# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001099263-26-003064
**Filing Date:** 2026-3
**Character Count:** 163818
**Document Hash:** 9e4676c3265dca34f9c273f82525cb1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003064.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003064

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**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:** 26705876

**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 R (Series ID: S000004805)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000013021 | Series R     | FXIRX           |

## 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 R

- **b. EDGAR series identifier (if any):** S000004805

- **c. LEI of Series:** ERY81DFZGNQ1I1V32G12

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $388034093.53

**Total Liabilities:** $223428304.93

**Net Assets:** $164605788.60

**Cash Not Reported:** $7762719.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11217.604900 | **1-Year:** 6508.859800 | **5-Year:** 24488.539500 | **10-Year:** 12624.316800 | **30-Year:** -6924.921200

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

- **3-Month:** 0.000000 | **1-Year:** 133.287300 | **5-Year:** 430.072100 | **10-Year:** 6.296900 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013021 | 0.88%                | 0.21%                | -0.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $338464.00               | $-838924.64                                |
| Month 2  | $-22385.49               | $-162409.37                                |
| Month 3  | $-86690.68               | $-2049917.63                               |

**Designated Index Information**

- **Index Name:** ICE BofA 7-10 Year US Inflation-Linked Treasury Index

- **Index Identifier:** G4QI

### 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                                                        | INF SWAP GB NI 3.365 09/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-16349.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1592.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-27646.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $5074.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 10/47 2.5              | CUSIP: ACI0CR3W9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |       109 | PA      | $15.98        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-7298.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                     | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                  | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1680000 | PA      | $1679955.98   | 1.02%             | 2035-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20260203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-217.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-3813.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-406.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                 | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                   | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 450896720 | PA      | $2928928.83   | 1.78%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-16.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $10362.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-4956.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $297.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                       | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.25         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-844.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $282.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SUGAR  11 (WORLD) MAR26 IFUS 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $2270.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-19.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | COTTON NO.2 FUTR  JUL26 IFUS 20260709                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -7 | NC      | $-2385.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | LIVE CATTLE FUTR  APR26 XCME 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         4 | NC      | $6084.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | NATURAL GAS FUTR  MAR26 XNYM 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -4 | NC      | $26509.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205          | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG          | CUSIP: 38385K4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3500655.20   | 2.13%             | 2053-12-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $632.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.763 09/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $127908.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CORN FUTURE       JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -13 | NC      | $1906.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $2.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | COPPER FUTURE     MAR26 XCEC 20260327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $11824.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/53 1.5                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1971666 | PA      | $1539047.36   | 0.93%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $19391.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A     | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440735 | PA      | $396588.73    | 0.24%             | 2046-12-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                      | FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR          | CUSIP: 3128NFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13392 | PA      | $13665.32     | 0.01%             | 2036-07-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | KC HRW WHEAT FUT  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -5 | NC      | $3203.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD BRL BOUGHT USD 20260303                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $185.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1488.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-851.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD INR BOUGHT USD 20260112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-289.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.049 08/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-55635.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | LME ZINC FUTURE   MAR26 XLME 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         3 | NC      | $7742.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 3                 | CUSIP: ACI24KGY1<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   4336571 | PA      | $643350.36    | 0.39%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $683.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFRF USD SOFR/2.34000 11/21/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-550107.48   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 2.87880 06/12/23-9Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $87861.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1436.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-19.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                       | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1744724.26   | 1.06%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    620515 | PA      | $79591.62     | 0.05%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2182.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344000 | PA      | $340814.88    | 0.21%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/30 0.125                             | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9782624 | PA      | $9281218.24   | 5.64%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                       | FNMA POOL MA5328 FN 04/54 FIXED 6                       | CUSIP: 31418E4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3649974 | PA      | $3751212.68   | 2.28%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $156.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE CLO LTD 2015-1A                              | PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A           | CUSIP: 69689ABU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599877.60   | 0.97%             | 2034-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.682 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $31232.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $19689.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-6.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.7 04/15/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $112890.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP GB NI 3.5 08/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $75750.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $394.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $10.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1874.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $448.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5          | CUSIP: ACI1X30Y6<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     99562 | PA      | $10491.97     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260224                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $11695.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/4.07500 03/31/26-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $15836.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3000000 | NC      | $-13970.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1338.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.69 06/01/21-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $58318.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $9478.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-6992.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL INC 2005-HE2                        | MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2             | CUSIP: 61744CNC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132876 | PA      | $130761.45    | 0.08%             | 2035-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/4.01000 03/31/26-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $27960.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.59 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $23866.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $794.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US 10YR NOTE (CBT)MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       135 | NC      | $-53754.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                      | FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5             | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4640257 | PA      | $4708706.64   | 2.86%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $133.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.72 06/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-85296.55    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.7675 05/13/21-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-275871.37   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2            | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.18         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-590.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CAD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-91225.45    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BOBL FUTURE  MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -36 | NC      | $38042.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-37560.15    | -0.02%            |  |  |  | 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        |      4466 | PA      | $4283.52      | 0.00%             | 2035-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/4.75750 01/18/24-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-22389.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 0.19500 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $728312.40    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $730.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-3 LTD                         | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A     | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1700000 | PA      | $1700660.72   | 1.03%             | 2035-07-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9                         | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B1          | CUSIP: 41161PSV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157942 | PA      | $148723.94    | 0.09%             | 2035-06-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | WHEAT FUTURE(CBT) MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -9 | NC      | $9030.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3996.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | COCOA FUTURE      MAR26 IFUS 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $2175.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/4.75000 01/18/24-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6423.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-2292.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1496.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $6290.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/27 0.375                             | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10701803 | PA      | $10579335.86  | 6.43%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1747482 | PA      | $1731569.04   | 1.05%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.736 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $69397.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | GOLD 100 OZ FUTR  APR26 XCEC 20260428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-5732.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CORN FUTURE       MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -25 | NC      | $-5491.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7576915 | PA      | $7445125.96   | 4.52%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20260203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $2520.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7167084 | PA      | $6682885.48   | 4.06%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | -12200000 | NC      | $-77423.61    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $197.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-3425.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-2417.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $531.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $78369.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-97.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-40446.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SUGAR  11 (WORLD) MAY26 IFUS 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $-590.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | EURO-OAT FUTURE   MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |      -111 | NC      | $145682.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $548.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2004-AR10                     | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 1A1       | CUSIP: 45660N2W4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423404 | PA      | $391516.45    | 0.24%             | 2034-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1393719 | PA      | $1438958.59   | 0.87%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $270.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/30 0.125                             | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2158915 | PA      | $2038045.60   | 1.24%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $236224.14    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.165 04/16/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-266880.09   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-3812.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $40400.00     | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 3.0425 02/21/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5133.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.965 05/15/22-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3738.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1733.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260309                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2993.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/43 0.625                             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3993740 | PA      | $2975790.57   | 1.81%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                    | FREDDIE MAC FHR 5564 FB                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1543461 | PA      | $1550724.62   | 0.94%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT THB SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $722.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN FUTURE    MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $-10155.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.41875 03/05/21-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-526160.11   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $688.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1271.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/34 1.75                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9215475 | PA      | $9166740.07   | 5.57%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $9212.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 04/32 3.375                             | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    467769 | PA      | $516577.22    | 0.31%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-6242.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260129                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $38647.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.22         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 04/27 0.125                             | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3113667 | PA      | $3057883.66   | 1.86%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2050.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $8980.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 3.323 04/23/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $50971.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                        | TIKEHAU TIKEH 5A AR 144A                                | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $588039.93    | 0.36%             | 2038-10-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $625.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $669.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | WHITE SUGAR (ICE) MAY26 IFEU 20260415                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-529.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $7862.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1516.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM       | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   5500000 | PA      | $5500000.00   | 3.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/48 1                                 | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1698022 | PA      | $1241783.32   | 0.75%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $3802.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US 10YR ULTRA FUT MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        20 | NC      | $-27041.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $7719.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-30.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.37 06/06/18-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-233616.27   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/27 0.375                             | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    404379 | PA      | $399419.95    | 0.24%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | COTTON NO.2 FUTR  MAR26 IFUS 20260309                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -4 | NC      | $676.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-1568.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-3190.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $224.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1445.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II TBA 30 YR 3.5 JUMBOS                            | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $10920930.00  | 6.63%             | 2056-02-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-172718.74   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II POOL MA9961 G2 10/54 FIXED 3.5                  | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1278956 | PA      | $1165787.77   | 0.71%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | NY HARB ULSD FUT  JUN26 XNYM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-3971.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.4875 05/15/22-15Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $130.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/35 1.875                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14906241 | PA      | $14870988.04  | 9.03%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/28 0.75                              | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    907998 | PA      | $897312.30    | 0.55%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/49 1                                 | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3532484 | PA      | $2544079.53   | 1.55%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 04/28 3.625                             | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2637200 | PA      | $2767982.70   | 1.68%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                    | FREDDIE MAC FHR 5564 PF                                 | CUSIP: 3137HMDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1766271 | PA      | $1775279.65   | 1.08%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST 2004-2                                    | MORTGAGEIT TRUST MHL 2004 2 M2                          | CUSIP: 61913PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4359 | PA      | $4300.91      | 0.00%             | 2034-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2005-1                        | SAXON ASSET SECURITIES TRUST SAST 2005 1 M2             | CUSIP: 805564RN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17563 | PA      | $17225.63     | 0.01%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-5009.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC2                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A       | CUSIP: 17311XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118521 | PA      | $88545.06     | 0.05%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-4                                          | FANNIE MAE FNR 2007 4 DF                                | CUSIP: 31396PMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7163 | PA      | $7110.58      | 0.00%             | 2037-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2596264 | PA      | $1496514.14   | 0.91%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2081.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/33 1.375                             | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14151720 | PA      | $13799224.01  | 8.38%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUC FINANCING AUTH 2008-1                   | MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1           | CUSIP: 57563NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8276 | PA      | $8298.52      | 0.01%             | 2038-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN FUTURE    JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $1270.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1696.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |  -1200000 | NC      | $-12334.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $99.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $1175.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A       | PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A    | CUSIP: ACI2S2BG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    676641 | PA      | $794937.49    | 0.48%             | 2033-05-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 1.636 06/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $4781.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT AUD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $1170.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR JPY MUTK/0.50000 12/15/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $237380.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $5532.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI22BWW9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     36648 | PA      | $4865.91      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-7264.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 10/29 1.625                             | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13659228 | PA      | $13796982.68  | 8.38%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $10993.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFRF USD SOFR/2.23650 11/21/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1127369.35   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                      | FED HM LN PC POOL SD8409 FR 03/54 FIXED 6               | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4665905 | PA      | $4797104.52   | 2.91%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $2.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $928.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2006-AMC1                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A1 144A   | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146968 | PA      | $144144.29    | 0.09%             | 2036-09-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5          | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     15127 | PA      | $2213.94      | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR GBP SONIO/3.75000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $32103.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | IODEX IO FUT      MAR26 XSIM 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |         7 | NC      | $3449.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/31 0.125                             | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10532750 | PA      | $9762243.80   | 5.93%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1171.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD GBP BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $728.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $10577.99     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64000 | PA      | $64470.00     | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-849.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                       | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   1873241 | PA      | $229652.60    | 0.14%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CHF SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $2542.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $229.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20260303                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-7412.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.703 05/25/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $80749.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/29 0.875                             | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900138 | PA      | $4825615.13   | 2.93%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-2980.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-202959.65   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                      | FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR          | CUSIP: 3128NHPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4314 | PA      | $4434.16      | 0.00%             | 2036-09-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 10/30 1.125                             | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5335033 | PA      | $5255000.20   | 3.19%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $8477.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN MEAL FUTR MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        18 | NC      | $-44949.01    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-4589.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $362.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $661.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $393.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.58 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $16923.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                      | ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A        | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1710653.90   | 1.04%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $225.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2585686 | PA      | $1887499.36   | 1.15%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 3            | CUSIP: ACI24L9V3<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   4886396 | PA      | $724865.59    | 0.44%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $15722.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.813 05/14/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $74005.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-42.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ILS SOLD USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $174.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-3879.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-1296.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                        | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1          | CUSIP: 05951EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262475 | PA      | $226779.46    | 0.14%             | 2047-01-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI1Z07K3<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    329939 | PA      | $39083.03     | 0.02%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ZAR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1097.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $3608.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                      | FED HM LN PC POOL SD8447 FR 07/54 FIXED 6               | CUSIP: 3132DWL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75207 | PA      | $77265.49     | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/32 0.125                             | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8457192 | PA      | $7730655.78   | 4.70%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 0.19700 11/08/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1256674.14   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260309                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1679.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | GASOLINE RBOB FUT JUN26 XNYM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $-2778.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2722.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-8.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2639.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24          | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA          | CUSIP: 38383KGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3325327 | PA      | $3366684.85   | 2.05%             | 2073-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2005-FM1                       | NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3           | CUSIP: 65536HAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702127 | PA      | $700918.96    | 0.43%             | 2035-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1681.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $5375.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $671.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD INR BOUGHT USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-153.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/41 2.125                             | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2483023 | PA      | $2433294.11   | 1.48%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $10364.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BUND FUTURE  MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -10 | NC      | $20731.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3000000 | NC      | $-13898.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $3304.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $7527.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1668.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | LME LEAD FUTURE   MAR26 XLME 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -8 | NC      | $139.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-7431.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15          | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG          | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240657 | PA      | $242321.79    | 0.15%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     54930 | PA      | $6781.83      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/35 2.125                             | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6912658 | PA      | $7037120.75   | 4.28%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/29 0.25                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12094013 | PA      | $11655479.17  | 7.08%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1139787 | PA      | $822785.63    | 0.50%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD 2019-14A                                | SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A             | CUSIP: 81880XAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701478.75   | 1.03%             | 2034-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | LOW SU GASOIL G   JUN26 IFEU 20260611                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $-5095.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-876.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3         | CUSIP: 17307GP85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473032.50    | 0.29%             | 2035-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23          | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF          | CUSIP: 38383KFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3563286 | PA      | $3605458.45   | 2.19%             | 2073-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                | FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1              | CUSIP: ACI1N4959<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2823756 | PA      | $3306266.03   | 2.01%             | 2026-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1058.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $86.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1376.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A   | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    110576 | PA      | $130029.92    | 0.08%             | 2031-11-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-2155.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $7783.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | -12200000 | NC      | $-38259.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/51 0.125                             | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4252142 | PA      | $2299727.97   | 1.40%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | US ULTRA BOND CBT MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       147 | NC      | $-255193.79   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $16619.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1286.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-2728.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4592720 | PA      | $4627801.55   | 2.81%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                 | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | CUSIP: BK5MSXII1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    249350 | PA      | $285188.61    | 0.17%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-7435.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $9308.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1093.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD INR BOUGHT USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1715.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 1.8825 11/20/19-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-80491.97    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN OIL FUTR  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $4793.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | GOLD 100 OZ FUTR  FEB26 XCEC 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $-49504.51    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-1074.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $19886.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-3834.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 3.13 05/15/22-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2413.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP GB NI 3.466 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $27019.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27          | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA          | CUSIP: 38383KHN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1166059 | PA      | $1177199.76   | 0.72%             | 2073-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT THB SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $2.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-241.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1876.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $987.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                       | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1039514.01   | 0.63%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                       | FNMA POOL MA5217 FN 12/53 FIXED 6.5                     | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3221201 | PA      | $3348485.75   | 2.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-130.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 1.9975 07/25/19-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-190657.43   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SUGAR  11 (WORLD) JUL26 IFUS 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -12 | NC      | $-3945.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/33 1.125                             | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    874472 | PA      | $839362.56    | 0.51%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $5560.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     10318 | PA      | $1512.13      | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 3.0 05/15/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $16441.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-10.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3394976 | PA      | $3053712.37   | 1.86%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2004-3                             | HOME EQUITY ASSET TRUST HEAT 2004 3 M1                  | CUSIP: 437084CE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19157 | PA      | $19090.66     | 0.01%             | 2034-08-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13385943 | PA      | $13444402.36  | 8.17%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $613.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.421 05/15/22-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3515.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT THB SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $718.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.6 05/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-2139.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/32 0.625                             | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7956615 | PA      | $7467162.79   | 4.54%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5          | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.23         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $307.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GLG EURO CLO V DAC 5A                                  | MAN GLG EURO CLO GLGE 5A A1R 144A                       | CUSIP: ACI1WBHS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    123508 | PA      | $145243.13    | 0.09%             | 2031-12-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5          | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.15         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-2894.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD MXN BOUGHT USD 20260225                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-202.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2      | CUSIP: ACI22CN07<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    499049 | PA      | $65639.96     | 0.04%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                 | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    104218 | PA      | $122277.35    | 0.07%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-47                                  | FANNIE MAE FNR 2025 47 FJ                               | CUSIP: 3136BWNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1589468 | PA      | $1600771.16   | 0.97%             | 2055-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $161594.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1990.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BRENT CRUDE FUTR  SEP26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $-869.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $9413.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $168.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/50 1.5               | CUSIP: BH3VWMII9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.23         | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD DKK BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-29732.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1459.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                       | FNMA POOL 806506 FN 10/44 FLOATING VAR                  | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       978 | PA      | $990.43       | 0.00%             | 2044-10-01      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/2.86500 02/13/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1618000.09   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1129284 | PA      | $849531.04    | 0.52%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-1423.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD 2025-FL3                       | ACRES PLC ACRES 2025 FL3 A 144A                         | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    600000 | PA      | $601233.63    | 0.37%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9512505 | PA      | $9562855.35   | 5.81%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4740824 | PA      | $3695035.22   | 2.24%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260302                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4607.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 10/27 1.625                             | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7144540 | PA      | $7199803.80   | 4.37%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US LONG BOND(CBT) MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -167 | NC      | $199831.35    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCAN-2A                                                   | ARCANO EURO CLO ARCAN 2A A 144A                         | CUSIP: ACI2YDJX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1999516.57   | 1.21%             | 2039-07-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2977.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-3870.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-3663.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 1.38 03/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-534583.17   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US 2YR NOTE (CBT) MAR26 XCBT 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -261 | NC      | $-41319.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | NATURAL GAS FUTR  JUL26 XNYM 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $3886.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-348.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA STATIC CLO I DAC 1A                                  | AVOCA STATIC CLO AVOST 1A AR 144A                       | CUSIP: ACI2S1S08<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    722605 | PA      | $849088.47    | 0.52%             | 2035-01-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/3.37500 03/31/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8886.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   2203143 | PA      | $278968.07    | 0.17%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $416.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | COCOA FUTURE      JUL26 IFUS 20260716                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $1934.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.59 12/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $35296.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-7611.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 10/28 2.375                             | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14563648 | PA      | $15000388.94  | 9.11%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | LEAN HOGS FUTURE  APR26 XCME 20260415                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -6 | NC      | $-4207.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-310.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $217.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $39594.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | TTF NAT GAS F     MAR26 NDEX 20260226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        -5 | NC      | $-2436.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | US 5YR NOTE (CBT) MAR26 XCBT 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        76 | NC      | $-8107.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2951.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO VI DAC 6A                               | HAYFIN EMERALD CLO HAYEM 6A AR 144A                     | CUSIP: ACI30X675<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1764332.56   | 1.07%             | 2038-10-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $527.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3706.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | LME PRI ALUM FUTR MAR26 XLME 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -3 | NC      | $-13370.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE GOVT                                                | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1              | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1106658 | PA      | $1230926.33   | 0.75%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/46 1                                 | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6170068 | PA      | $4657325.37   | 2.83%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2659.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT THB SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $2632.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO6                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1         | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198059 | PA      | $40629.77     | 0.02%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/3.25000 06/18/25-9Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20905.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1231.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ILS SOLD USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $446.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFONAS FINANCE NO.1 PLC GRIF-1                           | GRIFONAS FINANCE PLC GRIF 1 A REGS                      | CUSIP: B1DFQWII3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     40941 | PA      | $47287.91     | 0.03%             | 2039-08-28      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14 LTD 2021-14A                                    | AGL CLO 14, LTD. AGL 2021 14A AR 144A                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600161.28   | 0.97%             | 2034-12-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | COFFEE 'C' FUTURE MAR26 IFUS 20260319                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $1055.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP EURO CLO 2022-6 DAC 6A                                 | OCP EURO CLO OCPE 2022 6A ARR 144A                      | CUSIP: ACI2YHRS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1999519.17   | 1.21%             | 2036-07-20      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-5033.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $35.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                       | FNMA POOL AS6311 FN 12/45 FIXED 3.5                     | CUSIP: 3138WGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6094 | PA      | $5781.53      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1309.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 0.19000 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $663187.31    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $297.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-1737.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT THB SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1633.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                       | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15300000 | PA      | $14924217.47  | 9.07%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $514.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                              | ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A           | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600281.95   | 0.97%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1354.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | MILL WHEAT EURO   MAR26 XPAR 20260310                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |        -1 | NC      | $438.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $174.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $11288.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BUXL 30Y BND MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -2 | NC      | $4110.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-4873.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                 | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                   | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 800823200 | PA      | $5196864.04   | 3.16%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD INR BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-106.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-304391.84   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $8361.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-5034.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD INR BOUGHT USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-165.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP FR NI 1.41 11/15/19-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | FR        |         1 | NC      | $-43972.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BTP FUTURE   MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        47 | NC      | $-14196.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-504.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27          | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD          | CUSIP: 38383KHV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1561060 | PA      | $1593045.83   | 0.97%             | 2073-11-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $40.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/55 2.375                             | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515935 | PA      | $489956.88    | 0.30%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.31125 02/24/21-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $181264.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/52 0.125                             | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3041116 | PA      | $1610932.79   | 0.98%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22          | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB          | CUSIP: 38383KEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1884766 | PA      | $1907911.11   | 1.16%             | 2073-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/3.29000 03/31/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $29631.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                       | FNMA POOL MA5273 FN 02/54 FIXED 6.5                     | CUSIP: 31418E2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74360 | PA      | $77295.75     | 0.05%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 1.954 06/03/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-153461.97   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-5650.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.034 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-17386.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD BRL BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-2537.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                    | FREDDIE MAC FHR 5565 FA                                 | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1607181 | PA      | $1614168.07   | 0.98%             | 2055-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $679.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN EURO CLO 2023-1 DAC 23-1A                              | MAN EURO CLO MECLO 2023 1A A 144A                       | CUSIP: ACI2KHWL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1800000 | PA      | $2118879.73   | 1.29%             | 2036-10-15      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer