# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001098605-25-000138
**Filing Date:** 2025-8
**Character Count:** 157310
**Document Hash:** c7c62e2cd5311e38b655e3f4a380b2e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001098605-25-000138.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001098605-25-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09721
- **FILM NUMBER:** 251277458

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $332964436.56

**Total Liabilities:** $173360040.49

**Net Assets:** $159604396.07

**Delayed Delivery Securities:** $3702516.10

**Cash Not Reported:** $5056547.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7625.165000 | **1-Year:** 2045.325900 | **5-Year:** 26318.396800 | **10-Year:** 18409.598700 | **30-Year:** -14580.408500

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

- **3-Month:** 0.000000 | **1-Year:** 187.648700 | **5-Year:** 304.309300 | **10-Year:** 3.898300 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013021 | -0.39%               | -0.66%               | 1.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-604742.23              | $1152887.78                                |
| Month 2  | $-551618.58              | $-2005354.81                               |
| Month 3  | $66616.13                | $2453589.90                                |

**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 US IT 2.2147 10/10/24-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $74980.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $88.97        | 0.00%             |  |  |  | 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        |   6200040 | PA      | $6304987.33   | 3.95%             | 2035-01-15      | Fixed         | 2.12%                 | 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        |    925034 | PA      | $1089691.01   | 0.68%             | 2035-01-15      | Floating      | 3.25%                 | 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      | $124376.67    | 0.08%             |  |  |  | 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        |   2995902 | PA      | $1601283.58   | 1.00%             | 2052-02-15      | Fixed         | 0.12%                 | 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      | $59306.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | NY HARB ULSD FUT  DEC25 XNYM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $5749.84      | 0.00%             |  |  |  | No            |                  1 | 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      | $16384.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $184.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SUGAR  11 (WORLD) MAR26 IFUS 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $194.34       | 0.00%             |  |  |  | No            |                  1 | 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      | $38095.38     | 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        |   1198029 | PA      | $1204273.42   | 0.75%             | 2073-11-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-15.07       | -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      | $2735.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $15520.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                | MEXICAN UDIBONOS BONDS 08/34 4                          | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    714071 | PA      | $35406.16     | 0.02%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $6054.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $843.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD DKK BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-12013.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-384.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $649.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/53 1.5                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1942344 | PA      | $1539885.47   | 0.96%             | 2053-02-15      | Fixed         | 1.50%                 | 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      | $-666642.75   | -0.42%            |  |  |  | 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        |   4185213 | PA      | $4325644.94   | 2.71%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-188622.29   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $17.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-13253.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-2522.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1871.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SEK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-104.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 1.954 06/03/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-154599.79   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD GBP BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-10534.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-1098.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | -12200000 | NC      | $-82505.34    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT GBP SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $3448.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VKII4<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.24         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II POOL MB0088 G2 12/54 FIXED 3.5                  | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    299971 | PA      | $273307.42    | 0.17%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CHF SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $5854.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $245.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US LONG BOND(CBT) SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -179 | NC      | $-884463.19   | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $563.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD BRL BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-44271.12    | -0.03%            |  |  |  | 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      | $3945.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1721498 | PA      | $1700615.28   | 1.07%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                       | FNMA POOL MA5355 FN 05/54 FIXED 6.5                     | CUSIP: 31418E5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    790237 | PA      | $816753.34    | 0.51%             | 2054-05-01      | Fixed         | 6.50%                 | 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        |   5387670 | PA      | $5479322.00   | 3.43%             | 2054-03-01      | Fixed         | 6.00%                 | 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        |    121022 | PA      | $88536.53     | 0.06%             | 2037-01-25      | Floating      | 4.59%                 | 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      | $42911.60     | 0.03%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | 3MO EURO EURIBOR  SEP25 IFLL 20250915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      -241 | NC      | $-117242.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.38 10/15/24-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12717.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/4.10000 09/02/25-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-53294.81    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $58.43        | 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        |   7038330 | PA      | $7127136.48   | 4.47%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-4051.77     | -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        |   3934351 | PA      | $2926769.48   | 1.83%             | 2043-02-15      | Fixed         | 0.62%                 | 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        |      4581 | PA      | $4667.09      | 0.00%             | 2036-09-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/4.25000 12/20/23-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13968.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1129.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-1136.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/33 1.125                             | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4953418 | PA      | $4735546.71   | 2.97%             | 2033-01-15      | Fixed         | 1.12%                 | 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      | $-106290.77   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | WTI CRUDE FUTURE  DEC25 XNYM 20251120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $2506.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM       | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   1600000 | PA      | $1600000.00   | 1.00%             |  |  |  | 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      | $-551323.78   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1           | CUSIP: BK99HJII9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.15         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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      |
| 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        |     20513 | PA      | $20376.74     | 0.01%             | 2034-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3000000 | NC      | $-16542.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II POOL MB0201 G2 02/55 FIXED 3.5                  | CUSIP: 3618N5GK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399031 | PA      | $363562.46    | 0.23%             | 2055-02-20      | Fixed         | 3.50%                 | 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      | $-58981.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF2                         | STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1         | CUSIP: 86364LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1377 | PA      | $1375.06      | 0.00%             | 2037-08-25      | Floating      | 6.43%                 | 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        |    460813 | PA      | $513151.19    | 0.32%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NOK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-916.43      | -0.00%            |  |  |  | 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        |   4999006 | PA      | $5002679.54   | 3.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-29272.89    | -0.02%            |  |  |  | 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        |      6381 | PA      | $5918.34      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | 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      | $1317748.44   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-113.44      | -0.00%            |  |  |  | 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      | $-32086.32    | -0.02%            |  |  |  | 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        |   2238243 | PA      | $287417.46    | 0.18%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2485.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | COTTON NO.2 FUTR  DEC25 IFUS 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -5 | NC      | $152.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BRENT CRUDE FUTR  MAR26 IFEU 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $-494.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        11 | NC      | $-16222.32    | -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        |   1098648 | PA      | $1235864.46   | 0.77%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $640.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-6758.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BUXL 30Y BND SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -2 | NC      | $5298.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $23133.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1             | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     11842 | PA      | $1465.84      | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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        |     13820 | PA      | $14087.97     | 0.01%             | 2036-07-01      | Floating      | 6.56%                 | 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        |    894495 | PA      | $883763.56    | 0.55%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1194.62      | 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        |   1742505 | PA      | $1769071.35   | 1.11%             | 2073-11-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | US 2YR NOTE (CBT) SEP25 XCBT 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -288 | NC      | $-210679.87   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | PLATINUM FUTURE   OCT25 XNYM 20251029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         2 | NC      | $10110.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | IRS EUR 0.19000 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $588837.87    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | LEAN HOGS FUTURE  OCT25 XCME 20251014                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $407.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-11312.49    | -0.01%            |  |  |  | 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        |  13186896 | PA      | $13204661.12  | 8.27%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.41875 03/05/21-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-535836.45   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $3157.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.7675 05/13/21-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-281059.49   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN FUTURE    NOV25 XCBT 20251114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $-1467.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | GASOLINE RBOB FUT DEC25 XNYM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $1609.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.22         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-590.64      | -0.00%            |  |  |  | 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        |   7567407 | PA      | $5739115.94   | 3.60%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT NOK SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $82.98        | 0.00%             |  |  |  | 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        |   4204512 | PA      | $4275934.09   | 2.68%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-97.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $7855.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-256.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT EUR SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $162832.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT KRW SOLD USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $113.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.208 10/07/24-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-94755.34    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1871.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.813 05/14/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $75475.40     | 0.05%             |  |  |  | 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      | $-264564.60   | -0.17%            |  |  |  | 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        |   1567725 | PA      | $1435944.69   | 0.90%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT EUR SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2284.94      | 0.00%             |  |  |  | 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        |   1956726 | PA      | $1971385.01   | 1.24%             | 2073-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT NOK SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-1735.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 2.341 11/07/24-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-32999.38    | -0.02%            |  |  |  | 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        |  11914159 | PA      | $11444256.82  | 7.17%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $2120.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-114.89      | -0.00%            |  |  |  | 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        |     19790 | PA      | $19149.21     | 0.01%             | 2035-05-25      | Floating      | 5.15%                 | 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      | $15086.49     | 0.01%             |  |  |  | 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        |    247544 | PA      | $283908.18    | 0.18%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | US 5YR NOTE (CBT) SEP25 XCBT 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -101 | NC      | $-101519.95   | -0.06%            |  |  |  | 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      | $5830.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-23.23       | -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        |  12255258 | PA      | $11569155.09  | 7.25%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-761.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5           | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     15442 | PA      | $2270.22      | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | 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        |      4669 | PA      | $4568.41      | 0.00%             | 2034-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | LIVE CATTLE FUTR  OCT25 XCME 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $-232.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $4046.55      | 0.00%             |  |  |  | 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        |      5461 | PA      | $5252.30      | 0.00%             | 2035-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-264.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $8298.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II POOL MB0255 G2 03/55 FIXED 3.5                  | CUSIP: 3618N5H93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99026 | PA      | $90223.96     | 0.06%             | 2055-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | KC HRW WHEAT FUT  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $4141.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $255.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/29 0.875                             | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4827254 | PA      | $4753399.81   | 2.98%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT AUD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $22478.48     | 0.01%             |  |  |  | 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        |   3475866 | PA      | $3501123.47   | 2.19%             | 2073-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | US ULTRA BOND CBT SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        88 | NC      | $325215.59    | 0.20%             |  |  |  | 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      | $463695.75    | 0.29%             | 2035-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT NZD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $2526.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | WHITE SUGAR (ICE) OCT25 IFEU 20250915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $624.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5           | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.23         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | 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      | $67220.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CAD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-32802.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-2735.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2064.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-121.97      | -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        |       111 | PA      | $16.35        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SGX IRON ORE 62   SEP25 XSIM 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |         5 | NC      | $-258.45      | -0.00%            |  |  |  | No            |                  1 | 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      | $1115842.05   | 0.70%             |  |  |  | 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      | $1205.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ILS SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $613.39       | 0.00%             |  |  |  | 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        |      9506 | PA      | $9518.92      | 0.01%             | 2038-04-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT DKK SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $11969.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-660.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | 3MO EURO EURIBOR  SEP26 IFLL 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       241 | NC      | $155791.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4528364 | PA      | $3519457.07   | 2.21%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1145.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-13064.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US 10YR ULTRA FUT SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        99 | NC      | $240190.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-15553.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD MXN BOUGHT USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-0.22        | -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      | $1701275.00   | 1.07%             | 2035-07-15      | Floating      | 5.46%                 | 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      | $-848.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2091.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1284.05      | 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                                                        | SOLD JPY BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-9627.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-OAT FUTURE   SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |      -103 | NC      | $114772.47    | 0.07%             |  |  |  | No            |                  1 | 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        |    151193 | PA      | $146515.41    | 0.09%             | 2035-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                       | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10400000 | PA      | $9944345.84   | 6.23%             | 2054-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $416.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $4.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $149992.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 10/53 1                | CUSIP: ACI1N7374<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     23585 | PA      | $2973.48      | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT GBP SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $13489.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-16662.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | LME NICKEL FUTURE SEP25 XLME 20250915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $2293.02      | 0.00%             |  |  |  | No            |                  1 | 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        |    433602 | PA      | $391069.71    | 0.25%             | 2034-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | AUST 10Y BOND FUT SEP25 XSFE 20250915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        59 | NC      | $35929.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/32 0.625                             | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11150299 | PA      | $10405140.69  | 6.52%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OPEN TRUST 2023-AIR                                        | OPEN TRUST OPEN 2023 AIR A 144A                         | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463258 | PA      | $464442.70    | 0.29%             | 2040-11-15      | Floating      | 7.40%                 | 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        |      8054 | PA      | $7979.95      | 0.00%             | 2037-02-25      | Floating      | 4.86%                 | 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        | 780864000 | PA      | $5639377.52   | 3.53%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $10.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | KC HRW WHEAT FUT  SEP25 XCBT 20250912                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $2603.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-5854.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $700.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II POOL MB0420 G2 06/55 FIXED 3.5                  | CUSIP: 3618N5PE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7400646 | PA      | $6742831.96   | 4.22%             | 2055-06-20      | Fixed         | 3.50%                 | 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        |    173224 | PA      | $168094.01    | 0.11%             | 2036-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-3432.55     | -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        |  13941180 | PA      | $13545212.29  | 8.49%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | LME LEAD FUTURE   SEP25 XLME 20250915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-4132.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/51 0.125                             | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4188902 | PA      | $2284088.37   | 1.43%             | 2051-02-15      | Fixed         | 0.12%                 | 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      | $107461.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.4875 05/15/22-15Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3.94         | 0.00%             |  |  |  | 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        |   1372986 | PA      | $1428879.45   | 0.90%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT EUR SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $954.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT MXN SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $9761.82      | 0.01%             |  |  |  | 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        |    270973 | PA      | $233735.30    | 0.15%             | 2047-01-20      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $11.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | COPPER FUTURE     SEP25 XCEC 20250926                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $6044.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CORN FUTURE       SEP25 XCBT 20250912                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -14 | NC      | $14838.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | IRS EUR 2.25000 09/17/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $988153.21    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-1112.21     | -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      | $2126136.93   | 1.33%             | 2036-10-15      | Floating      | 4.03%                 | 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        |    166016 | PA      | $153251.02    | 0.10%             | 2035-06-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ARCAN-2A                                                   | ARCANO EURO CLO ARCAN 2A A                              | CUSIP: ACI2YDJX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $2002516.10   | 1.25%             | 2039-07-25      | Floating      | 3.19%                 | 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        |   3616142 | PA      | $3653086.45   | 2.29%             | 2073-09-20      | Floating      | 5.28%                 | 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        |   2803309 | PA      | $3282412.74   | 2.06%             | 2026-03-01      | Fixed         | 0.10%                 | 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        |   1222816 | PA      | $1441914.50   | 0.90%             | 2033-05-15      | Floating      | 3.11%                 | 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      | $128040.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-1528.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2210.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SEK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-663.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/53 3             | CUSIP: ACI24L9V3<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   4948934 | PA      | $734204.27    | 0.46%             | 2053-10-01      | Fixed         | 3.00%                 | 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      | $-20190.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-761.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $138604.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-10766.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $9611.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD DKK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-89753.31    | -0.06%            |  |  |  | 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      | $82144.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CAD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-29826.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | MILL WHEAT EURO   SEP25 XPAR 20250910                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |        -4 | NC      | $5336.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $62.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT EUR SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $3000.61      | 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      | $-80955.62    | -0.05%            |  |  |  | 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      | $-7224.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SEK SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-5.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-162670.45   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1116324 | PA      | $862428.53    | 0.54%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BOBL FUTURE  SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -36 | NC      | $22658.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-4113.66     | -0.00%            |  |  |  | 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        |    763138 | PA      | $759238.07    | 0.48%             | 2035-05-25      | Floating      | 5.20%                 | 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        |   1875512 | PA      | $233083.17    | 0.15%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN FUTURE    JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $2322.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2547220 | PA      | $1861342.00   | 1.17%             | 2045-02-15      | Fixed         | 0.75%                 | 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        |    434796 | PA      | $510790.97    | 0.32%             | 2031-12-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-6211.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-17148.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                       | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    630415 | PA      | $80950.96     | 0.05%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5           | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.15         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BTP FUTURE   SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        81 | NC      | $32968.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2557662 | PA      | $1487143.80   | 0.93%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1X30Y6<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     99589 | PA      | $10996.84     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/53 3                 | CUSIP: ACI24KGY1<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   4392576 | PA      | $651602.72    | 0.41%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $894.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $24193.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-1021.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-1313.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | LOW SU GASOIL G   DEC25 IFEU 20251211                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $3528.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-2457.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-1038.12     | -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        |  14347188 | PA      | $14885314.58  | 9.33%             | 2028-10-15      | Fixed         | 2.38%                 | 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      | $289558.26    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $556.64       | 0.00%             |  |  |  | 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      | $-22972.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-SCHATZ FUT   SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -21 | NC      | $4605.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | NATURAL GAS FUTR  SEP25 XNYM 20250827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -6 | NC      | $18779.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $3689.35      | 0.00%             |  |  |  | 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      | $-269414.18   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | US 10YR NOTE (CBT)SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        37 | NC      | $69738.88     | 0.04%             |  |  |  | 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        |   3067362 | PA      | $3003532.34   | 1.88%             | 2027-04-15      | Fixed         | 0.12%                 | 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        |    398364 | PA      | $392960.33    | 0.25%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-19.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NOK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-136.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1122836 | PA      | $814274.00    | 0.51%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NOK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-193.78      | -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        |  13456212 | PA      | $13625585.74  | 8.54%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 2.25000 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1037144.85  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 07/31 0.125                             | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10376083 | PA      | $9552213.55   | 5.98%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $42989.81     | 0.03%             |  |  |  | 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        |     36710 | PA      | $4841.11      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1900000 | NC      | $-12455.51    | -0.01%            |  |  |  | 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      | $1600688.56   | 1.00%             | 2034-12-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS GROUP AG SR UNSECURED REGS 03/29 VAR                | CUSIP: ACI2B33K5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $132756.07    | 0.08%             | 2029-03-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $907.59       | 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        |   4524430 | PA      | $4582905.73   | 2.87%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $24.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1900000 | NC      | $-36799.39    | -0.02%            |  |  |  | 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      | $17481.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2             | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.19         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-447808.17   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20250709                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-613.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                       | JYSKE REALKREDIT A/S COVERED REGS 10/50 1               | CUSIP: ACI1CPNN9<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.20         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $717.63       | 0.00%             |  |  |  | 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        |    330226 | PA      | $40102.65     | 0.03%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $36480.16     | 0.02%             |  |  |  | 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        |    247079 | PA      | $248266.40    | 0.16%             | 2068-08-20      | Floating      | 5.46%                 | 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      | $11041.01     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | 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      | $-6596.12     | -0.00%            |  |  |  | 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      | $28325.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $1658.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SUGAR  11 (WORLD) OCT25 IFUS 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $4826.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6952716 | PA      | $7004921.16   | 4.39%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-5069.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.59 12/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $31229.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO-BUND FUTURE  SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -18 | NC      | $21712.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $2187.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $373.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-634.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-334.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | IRS EUR 2.12000 09/03/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-33928.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-19657.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-248.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-2063.70     | -0.00%            |  |  |  | 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      | $14229.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                       | GNMA II POOL MB0304 G2 04/55 FIXED 3.5                  | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5099999 | PA      | $4646680.11   | 2.91%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $824.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-7860.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                     | REALKREDIT DANMARK COVERED REGS 10/50 1                 | CUSIP: BKDSHLII7<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.20         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP US IT 3.0425 02/21/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1009.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7464239 | PA      | $7326604.61   | 4.59%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN MEAL FUTR JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $2381.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/41 2.125                             | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2592572 | PA      | $2539485.27   | 1.59%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-24325.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-22567.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $711.94       | 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        |   9078450 | PA      | $9003943.71   | 5.64%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NOK BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-83.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | WHEAT FUTURE(CBT) SEP25 XCBT 20250912                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -4 | NC      | $1568.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.049 08/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-26432.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $491.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $4611.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | INF SWAP EM NI 2.682 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $29724.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $568.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                         | TSY INFL IX N/B 02/48 1                                 | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1672777 | PA      | $1231446.35   | 0.77%             | 2048-02-15      | Fixed         | 1.00%                 | 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      | $-237946.06   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-5702.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NOK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-256.95      | -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        |    499267 | PA      | $65847.73     | 0.04%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $3614.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-954.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $576.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SEK BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-676.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CAD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $32700.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD NZD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-4289.73     | -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        |     90627 | PA      | $92195.37     | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |    465465 | PA      | $406958.84    | 0.25%             | 2046-12-20      | Floating      | 4.63%                 | 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      | $-70057.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD ILS BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-7455.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN OIL FUTR  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $-3207.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CORN FUTURE       DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -7 | NC      | $6591.11      | 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      | $1597279.92   | 1.00%             | 2034-05-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | COFFEE 'C' FUTURE DEC25 IFUS 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-6342.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                       | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $4556809.83   | 2.86%             | 2054-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT PLN SOLD USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $3196.75      | 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        |  10542611 | PA      | $10401437.65  | 6.52%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $586.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2210.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-660.37      | -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        |     10532 | PA      | $1548.77      | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | 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      | $646432.44    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT TWD SOLD USD 20250714                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $162.12       | 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        |   2126802 | PA      | $1998536.85   | 1.25%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-7076.64     | -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        |    453342 | PA      | $534393.08    | 0.33%             | 2031-11-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $24024.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-31540.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CHF BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1325.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $436.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $34734.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       252 | PA      | $29.58        | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | 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        |   8331408 | PA      | $7554499.54   | 4.73%             | 2032-01-15      | Fixed         | 0.12%                 | 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        |    508260 | PA      | $491821.38    | 0.31%             | 2055-02-15      | Fixed         | 2.38%                 | 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        |   7060506 | PA      | $6544147.68   | 4.10%             | 2031-01-15      | Fixed         | 0.12%                 | 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      | $12110.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-293.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $93.71        | 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        |     48226 | PA      | $55253.66     | 0.03%             | 2039-08-28      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD EUR BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-369178.28   | -0.23%            |  |  |  | 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        |      1049 | PA      | $1062.57      | 0.00%             | 2044-10-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT GBP SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $10547.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N7309<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.20         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD AUD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-602.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $490.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES XLV CLO LTD 2017-45A                                  | ARES CLO LTD ARES 2017 45A BR 144A                      | CUSIP: 04016QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501125.00   | 0.94%             | 2030-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-889.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $405.73       | 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        | 445942160 | PA      | $3206646.34   | 2.01%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOYBEAN OIL FUTR  JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $52.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2933.78      | 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      | $10230.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-3508.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-50.40       | -0.00%            |  |  |  | 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        |   2597979 | PA      | $2763078.87   | 1.73%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD PLN BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-241.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                      | FED HM LN PC POOL QI4230 FR 04/54 FIXED 6.5             | CUSIP: 3133WAVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225643 | PA      | $233214.48    | 0.15%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | LME PRI ALUM FUTR SEP25 XLME 20250915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-3110.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | NATURAL GAS FUTR  JAN26 XNYM 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $956.41       | 0.00%             |  |  |  | No            |                  1 | 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        |    103463 | PA      | $121834.09    | 0.08%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD SEK BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $7.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | SILVER FUTURE     SEP25 XCEC 20250926                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-6289.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1213.23      | 0.00%             |  |  |  | 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        |     54950 | PA      | $6832.71      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SOLD JPY BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-34754.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $4550.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | BOUGHT ZAR SOLD USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $776.01       | 0.00%             |  |  |  | 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      | $183372.64    | 0.11%             |  |  |  | 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      | $1036129.47   | 0.65%             |  |  |  | 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        |     95852 | PA      | $99085.36     | 0.06%             | 2054-02-01      | Fixed         | 6.50%                 | 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        |   3479958 | PA      | $2527375.71   | 1.58%             | 2049-02-15      | Fixed         | 1.00%                 | 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        |   1687944 | PA      | $1696351.35   | 1.06%             | 2055-06-25      | Floating      | 5.34%                 | 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      | $-192009.91   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer