# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001098605-25-000137
**Filing Date:** 2025-8
**Character Count:** 140932
**Document Hash:** 8759c7dd4306a753d6e17a7f1fc6d889
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001098605-25-000137.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001098605-25-000137

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Managed Accounts Trust
- **CENTRAL INDEX KEY:** 0001098605

**ORGANIZATION NAME:**
- **EIN:** 066484967
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09721
- **FILM NUMBER:** 251277457

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-739-4000

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI Managed Accounts Trust
- **DATE OF NAME CHANGE:** 20130125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ GLOBAL INVESTORS MANAGED ACCOUNTS TRUST
- **DATE OF NAME CHANGE:** 20090626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ GLOBAL INVESTORS
- **DATE OF NAME CHANGE:** 20090626

## Series and Classes Contracts Data

### Fixed Income SHares: Series LD (Series ID: S000043031)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000133198 | Series LD    | FXIDX           |

## 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 Managed Accounts Trust

- **b. Investment Company Act file number:** 811-09721

- **c. CIK number of Registrant:** 0001098605

- **d. LEI of Registrant:** 549300QOE6UAECNZYE02

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** (800) 927-4648

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

- **a. Name of Series:** Fixed Income SHares: Series LD

- **b. EDGAR series identifier (if any):** S000043031

- **c. LEI of Series:** 549300TZLZANM68Q9A51

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $126541421.94

**Total Liabilities:** $73058458.68

**Net Assets:** $53482963.26

**Cash Not Reported:** $2693069.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18338.196900 | **1-Year:** 9311.334200 | **5-Year:** 1930.912300 | **10-Year:** -1310.081900 | **30-Year:** 0.000000

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

- **3-Month:** 80.587400 | **1-Year:** 4.046000 | **5-Year:** 0.613100 | **10-Year:** 60.133300 | **30-Year:** 94.849500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000133198 | 0.45%                | 0.14%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $172266.61               | $-21201.28                                 |
| Month 2  | $-137707.50              | $271838.43                                 |
| Month 3  | $-69250.02               | $390291.67                                 |

**Designated Index Information**

- **Index Name:** 50% ICE BofA 1-3 Year US Treasury Index, 50% Bloomberg US Intermediate Credit Total Return Index

- **Index Identifier:** G1O2, LUICTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | SOLD GBP BOUGHT USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-2193.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-348.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-2026.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2       | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8591 | PA      | $8037.99      | 0.02%             | 2034-07-19      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                     | ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A             | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200852.36    | 0.38%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-274.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1480.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-3989.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                       | FANNIE MAE FNR 2024 104 FA                             | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468671 | PA      | $467703.82    | 0.87%             | 2055-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                       | FANNIE MAE FNR 2024 103 FJ                             | CUSIP: 3136BUPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187177 | PA      | $187627.30    | 0.35%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV SR UNSECURED 03/29 VAR                    | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $500519.27    | 0.94%             | 2029-03-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO TORONTO DOMINIO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2972131 | PA      | $-3026744.21  | -5.66%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                       | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2       | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13023 | PA      | $12341.99     | 0.02%             | 2034-11-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $87.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-50.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98700.76     | 0.18%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5526                                          | FREDDIE MAC FHR 5526 FA                                | CUSIP: 3137HKT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    667688 | PA      | $666835.97    | 1.25%             | 2054-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OCTAGON 64 2022-1A LTD                                           | OCTAGON 64 LTD OCT64 2022 1A A1R 144A                  | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499677.17    | 0.93%             | 2035-07-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INV 1999-1                                 | STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A          | CUSIP: 86358HGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2551 | PA      | $2491.42      | 0.00%             | 2029-06-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                    | BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A              | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $965350.70    | 1.80%             | 2036-09-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $265.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A   | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166390 | PA      | $158702.69    | 0.30%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-18296.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MTGE LOAN TRUST 2004-2                           | FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1           | CUSIP: 317350BD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74657 | PA      | $71077.04     | 0.13%             | 2034-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A   | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397624 | PA      | $385639.03    | 0.72%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE4                                             | GSAMP TRUST GSAMP 2006 HE4 A2D                         | CUSIP: 362439AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333074 | PA      | $323705.73    | 0.61%             | 2036-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                          | FREDDIE MAC FHR 5500 GF                                | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373955 | PA      | $374353.27    | 0.70%             | 2054-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-5                                    | SLM STUDENT LOAN TRUST SLMA 2008 5 A4                  | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84687 | PA      | $85032.30     | 0.16%             | 2026-01-27      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2965.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-137.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $48.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-18.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2A DAC                  | PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A   | CUSIP: ACI2QLH16<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    188637 | PA      | $222373.05    | 0.42%             | 2033-01-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR8                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2        | CUSIP: 92922FUN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8277 | PA      | $8220.07      | 0.02%             | 2044-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2674.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $857.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERA COMMERCIAL MORTGAGE 2021-FL1                                | HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A      | CUSIP: 42704RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    138985 | PA      | $139061.18    | 0.26%             | 2038-02-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $713.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1                    | GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A  | CUSIP: 36263KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380558 | PA      | $353414.38    | 0.66%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                            | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A      | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692520 | PA      | $616362.13    | 1.15%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-492.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1786.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                          | FREDDIE MAC FHR 5480 FG                                | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332437 | PA      | $331997.44    | 0.62%             | 2054-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-15341.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO TORONTO DOMINIO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -571463 | PA      | $-580989.60   | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.10000 02/11/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12809.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-8                             | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1         | CUSIP: 22541NX20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9049 | PA      | $9300.48      | 0.02%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $6.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-57118.13    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-11938.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                          | FREDDIE MAC FHR 5115 EM                                | CUSIP: 3137H0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1098362 | PA      | $964488.65    | 1.80%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC COMPANY GUAR 144A 01/28 6.25     | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005399.00   | 1.88%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR        | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504740.99    | 0.94%             | 2026-03-06      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-1628.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-5017.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                          | FREDDIE MAC FHR 5410 FB                                | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335646 | PA      | $337175.60    | 0.63%             | 2054-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC COMPANY GUAR 09/26 3.459                  | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891845.38    | 1.67%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                | CUSIP: 01F040685<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -9900000 | PA      | $-9204682.21  | -17.21%           | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A2                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2         | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39628 | PA      | $37701.63     | 0.07%             | 2035-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VII DAC 7A                                | BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A            | CUSIP: ACI1W2WD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1247245 | PA      | $1465112.93   | 2.74%             | 2031-10-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A   | CUSIP: 78449DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334916 | PA      | $332716.35    | 0.62%             | 2054-09-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20250723                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $633.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC. 2003-F                              | MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1             | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       497 | PA      | $471.05       | 0.00%             | 2028-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250710                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2968.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2        | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243326 | PA      | $222503.77    | 0.42%             | 2035-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $3197142.91   | 5.98%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-65802.89    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                       | SCULPTOR CLO LTD SCUL 27A A1R 144A                     | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400102.22    | 0.75%             | 2034-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                          | FREDDIE MAC FHR 5491 FL                                | CUSIP: 3137HJ5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186219 | PA      | $186663.82    | 0.35%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-13.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                         | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A               | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400393.55    | 0.75%             | 2034-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250903                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $5108.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                     | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A   | CUSIP: 36262JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108126 | PA      | $1028751.69   | 1.92%             | 2052-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                          | FREDDIE MAC FHR 5532 FA                                | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    667934 | PA      | $666642.68    | 1.25%             | 2055-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                          | FREDDIE MAC FHR 5544 F                                 | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    489161 | PA      | $490907.39    | 0.92%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $273.46       | 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        |    194038 | PA      | $194340.38    | 0.36%             | 2031-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-40.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $12.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5528                                          | FREDDIE MAC FHR 5528 FA                                | CUSIP: 3137HKR30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    677198 | PA      | $676286.65    | 1.26%             | 2055-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1     | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53149 | PA      | $53583.42     | 0.10%             | 2045-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                 | ORIX CORP ORIX CORP                                    | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $503848.76    | 0.94%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2009-16                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF          | CUSIP: 38374XPT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14299 | PA      | $14199.35     | 0.03%             | 2037-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $489.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-96.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF          | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199486 | PA      | $199407.88    | 0.37%             | 2055-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                      | STATE OF ISRAEL SR UNSECURED 02/30 5.375               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    700000 | PA      | $714229.94    | 1.34%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO TORONTO DOMINIO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -776233 | PA      | $-794918.14   | -1.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  MAR26 XCME 20260616                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       402 | NC      | $173409.42    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                          | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1        | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1328 | PA      | $1286.05      | 0.00%             | 2032-09-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A        | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287611 | PA      | $267982.87    | 0.50%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.62000 09/02/25-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-536612.56   | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A2                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2             | CUSIP: 466247NV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5085 | PA      | $5118.37      | 0.01%             | 2035-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $505.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-5.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND               | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |      8541 | PA      | $83161.99     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A   | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675434 | PA      | $673471.78    | 1.26%             | 2054-09-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134      | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399596.94    | 0.75%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQ LN TR 1999-3                               | DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A        | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3082 | PA      | $3000.38      | 0.01%             | 2029-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-20699.62    | -0.04%            |  |  |  | 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        |    234768 | PA      | $232095.83    | 0.43%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2003-4                          | THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1           | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1751 | PA      | $1734.14      | 0.00%             | 2043-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR          | CUSIP: 60687YDK2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1000557.38   | 1.87%             | 2031-05-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $81.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $342.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SEC TRUST 2005-1                              | THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3           | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5245 | PA      | $5139.86      | 0.01%             | 2045-04-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  JUN25 XCME 20250916                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       176 | NC      | $-13775.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC COMPANY GUAR 10/29 4.4                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297825.06    | 0.56%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $2191.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A       | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201937 | PA      | $203575.55    | 0.38%             | 2059-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                    | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A    | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971348.00    | 1.82%             | 2043-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $25325.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250710                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $4475.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A        | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228311 | PA      | $233856.57    | 0.44%             | 2058-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1357.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) SEP25 XCBT 20250930                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        23 | NC      | $21622.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  26800000 | NC      | $17269.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST 2004-CL1                                    | PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2                | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1507 | PA      | $1434.84      | 0.00%             | 2034-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                                    | OCP EURO CLO OCPE 2020 4A AR 144A                      | CUSIP: ACI1ZTQK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    370313 | PA      | $436156.48    | 0.82%             | 2034-09-22      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV 144A 10/26 VAR                        | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301569.84    | 0.56%             | 2026-10-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                          | FREDDIE MAC FHR 5511 FG                                | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    799575 | PA      | $800181.55    | 1.50%             | 2055-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-MFM1                           | BX TRUST BX 2021 MFM1 A 144A                           | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457196 | PA      | $457107.83    | 0.85%             | 2034-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX IG44 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-114511.07   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2003-9                                   | GSR MORTGAGE LOAN TRUST GSR 2003 9 A2                  | CUSIP: 36228FWS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9121 | PA      | $8979.91      | 0.02%             | 2033-08-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                            | ARROW ELECTRONICS INC ARROW ELECTRONICS INC            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304736.37    | 0.57%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $472.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-1036.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF          | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $600375.54    | 1.12%             | 2055-06-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-201.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $2.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NOK SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $7.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-576.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-16                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2         | CUSIP: 126670PJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114107 | PA      | $113679.45    | 0.21%             | 2036-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A  | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275649 | PA      | $274518.43    | 0.51%             | 2031-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $139.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.8616* 12/02/24-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-37456.62    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20250723                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $167.46       | 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        |    331850 | PA      | $340856.81    | 0.64%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $0.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $235.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                          | FREDDIE MAC FHR 5560 FB                                | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $400500.00    | 0.75%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  3 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2005-4                                 | NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1               | CUSIP: 66987WDE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25307 | PA      | $25257.58     | 0.05%             | 2036-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A      | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20899 | PA      | $20141.49     | 0.04%             | 2034-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-2228.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $204.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                        | VOYA CLO LTD INGIM 2012 4A A1R3 144A                   | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    324485 | PA      | $324614.40    | 0.61%             | 2030-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 03/28 5                           | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101515.37    | 0.19%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                          | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A     | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998680.90    | 1.87%             | 2038-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $256.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)SEP25 XCBT 20250919                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -27 | NC      | $-43069.05    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-15693.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-150927.08   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                              | MFRA TRUST MFRA 2023 NQM4 A1 144A                      | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131859 | PA      | $132614.66    | 0.25%             | 2068-12-25      | Fixed         | 6.11%                 | 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        |    352600 | PA      | $415639.07    | 0.78%             | 2031-11-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1        | CUSIP: 07384MTM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6678 | PA      | $6734.54      | 0.01%             | 2033-04-25      | Floating      | 6.55%                 | 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        |    400000 | PA      | $400461.60    | 0.75%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5600000 | PA      | $5685694.11   | 10.63%            | 2054-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-3106.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A        | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192262 | PA      | $192774.97    | 0.36%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A        | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1478 | PA      | $1533.05      | 0.00%             | 2035-10-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39817 | PA      | $39820.46     | 0.07%             | 2036-10-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $169.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLATERAL TRUST 2004-1                   | AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5           | CUSIP: 031733AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96845 | PA      | $97112.00     | 0.18%             | 2034-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-554.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC2                           | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1       | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2617 | PA      | $2553.86      | 0.00%             | 2030-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $2034.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30                | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA         | CUSIP: 38376RKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       660 | PA      | $659.75       | 0.00%             | 2061-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $2221.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $38.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-3                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1         | CUSIP: 64352VHV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436667 | PA      | $442835.81    | 0.83%             | 2034-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-25828.22    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-2059.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 FC                                | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373844 | PA      | $374341.79    | 0.70%             | 2055-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-46841.33    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-5.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF5                                 | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3        | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694606 | PA      | $680330.37    | 1.27%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250718                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-679.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC SR SECURED 01/26 1.57                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589349.88    | 1.10%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250718                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-4741.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 09/20/23-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $31961.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A         | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1624 | PA      | $1517.54      | 0.00%             | 2042-06-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SEK SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-0.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $6.18         | 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        |   1070536 | PA      | $1061378.92   | 1.98%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                          | FREDDIE MAC FHR 5513 MF                                | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1321301 | PA      | $1318602.85   | 2.47%             | 2054-11-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD 2021-59A                                        | ARES CLO LTD ARES 2021 59A A 144A                      | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400465.23    | 0.75%             | 2034-04-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 10                                        | SEQUOIA MORTGAGE TRUST SEMT 10 2A1                     | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1187 | PA      | $1168.53      | 0.00%             | 2027-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 08/26 5.304                  | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $600181.25    | 1.12%             | 2026-08-09      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $5.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                  | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $300490.06    | 0.56%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-237.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-3.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-186.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)      | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7          | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301798.77    | 0.56%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                       | FANNIE MAE FNR 2024 100 FA                             | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343550 | PA      | $343135.38    | 0.64%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA 144A 10/27 VAR                                 | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $409584.43    | 0.77%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                               | FANNIE MAE FNR 2025 35 FB                              | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193104 | PA      | $192992.69    | 0.36%             | 2055-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791060 | PA      | $734597.92    | 1.37%             | 2051-05-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO VI LTD 2019 6A                                        | TRALEE CDO LTD TRAL 2019 6A A1RR 144A                  | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290843 | PA      | $291063.90    | 0.54%             | 2032-10-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-78.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-90                                        | FANNIE MAE FNR 2024 90 FB                              | CUSIP: 3136BTXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274665 | PA      | $275773.42    | 0.52%             | 2053-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $188.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                     | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    300000 | PA      | $314035.30    | 0.59%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-2061.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CITIGROUP REVERSE REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -9496698 | PA      | $-9519352.91  | -17.80%           |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1959019.08   | 3.66%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $32.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250709                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-169.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) SEP25 XCBT 20250930                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       578 | NC      | $705738.97    | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-3080.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-45.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR15                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1      | CUSIP: 22541QCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4314 | PA      | $4165.43      | 0.01%             | 2033-06-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-5177.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $13.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-111.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $1400.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $5.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A     | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70578 | PA      | $69983.66     | 0.13%             | 2053-03-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-549.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $859.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                | AG TRUST AG 2024 NLP A 144A                            | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190066 | PA      | $190677.79    | 0.36%             | 2041-07-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $999612.38    | 1.87%             | 2026-08-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $170.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1             | CUSIP: 466247BM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7097 | PA      | $7174.88      | 0.01%             | 2034-02-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT SEP25 XCBT 20250919                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -48 | NC      | $-137143.24   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20250710                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $392.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1528.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-7.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $5.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                       | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A              | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400440.80    | 0.75%             | 2034-07-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-20.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95  | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301014.16    | 0.56%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $161.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-136.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                          | HARVEST CLO HARVT 21A A2R 144A                         | CUSIP: ACI1WSV36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    297486 | PA      | $340067.73    | 0.64%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5548                                          | FREDDIE MAC FHR 5548 AF                                | CUSIP: 3137HLJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    794504 | PA      | $797249.92    | 1.49%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2004-10AR                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 10AR 2A2       | CUSIP: 61748HFE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       583 | PA      | $552.68       | 0.00%             | 2034-11-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                             | IMPAC CMB TRUST IMM 2004 10 1A1                        | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96950 | PA      | $93595.48     | 0.18%             | 2035-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-7.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5546                                          | FREDDIE MAC FHR 5546 FB                                | CUSIP: 3137HLME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    687531 | PA      | $689987.25    | 1.29%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                          | FREDDIE MAC FHR 5500 FA                                | CUSIP: 3137HJAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374592 | PA      | $375472.17    | 0.70%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC SR UNSECURED 04/28 4.65                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202076.31    | 0.38%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $173.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279879.40    | 0.52%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                               | CANADIAN NATL RESOURCES SR UNSECURED 144A 12/29 5      | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201899.72    | 0.38%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                      | LETRA TESOURO NACIONAL BILLS 10/25 0.00000             | CUSIP: ACI2HDVK6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   7500000 | PA      | $1331524.60   | 2.49%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $9.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELLON RES FUND CORP 1999-TBC3                                   | MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2       | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2557 | PA      | $2490.52      | 0.00%             | 2029-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U8CKA4 PIMCO SWAPTION 4.6 PUT USD 20250812          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  26800000 | NC      | $21.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                          | FREDDIE MAC FHR 5495 AF                                | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375625 | PA      | $375703.42    | 0.70%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                       | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397794.57    | 0.74%             | 2035-01-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-56.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                  | AES CORP/THE SR UNSECURED 01/26 1.375                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1275428.36   | 2.38%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-363.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805636.63    | 1.51%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-1404.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/25 1.23  | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    411000 | PA      | $407038.77    | 0.76%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP LAS VEGAS SANDS CORP              | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511089.23    | 0.96%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $37.56        | 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      | $-7377.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                 | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A          | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197467 | PA      | $189723.43    | 0.35%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $65868.48     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-313.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $31.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                | BXMT LTD BXMT 2020 FL3 A 144A                          | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    378208 | PA      | $377817.89    | 0.71%             | 2037-11-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1        | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2704 | PA      | $2597.95      | 0.00%             | 2034-01-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                          | SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911 | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201338.26    | 0.38%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                          | FREDDIE MAC FHR 5549 FA                                | CUSIP: 3137HLST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    694288 | PA      | $697510.67    | 1.30%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295360.06    | 0.55%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM6 TRUST                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A         | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253504 | PA      | $255671.77    | 0.48%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2004-A                              | BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3         | CUSIP: 06051GAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6474 | PA      | $5675.55      | 0.01%             | 2034-09-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SEK BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-163.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEMGARTO PLC 2021-1A                                             | GEMGARTO GMG 2021 1A A 144A                            | CUSIP: ACI1VNV95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    216251 | PA      | $296988.09    | 0.56%             | 2067-12-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716            | CUSIP: OP0043SX7<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -6550000 | NC      | $-444.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                       | FANNIE MAE FNR 2024 103 FC                             | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468441 | PA      | $468385.73    | 0.88%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-5819.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6            | MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A     | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148220 | PA      | $137649.41    | 0.26%             | 2051-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $628.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-2                                    | SLM STUDENT LOAN TRUST SLMA 2008 2 A3                  | CUSIP: 784442AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26027 | PA      | $26010.40     | 0.05%             | 2049-04-25      | Floating      | 5.37%                 | No            |                  2 | 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        |    475791 | PA      | $560047.98    | 1.05%             | 2032-01-12      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                             | GCAT GCAT 2021 NQM3 A3 144A                            | CUSIP: 36167HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405886 | PA      | $354643.59    | 0.66%             | 2066-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1               | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1365 | PA      | $1313.08      | 0.00%             | 2035-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7             | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301171.44    | 0.56%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-3049.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-31.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 DF                                | CUSIP: 3137HJG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374032 | PA      | $375024.47    | 0.70%             | 2055-02-25      | 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      | $-6282.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20250723                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $403.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 QF                                | CUSIP: 3137HJVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380592 | PA      | $381356.45    | 0.71%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-5.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $28.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $10.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-95                                        | FANNIE MAE FNR 2024 95 KF                              | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184005 | PA      | $183954.20    | 0.34%             | 2054-12-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                             | GCAT GCAT 2021 NQM3 A2 144A                            | CUSIP: 36167HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405886 | PA      | $353734.37    | 0.66%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                       | LCM LTD PARTNERSHIP LCM 30A AR 144A                    | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    134290 | PA      | $134613.51    | 0.25%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                       | FANNIE MAE FNR 2024 101 FB                             | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384767 | PA      | $384592.82    | 0.72%             | 2055-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-3.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR          | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300006.83    | 0.56%             | 2025-09-04      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $549.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115046 | PA      | $1116028.19   | 2.09%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2001-3                              | BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2         | CUSIP: 07384YBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3937 | PA      | $3930.01      | 0.01%             | 2032-10-27      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716            | CUSIP: OP0043WJ3<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -900000 | NC      | $-56.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-RP4                                             | RAAC SERIES RAAC 2006 RP4 M1 144A                      | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208318 | PA      | $208301.98    | 0.39%             | 2046-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                      | STATE OF ISRAEL SR UNSECURED REGS 10/26 5              | CUSIP: ACI2KT2T0<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $363400.13    | 0.68%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SEK BOUGHT USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $0.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV REGS 12/28 VAR                        | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $499928.70    | 0.93%             | 2028-12-03      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2005-A                              | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3       | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162496 | PA      | $162184.77    | 0.30%             | 2035-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                        | EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7           | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607119.92    | 1.14%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1     | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8225 | PA      | $8261.27      | 0.02%             | 2045-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                              | MFRA TRUST MFRA 2021 RPL1 A1 144A                      | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412398 | PA      | $375752.98    | 0.70%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 5557                                                 | FREDDIE MAC FHR 5557 FM                                | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $200062.76    | 0.37%             | 2055-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $184.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US ULTRA BOND CBT SEP25 XCBT 20250919                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -48 | NC      | $-188877.98   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-2359.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $75.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5493                                          | FREDDIE MAC FHR 5493 FK                                | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275042 | PA      | $274407.20    | 0.51%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1             | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       655 | PA      | $641.04       | 0.00%             | 2035-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20250723                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $403.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/30 5.25            | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505361.38    | 0.94%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $126.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A     | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88162 | PA      | $88326.02     | 0.17%             | 2035-12-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                  | TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A           | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116131 | PA      | $115705.79    | 0.22%             | 2061-11-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-32.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A         | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399047.90    | 0.75%             | 2034-08-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-375.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                                         | SEQUOIA MORTGAGE TRUST SEMT 5 A                        | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13903 | PA      | $13689.28     | 0.03%             | 2026-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-24                                        | FANNIE MAE FNR 2025 24 FB                              | CUSIP: 3136BVSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    679163 | PA      | $679031.69    | 1.27%             | 2055-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-5719.99     | -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      | $-3083.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                  | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A  | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    457550 | PA      | $539068.42    | 1.01%             | 2031-01-15      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-383.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $574.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                        | FANNIE MAE FNR 2025 18 FM                              | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1419920 | PA      | $1415228.41   | 2.65%             | 2054-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)               | AMERICAN TOWER CORP SR UNSECURED 01/30 5               | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203978.05    | 0.38%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-A                               | MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1             | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1125 | PA      | $1041.13      | 0.00%             | 2029-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-204.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A4                                 | JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2             | CUSIP: 466247EH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3408 | PA      | $3209.40      | 0.01%             | 2034-09-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20250716                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-71.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20250820                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-71.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                              | MFRA TRUST MFRA 2020 NQM2 A1 144A                      | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55619 | PA      | $53999.64     | 0.10%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                          | FREDDIE MAC FHR 5549 CF                                | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    494019 | PA      | $484456.35    | 0.91%             | 2052-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A        | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522160 | PA      | $485545.07    | 0.91%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                 | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A          | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376457 | PA      | $369603.23    | 0.69%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20250714                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $6.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250804                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $56.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-157.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20250702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-4117.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN AS 2002-4                            | CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1         | CUSIP: 161546DQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24164 | PA      | $24002.45     | 0.04%             | 2032-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20250805                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-6.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR               | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2070000 | PA      | $2075765.59   | 3.88%             | 2026-09-12      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Managed Accounts Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer