CUSIP: B1VT03904<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     76100 | NS      | $132802.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC COMMON STOCK USD.001                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     39960 | NS      | $2772424.80   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.56900 08/14/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1531.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KY        |   -100000 | NC      | $-12.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-351.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   1300000 | NC      | $5728.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.84200 03/04/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1682.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-619.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                     | EVOLUTION AB COMMON STOCK SEK.003                         | CUSIP: BJXSCH901<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      3248 | NS      | $257966.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.95000 12/19/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2254.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-2019.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2509813.82   | 1.27%             | 2054-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $5016.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25P 110.2 EXP 07/25/2025             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS (PETROLEO BRASILEIRO SA)                               | PETROBRAS  PETROLEO BRAS COMMON STOCK                     | CUSIP: 268236908<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     81500 | NS      | $511371.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD TRY BOUGHT USD 20250724                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-821.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $14.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $19.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                             | DISH DBS CORP SR SECURED 144A 12/28 5.75                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173500.00    | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO JPM CHASE                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1331750 | PA      | $-1333885.24  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2005-EFC1                            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6          | CUSIP: 76112BRR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992508 | PA      | $965424.78    | 0.49%             | 2035-05-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.41500 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $901.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                | GAMING AND LEISURE PROPERTIE REIT                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      3172 | NS      | $148068.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.40500 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1395.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                  | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     44000 | PA      | $8965.00      | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $72.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                                | HESS MIDSTREAM LP   CLASS A COMMON STOCK                  | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2193 | NS      | $84452.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $112.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LIMITED                                     | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1               | CUSIP: 619376908<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |     69500 | NS      | $236632.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250731                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $151.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA COMMON STOCK EUR.5                     | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     30774 | NS      | $254835.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-800.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.00000 12/21/22-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $9264.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INTELSAT EMERGENCE SA CALL EXP 17FEB27                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        25 | NC      | $14.19        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/20/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-13893.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA (AKA: GDF SUEZ)                                         | ENGIE COMMON STOCK EUR1.0                                 | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     39902 | NS      | $937808.63    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250902                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-23717.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK MINING CORPORATION                                       | BARRICK MINING CORP COMMON STOCK                          | CUSIP: 06849F959<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     23865 | NS      | $496840.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-741.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11             | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3         | CUSIP: 073879PA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717409 | PA      | $715808.69    | 0.36%             | 2034-12-25      | Floating      | 6.31%                 | 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        |    104350 | PA      | $103493.61    | 0.05%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LONG GILT FUTURE  SEP25 IFLL 20250926                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        57 | NC      | $153989.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-45.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE                                                        | KLEPIERRE REIT EUR1.4                                     | CUSIP: 758255905<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      4589 | NS      | $181445.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL MA4779 FN 10/42 FIXED 4                         | CUSIP: 31418EJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1002 | PA      | $967.28       | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $39.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $787.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $37.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/29 0.25                                | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900365 | PA      | $864853.85    | 0.44%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7449.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                       | LCM LTD PARTNERSHIP LCM 31A AR 144A                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400297.83    | 0.20%             | 2034-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-9072.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.25000 11/22/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4564.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                               | THAMES WATER UTIL FIN SR SECURED REGS 01/30 0.875         | CUSIP: ACI235LV5<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $74986.49     | 0.04%             | 2030-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/28 0.75                                | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268348 | PA      | $265129.07    | 0.13%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.08501 08/01/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-8570.10     | -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        |    440805 | PA      | $434060.46    | 0.22%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC COMMON STOCK USD.2095238               | CUSIP: ACI07KLY6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    135852 | NS      | $145422.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4                                                   | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A       | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1252863 | PA      | $1192983.49   | 0.61%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                              | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                    | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     17145 | NS      | $677401.11    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-1041.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 06/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-22166.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                    | AMSURG EQUITY EQTYAS910                                   | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4188 | NS      | $189074.24    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) SEP25 XCBT 20250930                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $791.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC COMMON STOCK USD.00001                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      3093 | NS      | $634590.81    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-43.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)SEP25 XCBT 20250919                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       157 | NC      | $341904.81    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.42600 08/01/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1135.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                | ADMIRAL GROUP PLC COMMON STOCK GBP.001                    | CUSIP: B02J63904<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      3394 | NS      | $152412.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $468.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3            | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3889 | PA      | $3402.19      | 0.00%             | 2036-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250708                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-41.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US LONG BOND(CBT) SEP25 XCBT 20250919                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -15 | NC      | $-74201.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250710                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $802.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-109873.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-1                                 | HSI ASSET LOAN OBLIGATION HALO 2007 1 1A1                 | CUSIP: 40431TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1368 | PA      | $1238.10      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9137 | NS      | $1092876.57   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H050680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $392749.51    | 0.20%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-913.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-25.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                    | GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A     | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825828 | PA      | $803501.49    | 0.41%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                                | LINK REIT REIT                                            | CUSIP: B0PB4M906<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     56700 | NS      | $303713.14    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-255.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-2205.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                             | THAMES SSNM 144A UNFUNDED COMM                            | CUSIP: 955RVLII8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      9266 | PA      | $11892.24     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-41970.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.55500 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1596.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P3                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A      | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331291 | PA      | $333634.51    | 0.17%             | 2028-08-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20250917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.01        | 0.00%             |  |  |  | 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        |    978488 | PA      | $967688.90    | 0.49%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3623.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4A                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2             | CUSIP: 30166UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60566 | PA      | $60603.54     | 0.03%             | 2027-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-674.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $37208.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7             | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3200000 | PA      | $166287.03    | 0.08%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $43850.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1591.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7066.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-381.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A        | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400862.62    | 0.20%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.072 03/27/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-4667.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-695.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                                        | TESCO PLC COMMON STOCK GBP.0633333                        | CUSIP: BLGZ98903<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     42248 | NS      | $232935.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                             | EUROSAIL PLC ESAIL 2007 3X A3A REGS                       | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     79585 | PA      | $109217.88    | 0.06%             | 2045-06-13      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $302.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DAC 7A                                            | ARBOUR CLO ARBR 7A AR 144A                                | CUSIP: ACI2S2CF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $471441.29    | 0.24%             | 2038-12-15      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $29.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA                                               | BANCO DO BRASIL S.A. COMMON STOCK                         | CUSIP: 232859900<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     36900 | NS      | $150028.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.97000 02/27/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1846.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                         | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN              | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     22691 | PA      | $22690.72     | 0.01%             | 2029-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BPER BANCA (BANCA POPOLARE DELL'EMILIA ROMAGNA SC)               | BPER BANCA COMMON STOCK                                   | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     21329 | NS      | $193587.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM43 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4896.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP COMMON STOCK USD.001                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       655 | NS      | $114022.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.43091 09/03/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $364.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 3.00000 03/21/17-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $559.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15             | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1320000 | PA      | $385440.00    | 0.20%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.00000 09/18/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $25252.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-373.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2003-KS11                             | RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1        | CUSIP: 76110WVV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43383 | PA      | $44254.32     | 0.02%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.72500 02/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $547.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250710                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $3769.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $3059798.72   | 1.55%             | 2054-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7400000 | PA      | $6881712.81   | 3.49%             | 2054-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL FM3243 FN 02/50 FIXED VAR                       | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24743 | PA      | $22557.67     | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-21.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERBRIDGE CREDIT FUNDING 1 LTD                                | CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A        | CUSIP: 15186PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $433078.96    | 0.22%             | 2039-07-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CAPITALAND ASCENDAS REIT                                         | CAPITALAND ASCENDAS REIT REIT                             | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |     82000 | NS      | $173032.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                         | ENEL SPA COMMON STOCK EUR1.0                              | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     74217 | NS      | $704371.90    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                       | WINDSTREAM UNITS EQUITY                                   | CUSIP: 952YSX903<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $784.07       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRIFONAS FINANCE NO.1 PLC GRIF-1                                 | GRIFONAS FINANCE PLC GRIF 1 A REGS                        | CUSIP: B1DFQWII3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    108509 | PA      | $124320.76    | 0.06%             | 2039-08-28      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $197458.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $469.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.90750 03/04/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1781.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-14.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $390.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LIMITED                                       | SINGAPORE AIRLINES LTD COMMON STOCK                       | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     32100 | NS      | $176060.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4795714.37   | 2.43%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TRY BOUGHT USD 20250701                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-76.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20250723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-771.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7445.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3           | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1          | CUSIP: 320516AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90371 | PA      | $72081.92     | 0.04%             | 2036-06-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7611.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.25622 04/03/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-15373.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2006-3                                  | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10          | CUSIP: 05950LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6397 | PA      | $5461.61      | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 1 LTD 2015-1A                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A      | CUSIP: 033296AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    433697 | PA      | $425768.98    | 0.22%             | 2037-07-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                               | EQUITY RESIDENTIAL REIT USD.01                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4399 | NS      | $296888.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON COMPANY                                        | JOHNSON + JOHNSON COMMON STOCK USD1.0                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     18476 | NS      | $2822209.00   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.25000 06/21/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8358.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    208000 | PA      | $212616.80    | 0.11%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $4557.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $8.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A                        | GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A           | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256737 | PA      | $256766.03    | 0.13%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO SR UNSECURED 02/26 2.75                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59325.41     | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $397.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP LTD                                       | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1              | CUSIP: 598381903<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       818 | NS      | $572373.28    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.48100 10/29/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2035.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-296.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1240.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.4* 07/16/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12833.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.20325 04/02/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-15681.32    | -0.01%            |  |  |  | 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        |     30662 | NS      | $470968.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | AT&T INC SNR S* ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $9826.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.5000 03/15/22-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $60356.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25              | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    559000 | PA      | $501981.82    | 0.25%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.22000 10/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4268.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2019 3A                                             | VOYA CLO LTD VOYA 2019 3A AR 144A                         | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    782438 | PA      | $783220.99    | 0.40%             | 2032-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1342.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                 | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29821 | NS      | $34890.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                                        | ENDESA SA COMMON STOCK EUR1.2                             | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      6962 | NS      | $220522.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.88500 07/12/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1078.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.55000 08/03/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2226.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/3.00 9/19/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $26666.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250728                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $68.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.88000 01/13/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1502.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.60000 01/16/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $31970.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.15500 10/02/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3712.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8038.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-16.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.48500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1994.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX IG44 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $42661.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR PROPERTIES COMPANY GUAR 04/28 4.95                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1996.89      | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KABUSHIKI KAISHA                                    | NIPPON YUSEN KK COMMON STOCK                              | CUSIP: 664396009<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      9200 | NS      | $330969.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7387.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD 2017 1A                                     | NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A              | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    167864 | PA      | $167959.24    | 0.09%             | 2030-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-223.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $4.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                | CIM TRUST CIM 2024 R1 A1 144A                             | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343841 | PA      | $341264.00    | 0.17%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 11.22 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1181.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-375.51      | -0.00%            |  |  |  | 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        |     13113 | PA      | $12937.11     | 0.01%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/51 0.125                               | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    369609 | PA      | $201537.21    | 0.10%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-10                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 10A3          | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307613 | PA      | $69725.50     | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.85000 08/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-868.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.25000 06/21/23-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $928.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    500000 | NC      | $2139.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.03000 12/15/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2876.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875         | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6100000 | PA      | $321746.47    | 0.16%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                      | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                   | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $7235.74      | 0.00%             | 2028-09-06      | Fixed         | 49.96%                | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEX BONOS DESARR FIX RT BONDS 05/31 7.75                  | CUSIP: 975UCXII2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $111899.92    | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 03/29 2.375                               | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2668531.26   | 1.35%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 11/33 VAR                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $794722.96    | 0.40%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| STANDARD BANK GROUP LTD/SOUTH AFRICA BRANCH                      | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1                | CUSIP: B030GJ908<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |     28449 | NS      | $365274.51    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                                                 | OSAKA GAS CO LTD COMMON STOCK                             | CUSIP: 666176003<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      8000 | NS      | $205199.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE COMPANY                                         | PROCTER + GAMBLE CO/THE COMMON STOCK                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       929 | NS      | $148008.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEGATE FUNDING PLC 2023-1A                                   | BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A               | CUSIP: ACI2C6Q55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1330000 | PA      | $1841569.80   | 0.93%             | 2062-10-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1021.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                | EXPEDIA GROUP INC COMMON STOCK USD.001                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2695 | NS      | $454592.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                          | BPCE SA BPCE SA                                           | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $264840.98    | 0.13%             | 2029-10-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                           | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                    | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |      7860 | PA      | $7483.07      | 0.00%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1A                               | ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A            | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392000 | PA      | $395410.16    | 0.20%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250710                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $330.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-11116.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOMPO HOLDINGS INC (AKA: SOMPO JAPAN NIPPONKOA HOLDINGS INC)     | SOMPO HOLDINGS INC COMMON STOCK                           | CUSIP: B62G7K908<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     19500 | NS      | $587628.35    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA COMMON STOCK PLN1.25                             | CUSIP: 581006905<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |     12567 | NS      | $286420.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7434.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.77000 04/16/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2695.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2024-RPL1 TRUST                                              | MFRA TRUST MFRA 2024 RPL1 A1 144A                         | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361287 | PA      | $346503.48    | 0.18%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/46 2.875                               | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $441937.50    | 0.22%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                           | GRUPO MEXICO SAB DE CV SER B COMMON STOCK                 | CUSIP: 264367905<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     69400 | NS      | $420368.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESEA HOLDING SA                                               | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5              | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     27412 | PA      | $26071.76     | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $85.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL SA                                                        | REPSOL SA COMMON STOCK EUR1.0                             | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     24774 | NS      | $362354.46    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     14415 | NS      | $2625403.95   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4512 | NS      | $2089687.68   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.80000 09/05/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1125.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 3.5 JUMBOS                              | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $90926.79     | 0.05%             | 2054-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANON INC                                                        | CANON INC COMMON STOCK                                    | CUSIP: 617232004<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      6300 | NS      | $182723.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3       | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396866.27    | 0.20%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                                   | ABSA GROUP LTD COMMON STOCK ZAR2.0                        | CUSIP: BFX05H908<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |     18385 | NS      | $182993.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.15000 10/12/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3702.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.17625 04/27/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-2131.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $41547.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.85000 08/30/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5519.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-3992.35     | -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        |   2549141 | PA      | $2346737.58   | 1.19%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | CHENIERE ENERGY INC COMMON STOCK USD.003                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       473 | NS      | $115184.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORP COMMON STOCK USD.0833                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      9964 | NS      | $982948.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-5253.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.60000 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1207.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250718                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-8034.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                    | RIO TINTO PLC COMMON STOCK GBP.1                          | CUSIP: 071887004<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     16436 | NS      | $956642.03    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.41000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $449.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A        | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222915 | PA      | $223312.76    | 0.11%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA                      | PKO BANK POLSKI SA COMMON STOCK PLN1.0                    | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     18734 | NS      | $391443.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MIZRAHI TEFAHOT LTD                                         | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1               | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      3321 | NS      | $216634.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA                   | ACS ACTIVIDADES CONS Y SERV COMMON STOCK EUR.5            | CUSIP: B01FLQ905<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      3778 | NS      | $262599.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-330.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                                       | ASTRA INTERNATIONAL TBK PT COMMON STOCK IDR50.0           | CUSIP: B800MQ901<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    431400 | NS      | $119633.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 3.45000 10/20/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $7064.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.25000 09/17/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-7654.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERITZ FINANCIAL GROUP INC                                       | MERITZ FINANCIAL GROUP INC COMMON STOCK KRW500.0          | CUSIP: B4WRJD909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1822 | NS      | $151569.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.42500 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1255.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/0.50 9/16/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-145735.63   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-773.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.67900 08/13/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $583.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                         | SOFTBANK VISION FUND II FIXED TERM LOAN                   | CUSIP: 944YFGII6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    251219 | PA      | $251219.18    | 0.13%             | 2025-12-21      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-364.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-9346.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-5                                    | SLM STUDENT LOAN TRUST SLMA 2012 5 A3                     | CUSIP: 78447EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589380 | PA      | $585665.23    | 0.30%             | 2026-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                            | BBCCRE TRUST BBCCR 2015 GTP A 144A                        | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $369839.00    | 0.19%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/27 0.625                               | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $511349.61    | 0.26%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4174.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD (AKA: SHUANGHUI INTERNATIONAL HOLDINGS LTD)         | WH GROUP LTD COMMON STOCK USD.0001                        | CUSIP: BLLHKZ904<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    179500 | NS      | $173000.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $284.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                    | WELLTOWER INC REIT USD1.0                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1018 | NS      | $156497.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95             | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1041000 | PA      | $319534.84    | 0.16%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.50 7/12/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4114.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.59900 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1216.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A       | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325459 | PA      | $327289.01    | 0.17%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-585.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $7679.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 12/27 0.625                               | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $203998.44    | 0.10%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $11.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                    | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125      | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     13700 | NS      | $193936.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-4571.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL           | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       915 | PA      | $599.00       | 0.00%             | 2025-07-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN           | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     13122 | PA      | $12455.21     | 0.01%             | 2028-06-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| REALTEK SEMICONDUCTOR CORPORATION                                | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.0           | CUSIP: 605142900<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     11000 | NS      | $213630.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II 2022-1A                                        | 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A                 | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400476.25    | 0.20%             | 2034-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $457.32       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                        | BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49          | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    121302 | NS      | $1867841.50   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 09/20/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $34624.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS & AD INSURANCE GROUP HOLDINGS INC                             | MS+AD INSURANCE GROUP HOLDIN COMMON STOCK                 | CUSIP: B2Q4CS905<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     27900 | NS      | $623721.28    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                                | ARC RESOURCES LTD COMMON STOCK                            | CUSIP: 00208D960<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     12832 | NS      | $270539.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.10000 09/02/25-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7904.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20250723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-771.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A        | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196676 | PA      | $197011.91    | 0.10%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-54348.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                           | OMV AG COMMON STOCK                                       | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3160 | NS      | $171844.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.64300 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $835.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.04072 08/02/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-11027.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                       | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN    | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480926 | PA      | $495353.43    | 0.25%             | 2028-09-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    300000 | PA      | $38187.85     | 0.02%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.3* 07/19/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13275.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD                                                       | HOLCIM LTD COMMON STOCK CHF2.0                            | CUSIP: 711075903<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      5891 | NS      | $437460.55    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORPORATION LIMITED                                | CANADIAN TIRE CORP CLASS A COMMON STOCK                   | CUSIP: 136681954<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      1117 | NS      | $152069.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.51400 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1901.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.42100 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1131.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.47000 11/01/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2122.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.34000 02/23/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1331.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.183133 04/04/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-6718.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                             | PUERTO RICO ELEC PWR AUTH PWRR PRCPWR 07/40 FIXED 6.125   | CUSIP: 74526YFC4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |    100000 | PA      | $48750.00     | 0.02%             | 2040-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $141.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEXICAN UDIBONOS BONDS 11/31 2.75                         | CUSIP: ACI1VZWM8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6970695 | PA      | $329234.32    | 0.17%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                              | ELECTRONIC ARTS INC COMMON STOCK USD.01                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5279 | NS      | $843056.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC COMMON STOCK GBP.025                      | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      6255 | NS      | $162335.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-12.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-21.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-26.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP MOLLER - MAERSK A/S                                           | AP MOLLER MAERSK A/S B COMMON STOCK DKK1000.0             | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        92 | NS      | $171092.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA                                                       | TENARIS SA COMMON STOCK USD1.0                            | CUSIP: ACI2JZT93<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      8768 | NS      | $164353.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO SR UNSECURED 02/26 2.196                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.34      | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-532.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.07800 04/29/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3367.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $5650.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.93300 01/06/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1950.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 13.3537 05/12/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $2709.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A    | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420662 | PA      | $1307010.57   | 0.66%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NESTLE SA                                                        | NESTLE SA REG COMMON STOCK CHF.1                          | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5200 | NS      | $517016.98    | 0.26%             |  |  |  | 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        |    662394 | PA      | $618127.17    | 0.31%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.00000 12/21/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $241834.81    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KINBANE 2022-RPL 1 DAC  22-RPL1A                                 | KINBANE DAC KINBN 2022 RPL1A A 144A                       | CUSIP: ACI278GW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    405141 | PA      | $483821.65    | 0.25%             | 2062-09-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $35489.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1238.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-29402.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A   | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840456 | PA      | $748944.51    | 0.38%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC COMMON STOCK USD.01                      | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1452 | NS      | $159589.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS USD SOFR/1.81700 04/05/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-43226.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2020-2A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A         | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605777 | PA      | $608578.46    | 0.31%             | 2069-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-10.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-378.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.30000 01/17/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $19794.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR CO LTD                                              | YAMAHA MOTOR CO LTD COMMON STOCK                          | CUSIP: 698526001<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     19100 | NS      | $142926.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-169.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9              | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    105000 | PA      | $30210.36     | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WARTSILA OYJ ABP                                                 | WARTSILA OYJ ABP COMMON STOCK                             | CUSIP: 452518905<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      6174 | NS      | $145918.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.65000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL            | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3001 | PA      | $1575.45      | 0.00%             | 2025-06-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1           | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7474 | PA      | $3704.80      | 0.00%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250711                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $809.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $36.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.99400 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1989.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                     | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2000000 | PA      | $12759.56     | 0.01%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1049030.07   | 0.53%             | 2054-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIAA CLO IV LTD 2018-1A                                          | TIAA CLO LTD TIA 2018 1A A1AR 144A                        | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    299643 | PA      | $299940.89    | 0.15%             | 2032-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                     | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 150535000 | PA      | $78933.46     | 0.04%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2 LTD 2015-2A                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A      | CUSIP: 03329LAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $392906.20    | 0.20%             | 2038-04-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 8 LTD 2019-8A                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A        | CUSIP: 03331XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430310 | PA      | $426151.38    | 0.22%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SAMSUNG FIRE & MARINE INS                                        | SAMSUNG FIRE + MARINE INS COMMON STOCK KRW500.0           | CUSIP: 615525904<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       669 | NS      | $214506.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25P 109.5 EXP 07/25/2025             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-62.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                             | EUROSAIL PLC ESAIL 2007 3X A3C REGS                       | CUSIP: B23DWGII5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     28934 | PA      | $39706.60     | 0.02%             | 2045-06-13      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3959.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $445.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CHILE                                                   | BANCO DE CHILE COMMON STOCK                               | CUSIP: 210084901<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |    956555 | NS      | $144670.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8887.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $5808.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-107751.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.13000 05/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3775.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.38000 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $878.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.15000 04/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3919.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS MXN TIIE1/9.02000 12/23/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $2544.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                      | ISRAEL FIXED BOND BONDS 08/25 1.75                        | CUSIP: ACI0DVTJ0<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $300020.78    | 0.15%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.06000 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2564.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 11.87 03/22/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2191.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9                  | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1            | CUSIP: 86361PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071847 | PA      | $534074.39    | 0.27%             | 2036-10-25      | Floating      | 4.60%                 | 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        |     16650 | NS      | $377122.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC COMMON STOCK USD.01                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7734 | NS      | $1435585.08   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL QE1302 FR 05/52 FIXED 3                 | CUSIP: 3133BANT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58379 | PA      | $50579.34     | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC 24-1A                                           | LUGO FUNDING DAC 05/66 1                                  | CUSIP: ACI2S0075<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    366224 | PA      | $432297.97    | 0.22%             | 2066-05-26      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT SEP25 XCBT 20250919                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -14 | NC      | $-40488.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                      | LETRA TESOURO NACIONAL BILLS 07/25 0.00000                | CUSIP: ACI23CXV7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $91977.76     | 0.05%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1076.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/0.500 06/16/21-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $36052.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5          | CUSIP: 614878II9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4100000 | PA      | $240276.27    | 0.12%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                                   | KINGFISHER PLC COMMON STOCK GBP.157143                    | CUSIP: 331952903<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     36853 | NS      | $147175.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE (GROUP) CO LTD                           | CHINA PACIFIC INSURANCE GR H COMMON STOCK CNY1.0          | CUSIP: B2Q5H5907<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     55400 | NS      | $190596.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-6608.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.7* 8/12/23-28Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $39976.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 9.89906 08/03/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2043.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2203.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-154365.15   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $146.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.3275 04/05/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-11033.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-11871.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250818                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $642.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                  | KIA CORP COMMON STOCK KRW5000.0                           | CUSIP: 649092905<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      5182 | NS      | $370794.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-S2                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10               | CUSIP: 46628YBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75127 | PA      | $23775.61     | 0.01%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                    | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205099.46    | 0.10%             | 2027-10-18      | Floating      | 6.56%                 | 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        |    127471 | PA      | $92577.86     | 0.05%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                     | NNN REIT INC REIT USD.01                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      8938 | NS      | $385942.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $53267.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5941.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL7                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A     | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374141 | PA      | $373444.08    | 0.19%             | 2054-10-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $837.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RZD CAPITAL PUBLIC LIMITED COMPANY                               | RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487       | CUSIP: B3SXQ5II3<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $288256.43    | 0.15%             | 2031-03-25      | Fixed         | 7.49%                 | 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        |    350297 | PA      | $329170.77    | 0.17%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.10457 07/28/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-8541.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-4066.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8150.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA (AKA: GREEK ORGANISATION OF FOOTBALL PROGNOSTICS SA)     | OPAP SA COMMON STOCK EUR.3                                | CUSIP: 710725904<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      6039 | NS      | $136937.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 7 LTD 2019-7A                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A        | CUSIP: 03331FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    362166 | PA      | $359716.34    | 0.18%             | 2037-04-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20250723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-84.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-III LTD                                        | CIFC FUNDING LTD CIFC 2021 3A A 144A                      | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400865.52    | 0.20%             | 2036-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-545.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.13796 07/28/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-5338.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR PROPERTIES REIT USD.01                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      9327 | NS      | $543391.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                             | WSTN TRUST WSTN 2023 MAUI A 144A                          | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507549.35    | 0.26%             | 2037-07-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  JUN25 XCME 20250916                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -10 | NC      | $27352.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                        | NOKIA OYJ COMMON STOCK                                    | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    115292 | NS      | $598207.25    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $153620.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $12.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                                     | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568        | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      7049 | NS      | $199164.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/54 4.5                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $953281.25    | 0.48%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $45.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.68400 01/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-188.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-184.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.61300 08/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1116.73      | 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        |     42492 | PA      | $41915.77     | 0.02%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.46000 08/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2095.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL QE1435 FR 05/52 FIXED 3                 | CUSIP: 3133BASY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15045 | PA      | $13052.27     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A       | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730434 | PA      | $728886.84    | 0.37%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250915                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1999.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12762.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4              | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $26722.37     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5           | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    900000 | PA      | $44254.35     | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $509.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FBR SECURITIZATION TRUST 2005-5                                  | FBR SECURITIZATION TRUST FBRSI 2005 5 M2                  | CUSIP: 30246QCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528774 | PA      | $525086.20    | 0.27%             | 2035-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                             | EUROSAIL PLC ESAIL 2007 3A A3C 144A                       | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     48223 | PA      | $66177.65     | 0.03%             | 2045-06-13      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 04/27 4.5                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1822710.94   | 0.92%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 09/18/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $10063.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    160341 | PA      | $127387.14    | 0.06%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-2725.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                      | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR125.0         | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    807900 | NS      | $242680.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5            | CUSIP: 929FKUII9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $90435.34     | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.58600 08/19/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1370.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A        | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710863 | PA      | $711954.43    | 0.36%             | 2053-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN 2007-PA4                            | WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1         | CUSIP: 94984UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347280 | PA      | $322261.04    | 0.16%             | 2037-07-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $37408.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | HEALTHPEAK PROPERTIES INC REIT USD1.0                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     14830 | NS      | $259673.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL QE1988 FR 05/52 FIXED 3                 | CUSIP: 3133BBF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60545 | PA      | $52524.27     | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3                         | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A     | CUSIP: 466308AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32137 | PA      | $25180.27     | 0.01%             | 2037-05-26      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B            | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250742.03    | 0.13%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.56500 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1510.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $302.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.42000 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2941.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3        | COUNTRYWIDE HOME LOANS CWHL 2007 J3 A1                    | CUSIP: 17025QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14105 | PA      | $4521.04      | 0.00%             | 2037-07-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO 8 2020-8A                                       | OCEAN TRAILS CLO OCTR 2020 8A ARR                         | CUSIP: 67514UAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400464.26    | 0.20%             | 2034-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-696.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/54 4.625                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $777250.00    | 0.39%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  MAR26 XCME 20260616                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3144.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 06/21/23-3Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $654.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-12.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8             | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $16663.76     | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.00000 06/15/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-19700.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOC CCDS COMMON STOCK                 | CUSIP: ACI07BWB4<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |       380 | NS      | $67824.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $120.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 9.87397 08/03/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-5158.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.89000 03/03/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-815.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS INC                                             | KINETIK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $28676.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1         | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1697860 | PA      | $1233107.95   | 0.63%             | 2037-09-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CHINA SHENHUA ENERGY COMPANY LIMITED                             | CHINA SHENHUA ENERGY CO H COMMON STOCK CNY1.0             | CUSIP: B09N7M905<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     72000 | NS      | $279785.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250807                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $99.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS (PETROLEO BRASILEIRO SA)                               | PETROBRAS  PETROLEO BRAS PR PREFERENCE                    | CUSIP: 268453008<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    101600 | NS      | $586811.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD KWD BOUGHT USD 20300509                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2360.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-887.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-19.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-4                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1           | CUSIP: 68403FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637637 | PA      | $1159453.94   | 0.59%             | 2037-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                     | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25          | CUSIP: 028758902<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     43417 | NS      | $2064318.27   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250718                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1151.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.51453 09/03/24-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $162.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                                     | PEMBINA PIPELINE CORP COMMON STOCK                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      3175 | NS      | $119094.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 12/20/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4379.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE INC                                         | BROADSTONE NET LEASE INC REIT USD.00025                   | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     41897 | NS      | $672446.85    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA HONGQIAO GROUP LIMITED                                     | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01              | CUSIP: B44ZV9907<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     73000 | NS      | $168089.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-74.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.25000 03/20/24-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11278.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    868000 | PA      | $796911.42    | 0.40%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.87200 04/06/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20935.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $505.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                       | NATIONAL BANK OF GREECE COMMON STOCK EUR1.0               | CUSIP: ACI14S0Q0<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     18991 | NS      | $242149.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 07/12/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $192.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LIMITED                                            | COMPUTERSHARE LTD COMMON STOCK                            | CUSIP: 618041909<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     11497 | NS      | $301613.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                      | ILLINOIS ST ILS 07/35 FIXED 7.35                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      3929 | PA      | $4203.07      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS MXN TIIE1/9.15000 01/06/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $3407.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6958.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BOBL FUTURE  SEP25 XEUR 20250908                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -7 | NC      | $4397.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS EUR 2.86000 04/24/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3111.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260518                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/34 1.875                               | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1022240 | PA      | $1023617.14   | 0.52%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA 144A 11/33 7.2                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $224690.91    | 0.11%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-951.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KT&G CORPORATION                                                 | KT+G CORP COMMON STOCK KRW5000.0                          | CUSIP: 617507900<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      2038 | NS      | $192359.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                               | THAMES WATER UTIL FIN SR SECURED REGS 04/42 2.375         | CUSIP: ACI1LVZ52<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90926.73     | 0.05%             | 2042-04-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMBEV SA                                                         | AMBEV SA COMMON STOCK                                     | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    102700 | NS      | $251783.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.05205 08/02/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-9630.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.45000 11/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6104.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                  | PFP III PFP 2024 11 A 144A                                | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    352539 | PA      | $353794.10    | 0.18%             | 2039-09-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.01500 12/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2648.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     65468 | NS      | $2832800.36   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.75000 06/15/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $44283.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.82700 05/06/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2961.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R4                                                | CIM TRUST CIM 2023 R4 A1 144A                             | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1198986 | PA      | $1201995.46   | 0.61%             | 2062-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A        | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479549 | PA      | $483446.35    | 0.25%             | 2055-02-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.79500 08/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-395.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.90000 08/30/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1584.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                       | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0          | CUSIP: 677172009<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      3331 | NS      | $147302.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.06250 01/08/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1341.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR PROPERTIES COMPANY GUAR 12/26 4.75                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1997.82      | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO/THE SR UNSECURED 05/27 6.259                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411690.77    | 0.21%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2             | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195260.35    | 0.10%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QS5                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1           | CUSIP: 74923JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173100 | PA      | $142481.37    | 0.07%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $891.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    269175 | PA      | $191753.54    | 0.10%             | 2038-01-09      | Variable      | 5.00%                 | 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        |      4230 | NS      | $296607.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE CLO 2022-1 LTD                                     | PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A                | CUSIP: 69689QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801406.50    | 0.41%             | 2035-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.46382 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12016.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9              | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     48000 | PA      | $13810.45     | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $410.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    167024 | PA      | $112386.27    | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $82.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-12.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.08000 04/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3373.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                     | MEDIATEK INC COMMON STOCK TWD10.0                         | CUSIP: 637248907<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     33000 | NS      | $1414005.72   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AUST 10Y BOND FUT SEP25 XSFE 20250915                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -9 | NC      | $-6188.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-124.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.80000 03/10/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $810.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                      | REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $190669.09    | 0.10%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                  | IHEARTMEDIA INC   CLASS B COMMON STOCK                    | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5486 | NS      | $8496.72      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORTESCUE LTD                                                    | FORTESCUE LTD COMMON STOCK                                | CUSIP: 608625901<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     35614 | NS      | $358000.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-6326.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC (AKA: MEDTRONIC INC)                               | MEDTRONIC PLC COMMON STOCK USD.1                          | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     15094 | NS      | $1315743.98   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NIGERIA GOVT                                                     | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  68800000 | PA      | $36416.40     | 0.02%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.80000 08/30/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $792.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.93000 03/24/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3968.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.17500 10/10/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3888.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.37500 10/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2974.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC COMMON STOCK                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      4670 | NS      | $211644.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.67000 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-83.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                  | BEST BUY CO INC COMMON STOCK USD.1                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4334 | NS      | $290941.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3044.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM40 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-856.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-24.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $493.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.87400 03/05/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1498.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25C 112 EXP 07/25/2025               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/54 4.25                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $91351.56     | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.84000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1162.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75     | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     20000 | PA      | $2960.00      | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.53500 11/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3030.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                                  | DAITO TRUST CONSTRUCT CO LTD COMMON STOCK                 | CUSIP: 625050000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      1300 | NS      | $141593.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.46300 10/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2198.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.2* 09/28/23-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7034.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-2823.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.90000 04/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1972.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $1375.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.37000 07/12/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-10886.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1436.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                             | INVITATION HOMES INC REIT USD.01                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6834 | NS      | $224155.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.30000 12/02/24-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1061.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.36000 10/07/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1962.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KWD BOUGHT USD 20290702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $434.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.00000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $27787.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  SEP25 XCME 20251216                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $4742.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-2459.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $186929.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                  | MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR        | CUSIP: B1FL5TII8<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |     51472 | PA      | $70063.94     | 0.04%             | 2030-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8800000 | PA      | $8619683.95   | 4.37%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                  | EMCOR GROUP INC COMMON STOCK USD.01                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       981 | NS      | $524727.09    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12869.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $124231.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-2888.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.68500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $218.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-44567.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-7927.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERTEK GROUP PLC                                               | INTERTEK GROUP PLC COMMON STOCK GBP.01                    | CUSIP: 316383900<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      3460 | NS      | $225379.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4          | CUSIP: 74923HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15776 | PA      | $12612.13     | 0.01%             | 2037-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 10/29 4                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $807812.50    | 0.41%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.42760 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2047.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $4675.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $710.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAMBLES LIMITED                                                 | BRAMBLES LTD COMMON STOCK                                 | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29749 | NS      | $459437.49    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.46500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2166.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL MA4729 FN 09/42 FIXED 4                         | CUSIP: 31418EHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1475 | PA      | $1423.74      | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX EM36 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3140.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8982.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2                           | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2           | CUSIP: 83612MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667967 | PA      | $664844.26    | 0.34%             | 2036-12-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $4474.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.08500 04/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3415.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.45000 03/07/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1076.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $180151.00    | 0.09%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.17 04/01/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-11372.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1563.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8196.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75          | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58454 | PA      | $57435.73     | 0.03%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                           | EUROSAIL PLC ESAIL 2007 6NCX A3A REGS                     | CUSIP: B29Q4HII9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    168024 | PA      | $228851.20    | 0.12%             | 2045-09-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LIMITED                      | SITC INTERNATIONAL HOLDINGS COMMON STOCK HKD.1            | CUSIP: B61X7R907<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     44000 | NS      | $140969.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                     | DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A                  | CUSIP: 23308LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $826217.55    | 0.42%             | 2036-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.20000 05/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4316.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                     | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9000000 | PA      | $62918.44     | 0.03%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-5                                 | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A            | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361573 | PA      | $361313.81    | 0.18%             | 2064-10-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TRY BOUGHT USD 20250709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-132.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250903                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $6242.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                      | INTELSAT EMERGENCE SA COMMON STOCK                        | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      2890 | NS      | $99695.71     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.95000 04/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2365.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                           | YUM CHINA HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      4706 | NS      | $210405.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.17000 10/03/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3833.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-7                               | HOME EQUITY ASSET TRUST HEAT 2005 7 M2                    | CUSIP: 437084PA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91684 | PA      | $87751.00     | 0.04%             | 2036-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $995.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.28000 09/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3891.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 3.30000 10/03/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $9026.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $19.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.45500 11/01/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2251.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                | NATIONAL GRID PLC COMMON STOCK GBP.1243129                | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     20620 | NS      | $302673.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7198.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20250723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-319.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP SR UNSECURED 05/28 4.95                | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4057.50      | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.00000 06/21/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $28005.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.4000 06/15/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $26160.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R             | CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A       | CUSIP: 12646QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97484 | PA      | $50615.17     | 0.03%             | 2037-12-29      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.36832 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $14203.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A         | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512901 | PA      | $511944.60    | 0.26%             | 2069-08-26      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.25000 03/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5308.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.30000 12/02/24-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1500.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                   | CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A              | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197940 | PA      | $198415.86    | 0.10%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEXICAN UDIBONOS BONDS 08/34 4                            | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2040203 | PA      | $101160.46    | 0.05%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD)                     | SUBARU CORP COMMON STOCK                                  | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     12700 | NS      | $220172.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 05/22/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $39831.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $170.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.75000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17406.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST             | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35          | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6211 | PA      | $5919.98      | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $2833.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A         | TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A        | CUSIP: ACI2NQX93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    231774 | PA      | $318856.09    | 0.16%             | 2053-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                               | FORESEA HLDG S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       220 | NS      | $4510.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19223.69     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.03683 08/07/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2749.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     27982 | PA      | $23392.87     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.50000 03/19/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $72917.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS MXN TIIE1/9.10833 03/19/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $6817.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.62000 09/02/25-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-16946.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.03000 10/04/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2729.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2023-1A                         | FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A       | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133067 | PA      | $134353.84    | 0.07%             | 2028-10-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $284.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                            | QUALCOMM INC COMMON STOCK USD.0001                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5736 | NS      | $913515.36    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                   | OMEGA HEALTHCARE INVESTORS REIT USD.1                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     18575 | NS      | $680773.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL QE2230 FR 05/52 FIXED 3                 | CUSIP: 3133BBPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29699 | PA      | $25730.55     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PICC PROPERTY AND CASUALTY COMPANY LIMITED                       | PICC PROPERTY + CASUALTY H COMMON STOCK CNY1.0            | CUSIP: 670625904<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    152000 | NS      | $295362.53    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSTONS ISSUER PLC                                              | MARSTONS ISSUER PLC SECURED REGS 07/35 VAR                | CUSIP: B0GDY1II6<br>LEI: 213800HQB746UJ9UWM15 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $244159.64    | 0.12%             | 2035-07-16      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                     | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 150535000 | PA      | $79056.53     | 0.04%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                     | ROMANIA SR UNSECURED 144A 09/31 5.125                     | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $232857.28    | 0.12%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                               | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1980 | NS      | $40590.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.64750 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $92.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | ALTICE FRANCE SA 2023 USD TERM LOAN B14                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     98990 | PA      | $89943.19     | 0.05%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.40000 04/09/25-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-809.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                         | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A       | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304015 | PA      | $307765.10    | 0.16%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                             | BANCO DE SABADELL SA COMMON STOCK EUR.125                 | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    111830 | NS      | $356016.47    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK + CO. INC. COMMON STOCK USD.5                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16544 | NS      | $1309623.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.71500 08/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $234.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                                                | SHIONOGI + CO LTD COMMON STOCK                            | CUSIP: 680468006<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     16400 | NS      | $295237.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                     | ROMANIA SR UNSECURED 144A 09/34 6.25                      | CUSIP: ACI2TMX47<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $237971.95    | 0.12%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.00100 01/06/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $454.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.76000 08/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $446.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.09000 04/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6922.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.44600 10/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2344.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR              | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $427073.56    | 0.22%             | 2034-01-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| POWSECHNY ZAKLAD UBEZPIECZEN SA                                  | POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK PLN.1           | CUSIP: B63DG2904<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     13030 | NS      | $227856.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 01/28 0.75                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $102072.27    | 0.05%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250718                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2782.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $193027.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KWD SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.70000 06/06/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-30778.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.01000 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $461.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAIER SMART HOME CO LTD                                          | HAIER SMART HOME CO LTD H COMMON STOCK CNY1.0             | CUSIP: BLD4QD905<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     51000 | NS      | $146553.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $6.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A       | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $407636.32    | 0.21%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.89000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1589.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/1.00000 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $4849.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 10/27 0.5                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $92890.63     | 0.05%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                    | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK EUR.01          | CUSIP: BD0Q39902<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     12674 | NS      | $529347.85    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.43500 11/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2416.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-4775.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-5420.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLP HOLDINGS LIMITED                                             | CLP HOLDINGS LTD COMMON STOCK                             | CUSIP: 609701909<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     35000 | NS      | $295601.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-30242.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-16CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 16CB A2         | CUSIP: 021460AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74325 | PA      | $38886.56     | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434288.26    | 0.22%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2018-3A                                | NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A            | CUSIP: 64034AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65743 | PA      | $65759.11     | 0.03%             | 2066-09-27      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1627529.82   | 0.83%             | 2054-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO/THE SR UNSECURED 05/29 6.298                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10574.76     | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-4.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.25 06/20/18-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $200285.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-27161.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.2* 9/24/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-23912.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-383.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.65000 07/10/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-613.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75            | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106768.70    | 0.05%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.3* 07/20/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13334.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-127.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $35119.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG         | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $43800.00     | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.46400 08/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2101.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-4472.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 10.18249 04/04/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-13553.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-173.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-16090.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                 | ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK                 | CUSIP: 711038901<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3985 | NS      | $1300782.34   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-7715.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                | SUNCOR ENERGY INC COMMON STOCK                            | CUSIP: 867224958<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     27094 | NS      | $1014918.26   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $13.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANSKA AB                                                       | SKANSKA AB B SHS COMMON STOCK                             | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      7357 | NS      | $171378.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.45000 10/31/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6102.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-1A                                   | LENDMARK FUNDING TRUST LFT 2024 1A A 144A                 | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203518.60    | 0.10%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                       | EQTYWM927 WESTMORELAND MINING                             | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $385.76       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JD.COM INC                                                       | JD.COM INC CLASS A COMMON STOCK USD.00002                 | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     53400 | NS      | $872144.74    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4145.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.00000 06/21/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $47873.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.52500 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1806.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $401.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                    | SLM STUDENT LOAN TRUST SLMA 2005 B A4                     | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513160 | PA      | $500483.51    | 0.25%             | 2039-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.30000 06/14/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3957.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 3 JUMBOS                                | CUSIP: 21H030682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $176887.48    | 0.09%             | 2054-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA PERSERO TBK PT (BRI)                       | BANK RAKYAT INDONESIA PERSER COMMON STOCK IDR50.0         | CUSIP: 670909902<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   1458100 | NS      | $336179.87    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                            | MICROSOFT CORP COMMON STOCK USD.00000625                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2042 | NS      | $1015711.22   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                               | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353       | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296927 | PA      | $322280.76    | 0.16%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                       | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124300 | PA      | $124300.18    | 0.06%             | 2026-11-03      | Floating      | 11.11%                | No            |                  3 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A      | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390512 | PA      | $386364.83    | 0.20%             | 2037-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                          | VALE SA COMMON STOCK                                      | CUSIP: 219628005<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     41600 | NS      | $403128.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA COMMON STOCK NOK1.0                           | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      6712 | NS      | $171521.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC REIT USD.01                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      7319 | NS      | $298834.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $233.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250718                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2031.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS MXN TIIE1/9.13500 01/02/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $2758.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-6                            | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3            | CUSIP: 059487AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33130 | PA      | $28936.07     | 0.01%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETEASE INC                                                      | NETEASE INC COMMON STOCK USD.0001                         | CUSIP: BM93SF903<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     38100 | NS      | $1026770.63   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.05250 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $495.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                       | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3645 | NS      | $335340.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 12/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-509.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.38500 10/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2882.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217006.04    | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         6 | NC      | $117.61       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.39500 10/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2796.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $12003.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $45805.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T ROWE PRICE GROUP INC                                           | T ROWE PRICE GROUP INC COMMON STOCK USD.2                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      4781 | NS      | $461366.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT PEN SOLD USD 20250917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $411.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    196042 | PA      | $122036.15    | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $913.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC             | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A         | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375341 | PA      | $376741.54    | 0.19%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.711* 04/27/22-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $9455.36      | 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        |    457388 | PA      | $4453585.32   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250730                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1756.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3A                                 | OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A             | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380553 | PA      | $381790.31    | 0.19%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                        | BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2217 | NS      | $201990.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 06/20/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-24158.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    104000 | PA      | $30368.00     | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141650.32    | 0.07%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVATEK MICROELECTRONICS LTD                                     | NOVATEK MICROELECTRONICS COR COMMON STOCK TWD10.0         | CUSIP: 634633903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12000 | NS      | $223810.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.00000 06/21/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1826.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL FM3241 FN 03/50 FIXED VAR                       | CUSIP: 3140X6S77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36076 | PA      | $31710.00     | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $924.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.95000 09/13/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2035.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.03000 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $477.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)                          | AIB GROUP PLC COMMON STOCK EUR.625                        | CUSIP: BF0L35906<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     44909 | NS      | $370627.21    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2          | CUSIP: 16163CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13710 | PA      | $12364.67     | 0.01%             | 2036-09-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-847.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162088.20    | 0.08%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $247.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.05750 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $499.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.86000 02/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3229.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-B                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 4A2           | CUSIP: 05950TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2394 | PA      | $1939.15      | 0.00%             | 2046-11-20      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORP COMMON STOCK USD.1                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     13502 | NS      | $429498.62    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COLOMBIA LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-759.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)                       | DESARROLLADORA HOMEX SAB DE COMMON STOCK                  | CUSIP: B01RQ2907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     41996 | NS      | $2.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | SOLD TRY BOUGHT USD 20250808                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-249.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)        | UNITI GROUP INC REIT USD.0001                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |        28 | NS      | $120.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL BV8509 FN 05/52 FIXED 3                         | CUSIP: 3140MNN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99640 | PA      | $86351.52     | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.00000 09/21/22-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-17297.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | EQUINIX INC REIT USD.001                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       252 | NS      | $200458.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 06/18/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $66455.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  DEC25 XCME 20260317                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3869.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A                       | MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A           | CUSIP: ACI2PXBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    674164 | PA      | $795131.47    | 0.40%             | 2081-03-24      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875         | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7732 | PA      | $6842.82      | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS ZAR 8.54300 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1232.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-4864.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M          | COMM MORTGAGE TRUST COMM 2016 667M A 144A                 | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $372011.08    | 0.19%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.00 8/18/23-9Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20806.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-NQM2 TRUST                                              | MFRA TRUST MFRA 2023 NQM2 A1 144A                         | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1193698 | PA      | $1186213.12   | 0.60%             | 2068-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                         | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN              | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    177309 | PA      | $177309.28    | 0.09%             | 2029-12-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                   | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                     | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    206000 | PA      | $138219.14    | 0.07%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 03/26 4.5                                 | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1805053.81   | 0.92%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-554.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEDBANK GROUP LIMITED                                            | NEDBANK GROUP LTD COMMON STOCK ZAR1.0                     | CUSIP: 662800903<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |      9804 | NS      | $134596.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                              | SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A             | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402450.88    | 0.20%             | 2029-06-15      | Fixed         | 5.11%                 | 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        |   1901070 | PA      | $1847074.40   | 0.94%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20250808                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-363.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7         | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $215619.76    | 0.11%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 06/22/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $685.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.10500 04/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3572.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-859.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2A                        | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A       | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137066 | PA      | $138130.81    | 0.07%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.79250 11/19/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $698.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.86000 11/14/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1273.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                               | NVIDIA CORP COMMON STOCK USD.001                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7854 | NS      | $1240853.46   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-53.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS NZD 4.75000 06/19/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |         1 | NC      | $8968.38      | 0.00%             |  |  |  | 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        |     26294 | NS      | $622378.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) SEP25 XCBT 20250930                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       124 | NC      | $148541.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A        | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59047 | PA      | $59359.09     | 0.03%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                       | SAMSUNG ELECTRONICS PREF PREFERENCE                       | CUSIP: 677381907<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      2728 | NS      | $100076.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                  | IHEARTMEDIA INC   CLASS A COMMON STOCK                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6979 | NS      | $12283.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.90500 03/12/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1766.06     | -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      | $-5378.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | NORTHERN TRUST CORP COMMON STOCK USD1.666666              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4268 | NS      | $541139.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20260209                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1834.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX HY43 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $172253.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $147.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $278979.84    | 0.14%             | 2054-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-530.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 9.93932 08/07/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-4005.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-29.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 06/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4295.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $10831.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL MA4697 FN 08/42 FIXED 4                         | CUSIP: 31418EGF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25616 | PA      | $24732.37     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250701                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $309.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A             | PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A      | CUSIP: ACI2S2BG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    288180 | PA      | $339814.24    | 0.17%             | 2033-05-15      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5900000 | PA      | $978207.22    | 0.50%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                        | SHELL PLC COMMON STOCK EUR.07                             | CUSIP: BP6MXD906<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     18076 | NS      | $630662.91    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/2.00 8/12/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $14128.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 05/07/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $501.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11       | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49104 | PA      | $17609.12     | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY COMMON STOCK                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2459 | NS      | $325719.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES                                                         | BOUYGUES SA COMMON STOCK EUR1.0                           | CUSIP: 400212908<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      3958 | NS      | $178999.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                              | VICI PROPERTIES INC REIT USD.01                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     17530 | NS      | $571478.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7        | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19826 | PA      | $8168.92      | 0.00%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-413.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI SA (BANK PEKAO SA)                       | BANK PEKAO SA COMMON STOCK PLN1.0                         | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      3937 | NS      | $202772.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                       | KIMBERLY CLARK CORP COMMON STOCK USD1.25                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7250 | NS      | $934670.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1A                           | TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A       | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386676 | PA      | $388368.70    | 0.20%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOFTBANK GROUP CORP SNR JP SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-436.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.78000 05/02/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2761.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3924.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.64500 08/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $841.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FORD MOTOR COMPANY SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $15100.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 0.83000 12/09/42-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $175016.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11500000 | PA      | $11675978.98  | 5.93%             | 2054-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR FUT OPTN  AUG25C 112.5 EXP 07/25/2025             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -2 | NC      | $-1062.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-680.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 06/21/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-576.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.71000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $459.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-71.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-6581.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.53200 08/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1832.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN BAR SECURITISATION SRL 2023-2 23-2                        | GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS             | CUSIP: ACI2KTMD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    315738 | PA      | $374351.67    | 0.19%             | 2043-09-22      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3190.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $134.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-1A                                          | REACH FINANCIAL LLC REACH 2024 1A A 144A                  | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32100 | PA      | $32177.97     | 0.02%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 12/20/23-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $120.32       | 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        |       861 | NS      | $150098.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.59400 01/09/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $508.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-3493.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $121.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITE-ON TECHNOLOGY CORPORATION                                   | LITE ON TECHNOLOGY CORP COMMON STOCK TWD10.0              | CUSIP: 651948903<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     44000 | NS      | $166796.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RB5175 FR 08/42 FIXED 4                 | CUSIP: 3133KYXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22827 | PA      | $22039.00     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-331.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                    | CME GROUP INC COMMON STOCK USD.01                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3074 | NS      | $847255.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20250804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-53213.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.16500 09/27/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7557.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20250723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $887.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                  | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    637000 | PA      | $670827.18    | 0.34%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/1.00000 06/15/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $9681.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KY        |   -100000 | NC      | $-476.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 3.37000 10/09/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $6665.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-110.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-4734.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/49 3                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1133000 | PA      | $835144.93    | 0.42%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -100000 | NC      | $-0.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                | US RENAL CARE INC SR SECURED 144A 06/28 10.625            | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |      2100 | PA      | $1798.13      | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75           | CUSIP: ACI087B66<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3880000 | PA      | $189193.55    | 0.10%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                               | KONINKLIJKE KPN NV COMMON STOCK EUR.04                    | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     83354 | NS      | $406616.69    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7           | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2000 | PA      | $353.19       | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-284.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

**Name of Applicant:** PIMCO Equity Series

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer