# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004495
**Filing Date:** 2025-11
**Character Count:** 237868
**Document Hash:** 091cf778acde851fec283912efc1869c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004495.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528342

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

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

## Series and Classes Contracts Data

### PIMCO RealEstateRealReturn Strategy Fund (Series ID: S000009701)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000026613 | Institutional | PRRSX           |
| C000026614 | A             | PETAX           |
| C000026616 | C             | PETCX           |
| C000064149 | I-2           | PETPX           |
| C000200447 | I-3           | PNRNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO RealEstateRealReturn Strategy Fund

- **b. EDGAR series identifier (if any):** S000009701

- **c. LEI of Series:** HGDM3WP2M1H6NT5B7Y90

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1038230720.83

**Total Liabilities:** $513619210.40

**Net Assets:** $524611510.43

**Delayed Delivery Securities:** $2600000.00

**Cash Not Reported:** $5463658.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5477.965300 | **1-Year:** 2790.352300 | **5-Year:** 39984.044600 | **10-Year:** 33896.998000 | **30-Year:** -20977.499500

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

- **3-Month:** 217.134000 | **1-Year:** 3022.111800 | **5-Year:** 10378.909600 | **10-Year:** 2340.164800 | **30-Year:** 1.980300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026614 | -0.96%               | 5.84%                | 0.37%                |
| Class ID C000026616 | -1.05%               | 5.75%                | 0.35%                |
| Class ID C000064149 | -0.96%               | 5.85%                | 0.46%                |
| Class ID C000200447 | -0.95%               | 5.84%                | 0.43%                |
| Class ID C000026613 | -0.95%               | 5.86%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-509021.93              | $-3666222.78                               |
| Month 2  | $119880.63               | $16368632.63                               |
| Month 3  | $-265731.64              | $-733559.75                                |

**Designated Index Information**

- **Index Name:** Dow Jones US Select REIT Index

- **Index Identifier:** DWRTFT

### Schedule of Portfolio Investments

| Name                                                               | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1956.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                         | BRIXMOR PROPERTY GROUP INC REIT USD.01                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      59271 | NS      | $1640621.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2696.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                                               | SL GREEN REALTY CORP REIT USD.01                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      10192 | NS      | $609583.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                                       | SUNSTONE HOTEL INVESTORS INC REIT USD.01                | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      37464 | NS      | $351037.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC 5A                                        | HAYFIN EMERALD CLO HAYEM 5A AR 144A                     | CUSIP: ACI2RYDM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1293027.04    | 0.25%             | 2037-11-17      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A1                                | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9          | CUSIP: 761136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207748 | PA      | $60963.66      | 0.01%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.38 10/15/24-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-9262.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6             | CUSIP: 959UCZII7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1126000 | PA      | $1461767.95    | 0.28%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.69 06/01/21-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10215.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-654.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1       | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2315 | PA      | $2110.31       | 0.00%             | 2036-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                    | JONES LANG LASALLE INC COMMON STOCK USD.01              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       1031 | NS      | $307526.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                         | XENIA HOTELS + RESORTS INC REIT USD.01                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      18603 | NS      | $255233.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-963.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                              | CAMDEN PROPERTY TRUST REIT USD.01                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      20747 | NS      | $2215364.66    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.7 04/15/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $97149.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                       | WP CAREY INC REIT USD.001                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      42890 | NS      | $2898077.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/29 3.875                             | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15916419 | PA      | $17406875.29   | 3.32%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $2.04          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BOBL FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         71 | NC      | $2715.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFRF USD SOFR/2.30000 11/15/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1548077.40   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.68 04/15/23-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $139466.73     | 0.03%             |  |  |  | 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        |      15215 | NS      | $1541431.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $669.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1179.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-734.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $100017.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUND FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -160 | NC      | $-112297.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3190.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1249.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.59 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $25796.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $874.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $948.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $3935.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-77292.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $35991.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1200000 | PA      | $128127.96     | 0.02%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1186.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7897.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-4526.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-7                                 | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2         | CUSIP: 54251TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280211 | PA      | $111897.32     | 0.02%             | 2036-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-97074.43     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20251208                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-738.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS7                              | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1         | CUSIP: 75406XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1427222 | PA      | $1415985.66    | 0.27%             | 2036-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1898.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/26 0.125                             | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27071235 | PA      | $26924136.41   | 5.13%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.60600 10/31/23-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $46645.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1113.39      | -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        |      88689 | NS      | $1584872.43    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.84 11/21/23-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $293256.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                         | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A            | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     272354 | PA      | $275791.83     | 0.05%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                            | COPT DEFENSE PROPERTIES REIT USD.01                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      21781 | NS      | $632955.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                            | PEBBLEBROOK HOTEL TRUST REIT USD.01                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      23119 | NS      | $263325.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2102.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIS RESIDENTIAL INC                                              | VERIS RESIDENTIAL INC REIT USD.01                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      15435 | NS      | $234612.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $446.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+55.5 JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $3670161.55    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $6132.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-125133.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         68 | NC      | $39793.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3.42         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5             | CUSIP: 3142GSQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1958181 | PA      | $1978441.71    | 0.38%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-1151.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                            | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A      | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003839.50    | 0.38%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1002.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                              | AMERICAN HOMES 4 RENT  A REIT USD.01                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      62316 | NS      | $2072007.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+55 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $185017.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-4R                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A      | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7498 | PA      | $6809.50       | 0.00%             | 2036-10-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    5838176 | PA      | $748213.61     | 0.14%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                                       | AMERICAN HEALTHCARE REIT INC REIT USD.01                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      47547 | NS      | $1997449.47    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      29964 | NS      | $2497199.76    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     753882 | PA      | $446487.10     | 0.09%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.6 05/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-894.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1335.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.59 12/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $114820.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED REGS 10/50 1               | CUSIP: ACI1CPNN9<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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        |      61373 | NS      | $10610164.24   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA CLO LTD 2013-1A                                               | VOYA CLO LTD INGIM 2013 1A A1AR 144A                    | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      49800 | PA      | $49827.41      | 0.01%             | 2030-10-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                    | DIAMONDROCK HOSPITALITY CO REIT USD.01                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      40002 | NS      | $318415.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-838909.13    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL MA5295 FN 03/54 FIXED 6                       | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2820035 | PA      | $2888868.18    | 0.55%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $6837.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $73.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-96.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                    | EQUITY LIFESTYLE PROPERTIES REIT USD.01                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      37202 | NS      | $2258161.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/27 2.375                             | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13631573 | PA      | $13877338.43   | 2.65%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-16434.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3          | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332558 | PA      | $329181.81     | 0.06%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                     | PUBLIC STORAGE REIT USD.1                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      30641 | NS      | $8850652.85    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                    | COUSINS PROPERTIES INC REIT USD1.0                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      32574 | NS      | $942691.56     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                               | LXP INDUSTRIAL TRUST REIT USD.0001                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      56976 | NS      | $510504.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $7307.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-64293.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH RLTY INCM TR                                      | UNIVERSAL HEALTH RLTY INCOME REIT USD.01                | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       2414 | NS      | $94556.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10400000 | PA      | $10623293.10   | 2.02%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3808.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     411537 | PA      | $307186.24     | 0.06%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BTP FUTURE   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         60 | NC      | $77201.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       6253 | PA      | $922.72        | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $57161.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MA9961 G2 10/54 FIXED 3.5                  | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6361475 | PA      | $5805882.90    | 1.11%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 1                    | CUSIP: ACI1PMG75<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |     386306 | PA      | $45279.77      | 0.01%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $423.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC                                       | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8665 | NS      | $193489.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/34 1.75                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3152640 | PA      | $3168673.63    | 0.60%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                                | SUN COMMUNITIES INC REIT USD.01                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      22809 | NS      | $2942361.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.70 01/14/25-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-17296.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.954 06/03/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1101708.92   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                               | GLOBAL NET LEASE INC REIT USD.01                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      38645 | NS      | $314183.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-202.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1540.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-1                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A            | CUSIP: 23245CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236758 | PA      | $222530.36     | 0.04%             | 2037-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| TANGER INC                                                         | TANGER INC REIT USD.01                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      22160 | NS      | $749894.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2845.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3127.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2001.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VKII4<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    3368409 | PA      | $414292.98     | 0.08%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BN5342 FN 03/49 FIXED 4                       | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43034 | PA      | $41317.61      | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 03/29 VAR                | CUSIP: ACI2B33K5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     100000 | PA      | $130959.48     | 0.02%             | 2029-03-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO II DAC                                               | VOYA EURO CLO VOYE 2A AR 144A                           | CUSIP: ACI1YXDJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $822406.97     | 0.16%             | 2035-07-15      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1       | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86883 | PA      | $80190.78      | 0.02%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $2685.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $618.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL INC                                                | STAG INDUSTRIAL INC REIT USD.01                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      36504 | NS      | $1288226.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-836.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URBAN EDGE PROPERTIES                                              | URBAN EDGE PROPERTIES REIT USD.01                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24152 | NS      | $494391.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-668.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1436.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4971.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1919.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-OP2                                  | SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2         | CUSIP: 81375WGV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2355300 | PA      | $2288828.92    | 0.44%             | 2035-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                                     | NEXPOINT RESIDENTIAL REIT USD.01                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       4158 | NS      | $133970.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-6610.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5           | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       1501 | PA      | $221.12        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-6575.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $85.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-669.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $309.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                  | FIRST INDUSTRIAL REALTY TR REIT USD.01                  | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25668 | NS      | $1321131.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $452.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $245.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A5                                | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3          | CUSIP: 45660LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     541699 | PA      | $325574.59     | 0.06%             | 2035-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-514.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.58 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $4811.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR          | CUSIP: 3128NHPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5496 | PA      | $5613.79       | 0.00%             | 2036-09-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $16588.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                                         | VENTAS INC REIT USD.25                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      88602 | NS      | $6201253.98    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2770.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1327.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-3464.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                          | HEALTHPEAK PROPERTIES INC REIT USD1.0                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     135550 | NS      | $2595782.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $81.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-OAT FUTURE   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -142 | NC      | $-158923.21    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3533.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2757.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MA8099 G2 06/52 FIXED 3.5                  | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7773951 | PA      | $7124234.18    | 1.36%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-HE3                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D        | CUSIP: 17310VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32707 | PA      | $22377.07      | 0.00%             | 2036-12-25      | Floating      | 4.73%                 | 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        |      66347 | NS      | $1236708.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2             | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.23          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2550.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1184.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $4213.79       | 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      | $-255860.58    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE2                                               | GSAMP TRUST GSAMP 2005 HE2 M2                           | CUSIP: 36242DA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367328 | PA      | $352389.80     | 0.07%             | 2035-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORPORATION                                          | KILROY REALTY CORP REIT USD.01                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      20825 | NS      | $879856.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-2722.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $2915.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1             | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |        559 | PA      | $69.22         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $246976.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1142.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-SCHATZ FUT   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        190 | NC      | $-22516.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                                             | LEHMAN XS TRUST LXS 2006 8 3A4                          | CUSIP: 52522HAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     565486 | PA      | $556322.21     | 0.11%             | 2036-06-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.049 08/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-47299.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $457.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                              | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A                | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1697777 | PA      | $1700240.59    | 0.32%             | 2033-04-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2247.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX7                               | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4        | CUSIP: 74924TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1053565 | PA      | $936486.74     | 0.18%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-38606.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $23543.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $183.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.4875 05/15/22-15Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-3629.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $1099.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-141.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29727693 | PA      | $29389102.31   | 5.60%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                            | HARVEST CLO HARVT 21A A1R 144A                          | CUSIP: ACI1WSV44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     540690 | PA      | $635196.56     | 0.12%             | 2031-07-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LN TR INC 2007-AMC4                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1        | CUSIP: 17313BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3249465.34    | 0.62%             | 2037-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-22560.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                        | REGENCY CENTERS CORP REIT USD.01                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      31487 | NS      | $2295402.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5             | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     363115 | PA      | $366684.54     | 0.07%             | 2054-08-01      | Fixed         | 5.50%                 | 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        |    7206290 | PA      | $7313962.57    | 1.39%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $787.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $882.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W1                                      | ARGENT SECURITIES INC. ARSI 2005 W1 A1                  | CUSIP: 040104MX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     242362 | PA      | $220863.69     | 0.04%             | 2035-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $216.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $14887.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-224.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $24056.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-4240.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP GB NI 3.365 09/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-2171.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-10156.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                           | CURBLINE PROPERTIES CORP REIT USD.01                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |        394 | NS      | $8786.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                                                 | CARETRUST REIT INC REIT USD.01                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      51892 | NS      | $1799614.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-4080.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3         | CUSIP: 32027NVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     402383 | PA      | $401368.56     | 0.08%             | 2035-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                        | CENTERSPACE REIT                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       3268 | NS      | $192485.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-4                                 | HOME EQUITY ASSET TRUST HEAT 2005 4 M6                  | CUSIP: 437084LR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1058763 | PA      | $1054455.99    | 0.20%             | 2035-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $31762.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-478.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                    | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1              | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238061 | PA      | $228256.90     | 0.04%             | 2035-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 2.12000 09/03/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $8499.83       | 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        |   28395787 | PA      | $28208312.56   | 5.38%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1622.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                                                 | DOUGLAS EMMETT INC REIT USD.01                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32623 | NS      | $507940.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $3616.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.9975 07/25/19-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1087323.53   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.813 05/14/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $204953.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $6012.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $11961.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT REALTY TRUST INC                                          | PIEDMONT REALTY TRUST INC REIT USD.01                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24121 | NS      | $217089.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.10000 12/31/25-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-209193.89    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-GEL4                                | STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A   | CUSIP: 86361NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     515247 | PA      | $513440.16     | 0.10%             | 2036-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4221.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE2                                       | ACE SECURITIES CORP. ACE 2005 HE2 M6                    | CUSIP: 004421MH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144000 | PA      | $1035628.54    | 0.20%             | 2035-04-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                             | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                  | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1300000 | PA      | $1305298.83    | 0.25%             | 2035-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 1.38 03/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1039866.04   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-47.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $227360.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $270.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO THE BANK OF NOVA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -234336688 | PA      | $-234507753.28 | -44.70%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.08500 02/13/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-60813.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $9494.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                   | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  725996491 | PA      | $4992652.61    | 0.95%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $4883.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST REIT USD.01                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |        387 | NS      | $1048.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-31609.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/50 1                 | CUSIP: BKDSHLII7<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    3326759 | PA      | $410635.36     | 0.08%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/28 2.375                             | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38389260 | PA      | $39994342.98   | 7.62%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-130.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                       | NNN REIT INC REIT USD.01                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      36747 | NS      | $1564319.79    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                           | AGREE REALTY CORP REIT USD.0001                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21511 | NS      | $1528141.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MA8044 G2 05/52 FIXED 3.5                  | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     812806 | PA      | $748137.81     | 0.14%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $54.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2419.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N7309<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.17          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD 2021-1A                                         | SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A               | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $601350.00     | 0.11%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A        | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16696 | PA      | $15568.51      | 0.00%             | 2034-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUXL 30Y BND DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         21 | NC      | $64079.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/44 1.375                             | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     102568 | PA      | $87794.51      | 0.02%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105255 | PA      | $97262.95      | 0.02%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 0.19500 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2390737.49    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-10003.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1029.50       | 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        |     108678 | NS      | $3187525.74    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.3625 11/15/23-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $55673.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-45148.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-57222.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     147444 | PA      | $18975.84      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $345.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1           | CUSIP: 12669WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3122232 | PA      | $2988767.35    | 0.57%             | 2037-11-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $352.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17037 | PA      | $16582.22      | 0.00%             | 2035-01-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL REIT INC                                            | GLOBAL MEDICAL REIT INC REIT                            | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       2435 | NS      | $82083.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $59346.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147878 | PA      | $142970.35     | 0.03%             | 2035-05-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $470.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-54.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.7975 08/25/20-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1610801.07    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.72 06/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-90337.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                        | SUMMIT HOTEL PROPERTIES INC REIT                        | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      20653 | NS      | $113384.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3 | SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1         | CUSIP: 84751XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6085318 | PA      | $2971517.29    | 0.57%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $164.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 3.43375 08/27/25-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9374.78       | 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        |   27025204 | PA      | $26224576.12   | 5.00%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-627.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3        | CUSIP: 17309QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1046000 | PA      | $1030646.50    | 0.20%             | 2036-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                         | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | CUSIP: BK5MSXII1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1241140 | PA      | $1418400.76    | 0.27%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $88.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                       | MEDICAL PROPERTIES TRUST INC REIT USD.001               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      94416 | NS      | $478689.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1912.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/2.86500 02/13/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2043510.00    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                      | WELLTOWER INC REIT USD1.0                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     140596 | NS      | $25045771.44   | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/29 0.875                             | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21364644 | PA      | $21207164.78   | 4.04%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $156.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 11 LTD                                                     | KKR FINANCIAL CLO LTD KKR 11 AR 144A                    | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     122361 | PA      | $122472.52     | 0.02%             | 2031-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.28 05/19/20-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1236440.99   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 9 LTD                                                      | KKR FINANCIAL CLO LTD KKR 9 AR2 144A                    | CUSIP: 48250LAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      39587 | PA      | $39607.81      | 0.01%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                        | FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1              | CUSIP: ACI25Z7H4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     120188 | PA      | $114413.63     | 0.02%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                          | PARK HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      39476 | NS      | $437394.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -47 | NC      | $12255.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $11569.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                            | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A      | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1279920 | PA      | $938082.79     | 0.18%             | 2035-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $13622.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $3080.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $57273.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $419.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -13400000 | NC      | $-68457.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                       | PROLOGIS INC REIT USD.01                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     179053 | NS      | $20505149.56   | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP INC                                                            | BXP INC REIT USD.01                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      28328 | NS      | $2105903.52    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT SEK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $3942.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-6                                      | COUNTRYWIDE HOME LOANS CWHL 2006 6 A4                   | CUSIP: 126694K64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158975 | PA      | $74697.15      | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                          | AVALONBAY COMMUNITIES INC REIT USD.01                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      29502 | NS      | $5698901.34    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                          | HOST HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     178847 | NS      | $3043975.94    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $67.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                            | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1       | CUSIP: 83612TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2622865 | PA      | $1804568.57    | 0.34%             | 2037-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BM2007 FN 09/48 FIXED VAR                     | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14920 | PA      | $14343.79      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $594.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4029.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -1700000 | NC      | $-10572.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                   | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1542471000 | PA      | $10649240.23   | 2.03%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.82 02/05/25-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-5908.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                            | BRANDYWINE REALTY TRUST REIT USD.01                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      33101 | NS      | $138031.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-475325.68    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR          | CUSIP: 3128NFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16822 | PA      | $17165.43      | 0.00%             | 2036-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -57757625 | PA      | $-57846892.63  | -11.03%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.25000 12/20/23-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $54163.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.682 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $47206.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -10100000 | NC      | $-70623.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $397.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-83.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.62 11/15/23-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-41601.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMH PROPERTIES INC                                                 | UMH PROPERTIES INC REIT USD.1                           | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |        142 | NS      | $2108.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-8962.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+54 MYI                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $616425.72     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $754.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                            | UDR INC REIT USD.01                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      58773 | NS      | $2189881.98    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC EUROPEAN FUNDING CLO 3A                                       | CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A               | CUSIP: ACI27MSP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4300000 | PA      | $5054696.06    | 0.96%             | 2034-01-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4300000 | PA      | $4444221.74    | 0.85%             | 2054-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-154.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                                      | INDEPENDENCE REALTY TRUST IN REIT USD.01                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      20086 | NS      | $329209.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2353.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                   | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     686554 | PA      | $686775.28     | 0.13%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-694.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3241.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $29178.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4066.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $3931.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.7675 05/13/21-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $300590.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $5221.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                               | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1           | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3396339 | PA      | $1070634.21    | 0.20%             | 2036-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-7                                   | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB         | CUSIP: 93934FBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35336 | PA      | $30325.47      | 0.01%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 3.323 04/23/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1338.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 1.636 06/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $31282.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $4226.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)   | RYMAN HOSPITALITY PROPERTIES REIT USD.01                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      12261 | NS      | $1098462.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2134.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSFB MORTGAGE SECURITIES CORP 2005-9                               | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1          | CUSIP: 2254585Y0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149878 | PA      | $65361.71      | 0.01%             | 2035-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUTK/0.50000 12/15/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $97600.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                        | EQUINIX INC REIT USD.001                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      18956 | NS      | $14847097.44   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                         | VMWARE LLC SR UNSECURED 08/27 3.9                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     161000 | PA      | $160443.45     | 0.03%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1479.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                  | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3         | CUSIP: 813765AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3272243 | PA      | $1771162.89    | 0.34%             | 2036-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52463609 | PA      | $53284549.06   | 10.16%            | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                               | INNOVATIVE INDUSTRIAL PROPER REIT USD.001               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       5436 | NS      | $291260.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                       | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42079 | NS      | $185568.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                     | EPR PROPERTIES REIT USD.01                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      14771 | NS      | $856865.71     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 3.0425 02/21/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-2157.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-2538.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-53.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2785.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                 | EASTERLY GOVERNMENT PROPERTI REIT USD.01                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       8356 | NS      | $191603.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.763 09/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $185556.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.703 05/25/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $441835.11     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2492.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SOFR/2.34000 11/21/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-725951.37    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/27 0.125                             | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31577160 | PA      | $31146453.85   | 5.94%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-2732.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $20.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $91.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1797.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-18426.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER & BALDWIN INC                                            | ALEXANDER + BALDWIN INC REIT                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13908 | NS      | $252986.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP INC                                                | PARAMOUNT GROUP INC REIT USD.01                         | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      35716 | NS      | $233582.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US LONG BOND(CBT) DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -560 | NC      | $-1410383.77   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                          | REALTY INCOME CORP REIT USD1.0                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     177574 | NS      | $10794723.46   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-3470.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        125 | NC      | $37787.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                            | BCAP LLC TRUST BCAP 2011 RR5 10A6 144A                  | CUSIP: 05533YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181113 | PA      | $164108.62     | 0.03%             | 2036-04-26      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG          | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1048501 | PA      | $1052836.45    | 0.20%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                                               | JBG SMITH PROPERTIES REIT USD.01                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11831 | NS      | $263239.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $19020.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-252.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $6367.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                            | EXTRA SPACE STORAGE INC REIT USD.01                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20300 | NS      | $2861082.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                                 | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A              | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     515078 | PA      | $605052.48     | 0.12%             | 2032-01-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.842 02/13/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-5978.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1148.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VNII8<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.12          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                   | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21671 | PA      | $20480.20      | 0.00%             | 2036-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $3031.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN EURO CLO 20-74A                                             | DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A         | CUSIP: ACI2Z96Y3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2600000 | PA      | $3062407.88    | 0.58%             | 2039-10-18      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $2789.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1146.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A           | CUSIP: 12667LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37266 | PA      | $36066.91      | 0.01%             | 2035-05-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                         | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     414996 | PA      | $484717.11     | 0.09%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $28849.94      | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING 2001-B                             | LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2          | CUSIP: 52519SAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3087473 | PA      | $2939180.45    | 0.56%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3037.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                               | VORNADO REALTY TRUST REIT USD.04                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25784 | NS      | $1045025.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                                  | NEWMARK GROUP INC CLASS A COMMON STOCK USD.01           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16435 | NS      | $306512.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.61100 10/31/23-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7884.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC 21A                                 | CORDATUS CLO PLC CORDA 21A A1E 144A                     | CUSIP: ACI2RB2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1293057.91    | 0.25%             | 2034-09-22      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $63.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                   | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1                | CUSIP: 362341RT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        511 | PA      | $515.99        | 0.00%             | 2035-09-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2309.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $53.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR          | CUSIP: 3128JRN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5836 | PA      | $5940.15       | 0.00%             | 2036-10-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        427 | NC      | $1244323.94    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $4088.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-5181.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/35 1.875                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1006020 | PA      | $1014481.47    | 0.19%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $5898.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6048.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/43 0.5                  | CUSIP: ACI1TRDT5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      41873 | PA      | $5452.78       | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $57133.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE BANCORP TRUST 2007-OA1                                    | ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1                 | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1193414 | PA      | $1049502.95    | 0.20%             | 2037-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    8467403 | PA      | $1087063.23    | 0.21%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -13400000 | NC      | $-68311.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                     | CBRE GROUP INC   A COMMON STOCK USD.01                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       1981 | NS      | $312126.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                         | APPLE HOSPITALITY REIT INC REIT                         | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      42723 | NS      | $513103.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $14880.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1445.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1          | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67618 | PA      | $54213.74      | 0.01%             | 2036-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1968.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                            | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A          | CUSIP: 43710BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325020 | PA      | $253675.07     | 0.05%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    3938455 | PA      | $489255.38     | 0.09%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6212.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $511.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1066.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN EUR CLO 5A                                            | BLUEMOUNTAIN EUR CLO BLUME 5A A 144A                    | CUSIP: ACI1GHFQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3111166 | PA      | $3656008.29    | 0.70%             | 2033-01-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13129619 | PA      | $13349141.74   | 2.54%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.55 04/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $33505.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2         | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36332 | PA      | $31172.76      | 0.01%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                                | ACADIA REALTY TRUST REIT USD.001                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      25291 | NS      | $509613.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.47 07/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1074.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-239.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 803338 FN 09/44 FLOATING VAR                  | CUSIP: 31405YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2242 | PA      | $2269.43       | 0.00%             | 2044-09-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.034 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-15595.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP GB NI 3.466 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $13945.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-579.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                               | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1       | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1354 | PA      | $1301.80       | 0.00%             | 2036-10-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-3911.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $2368.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-401.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                      | REXFORD INDUSTRIAL REALTY IN REIT USD.01                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      45675 | NS      | $1877699.25    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                           | HIGHWOODS PROPERTIES INC REIT USD.01                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      21024 | NS      | $668983.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3028.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    3652088 | PA      | $453445.89     | 0.09%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |   26123867 | PA      | $26008436.60   | 4.96%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/43 0.625                             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     483330 | PA      | $367463.25     | 0.07%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-WMC1                                              | GSAMP TRUST GSAMP 2005 WMC1 M1                          | CUSIP: 362341PU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15648 | PA      | $15527.67      | 0.00%             | 2035-09-25      | Floating      | 5.01%                 | 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        |      42581 | NS      | $949556.30     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                                      | HUDSON PACIFIC PROPERTIES IN REIT USD.01                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74443 | NS      | $205462.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | IRS EUR 2.74000 09/10/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-12307.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |   -6300000 | NC      | $-73674.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-203.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      74287 | PA      | $8700.95       | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $12405.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/47 2.5                  | CUSIP: ACI09QH00<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       1530 | PA      | $225.41        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3102.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                                 | EQUITY RESIDENTIAL REIT USD.01                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      71931 | NS      | $4656093.63    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFRF USD SOFR/2.28500 11/15/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2850320.25    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                     | NETSTREIT CORP REIT USD.01                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      16086 | NS      | $290513.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF18                                  | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1         | CUSIP: 32029AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945441 | PA      | $914620.78     | 0.17%             | 2037-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                           | EASTGROUP PROPERTIES INC REIT                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      10432 | NS      | $1765720.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-233.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $125108.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO XXIV 2016-24A                                           | APIDOS CLO LTD APID 2016 24A A1AL 144A                  | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     631103 | PA      | $631845.18     | 0.12%             | 2030-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $5555.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1        | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1442 | PA      | $1375.69       | 0.00%             | 2035-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9          | COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5                 | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55866 | PA      | $56799.89      | 0.01%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1791.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.18          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1422.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SOFR/2.23650 11/21/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1409936.47    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $2555.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 806506 FN 10/44 FLOATING VAR                  | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2471 | PA      | $2501.16       | 0.00%             | 2044-10-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $665.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP FR NI 1.91 01/15/18-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | FR        |          1 | NC      | $-49959.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $16404.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                   | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25856 | PA      | $25820.91      | 0.00%             | 2037-12-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 09/29 0.65               | CUSIP: ACI1FB9Q6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $215993.60     | 0.04%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                        | MEXICAN UDIBONOS BONDS 08/34 4                          | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     188115 | PA      | $9839.47       | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                       | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                 | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2245738 | PA      | $2249015.53    | 0.43%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1           | CUSIP: BK99HJII9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |        776 | PA      | $98.38         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $402.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5           | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.19          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7924.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.421 05/15/22-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $3543.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $199.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                     | OMEGA HEALTHCARE INVESTORS REIT USD.1                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      86988 | NS      | $3672633.36    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                             | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A          | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     214208 | PA      | $214409.99     | 0.04%             | 2031-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1075.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1174.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-3484.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -443 | NC      | $-61322.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP GB NI 3.5 08/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $43612.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $6125.87       | 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        |   27213648 | PA      | $27007752.26   | 5.15%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1973.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                  | SITE CENTERS CORP REIT USD.1                            | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      10274 | NS      | $92568.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $64214.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-13                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4          | CUSIP: 126670GR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210531 | PA      | $197270.56     | 0.04%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $264.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 35 EURO CLO 2014 BV 14-35A                                  | DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A        | CUSIP: ACI2878B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1166769 | PA      | $1369864.93    | 0.26%             | 2033-01-17      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1608.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5           | CUSIP: ACI1RMVS0<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1447.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-2.05         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2005-2                               | WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9           | CUSIP: 94981PAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333444 | PA      | $333847.14     | 0.06%             | 2034-12-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                        | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5132784 | PA      | $3844706.46    | 0.73%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | JPN 10Y BOND(OSE) DEC25 XOSE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-8928.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7008.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                                   | ELME COMMUNITIES REIT USD.01                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      16909 | NS      | $285085.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/46 1                                 | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1772316 | PA      | $1368034.42    | 0.26%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-172.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B        | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5230975 | PA      | $1474661.03    | 0.28%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-79.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9430992 | PA      | $8858720.35    | 1.69%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 3.13 05/15/22-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $10193.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI22BWW9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         18 | PA      | $2.43          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/47 2.5              | CUSIP: ACI0CR3W9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |        309 | PA      | $45.52         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 3.435 08/01/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5769.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5919.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.379 07/09/18-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-387622.04    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |       7105 | PA      | $69193.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | IRS EUR 0.19000 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2272434.02    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                           | ESSEX PROPERTY TRUST INC REIT USD.0001                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      12574 | NS      | $3365556.84    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                                 | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7       | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236001 | PA      | $84960.39      | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1438.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NET LEASE OFFICE PROPERTIES                                        | NET LEASE OFFICE PROPERTY REIT USD.001                  | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         49 | NS      | $1453.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $157.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-126.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/30 0.125                             | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29003205 | PA      | $27698647.22   | 5.28%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/35 2.125                             | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     102359 | PA      | $105409.07     | 0.02%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $242.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $13197.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                               | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2600000.00    | 0.50%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A         | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        570 | PA      | $576.77        | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/29 1.625                             | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56566762 | PA      | $57702528.68   | 11.00%            | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $6465.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORPORATION                                         | TERRENO REALTY CORP REIT USD.01                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12078 | NS      | $685426.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1542.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-18731.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2005-FF12                                  | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2         | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1474813 | PA      | $1447876.69    | 0.28%             | 2036-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                               | HEALTHCARE REALTY TRUST INC REIT USD.01                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      68405 | NS      | $1233342.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $11724.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 1.2425 08/15/19-20Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-254080.38    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD 2021-25A                                      | SYMPHONY CLO LTD SYMP 2021 25A A 144A                   | CUSIP: 87167WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2503688.15    | 0.48%             | 2034-04-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                          | AMERICAN ASSETS TRUST INC REIT USD.01                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9159 | NS      | $186110.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                           | NATL HEALTH INVESTORS INC REIT USD.01                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      13039 | NS      | $1036600.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $6324.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $1081.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.975 08/15/22-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-39817.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/29 2.125                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46578902 | PA      | $48090319.83   | 9.17%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $45128.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR8                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1        | CUSIP: 93362FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3584 | PA      | $3237.35       | 0.00%             | 2036-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32416195 | PA      | $32546293.18   | 6.20%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                     | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A           | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11469 | PA      | $11093.58      | 0.00%             | 2035-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 2                    | CUSIP: ACI22BY64<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    5023465 | PA      | $664691.30     | 0.13%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $8496.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MDPK-2021-39A                                                      | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A          | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400757.91     | 0.08%             | 2034-10-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $24204.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     917000 | NS      | $927417.12     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                           | KIMCO REALTY CORP REIT USD.01                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     131245 | NS      | $2867703.25    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5081.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1      | CUSIP: 12668ALH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29290 | PA      | $24015.98      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1020000 | PA      | $-1020940.67   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $7435.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                                                    | MACERICH CO/THE REIT USD.01                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      51821 | NS      | $943142.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $359.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1627.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $163.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                              | MID AMERICA APARTMENT COMM REIT USD.01                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      17820 | NS      | $2489988.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2769.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+49 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $242497.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $45.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-3292.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $547614.32     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $735.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A            | CUSIP: 12669LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62542 | PA      | $57757.68      | 0.01%             | 2037-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A         | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A   | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     158386 | PA      | $186059.72     | 0.04%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $75.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                              | ESSENTIAL PROPERTIES REALTY REIT USD.01                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      38595 | NS      | $1148587.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $2334.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1841.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2515.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                            | MILLROSE PROPERTIES REIT USD.01                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42190 | NS      | $1418005.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40200000 | PA      | $38977293.28   | 7.43%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 0.19700 11/08/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $5329836.42    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -1700000 | NC      | $-7525.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $1147.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON & COMPANY INC                                      | PHILLIPS EDISON + COMPANY IN REIT USD.01                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      24350 | NS      | $835935.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -10100000 | NC      | $-37970.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.19          | 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        |      63162 | NS      | $11853612.54   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                     | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                 | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     359633 | PA      | $328812.89     | 0.06%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3         | CUSIP: 23242NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2730394 | PA      | $2354820.63    | 0.45%             | 2036-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $3777.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $16340.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -4 | NC      | $-98930.66     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1334.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                                 | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4       | CUSIP: 40430HFM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94357 | PA      | $93408.43      | 0.02%             | 2036-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-5529.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REPU STATE STREET GLOBAL MARKE USD REPU SSB T           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -96777450 | PA      | $-96789197.70  | -18.45%           |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/27 1.625                             | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28625100 | PA      | $29090035.46   | 5.55%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL11 LLC                                                  | BDS LTD BDS 2022 FL11 ATS 144A                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     409183 | PA      | $409957.48     | 0.08%             | 2039-03-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.89 08/27/20-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $765244.10     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                             | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1          | CUSIP: 75971FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3015400 | PA      | $1214584.96    | 0.23%             | 2037-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $127.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2989.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-282.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/43 0.5              | CUSIP: ACI1RSH20<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1922006 | PA      | $252117.01     | 0.05%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2006-AM2                       | MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3          | CUSIP: 57645FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     742105 | PA      | $690815.01     | 0.13%             | 2036-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                            | CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01             | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      19816 | NS      | $315470.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | MLPIREIL TRS EQUITY FEDL01+65 BOA                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $524445.04     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MLPIREIS TRS EQUITY FEDL01+50 BOA                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-80910.24     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer