# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004458
**Filing Date:** 2025-11
**Character Count:** 378997
**Document Hash:** 73c85c20a5e1cc1d4db97ea496781495
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004458.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004458

**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:** 251528276

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $3283603062.92

**Total Liabilities:** $1260769748.59

**Net Assets:** $2022833314.33

**Amount of Assets Invested in Other Investment Companies:** $610590382.68

**Delayed Delivery Securities:** $43424748.20

**Cash Not Reported:** $2067527.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 54909.201900 | **1-Year:** 68938.504800 | **5-Year:** 236364.933800 | **10-Year:** 130164.429900 | **30-Year:** -45615.883900

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

- **3-Month:** 2414.988800 | **1-Year:** 1322.709200 | **5-Year:** 13825.633100 | **10-Year:** 2165.627800 | **30-Year:** 96.051900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000103229 | 0.35%                | 3.05%                | 2.15%                |
| Class ID C000103233 | 0.34%                | 3.21%                | 2.08%                |
| Class ID C000237486 | 0.46%                | 3.10%                | 2.18%                |
| Class ID C000103232 | 0.34%                | 3.20%                | 2.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28622.50               | $-16429842.24                              |
| Month 2  | $105483650.50            | $-61180787.51                              |
| Month 3  | $8125802.63              | $24319905.41                               |

**Designated Index Information**

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

- **Index Identifier:** INFNRSPN

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REALTY INCOME CORPORATION                                               | REALTY INCOME CORP REIT USD1.0                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      74405 | NS      | $4523079.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT P 1.805 09/20/16-10Y MYC                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-163730.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                                 | UDR INC REIT USD.01                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      24625 | NS      | $917527.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6                          | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1             | CUSIP: 76114CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11538307 | PA      | $2127573.86    | 0.11%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XII DAC 12A                                                 | HARVEST CLO HARVT 12A AR 144A                               | CUSIP: ACI262TW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     435253 | PA      | $511300.80     | 0.03%             | 2030-11-18      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO II DAC 2A                                                  | PROVIDUS CLO PRVD 2A ARR 144A                               | CUSIP: ACI2RB411<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1766179.94    | 0.09%             | 2038-10-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUN26 XNYM 20260519                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -19 | NC      | $275.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251006                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $2607.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.38 10/15/24-1Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-842.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251006                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-324.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JAN26 XLME 20260119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        183 | NC      | $265593.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-14.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2005-3                                            | LEHMAN MORTGAGE TRUST LMT 2005 3 4A1                        | CUSIP: 52520MEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88223 | PA      | $85036.77      | 0.00%             | 2036-01-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                                 | FREDDIE MAC FHR 5513 MF                                     | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8014019 | PA      | $8027716.76    | 0.40%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                                   | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A               | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000906.89    | 0.05%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $14366.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -12 | NC      | $13539.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $1814.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-666.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR JAN26 XCBT 20260114                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        173 | NC      | $-161623.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-916428.92    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 2                     | CUSIP: ACI1Z07K3<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     398198 | PA      | $47707.66      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                              | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1     | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1244988 | PA      | $1454151.34    | 0.07%             | 2036-05-15      | Fixed         | 1.80%                 | 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        |        330 | PA      | $48.67         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-2                                                  | MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1               | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     413720 | PA      | $37350.74      | 0.00%             | 2036-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                 | MILLROSE PROPERTIES REIT USD.01                             | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15948 | NS      | $536012.28     | 0.03%             |  |  |  | No            |                  1 | 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      | $1152262.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1                | ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A        | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2473327 | PA      | $2478258.90    | 0.12%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                         | COUSINS PROPERTIES INC REIT USD1.0                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      13649 | NS      | $395002.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.165 04/16/19-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1008983.73   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $14.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-KS9                                     | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4            | CUSIP: 75406YAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2898315 | PA      | $2534951.80    | 0.13%             | 2036-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20251113                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-7514.23      | -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      | $1933.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   JAN26 XLME 20260119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        190 | NC      | $340712.15     | 0.02%             |  |  |  | No            |                  1 | 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      | $9906158.00    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1282500 | PA      | $-1282653.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $3224.52       | 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      | $298.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                             | CENTERSPACE REIT                                            | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       1369 | NS      | $80634.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                              | TORO EUROPEAN CLO TCLO 6A AR 144A                           | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3299155 | PA      | $3877835.47    | 0.19%             | 2032-01-12      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                   | CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       1100 | NS      | $531465.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                                     | STAG INDUSTRIAL INC REIT USD.01                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      15294 | NS      | $539725.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-920.47       | -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      | $9446.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/40 2.125                                 | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5335544 | PA      | $5381228.66    | 0.27%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                  | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1000000 | PA      | $305326.82     | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1334.84       | 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      | $47988.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-33771.11     | -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      | $71172.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4           | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71614 | PA      | $40271.64      | 0.00%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-11926.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-1                                           | COUNTRYWIDE HOME LOANS CWHL 2007 1 A1                       | CUSIP: 170255AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     459530 | PA      | $201784.28     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D                | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1727676 | PA      | $759967.92     | 0.04%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20251007                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $637.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $30554.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                  | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    3500000 | PA      | $373706.56     | 0.02%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2005-11                                  | BANC OF AMERICA ALTERNATIVE LO BOAA 2005 11 4A1             | CUSIP: 05948KV97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     288147 | PA      | $245309.93     | 0.01%             | 2035-12-25      | Floating      | 4.92%                 | 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      | $76985.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5                 | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     691929 | PA      | $675134.18     | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | 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      | $118666.01     | 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      | $-37.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $3868.48       | 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      | $947.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                               | FANNIE MAE FNR 2025 12 FG                                   | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2545148 | PA      | $2555646.23    | 0.13%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-264019.29    | -0.01%            |  |  |  | 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      | $205352.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+49 MYI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $135990.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A4           | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130468 | PA      | $64035.92      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | 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        |    2300000 | PA      | $2266239.91    | 0.11%             | 2036-10-25      | Floating      | 4.77%                 | 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      | $759.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5269.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2                 | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.27          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STEELCASE INC                                                           | STEELCASE INC CL A COMMON STOCK                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |       8300 | NS      | $142760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251119                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1969.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BTP FUTURE   DEC25 XEUR 20251208                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        501 | NC      | $646350.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 11/25 0.00000                                 | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6000 | PA      | $5961.39       | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                               | ROMARK CLO LTD RMRK 2021 4A A1R 144A                        | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1300000.00    | 0.06%             | 2034-07-10      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $11703.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                         | FEDERAL REALTY INVS TRUST REIT USD.01                       | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       6375 | NS      | $645851.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/35 1.875                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33098058 | PA      | $33376440.47   | 1.65%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-1105.39      | -0.00%            |  |  |  | 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        |        749 | NS      | $118012.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM XIV LP 14A                                                          | LCM LTD PARTNERSHIP LCM 14A AR 144A                         | CUSIP: 50184VAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19093 | PA      | $19103.76      | 0.00%             | 2031-07-20      | Floating      | 5.63%                 | 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        |    7533300 | PA      | $7194453.82    | 0.36%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                            | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       1700 | NS      | $510697.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $727.74        | 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        |    2145480 | PA      | $2146172.70    | 0.11%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -85100000 | NC      | $-595054.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $8258.11       | 0.00%             |  |  |  | No            |                  2 | 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      | $-8631.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE2                                      | MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4              | CUSIP: 57644UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197516 | PA      | $67252.43      | 0.00%             | 2036-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-50911.14     | -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      | $263602.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $2537.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NOK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-25.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 3.5 08/15/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $295808.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PHP SOLD USD 20251215                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-31266.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                                     | TIKEHAU TIKEH 5A AR 144A                                    | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     600000 | PA      | $703731.67     | 0.03%             | 2038-10-15      | Floating      | 3.25%                 | 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      | $332980.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-5                                        | NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C                   | CUSIP: 66988YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142722 | PA      | $44199.59      | 0.00%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                           | WELLTOWER INC REIT USD1.0                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      58511 | NS      | $10423149.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $31986.80      | 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      | $32967.23      | 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      | $22452.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/50 0.25                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7664467 | PA      | $4539285.56    | 0.22%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2020-1 DAC 20-1A                                  | BAIN CAPITAL EURO CLO BCCE 2020 1A A 144A                   | CUSIP: ACI1T4DC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     310970 | PA      | $365490.26     | 0.02%             | 2033-01-24      | Floating      | 3.10%                 | 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        |       9252 | PA      | $1083.66       | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $12102.43      | 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      | $16941.33      | 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      | $-48925.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SUGAR  11 (WORLD) MAR26 IFUS 20260227                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         84 | NC      | $-41389.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | S+P500 EMINI FUT  DEC25 XCME 20251219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         69 | NC      | $138491.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUNEDIN PARK CLO DAC 1A                                                 | DUNEDIN PARK CLO DUNEP 1A AR 144A                           | CUSIP: ACI2R6693<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $822411.90     | 0.04%             | 2034-11-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-116272.55    | -0.01%            |  |  |  | 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        |     252606 | PA      | $197156.79     | 0.01%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                                      | EQUITY RESIDENTIAL REIT USD.01                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      29944 | NS      | $1938275.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A         | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115216 | PA      | $101565.95     | 0.01%             | 2046-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAR31 IFED 20310226                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $759.01        | 0.00%             |  |  |  | No            |                  1 | 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        |        620 | PA      | $91.37         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-65024.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/34 1.75                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21543040 | PA      | $21652603.16   | 1.07%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CARBON EMISSIONS FUTURES NDEX 20251215                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         73 | NC      | $259523.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-83322.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CA CARBON ALLOW 25DEC25 IFED 20251224                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        288 | NC      | $-203300.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3090.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-8F                                         | GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A1                     | CUSIP: 362341VX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312851 | PA      | $106655.59     | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-29260.48     | -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      | $88853.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                 | CUSIP: BH3VW6II4<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   75124569 | PA      | $9566196.19    | 0.47%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                                          | NEXPOINT RESIDENTIAL REIT USD.01                            | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       1742 | NS      | $56127.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.36 05/09/18-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-316715.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-19                                               | FANNIE MAE FNR 2025 19 FC                                   | CUSIP: 3136BVBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3052951 | PA      | $3065364.95    | 0.15%             | 2055-03-25      | Floating      | 5.52%                 | 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        |       1902 | PA      | $280.35        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                                    | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1               | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     709372 | PA      | $223616.57     | 0.01%             | 2036-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-84654.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9619.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  MAR26 XNYM 20260227                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        174 | NC      | $148190.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDS POINT CLO IV-R LTD 2013-3RA                                      | SOUND POINT CLO LTD SNDPT 2013 3RA A 144A                   | CUSIP: 83609YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     699345 | PA      | $700222.33     | 0.03%             | 2031-04-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-487.79       | -0.00%            |  |  |  | No            |                  2 | 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        |     163628 | PA      | $163718.57     | 0.01%             | 2030-10-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/29 2.5                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11118772 | PA      | $11621542.14   | 0.57%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE      MAR26 IFUS 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         56 | NC      | $-278532.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-56429.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                           | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A                   | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     133009 | PA      | $133160.43     | 0.01%             | 2031-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251215                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1169.00      | -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      | $0.65          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 1.5                   | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   30546523 | PA      | $3914805.41    | 0.19%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-96731.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $9976.60       | 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      | $-17991.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                               | AVALONBAY COMMUNITIES INC REIT USD.01                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      12294 | NS      | $2374831.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC 21A                                      | CORDATUS CLO PLC CORDA 21A A1E 144A                         | CUSIP: ACI2RB2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2300000 | PA      | $2703666.54    | 0.13%             | 2034-09-22      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-13474.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-3                                          | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1             | CUSIP: 05949A6C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25341 | PA      | $23212.62      | 0.00%             | 2035-06-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                                     | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A         | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1802401.79    | 0.09%             | 2034-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-4113.44      | -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      | $-42748.86     | -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      | $79788.41      | 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      | $2.73          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2119.71      | -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      | $7622.52       | 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      | $-333195.32    | -0.02%            |  |  |  | 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      | $-82720.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE5                                           | LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A        | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      58239 | PA      | $58280.96      | 0.00%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $564833.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 04/47 2.5                   | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       7781 | PA      | $1148.19       | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20251113                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-71330.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.736 10/15/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $598324.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-8                                      | HOME EQUITY ASSET TRUST HEAT 2005 8 M2                      | CUSIP: 437084QA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2016182 | PA      | $1983791.85    | 0.10%             | 2036-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251006                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $6537.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/50 1.5                   | CUSIP: BH3VWMII9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.29          | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  FEB26 XCEC 20260225                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          5 | NC      | $149243.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $152.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR NOV25 XLME 20251117                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        121 | NC      | $244072.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  DEC25 XCME 20251231                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        124 | NC      | $85883.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COTTON NO.2 FUTR  DEC25 IFUS 20251208                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         29 | NC      | $-27675.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.10 SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $10443.79      | 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      | $-23120.65     | -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        |        248 | NC      | $-29390.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-12305.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  APR26 XCME 20260430                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         92 | NC      | $-26831.98     | -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      | $-23747.95     | -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      | $64439.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4733 FN 09/52 FIXED 4.5                         | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     876343 | PA      | $854528.80     | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                | SIMON PROPERTY GROUP INC REIT USD.0001                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      26467 | NS      | $4967061.89    | 0.25%             |  |  |  | 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      | $5274.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE MAR26 XLME 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -2 | NC      | $1058.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 1.38 03/15/21-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-2081854.25   | -0.10%            |  |  |  | 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        |     413704 | PA      | $367730.39     | 0.02%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $12881.78      | 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      | $-5261.54      | -0.00%            |  |  |  | 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        |    4267191 | PA      | $4275270.80    | 0.21%             | 2039-03-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $594.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      AUG31 IFED 20310729                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-298.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    JAN26 XCBT 20260114                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        154 | NC      | $-304545.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.10 SP UAG                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $16971.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.965 05/15/22-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $247698.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-529.26       | -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        |      56792 | NS      | $1087566.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                                            | NNN REIT INC REIT USD.01                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      15397 | NS      | $655450.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $17052.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.813 05/14/21-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $536782.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251215                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $33954.30      | 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        |      39571 | NS      | $200624.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY INC                                           | PHILLIPS EDISON + COMPANY IN REIT USD.01                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      10203 | NS      | $350268.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                  | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1728117 | PA      | $214933.93     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GROUP INC                                                     | PARAMOUNT GROUP INC REIT USD.01                             | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      14966 | NS      | $97877.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $317.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTEGO CLO IV DAC 4A                                                   | CONTEGO CLO DAC CONTE 4A AR 144A                            | CUSIP: ACI25QZ00<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1192483 | PA      | $1400893.46    | 0.07%             | 2030-01-23      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO EMERGING MARKETS CURRENC PIMCO EM MRK CUR + S/T INS   | CUSIP: 72201F409<br>LEI: Y52315K7L96R2YWLTM72 | Long             | EC               | RF                | US        |   16971478 | NS      | $129322661.60  | 6.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-42750.82     | -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        | 2098857780 | PA      | $14433771.93   | 0.71%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VENTAS INC                                                              | VENTAS INC REIT USD.25                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      37121 | NS      | $2598098.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $33690.11      | 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      | $55573.48      | 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        |          2 | PA      | $0.22          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-55910.97     | -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        |   51597846 | PA      | $51010159.95   | 2.52%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-16022.30     | -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        |   17933069 | PA      | $17814671.65   | 0.88%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/50 1                     | CUSIP: BKDSHLII7<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.25          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $45555.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUN26 IFEU 20260430                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        194 | NC      | $-235694.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 DF                                     | CUSIP: 3137HJG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1103915 | PA      | $1106933.64    | 0.05%             | 2055-02-25      | Floating      | 5.36%                 | 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        |      25074 | NS      | $467379.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $17314.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR PROPERTIES REIT USD.01                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       6190 | NS      | $359081.90     | 0.02%             |  |  |  | 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      | $-593498.51    | -0.03%            |  |  |  | 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        |   34803450 | PA      | $36258607.65   | 1.79%             | 2028-10-15      | Fixed         | 2.38%                 | 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        |          2 | PA      | $0.23          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |   12767220 | PA      | $12697845.99   | 0.63%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -38 | NC      | $-217592.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SILA REALTY TRUST INC                                                   | SILA REALTY TRUST INC COMMON STOCK USD.01                   | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |        413 | NS      | $10366.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-30490.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     DEC25 XCEC 20251229                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         37 | NC      | $-428381.30    | -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      | $1091.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A            | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185218 | PA      | $155748.72     | 0.01%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 2YR NOTE (CBT) DEC25 XCBT 20251231                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1047 | NC      | $-54485.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2107.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20251208                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1795.11       | 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      | $9511.18       | 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        |     758163 | PA      | $750466.28     | 0.04%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-200539.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-187380.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   OCT25 IFEU 20251010                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -32 | NC      | $-131270.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-32378.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   MAR26 IFEU 20260312                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        161 | NC      | $190345.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-57685.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                                | KIMCO REALTY CORP REIT USD.01                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      54993 | NS      | $1201597.05    | 0.06%             |  |  |  | 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        |       6211 | NS      | $115835.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CNY BOUGHT USD 20251128                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $42.23         | 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      | $9618.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-HX                        | 313EMW9Z2                                                   | CUSIP: 990AAVQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7815973 | PA      | $7815973.00    | 0.39%             | 2055-10-01      | Floating      | 4.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-51340.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                                    | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11           | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300760 | PA      | $197062.30     | 0.01%             | 2047-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PHP SOLD USD 20251215                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-25010.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/32 0.125                                 | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23073534 | PA      | $21253095.16   | 1.05%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2                                  | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2             | CUSIP: 83612MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     942283 | PA      | $941026.34     | 0.05%             | 2036-12-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC25 IFEU 20251031                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        102 | NC      | $-6636.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/26 0.625                                 | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51919305 | PA      | $51774032.71   | 2.56%             | 2026-01-15      | Fixed         | 0.62%                 | 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        |    1644302 | PA      | $1614270.76    | 0.08%             | 2036-11-25      | Floating      | 4.98%                 | 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        |   61213481 | PA      | $56097496.12   | 2.77%             | 2052-06-20      | Fixed         | 3.50%                 | 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        |   11157030 | PA      | $10309872.81   | 0.51%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR14                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 1A4           | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191491 | PA      | $172811.40     | 0.01%             | 2036-11-25      | Floating      | 4.21%                 | 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        |   22212445 | PA      | $21554395.76   | 1.07%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $923.36        | 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      | $-213764.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  239200000 | PA      | $239200000.00  | 11.82%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNY BOUGHT USD 20251128                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $44.45         | 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      | $127.37        | 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      | $7602.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRYSAIL CLO 2022-1A LTD                                                 | TRYSAIL CLO LTD TRYSL 2022 1A A 144A                        | CUSIP: 89856JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     600000 | PA      | $600840.72     | 0.03%             | 2033-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.41875 03/05/21-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1854389.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $54352.24      | 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        |      45542 | NS      | $1335746.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL FS3519 FN 11/52 FIXED VAR                         | CUSIP: 3140XJ4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1002812 | PA      | $976503.98     | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | PANW US TRS EQUITY SOFR+32.5 RBC                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-29997.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP INDUSTRIAL TRUST REIT USD.0001                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      23874 | NS      | $213911.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-36946.59     | -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      | $23500.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20251113                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $5664.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  APR26 XCEC 20260428                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $311042.29     | 0.02%             |  |  |  | No            |                  1 | 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      | $-102214.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-5                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4                | CUSIP: 126673V33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     682565 | PA      | $679137.29     | 0.03%             | 2035-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-13.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-WMC1                                      | HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3            | CUSIP: 40430MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4683194 | PA      | $2036471.26    | 0.10%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7345.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1            | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172934 | PA      | $121989.93     | 0.01%             | 2036-05-25      | Floating      | 4.69%                 | 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        |   15218246 | PA      | $15103106.67   | 0.75%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3                                 | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B            | CUSIP: 25151EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134829 | PA      | $117693.57     | 0.01%             | 2036-07-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $28330.35      | 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      | $-2381.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   NOV25 IFEU 20251112                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -16 | NC      | $10765.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-3541.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BABSON CLO LTD 2015-IA                                                  | BABSON CLO LTD BABSN 2015 IA AR 144A                        | CUSIP: 056162AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     283043 | PA      | $283248.32     | 0.01%             | 2031-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $53349.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-14271.83     | -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      | $-716.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-13                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4              | CUSIP: 126670GR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29322 | PA      | $27475.01      | 0.00%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2204.24      | -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      | $-9910.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $254.77        | 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      | $-18305.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6000 | PA      | $5980.46       | 0.00%             | 2025-10-30      | None          | 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      | $-25846.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $1809.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $6524.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      FEB31 IFED 20310129                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $5536.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20251113                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10489.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                                  | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A              | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1101807.85    | 0.05%             | 2034-10-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.9 SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $30.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-3                                           | SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1                      | CUSIP: 81744MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406670 | PA      | $352176.35     | 0.02%             | 2036-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -272681500 | PA      | $-272880557.50 | -13.49%           |  |  |  | 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        |     398296 | PA      | $350266.74     | 0.02%             | 2037-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     272115 | PA      | $2650127.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC2                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A           | CUSIP: 17311XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199738 | PA      | $147253.63     | 0.01%             | 2037-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC                                      | FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11500 | NS      | $429525.00     | 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      | $129604.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2                 | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.18          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                                                      | DOUGLAS EMMETT INC REIT USD.01                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13669 | NS      | $212826.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA CLO 2017-3A                                                        | VOYA CLO LTD VOYA 2017 3A A1RR 144A                         | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6308084.48    | 0.31%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -192 | NC      | $551948.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERONA PHARMA PLC                                                       | VERONA PHARMA PLC   ADR ADR                                 | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |       4500 | NS      | $480195.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                 | EXTRA SPACE STORAGE INC REIT USD.01                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9355 | NS      | $1318493.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-308963.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   MAR26 XLME 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -2 | NC      | $-918.78       | -0.00%            |  |  |  | No            |                  1 | 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      | $626543.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-539.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JAN26 XLME 20260119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -92 | NC      | $-178427.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                                           | INDEPENDENCE REALTY TRUST IN REIT USD.01                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       9444 | NS      | $154787.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE PEETS NV                                                            | JDE PEET S NV COMMON STOCK EUR.01                           | CUSIP: ACI1MNCX3<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      11740 | NS      | $430040.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-12222.56     | -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      | $-10101.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                               | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A                | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5571800 | PA      | $6548225.19    | 0.32%             | 2032-07-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-24037.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                                | HIGHWOODS PROPERTIES INC REIT USD.01                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       8809 | NS      | $280302.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      SEP31 IFED 20310827                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-628.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-NCM2                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 1CB1          | CUSIP: 17307GGX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     602297 | PA      | $597142.01     | 0.03%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $17138.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNY BOUGHT USD 20251128                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $0.70          | 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      | $-15830.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.8 SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3.44          | 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      | $8344.00       | 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      | $45839.89      | 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      | $667.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MA8345 G2 10/52 FIXED 3.5                      | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22263861 | PA      | $20380072.81   | 1.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-17054.76     | -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      | $-285106.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-763.02       | -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      | $14040.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                 | PEBBLEBROOK HOTEL TRUST REIT USD.01                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       9687 | NS      | $110334.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                               | FANNIE MAE FNR 2025 16 FA                                   | CUSIP: 3136BU5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2080403 | PA      | $2088882.90    | 0.10%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6200000 | NC      | $-27445.17     | -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      | $-62433.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 1.28 05/19/20-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1049808.39   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.763 09/15/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1224671.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN EURO CLO 20-74A                                                  | DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A             | CUSIP: ACI2Z96Y3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1766773.78    | 0.09%             | 2039-10-18      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1152.72       | 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        |     678138 | PA      | $367055.03     | 0.02%             | 2036-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR NOTE (CBT)DEC25 XCBT 20251219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        437 | NC      | $-97043.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251006                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2713.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                                | EASTGROUP PROPERTIES INC REIT                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       4371 | NS      | $739835.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-8840.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -16135750 | PA      | $-16152490.84  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $427443.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-14600.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY TRUST INC                                              | AMERICOLD REALTY TRUST INC REIT USD.01                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |        214 | NS      | $2619.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC1                                      | MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1              | CUSIP: 57643LNG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1289365 | PA      | $1291567.21    | 0.06%             | 2036-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO BANK OF MONTREAL REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -24927500 | PA      | $-24951430.40  | -1.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $81789.86      | 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        |   27929644 | PA      | $20847706.29   | 1.03%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-19691.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR 2007-5AX                                  | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3             | CUSIP: 61751GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143404 | PA      | $27804.46      | 0.00%             | 2037-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251010                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-8299.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-127186.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | UNP US TRS EQUITY SOFR+35 RBC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-20336.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       MAR26 XCBT 20260313                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         12 | NC      | $-5405.82      | -0.00%            |  |  |  | No            |                  1 | 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        |     686334 | PA      | $805802.90     | 0.04%             | 2033-01-17      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORPORATION                                              | TERRENO REALTY CORP REIT USD.01                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5386 | NS      | $305655.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-23107.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | JPN 10Y BOND(OSE) DEC25 XOSE 20251215                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          8 | NC      | $-71527.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT DEC25 XCBT 20251219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        371 | NC      | $-45466.12     | -0.00%            |  |  |  | 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        |     787994 | PA      | $104265.30     | 0.01%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-4                                           | COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1                      | CUSIP: 12544RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     324650 | PA      | $132500.82     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $42603.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3                       | SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3             | CUSIP: 81377EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9822659 | PA      | $3282489.93    | 0.16%             | 2036-10-25      | Floating      | 4.71%                 | 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      | $1529658.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $53069.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT DEC25 XNYM 20251128                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         69 | NC      | $-1517.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      APR31 IFED 20310327                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-2615.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICG-2021-3A                                                             | ICG US CLO LTD ICG 2021 3A AR 144A                          | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4705529.55    | 0.23%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    NOV25 XCBT 20251114                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         39 | NC      | $-89529.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | EURO-OAT FUTURE   DEC25 XEUR 20251208                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |      -1158 | NC      | $-1266235.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4002(BRNIKS 2) MSC                          | CUSIP: 936RVL901<br>LEI: N/A                  | Long             | COMM             |  | US        |         24 | NS      | $91872.80      | 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      | $-297915.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      OCT31 IFED 20310926                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-215.99       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-132844.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LONG GILT FUTURE  DEC25 IFLL 20251229                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        180 | NC      | $-57798.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $70.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A         | CUSIP: ACI2Q3MV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3001289 | PA      | $3519078.95    | 0.17%             | 2034-05-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                          | NETSTREIT CORP REIT USD.01                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       6729 | NS      | $121525.74     | 0.01%             |  |  |  | No            |                  1 | 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      | $62838.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-13304.26     | -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      | $1103.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC25 IFEU 20251119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -88 | NC      | $163072.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO GOVT                                                             | MEXICAN UDIBONOS BONDS 08/34 4                              | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1008979 | PA      | $52775.32      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                            | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17635 | NS      | $77770.35      | 0.00%             |  |  |  | No            |                  1 | 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      | $3692690.74    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6388.02       | 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      | $-26226.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE4                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3                 | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1082055 | PA      | $542713.98     | 0.03%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $399.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMH PROPERTIES INC                                                      | UMH PROPERTIES INC REIT USD.1                               | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |        695 | NS      | $10320.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                           | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A        | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1372688 | PA      | $1376516.58    | 0.07%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-10                                          | COUNTRYWIDE HOME LOANS CWHL 2007 10 A5                      | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     943087 | PA      | $409322.06     | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $22249.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE MAR26 XLME 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         67 | NC      | $-10622.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+52 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $73263.73      | 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        |   -6200000 | NC      | $-38558.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $65600.37      | 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      | $-109768.20    | -0.01%            |  |  |  | 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        |     110041 | PA      | $14575.36      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | 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        |      16193 | NS      | $131649.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251006                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $10958.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE NOV25 XLME 20251117                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        121 | NC      | $-269525.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | PARIBAS REVERSE REPO EUR ZCP                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -33551298 | PA      | $-39440300.18  | -1.95%            |  |  |  | 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        |      26115 | NS      | $868323.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC ASSURANCE CORPORATION                                             | AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1            | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      27914 | PA      | $34962.35      | 0.00%             | 2099-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC25 XNYM 20251120                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        167 | NC      | $-110220.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2108.83       | 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      | $540.99        | 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      | $5565.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER & BALDWIN INC                                                 | ALEXANDER + BALDWIN INC REIT                                | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5828 | NS      | $106011.32     | 0.01%             |  |  |  | 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      | $2436.34       | 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      | $2292.03       | 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        |      20228 | PA      | $16585.62      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |    9807109 | PA      | $7456085.78    | 0.37%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-1786.64      | -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      | $25596.53      | 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      | $72691.15      | 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      | $4056.03       | 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      | $-33850.41     | -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      | $-1267.51      | -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      | $-555767.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20251028                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $41880.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                             | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1                  | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   13954626 | PA      | $15532809.81   | 0.77%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $54.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                                           | OCP EURO CLO OCPE 2020 4A ARR 144A                          | CUSIP: ACI2YYN53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1648730.64    | 0.08%             | 2039-10-20      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5               | CUSIP: ACI1X30Y6<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     896173 | PA      | $95793.03      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1400.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE NOV25 XLME 20251117                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -116 | NC      | $18379.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                               | KELLANOVA COMMON STOCK USD.25                               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       5700 | NS      | $467514.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/30 1.625                                 | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21817555 | PA      | $22158951.74   | 1.10%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STAAR SURGICAL COMPANY                                                  | STAAR SURGICAL CO COMMON STOCK USD.01                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       2100 | NS      | $56427.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251119                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $437.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     DEC25 XCEC 20251229                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         26 | NC      | $585470.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 1.5                   | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.30          | 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      | $1679.57       | 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      | $32348.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/30 0.125                                 | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5682239 | PA      | $5404342.31    | 0.27%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-108502.41    | -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      | $3761.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE MAR26 IFUS 20260319                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         39 | NC      | $513215.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1           | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236977 | PA      | $195661.46     | 0.01%             | 2036-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MYR SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-10464.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BUND FUTURE  DEC25 XEUR 20251208                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       1206 | NC      | $293990.41     | 0.01%             |  |  |  | No            |                  1 | 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        |     313429 | PA      | $188378.75     | 0.01%             | 2035-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                                                       | PROS HOLDINGS INC COMMON STOCK USD.001                      | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       3300 | NS      | $75603.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-8                                     | STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1               | CUSIP: 86358EXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     993036 | PA      | $975990.95     | 0.05%             | 2035-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-10889.60     | -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      | $-21620.17     | -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      | $-22615.48     | -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        |      24835 | NS      | $687432.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2006-1                                          | NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3                     | CUSIP: 649603AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31902 | PA      | $26055.85      | 0.00%             | 2036-05-25      | Floating      | 4.81%                 | 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        |     380126 | PA      | $446543.35     | 0.02%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB CIB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $112538.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIMEO INC                                                               | VIMEO INC COMMON STOCK USD.01                               | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      10000 | NS      | $77500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT HUF SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-9396.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-54.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251215                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $7537.44       | 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      | $-270964.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1            | CUSIP: 12667G5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7009 | PA      | $5565.77       | 0.00%             | 2035-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $72428.42      | 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      | $187127.34     | 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      | $-285575.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/29 0.875                                 | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21575732 | PA      | $21416696.65   | 1.06%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $35427.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                   | ROMARK CREDIT FUNDING LTD RCF 2025 4A A 144A                | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1203240.00    | 0.06%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                  | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  213100000 | PA      | $37403637.12   | 1.85%             | 2026-04-01      | None          | 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        |      13195 | NS      | $961915.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+49 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $114839.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1                    | CUSIP: ACI1N7374<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1341247 | PA      | $168565.85     | 0.01%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                              | XENIA HOTELS + RESORTS INC REIT USD.01                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       7795 | NS      | $106947.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD 2015-9A                                           | MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A                  | CUSIP: 62432BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     104969 | PA      | $105055.06     | 0.01%             | 2031-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   JAN26 XLME 20260119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -56 | NC      | $-222919.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAR26 IFEU 20260219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          1 | NC      | $-2788.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MB0304 G2 04/55 FIXED 3.5                      | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7453245 | PA      | $6800480.63    | 0.34%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-251.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   MAR26 XLME 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         78 | NC      | $261137.83     | 0.01%             |  |  |  | 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      | $-4010431.09   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY                             | APARTMENT INVT + MGMT CO  A REIT USD.01                     | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |        679 | NS      | $5384.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/55 2.375                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13308230 | PA      | $13006114.68   | 0.64%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-8886.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  NOV25 XNYM 20251029                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         16 | NC      | $12173.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2            | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30040 | PA      | $25851.90      | 0.00%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1725.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                                 | CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01                 | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       7489 | NS      | $119224.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-427066.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-7.85         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR MAR26 XLME 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -2 | NC      | $-2160.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3491.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5                             | TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A                | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1384954 | PA      | $1388515.27    | 0.07%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $200450.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-260.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/31 0.125                                 | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129142538 | PA      | $120642374.39  | 5.96%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                        | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1                    | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4887 | PA      | $4713.23       | 0.00%             | 2035-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-47                                               | FANNIE MAE FNR 2025 47 FJ                                   | CUSIP: 3136BWNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8728719 | PA      | $8787969.94    | 0.43%             | 2055-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                                     | SUN COMMUNITIES INC REIT USD.01                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       9557 | NS      | $1232853.00    | 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      | $-3895.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/49 1                                     | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10141467 | PA      | $7490842.68    | 0.37%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MLPIREIL TRS EQUITY FEDL01+65 BOA                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $199542.06     | 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      | $5564.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.573 08/26/21-7Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $104195.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-844.52       | -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      | $-1763.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                            | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A            | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800763.09     | 0.04%             | 2034-10-20      | Floating      | 5.38%                 | 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        |       1012 | NS      | $39640.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC              | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     659010 | PA      | $658778.02     | 0.03%             | 2074-02-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-297.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                               | FANNIE MAE FNR 2025 18 FA                                   | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1751495 | PA      | $1758868.72    | 0.09%             | 2053-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/33 1.375                                 | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42864289 | PA      | $42220154.47   | 2.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B                | CUSIP: 61749BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16085 | PA      | $8401.10       | 0.00%             | 2036-10-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                                      | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7           | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48912 | PA      | $17608.37      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-67.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO NOMURA                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -86947375 | PA      | $-87081757.00  | -4.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HNI US TRS EQUITY SOFR+0 FAR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-3191.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN LEVERAGED LOAN CDO 2019-69A                                      | DRYDEN LEVERAGED LOAN CDO DRYD 2019 69A AR 144A             | CUSIP: ACI2Q4GN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6800000 | PA      | $7982119.44    | 0.39%             | 2034-10-18      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-127.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $930285.00     | 0.05%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                                 | COPT DEFENSE PROPERTIES REIT USD.01                         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       9127 | NS      | $265230.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO/THE                                                         | MACERICH CO/THE REIT USD.01                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      21696 | NS      | $394867.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $3280.78       | 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      | $20252.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-4137.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3          | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57562 | PA      | $42158.94      | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                               | TEGNA INC COMMON STOCK USD1.0                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      12100 | NS      | $245993.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A          | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1412064 | PA      | $1382720.08    | 0.07%             | 2058-05-25      | Variable      | 4.50%                 | 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        |   26400000 | PA      | $27285454.42   | 1.35%             | 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      | $26348.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                       | NATIONAL STORAGE AFFILIATES REIT USD.01                     | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |        253 | NS      | $7645.66       | 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      | $-10363.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.682 10/15/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $330443.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-25520.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   NOV25 XLME 20251117                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         97 | NC      | $461428.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1284457.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                | NATL HEALTH INVESTORS INC REIT USD.01                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       5304 | NS      | $421668.00     | 0.02%             |  |  |  | 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        |   15759979 | PA      | $12164982.95   | 0.60%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1594.31      | -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      | $-49463.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE DEC25 IFUS 20251218                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         27 | NC      | $-61026.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-14652.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-498186.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32000000 | PA      | $32687055.68   | 1.62%             | 2054-11-15      | Fixed         | 6.00%                 | 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      | $-18872.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.703 05/25/21-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1046290.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-74851.68     | -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        |       5138 | NS      | $460313.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $21210.39      | 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      | $0.16          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.00000 03/18/26-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-477980.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $24073.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5505                                                 | FREDDIE MAC FHR 5505 AF                                     | CUSIP: 3137HJ6H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2090808 | PA      | $2060444.27    | 0.10%             | 2050-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $31241.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.7 04/15/23-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $599091.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.335 02/05/18-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-571216.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CCA VINTAGE 2026  DEC26 IFED 20261224                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       1546 | NC      | $1685643.30    | 0.08%             |  |  |  | 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      | $-10206.47     | -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        |      15590 | NS      | $946313.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251010                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-30684.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 5001 HSBC MSC                               | CUSIP: 966QTYII2<br>LEI: N/A                  | Long             | COMM             |  | US        |          7 | NS      | $26796.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/32 3.375                                 | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      54597 | PA      | $61133.78      | 0.00%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $839.31        | 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      | $1683.52       | 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      | $14123.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251009                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-69.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20251113                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2108.77       | 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      | $31362.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/27 1.625                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24535800 | PA      | $24934316.11   | 1.23%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $15805.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT HUF SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-11220.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $81608.90      | 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        |      35222 | NS      | $1487072.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251007                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5165.06      | -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      | $9171.28       | 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      | $-17614.86     | -0.00%            |  |  |  | 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     | 0.01%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                                                  | LEHMAN XS TRUST LXS 2006 8 3A4                              | CUSIP: 52522HAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422005 | PA      | $415165.82     | 0.02%             | 2036-06-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3476.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED 10/53 1.5                      | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   26439229 | PA      | $3284418.36    | 0.16%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-280.51       | -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      | $-3824.88      | -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      | $-1571.99      | -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        |      16171 | NS      | $481248.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                                               | KILROY REALTY CORP REIT USD.01                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       8727 | NS      | $368715.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -33700000 | NC      | $-172165.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.74000 09/10/25-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-86153.92     | -0.00%            |  |  |  | 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      | $-1303.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                             | SUMMIT HOTEL PROPERTIES INC REIT                            | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       8653 | NS      | $47504.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE JAN26 XLME 20260119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         66 | NC      | $-61928.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $10677.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                              | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0     | CUSIP: BK5MSXII1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    3351078 | PA      | $3829682.03    | 0.19%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5           | CUSIP: 12668BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134168 | PA      | $73014.27      | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  MAR26 XCBT 20260313                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -23 | NC      | $29237.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.10 SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $43407.04      | 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        |  -98910420 | PA      | $-98922426.62  | -4.89%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/32 0.625                                 | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54144660 | PA      | $51265237.78   | 2.53%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  DEC25 XNYM 20251128                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         54 | NC      | $137484.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                       | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 7869750000 | PA      | $54332858.30   | 2.69%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| URBAN EDGE PROPERTIES                                                   | URBAN EDGE PROPERTIES REIT USD.01                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10122 | NS      | $207197.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $458.37        | 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      | $-28637.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2291.79      | -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      | $114762.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $58758.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR12                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4           | CUSIP: 92922F3J5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     421979 | PA      | $387621.23     | 0.02%             | 2035-10-25      | Floating      | 4.55%                 | 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        |       3838 | NS      | $77988.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ST PAUL'S CLO X DAC 10A                                                 | ST PAULS CLO SPAUL 10A AR 144A                              | CUSIP: ACI1WJ0Z9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     798455 | PA      | $933911.53     | 0.05%             | 2035-04-22      | Floating      | 2.79%                 | 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      | $-765.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/29 2.125                                 | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27362494 | PA      | $28250367.25   | 1.40%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SGX IRON ORE 62   NOV25 XSIM 20251128                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        167 | NC      | $12985.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-5580.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20251113                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $807.24        | 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      | $125522.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                         | DIAMONDROCK HOSPITALITY CO REIT USD.01                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      16760 | NS      | $133409.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  DEC25 XNYM 20251125                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          8 | NC      | $-7681.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -26800000 | NC      | $-177054.21    | -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      | $25922.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR MAR26 XLME 20260316                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         93 | NC      | $142818.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5606.06      | -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      | $-0.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625              | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $948159.00     | 0.05%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                                           | HUDSON PACIFIC PROPERTIES IN REIT USD.01                    | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31197 | NS      | $86103.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $96552.03      | 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      | $6421.34       | 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      | $-26195.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                  | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1              | CUSIP: 75971FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5018092 | PA      | $2021257.32    | 0.10%             | 2037-09-25      | Floating      | 5.37%                 | 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        |      73710 | PA      | $63243.16      | 0.00%             | 2036-07-25      | Floating      | 4.23%                 | 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     | 0.01%             | 2029-03-01      | Floating      | 7.75%                 | 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        |   35000875 | PA      | $35141346.46   | 1.74%             | 2028-04-15      | Fixed         | 1.25%                 | 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        |        138 | NS      | $4093.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE JAN26 XLME 20260119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -48 | NC      | $8484.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $10285.96      | 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      | $1275.24       | 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      | $-166826.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT AS COVERED REGS 10/53 3                 | CUSIP: ACI24L9V3<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   27836738 | PA      | $4158534.24    | 0.21%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENTS PARTNERS LTD 2018-18A                               | OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A      | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     321943 | PA      | $322162.49     | 0.02%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-24159.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -26800000 | NC      | $-2092.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |   -1900000 | NC      | $-22219.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $285224.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/44 1.375                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26127042 | PA      | $22363872.08   | 1.11%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  FEB26 XCME 20260227                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         23 | NC      | $-46713.13     | -0.00%            |  |  |  | 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      | $114110.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $215.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-12XS                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A            | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174023 | PA      | $46341.42      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2          | CUSIP: ACI22CN07<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    2994949 | PA      | $396424.86     | 0.02%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 7 DAC 7A                                              | TORO EUROPEAN CLO TCLO 7A ARE 144A                          | CUSIP: ACI227LV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5223526 | PA      | $6138766.68    | 0.30%             | 2034-02-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $53838.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2A LTD                                                 | INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A             | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2050000 | PA      | $2058307.52    | 0.10%             | 2035-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/51 0.125                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6178935 | PA      | $3431376.46    | 0.17%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.70000 12/31/25-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-53254.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.31375 02/26/21-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1739881.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $64300.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD 2018-64A                                                 | DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A               | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     222067 | PA      | $222286.12     | 0.01%             | 2031-04-18      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3262.22      | -0.00%            |  |  |  | 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      | $-30784.77     | -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      | $-5012.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL RJ2702 FR 08/54 FIXED 6                   | CUSIP: 3142GTAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88223069 | PA      | $90249312.66   | 4.46%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | FTSE 100 IDX FUT  DEC25 IFLL 20251219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         46 | NC      | $67059.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $8383.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  MAR26 IFEU 20260130                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        112 | NC      | $-130935.11    | -0.01%            |  |  |  | No            |                  1 | 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      | $51858.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUN31 IFED 20310528                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-1610.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 2A2                     | CUSIP: 35729TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3988214 | PA      | $1597219.33    | 0.08%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-7895.46      | -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      | $368.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                                   | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A            | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2700000 | PA      | $3180230.84    | 0.16%             | 2036-08-29      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     100000 | PA      | $100000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                                                    | JBG SMITH PROPERTIES REIT USD.01                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4957 | NS      | $110293.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-14563.19     | -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      | $-172.99       | -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      | $8004.58       | 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      | $-606.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                         | JONES LANG LASALLE INC COMMON STOCK USD.01                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        390 | NS      | $116329.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20251215                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $13477.57      | 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        |       -117 | NC      | $9698.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                                   | MID AMERICA APARTMENT COMM REIT USD.01                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       7667 | NS      | $1071309.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                                 | FREDDIE MAC FHR 5565 FB                                     | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10906840 | PA      | $10915036.54   | 0.54%             | 2055-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-125787.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                      | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      78522 | PA      | $78635.40      | 0.00%             | 2030-10-24      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $208459.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUL31 IFED 20310626                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-575.99       | -0.00%            |  |  |  | No            |                  1 | 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      | $178505.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3910.57       | 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        |      19139 | NS      | $786804.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVER ROCK CLO II LTD 2021-2A                                          | SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A                   | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1305057.87    | 0.06%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A             | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1618 | PA      | $1584.12       | 0.00%             | 2033-09-25      | Floating      | 5.71%                 | 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                                                                     | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -85100000 | NC      | $-319927.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $25.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/42 0.75                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16240142 | PA      | $12891303.24   | 0.64%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WASHING MUTUAL MTGE P/T 2006-5                                          | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1            | CUSIP: 93934NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237452 | PA      | $170368.46     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                                | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A       | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114041 | PA      | $30751.50      | 0.00%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                                            | SUNSTONE HOTEL INVESTORS INC REIT USD.01                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      15694 | NS      | $147052.78     | 0.01%             |  |  |  | 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      | $4694837.84    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-3167.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG              | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     814686 | PA      | $818054.74     | 0.04%             | 2068-08-20      | Floating      | 4.93%                 | 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        |   42786062 | PA      | $44060992.09   | 2.18%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-13631.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4001(BRNIKS) MSC                            | CUSIP: 935MCS909<br>LEI: N/A                  | Long             | COMM             |  | US        |          6 | NS      | $22968.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNY SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $7474.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  DEC25 XCBT 20251212                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        368 | NC      | $-903724.04    | -0.04%            |  |  |  | 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      | $-12766.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                             | EQUINIX INC REIT USD.001                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       7943 | NS      | $6221275.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5546                                                 | FREDDIE MAC FHR 5546 FJ                                     | CUSIP: 3137HLMF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17002123 | PA      | $17119383.26   | 0.85%             | 2055-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  261800000 | PA      | $253837198.54  | 12.55%            | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3076.09       | 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      | $-56161.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/26 0.125                                 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18368333 | PA      | $18305557.95   | 0.90%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-35365.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3265.36       | 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      | $-9904.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/41 2.125                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11505702 | PA      | $11505158.01   | 0.57%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                      | CARETRUST REIT INC REIT USD.01                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      21372 | NS      | $741180.96     | 0.04%             |  |  |  | No            |                  1 | 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     | 0.01%             | 2036-04-26      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4003 (BRINKS 3 MSC                          | CUSIP: 936RTU904<br>LEI: N/A                  | Long             | COMM             |  | US        |         18 | NS      | $68904.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-6                                        | TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A               | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     798316 | PA      | $786574.83     | 0.04%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                            | PROLOGIS INC REIT USD.01                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      75039 | NS      | $8593466.28    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                               | PARK HOTELS + RESORTS INC REIT USD.01                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      16540 | NS      | $183263.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                      | EASTERLY GOVERNMENT PROPERTI REIT USD.01                    | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       3501 | NS      | $80277.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      DEC31 IFED 20311125                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $4591.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $85727.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-5                                   | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB17             | CUSIP: 05950BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216047 | PA      | $189101.37     | 0.01%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1227.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-3                                           | COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2                      | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129269 | PA      | $123838.61     | 0.01%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| WNS (HOLDINGS) LIMITED                                                  | WNS HOLDINGS LTD COMMON STOCK USD.16                        | CUSIP: G98196101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |       3200 | NS      | $244064.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                                         | FOUR CORNERS PROPERTY TRUST REIT USD.0001                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |        474 | NS      | $11565.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE GOVT                                                             | FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1                  | CUSIP: ACI1N4959<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   20410573 | PA      | $23874383.48   | 1.18%             | 2026-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-287242.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $32940.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                          | PUBLIC STORAGE REIT USD.1                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      12838 | NS      | $3708256.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20251016                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $6356.68       | 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      | $66514.46      | 0.00%             |  |  |  | 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        |      19313 | NS      | $811339.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14069.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  MAR26 XCBT 20260313                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         17 | NC      | $-24410.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                                   | VERIS RESIDENTIAL INC REIT USD.01                           | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       6469 | NS      | $98328.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHO HOUSE & CO INC                                                     | SOHO HOUSE + CO INC COMMON STOCK USD.01                     | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Long             | EC               | CORP              | US        |       6800 | NS      | $60180.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | US 5YR NOTE (CBT) DEC25 XCBT 20251231                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1280 | NC      | $-133093.41    | -0.01%            |  |  |  | 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        |        295 | PA      | $37.40         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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        |      10755 | NS      | $553559.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $665.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4              | CUSIP: 12667LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     733571 | PA      | $679984.99     | 0.03%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                                                       | RLJ LODGING TRUST REIT                                      | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        582 | NS      | $4190.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA EURO CLO II DAC                                                    | VOYA EURO CLO VOYE 2A AR 144A                               | CUSIP: ACI1YXDJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2800000 | PA      | $3289627.87    | 0.16%             | 2035-07-15      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-316.77       | -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        |       3631 | NS      | $81080.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CLP SOLD USD 20260318                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $23372.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-7                                                  | LEHMAN XS TRUST LXS 2006 7 1A1A                             | CUSIP: 52522EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524499 | PA      | $459887.01     | 0.02%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $48321.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 3.0 05/15/22-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $196787.01     | 0.01%             |  |  |  | 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      | $-336.07       | -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      | $-29471.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                              | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7        | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2300000 | PA      | $702178.83     | 0.03%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US ULTRA BOND CBT DEC25 XCBT 20251219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        831 | NC      | $2793380.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NOK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1                 | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.26          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-23425.39     | -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      | $13947.77      | 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      | $-53671.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RKT US TRS EQUITY SOFR-900 BOA                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-51660.78     | -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      | $-2728.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT COP SOLD USD 20251105                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $81944.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO STOXX 50     DEC25 XEUR 20251219                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |        357 | NC      | $260707.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                                            | WP CAREY INC REIT USD.001                                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      17970 | NS      | $1214232.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-23659.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A12                                    | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1             | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167589 | PA      | $59565.56      | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $43647.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SGX IRON ORE 62   JAN26 XSIM 20260130                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        688 | NC      | $-101991.07    | -0.01%            |  |  |  | No            |                  1 | 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      | $0.15          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-G                                         | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1             | CUSIP: 05949CED4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37409 | PA      | $35725.19      | 0.00%             | 2035-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4            | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137187 | PA      | $134685.51     | 0.01%             | 2036-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BUXL 30Y BND DEC25 XEUR 20251208                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -328 | NC      | $-1001592.39   | -0.05%            |  |  |  | No            |                  1 | 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      | $43078.33      | 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      | $-65074.88     | -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        |      35029 | NS      | $625968.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1                 | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     724579 | PA      | $647644.59     | 0.03%             | 2036-10-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                                     | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5           | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13505 | PA      | $13476.14      | 0.00%             | 2036-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                   | CAMDEN PROPERTY TRUST REIT USD.01                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       8693 | NS      | $928238.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $7749.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TANGER INC                                                              | TANGER INC REIT USD.01                                      | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       9285 | NS      | $314204.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20251022                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $6750.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   39000000 | PA      | $39000000.00   | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 01/26 0.00000                                 | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $281856.24     | 0.01%             | 2026-01-13      | None          | 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      | $-51932.84     | -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      | $824.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $41.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $12302.24      | 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      | $-724.80       | -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      | $13167.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2014-4                                                     | VOYA CLO LTD VOYA 2014 4A A1RA 144A                         | CUSIP: 92914RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     180406 | PA      | $180631.30     | 0.01%             | 2031-07-14      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/48 1                                     | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14543176 | PA      | $10909214.82   | 0.54%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 2A3                     | CUSIP: 35729TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2192053 | PA      | $877732.66     | 0.04%             | 2036-10-25      | 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      | $90976.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                                  | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                      | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1500000 | PA      | $1506114.03    | 0.07%             | 2035-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3445.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNY SOLD USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $269.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                           | ARGENT SECURITIES INC. ARSI 2006 W4 A2C                     | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1399013 | PA      | $335538.72     | 0.02%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $886.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   DEC25 IFEU 20251211                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          5 | NC      | $1517.25       | 0.00%             |  |  |  | No            |                  1 | 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      | $175553.66     | 0.01%             |  |  |  | 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      | $897374.01     | 0.04%             |  |  |  | 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        |   19900000 | PA      | $19900000.00   | 0.98%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-101594.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-237696.55    | -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      | $20223.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.364 05/10/18-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-644082.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8454 FR 08/54 FIXED 6                   | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28177 | PA      | $28820.42      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-5200.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                                        | ELME COMMUNITIES REIT USD.01                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       7086 | NS      | $119469.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRNTS-2021-17A                                                          | TRINITAS CLO LTD TRNTS 2021 17A AR 144A                     | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1800022.79    | 0.09%             | 2034-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                                | CURBLINE PROPERTIES CORP REIT USD.01                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |        922 | NS      | $20560.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2              | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     877745 | PA      | $236530.83     | 0.01%             | 2046-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO COMMODITY STRATEGY ACTIV PIMCO COMMODITY ACTIVE STRAT | CUSIP: 72201R593<br>LEI: 549300FW8J0DNOBABK03 | Long             | EC               | RF                | US        |    2245036 | NS      | $61513986.40   | 3.04%             |  |  |  | No            |                  1 | 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        |      55544 | PA      | $51294.56      | 0.00%             | 2037-09-25      | Floating      | 4.67%                 | 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        |      25721 | NS      | $4446646.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $72.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                                           | EMPIRE STATE REALTY TRUST A REIT USD.01                     | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       1024 | NS      | $7843.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.049 08/15/24-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-243068.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY FEDL01+59 MYI                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $204902.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FUNDING V CLO LTD 2016-5A                                         | CEDAR FUNDING LTD CEDF 2016 5A A1R 144A                     | CUSIP: 15032AAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     447955 | PA      | $448697.85     | 0.02%             | 2031-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X DAC 10A                                            | HAYFIN EMERALD CLO HAYEM 10A AR                             | CUSIP: ACI2PCMS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2230696.26    | 0.11%             | 2038-07-18      | Floating      | 3.37%                 | 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        |       5268 | NS      | $1410032.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-18790.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                                   | SYMPHONY CLO LTD SYMP 2021 29A AR 144A                      | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $803187.81     | 0.04%             | 2035-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $31052.94      | 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      | $7004.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                                  | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1             | CUSIP: 61749LAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18954 | PA      | $18593.59      | 0.00%             | 2036-06-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP               | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1401027 | PA      | $616094.83     | 0.03%             | 2036-10-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                              | APPLE HOSPITALITY REIT INC REIT                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      17901 | NS      | $214991.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                                 | FREDDIE MAC FHR 5511 FG                                     | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1746966 | PA      | $1753860.32    | 0.09%             | 2055-03-25      | Floating      | 5.51%                 | 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      | $83121.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-WL3                                    | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4           | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     999957 | PA      | $904557.18     | 0.04%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $7985.73       | 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      | $-12097.67     | -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        |          2 | PA      | $0.20          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | 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      | $61291.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   NOV25 XLME 20251117                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -64 | NC      | $-223766.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL REIT INC                                                 | GLOBAL MEDICAL REIT INC REIT                                | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       1021 | NS      | $34417.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-90755.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/28 0.75                                  | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38555224 | PA      | $38384865.06   | 1.90%             | 2028-07-15      | Fixed         | 0.75%                 | 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      | $208758.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP INC                                                                 | BXP INC REIT USD.01                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      11871 | NS      | $882490.14     | 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        |       -710 | NC      | $-1792501.34   | -0.09%            |  |  |  | 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        |      17843 | NS      | $397898.90     | 0.02%             |  |  |  | No            |                  1 | 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      | $46437.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2005-J                                        | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4             | CUSIP: 05949CKT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36091 | PA      | $32495.65      | 0.00%             | 2035-11-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1.46          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5                 | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27142821 | PA      | $27409629.17   | 1.36%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JAN31 IFED 20301227                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $7689.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $4985.65       | 0.00%             |  |  |  | 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      | $650844.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.3525 05/09/18-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-211916.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13          | CUSIP: 02150EAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111832 | PA      | $54889.04      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO 2022-1A                                             | CAPITAL FOUR US CLO C4US 2022 1A AR 144A                    | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1200000 | PA      | $1205400.00    | 0.06%             | 2037-01-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED REC 2006-HE1                                   | SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C            | CUSIP: 81376YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1871654 | PA      | $618365.41     | 0.03%             | 2036-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 2001 JPM MSC                                | CUSIP: 966QXE900<br>LEI: N/A                  | Long             | COMM             |  | US        |      69128 | NS      | $264624298.68  | 13.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-28693.82     | -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      | $5259.12       | 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      | $-434523.78    | -0.02%            |  |  |  | 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      | $-151498.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $5060.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                            | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                     | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1400000.00    | 0.07%             | 2034-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H                         | 38381P996                                                   | CUSIP: 990AAVQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12185695 | PA      | $12178078.94   | 0.60%             | 2065-07-20      | Floating      | 5.16%                 | No            |                  3 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 3                     | CUSIP: ACI24KGY1<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   37797583 | PA      | $5638739.20    | 0.28%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/47 0.875                                 | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20929448 | PA      | $15471547.76   | 0.76%             | 2047-02-15      | Fixed         | 0.88%                 | 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        |   31072637 | PA      | $29187152.31   | 1.44%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GRIFONAS FINANCE NO.1 PLC GRIF-1                                        | GRIFONAS FINANCE PLC GRIF 1 A REGS                          | CUSIP: B1DFQWII3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     112587 | PA      | $128457.59     | 0.01%             | 2039-08-28      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                              | NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A                  | CUSIP: 63942YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4303844.89    | 0.21%             | 2036-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35          | CUSIP: 02148FBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474823 | PA      | $398422.74     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                               | HOST HOTELS + RESORTS INC REIT USD.01                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      72734 | NS      | $1237932.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $40362.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAR26 XNYM 20260220                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         77 | NC      | $-94866.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -33700000 | NC      | $-171797.39    | -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      | $-34752.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-28350.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                                     | ACADIA REALTY TRUST REIT USD.001                            | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      10598 | NS      | $213549.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.341 11/07/24-1Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-15282.60     | -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      | $-5028.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                             | PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25            | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     424000 | PA      | $439853.36     | 0.02%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | 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        |    7948170 | PA      | $3881165.45    | 0.19%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2084.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP                                                       | GETTY REALTY CORP REIT USD.01                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |         70 | NS      | $1878.10       | 0.00%             |  |  |  | No            |                  1 | 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        |     210265 | PA      | $197629.09     | 0.01%             | 2037-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                  | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2            | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171692 | PA      | $56725.99      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT MAR26 XNYM 20260227                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        205 | NC      | $-55977.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/33 1.125                                 | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41425990 | PA      | $40164227.25   | 1.99%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8409 FR 03/54 FIXED 6                   | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     479448 | PA      | $490837.50     | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                                    | INNOVATIVE INDUSTRIAL PROPER REIT USD.001                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       2278 | NS      | $122055.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $167.59        | 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      | $-1451.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2018-10A                                     | ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A            | CUSIP: 04942JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      17657 | PA      | $17673.14      | 0.00%             | 2031-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -17463375 | PA      | $-17481405.93  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED 10/53 1.5                      | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.27          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         44 | NC      | $-126281.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-99688.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                  | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     341866 | PA      | $43997.54      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MR COOPER GROUP INC (AKA: WMIH CORP)                                    | MR COOPER GROUP INC COMMON STOCK USD.01                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       2800 | NS      | $590212.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                                | AGREE REALTY CORP REIT USD.0001                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9013 | NS      | $640283.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDUS CLO IV DAC 4A                                                  | PROVIDUS CLO PRVD 4A AR 144A                                | CUSIP: ACI2PLG34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3300000 | PA      | $3878336.09    | 0.19%             | 2034-04-20      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.25000 06/18/25-9Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $372023.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $488.57        | 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      | $-17871.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $197.99        | 0.00%             |  |  |  | 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      | $2268135.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260218                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-2212.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1                                 | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1             | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     313083 | PA      | $221586.29     | 0.01%             | 2037-04-25      | Floating      | 4.57%                 | 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      | $4288374.06    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                     | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152985 | PA      | $139874.59     | 0.01%             | 2036-10-25      | Floating      | 4.54%                 | 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        |   56003168 | PA      | $56839937.65   | 2.81%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     MAR26 XCEC 20260327                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         22 | NC      | $887420.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                              | VMWARE LLC SR UNSECURED 08/27 3.9                           | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199308.63     | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                       | SITE CENTERS CORP REIT USD.1                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       4306 | NS      | $38797.06      | 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      | $21402.28      | 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      | $26832.87      | 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        |     391556 | PA      | $391912.06     | 0.02%             | 2031-01-15      | Floating      | 5.76%                 | 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        |      10116 | NS      | $91044.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/29 1.625                                 | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79973698 | PA      | $81579437.10   | 4.03%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1220.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/27 0.125                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11898640 | PA      | $11736344.93   | 0.58%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 0.19000 11/04/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2211017.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                    | VOYA CLO LTD VOYA 2019 2A AR 144A                           | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     424516 | PA      | $424824.33     | 0.02%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4700 FN 08/52 FIXED 4                           | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     871198 | PA      | $823860.58     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | 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        |       4414 | NS      | $264001.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | SERVICE PROPERTIES TRUST REIT USD.01                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |       1404 | NS      | $3804.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     670000 | NS      | $677611.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20251008                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-369.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                               | CUBESMART REIT USD.01                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1696 | NS      | $68959.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA CLO 2017-2A                                                        | VOYA CLO LTD VOYA 2017 2A A1R 144A                          | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110158 | PA      | $110185.20     | 0.01%             | 2030-06-07      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.10000 12/31/25-28Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-2020908.22   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAY31 IFED 20310428                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-2540.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $11996.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                     | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      12555 | NS      | $1046333.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT P 1.8 07/20/16-10Y MYC                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-346505.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                                    | VORNADO REALTY TRUST REIT USD.04                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11017 | NS      | $446519.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1                 | CUSIP: ACI1N7309<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.20          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-37763.26     | -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      | $68037.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-27006.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      NOV31 IFED 20311029                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $1314.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $57280.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-159                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 159 FJ              | CUSIP: 38381U6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8800000 | PA      | $8819111.40    | 0.44%             | 2055-09-20      | Floating      | 5.51%                 | 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        |      28661 | NS      | $516757.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYFIN EMERALD CLO X DAC 10A                                            | HAYFIN EMERALD CLO HAYEM 10A ARR 144A                       | CUSIP: ACI2ZWCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2234292.14    | 0.11%             | 2039-10-18      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                                 | BRANDYWINE REALTY TRUST REIT USD.01                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      13874 | NS      | $57854.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20251020                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $661.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR NOV25 XLME 20251117                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -98 | NC      | $-173331.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSAB MTGE BACKED PASS-THRU CERTS 2006-1                                 | CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A                  | CUSIP: 22943HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     321963 | PA      | $75679.31      | 0.00%             | 2036-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB MAC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $254887.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer