# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001099263-26-003063
**Filing Date:** 2026-3
**Character Count:** 166437
**Document Hash:** b8a4bcb821c110aa663729de1de19bc9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003063.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003063

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09721
- **FILM NUMBER:** 26705875

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Managed Accounts Trust

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

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

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

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $125525105.20

**Total Liabilities:** $66758736.03

**Net Assets:** $58766369.17

**Cash Not Reported:** $2023705.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11219.223400 | **1-Year:** 7047.523100 | **5-Year:** 1197.320100 | **10-Year:** -767.899500 | **30-Year:** 0.000000

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

- **3-Month:** 71.750900 | **1-Year:** 45.882400 | **5-Year:** 57.900500 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000133198 | 0.41%                | 0.47%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-135158.15              | $28015.39                                  |
| Month 2  | $70851.00                | $10740.77                                  |
| Month 3  | $17030.39                | $91316.86                                  |

**Designated Index Information**

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

- **Index Identifier:** G1O2, LUICTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | BOUGHT CNH SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $8.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801792.48    | 1.36%             | 2027-01-07      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $40.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-A                               | MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1             | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       946 | PA      | $885.53       | 0.00%             | 2029-04-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A     | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59996 | PA      | $59518.07     | 0.10%             | 2053-03-17      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510229.63    | 0.87%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                         | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A               | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400714.53    | 0.68%             | 2034-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20260213                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $158.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                          | FREDDIE MAC FHR 5549 FA                                | CUSIP: 3137HLST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637683 | PA      | $641397.39    | 1.09%             | 2055-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-287.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A        | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247733 | PA      | $233939.79    | 0.40%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       255 | NC      | $80349.96     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                          | FREDDIE MAC FHR 5560 FB                                | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354006 | PA      | $356280.85    | 0.61%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $24.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                          | FREDDIE MAC FHR 5511 FG                                | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    622229 | PA      | $624385.23    | 1.06%             | 2055-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                          | FREDDIE MAC FHR 5115 EM                                | CUSIP: 3137H0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1012362 | PA      | $908899.92    | 1.55%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRNTS-2021-17A                                                   | TRINITAS CLO LTD TRNTS 2021 17A AR 144A                | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500165.05    | 0.85%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1        | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2576 | PA      | $2465.56      | 0.00%             | 2034-01-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-21.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR         | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002861.59   | 1.71%             | 2027-08-11      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-26.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $2564.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-330.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74018.60     | 0.13%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $457.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-86.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $304.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-5854.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-154.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $31.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST 2004-CL1                                    | PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2                | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1304 | PA      | $1241.54      | 0.00%             | 2034-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260410                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $426.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                  | AES CORP/THE SR UNSECURED 01/26 1.375                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298517.22   | 2.21%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF5                                 | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3        | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616322 | PA      | $609600.23    | 1.04%             | 2036-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  DEC27 XCME 20280314                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       138 | NC      | $-35665.41    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-2                                    | SLM STUDENT LOAN TRUST SLMA 2008 2 A3                  | CUSIP: 784442AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15583 | PA      | $15583.82     | 0.03%             | 2049-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2004-A                              | BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3         | CUSIP: 06051GAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6174 | PA      | $6297.25      | 0.01%             | 2034-09-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       293 | NC      | $-141789.90   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1             | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628 | PA      | $612.88       | 0.00%             | 2035-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $295.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-578.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA 144A 01/28 3.875                   | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198651.94    | 0.34%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $1143.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-RP4                                             | RAAC SERIES RAAC 2006 RP4 M1 144A                      | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181451 | PA      | $181630.34    | 0.31%             | 2046-01-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-137.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-1366.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $835.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)      | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7          | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303855.73    | 0.52%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260224                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $3403.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN AS 2002-4                            | CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1         | CUSIP: 161546DQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21964 | PA      | $22033.94     | 0.04%             | 2032-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $498.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-51.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                          | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A     | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999252.60    | 1.70%             | 2038-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $165.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INV 1999-1                                 | STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A          | CUSIP: 86358HGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2551 | PA      | $2487.04      | 0.00%             | 2029-06-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CITIGROUP REVERSE REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8436142 | PA      | $-8454669.06  | -14.39%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $277.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-28.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $557.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 27 LTD                                                   | KKR FINANCIAL CLO LTD KKR 27A A1R2 144A                | CUSIP: 48253YBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500002.30    | 0.85%             | 2035-01-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-6474.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOUTH KOREA GOVT AS BP MYC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-28857.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-5274.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $52.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SVCS SR SECURED 09/26 1.65            | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196670.02    | 0.33%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 10                                        | SEQUOIA MORTGAGE TRUST SEMT 10 2A1                     | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       107 | PA      | $106.74       | 0.00%             | 2027-10-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $1475.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $225.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-646.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2A LTD                                          | INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A        | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500050.50    | 0.85%             | 2035-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75             | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790308.26    | 1.34%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LTD                                       | BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A            | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500250.00    | 0.85%             | 2035-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-157.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $2425.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A         | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399865.16    | 0.68%             | 2034-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $114.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $312.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC. 2003-F                              | MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1             | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       310 | PA      | $305.13       | 0.00%             | 2028-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-259.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQ LN TR 1999-3                               | DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A        | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2997 | PA      | $2891.26      | 0.00%             | 2029-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A     | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392389 | PA      | $396620.93    | 0.67%             | 2056-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                       | FANNIE MAE FNR 2024 101 FB                             | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350171 | PA      | $351392.13    | 0.60%             | 2055-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1255.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $146.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2       | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5460 | PA      | $5253.25      | 0.01%             | 2034-07-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                        | VOYA CLO LTD INGIM 2012 4A A1R3 144A                   | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90319 | PA      | $90430.69     | 0.15%             | 2030-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-556.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |    227954 | PA      | $2237823.69   | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                              | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A       | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193916 | PA      | $194504.55    | 0.33%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-173.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 03/28 5                           | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101894.52    | 0.17%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-801.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-6478.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                             | GCAT GCAT 2021 NQM3 A2 144A                            | CUSIP: 36167HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382023 | PA      | $339869.46    | 0.58%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2004-10AR                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 10AR 2A2       | CUSIP: 61748HFE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       557 | PA      | $537.59       | 0.00%             | 2034-11-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-48090.65    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1163.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-2683.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A   | CUSIP: 78449DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288978 | PA      | $287867.93    | 0.49%             | 2054-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A        | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194185 | PA      | $197911.59    | 0.34%             | 2058-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A        | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159192 | PA      | $160083.83    | 0.27%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $105.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-4395.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-313.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $409.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $98.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC SR SECURED 01/26 1.57                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599407.70    | 1.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO XI DAC 11A                                      | INVESCO EURO CLO XI DAC INVSC 11A A1R 144A             | CUSIP: ACI318SX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $470488.31    | 0.80%             | 2036-10-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $681.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                    | BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A              | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977101.20    | 1.66%             | 2036-09-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-818.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-881.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A2                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2         | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35393 | PA      | $33886.03     | 0.06%             | 2035-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5546                                          | FREDDIE MAC FHR 5546 FB                                | CUSIP: 3137HLME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    582178 | PA      | $585329.73    | 1.00%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 FC                                | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329797 | PA      | $331708.46    | 0.56%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260410                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $802.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-2.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOXCONN (FAR EAST) LIMITED                                       | FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875          | CUSIP: ACI34TDV9<br>LEI: 254900NAQSPFDWVY8H73 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $928128.43    | 1.58%             | 2028-08-25      | Fixed         | 1.88%                 | 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        |      1117 | PA      | $1070.88      | 0.00%             | 2035-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BOA                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $117843.37    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VII DAC 7A                                | BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A            | CUSIP: ACI1W2WD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    665345 | PA      | $782863.25    | 1.33%             | 2031-10-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20260112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-48.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                       | LCM LTD PARTNERSHIP LCM 30A AR 144A                    | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     80372 | PA      | $80425.95     | 0.14%             | 2031-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $411.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US ULTRA BOND CBT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -16 | NC      | $22136.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV REGS 12/28 VAR                        | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501882.44    | 0.85%             | 2028-12-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR8                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2        | CUSIP: 92922FUN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7827 | PA      | $7920.18      | 0.01%             | 2044-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.10000 02/11/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $15589.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-49.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -87 | NC      | $24856.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $113.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-214.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-461.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                        | CANADIAN IMPERIAL BANK SR UNSECURED 09/28 VAR          | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1002073.85   | 1.71%             | 2028-09-08      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1395.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2158.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $691.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $583.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 09/26 5.375                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501104.26    | 0.85%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM6 TRUST                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A         | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207570 | PA      | $208711.61    | 0.36%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $64.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                       | FANNIE MAE FNR 2024 104 FA                             | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408882 | PA      | $410054.15    | 0.70%             | 2055-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A    | CUSIP: 03331VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500136.93    | 0.85%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 10/26 0.125                            | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238312 | PA      | $236114.55    | 0.40%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                          | FREDDIE MAC FHR 5565 FB                                | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492281 | PA      | $496762.02    | 0.85%             | 2055-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-7215.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-16                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2         | CUSIP: 126670PJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77188 | PA      | $77163.73     | 0.13%             | 2036-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-122.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20260303                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1348.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                          | FREDDIE MAC FHR 5410 FB                                | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    306301 | PA      | $308329.23    | 0.52%             | 2054-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-118.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-75.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-237.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $30.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                            | ARROW ELECTRONICS INC ARROW ELECTRONICS INC            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307274.11    | 0.52%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                          | FREDDIE MAC FHR 5500 GF                                | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320157 | PA      | $321629.52    | 0.55%             | 2054-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $34.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25    | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $800094.91    | 1.36%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389      | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400027.71    | 0.68%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-361.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-192.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                             | IMPAC CMB TRUST IMM 2004 10 1A1                        | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91660 | PA      | $90006.82     | 0.15%             | 2035-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SEK BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-242.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $798.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                          | FREDDIE MAC FHR 5480 FG                                | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271723 | PA      | $272722.61    | 0.46%             | 2054-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND               | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     92564 | PA      | $901664.74    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                     | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A   | CUSIP: 36262JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070035 | PA      | $993828.26    | 1.69%             | 2052-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                       | FANNIE MAE FNR 2024 100 FA                             | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271734 | PA      | $272636.56    | 0.46%             | 2054-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $606.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                          | FREDDIE MAC FHR 5557 FM                                | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181896 | PA      | $182575.51    | 0.31%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-299.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $988.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                          | FREDDIE MAC FHR 5491 FL                                | CUSIP: 3137HJ5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163286 | PA      | $163907.95    | 0.28%             | 2055-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260303                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $33.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260227                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $476.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR          | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902362.19    | 1.54%             | 2027-03-08      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF          | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195088 | PA      | $196312.22    | 0.33%             | 2055-05-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $52.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $108.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                       | FANNIE MAE FNR 2024 103 FJ                             | CUSIP: 3136BUPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164877 | PA      | $165500.42    | 0.28%             | 2055-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-5                                    | SLM STUDENT LOAN TRUST SLMA 2008 5 A4                  | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70945 | PA      | $71411.37     | 0.12%             | 2026-01-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                               | FANNIE MAE FNR 2025 35 FB                              | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165757 | PA      | $166657.46    | 0.28%             | 2055-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-128.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 QF                                | CUSIP: 3137HJVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346174 | PA      | $347818.17    | 0.59%             | 2055-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A        | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477827 | PA      | $476583.06    | 0.81%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                     | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    300000 | PA      | $316549.79    | 0.54%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)               | AMERICAN TOWER CORP SR UNSECURED 01/30 5               | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204860.92    | 0.35%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                            | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A      | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632889 | PA      | $569897.21    | 0.97%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-507.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $701.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2021-32A LTD                                    | BLUEMOUNTAIN CLO LTD BLUEM 2021 32A AR 144A            | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600199.13    | 1.02%             | 2034-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1                    | GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A  | CUSIP: 36263KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365025 | PA      | $340437.96    | 0.58%             | 2051-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5548                                          | FREDDIE MAC FHR 5548 AF                                | CUSIP: 3137HLJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    703148 | PA      | $707666.51    | 1.20%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-261.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5526                                          | FREDDIE MAC FHR 5526 FA                                | CUSIP: 3137HKT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557276 | PA      | $559240.40    | 0.95%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $0.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-37.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-767.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299441.12    | 0.51%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $153.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A   | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358502 | PA      | $350647.02    | 0.60%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260129                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1706.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-455.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MV CREDIT EURO CLO III DAC 3A                                    | MV CREDIT EURO CLO MVCLO 3A AR 144A                    | CUSIP: ACI35DCS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $587600.29    | 1.00%             | 2038-02-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 DF                                | CUSIP: 3137HJG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    345247 | PA      | $347247.64    | 0.59%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $40.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $178.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1061.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-600.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-95                                        | FANNIE MAE FNR 2024 95 KF                              | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161217 | PA      | $161728.64    | 0.28%             | 2054-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-122.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $25.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A        | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452656 | PA      | $427808.81    | 0.73%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-823.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                          | FREDDIE MAC FHR 5549 CF                                | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    461357 | PA      | $466794.33    | 0.79%             | 2052-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-324.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AUST 3YR BOND FUT MAR26 XSFE 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        93 | NC      | $3377.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $302.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $421.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280060.53    | 0.48%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                     | ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A             | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201489.84    | 0.34%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1     | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47925 | PA      | $48303.51     | 0.08%             | 2045-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-10361.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6            | MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A     | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142286 | PA      | $132217.88    | 0.22%             | 2051-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-35673.39    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A         | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1541 | PA      | $1460.56      | 0.00%             | 2042-06-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2001-3                              | BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2         | CUSIP: 07384YBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       599 | PA      | $598.79       | 0.00%             | 2032-10-27      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR           | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402573.50    | 0.69%             | 2027-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $254.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5493                                          | FREDDIE MAC FHR 5493 FK                                | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235550 | PA      | $236418.60    | 0.40%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $854.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE4                                             | GSAMP TRUST GSAMP 2006 HE4 A2D                         | CUSIP: 362439AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299903 | PA      | $294088.44    | 0.50%             | 2036-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $396140.87    | 0.67%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24574 | PA      | $24555.13     | 0.04%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $106.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-63.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $8.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAN 5YR BOND FUT  MAR26 XMOD 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        32 | NC      | $-15957.45    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                          | FREDDIE MAC FHR 5495 AF                                | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    327754 | PA      | $328895.62    | 0.56%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $76.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                          | FREDDIE MAC FHR 5532 FA                                | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    569406 | PA      | $571948.65    | 0.97%             | 2055-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XVI DAC 16A                                          | HARVEST CLO HARVT 16A AR3 144A                         | CUSIP: ACI354S05<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $587599.99    | 1.00%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $34.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MTGE LOAN TRUST 2004-2                           | FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1           | CUSIP: 317350BD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71136 | PA      | $69156.58     | 0.12%             | 2034-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                          | HARVEST CLO HARVT 21A A2R 144A                         | CUSIP: ACI1WSV36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    201372 | PA      | $233729.02    | 0.40%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $513.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $47.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FACT SA/LU                                                       | FACT SA FCTSA 2024 1 A REGS                            | CUSIP: ACI2QXDT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    401895 | PA      | $473358.32    | 0.81%             | 2031-09-22      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1249.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                       | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A       | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    600000 | PA      | $602263.08    | 1.02%             | 2029-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260409                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $168.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SEC TRUST 2005-1                              | THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3           | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4719 | PA      | $4630.51      | 0.01%             | 2045-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-120.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260309                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $293.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $69.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                  | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A  | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    283775 | PA      | $333680.42    | 0.57%             | 2031-01-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR        | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501801.86    | 0.85%             | 2026-03-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2A DAC                  | PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A   | CUSIP: ACI2QLH16<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    104875 | PA      | $123314.62    | 0.21%             | 2033-01-15      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-554.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                          | SOUTH BOW USA INFRA HLDS COMPANY GUAR 09/27 4.911      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201946.80    | 0.34%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                  | KKR FINANCIAL CLO LTD KKR 42A AR 144A                  | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500375.00    | 0.85%             | 2034-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                              | MFRA TRUST MFRA 2020 NQM2 A1 144A                      | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40882 | PA      | $40157.44     | 0.07%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $54.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-315.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/17/25-7Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-9073.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-143.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                            | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A          | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399678.62    | 0.68%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                       | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399900.00    | 0.68%             | 2035-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1124.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                               | CANADIAN NATL RESOURCES SR UNSECURED 12/29 5           | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205192.57    | 0.35%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $23.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-254.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA 144A 10/27 VAR                                 | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $407667.79    | 0.69%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-3.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-0.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $34.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                             | GCAT GCAT 2021 NQM3 A3 144A                            | CUSIP: 36167HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382023 | PA      | $340573.72    | 0.58%             | 2066-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.37500 03/31/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17185.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30                | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA         | CUSIP: 38376RKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       662 | PA      | $663.16       | 0.00%             | 2061-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $765.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $375.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                 | ORIX CORP SR UNSECURED 09/29 4.65                      | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $508371.69    | 0.87%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                            | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A  | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699762.39    | 1.19%             | 2037-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF          | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587473 | PA      | $590239.23    | 1.00%             | 2055-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.29000 03/31/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $55986.81     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-228.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7             | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302527.53    | 0.51%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 16                                                   | KKR FINANCIAL CLO LTD KKR 16 A1R3 144A                 | CUSIP: 48251BBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600201.33    | 1.02%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A  | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275649 | PA      | $274993.73    | 0.47%             | 2031-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260227                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $465.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                          | FREDDIE MAC FHR 5500 FA                                | CUSIP: 3137HJAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    324451 | PA      | $325730.81    | 0.55%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $988.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-1.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1969.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                       | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A              | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399675.56    | 0.68%             | 2034-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $44.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                  | TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A           | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86294 | PA      | $86135.59     | 0.15%             | 2061-11-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-90                                        | FANNIE MAE FNR 2024 90 FB                              | CUSIP: 3136BTXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238911 | PA      | $240082.08    | 0.41%             | 2053-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20260225                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4281.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                              | MFRA TRUST MFRA 2023 NQM4 A1 144A                      | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120484 | PA      | $121538.66    | 0.21%             | 2068-12-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764500 | PA      | $714726.42    | 1.22%             | 2051-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    600000 | PA      | $611904.00    | 1.04%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99758.77     | 0.17%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC COMPANY GUAR 10/29 4.4                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301436.22    | 0.51%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1992734.36   | 3.39%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-158.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A   | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142866 | PA      | $137518.67    | 0.23%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-8173.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $683.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1             | CUSIP: 466247BM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6776 | PA      | $6848.28      | 0.01%             | 2034-02-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $3237.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $767.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-387.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A       | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162318 | PA      | $162558.74    | 0.28%             | 2059-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-82.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1        | CUSIP: 07384MTM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5491 | PA      | $5527.10      | 0.01%             | 2033-04-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $995.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -9900000 | PA      | $-9385535.91  | -15.97%           | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-695.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                       | FANNIE MAE FNR 2024 103 FC                             | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406998 | PA      | $408413.12    | 0.69%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-815.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR15                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1      | CUSIP: 22541QCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4097 | PA      | $3970.80      | 0.01%             | 2033-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A        | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1385 | PA      | $1417.95      | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5528                                          | FREDDIE MAC FHR 5528 FA                                | CUSIP: 3137HKR30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    604733 | PA      | $606627.80    | 1.03%             | 2055-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1     | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7348 | PA      | $7152.71      | 0.01%             | 2045-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-792.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $23887.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MELLON RES FUND CORP 1999-TBC3                                   | MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2       | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2236 | PA      | $2186.24      | 0.00%             | 2029-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD 2021-59A                                        | ARES CLO LTD ARES 2021 59A A 144A                      | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400703.62    | 0.68%             | 2034-04-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-7.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2005-A                              | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3       | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74098 | PA      | $74142.90     | 0.13%             | 2035-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                        | EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7           | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609451.78    | 1.04%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                          | FREDDIE MAC FHR 5584 DF                                | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481040 | PA      | $483041.59    | 0.82%             | 2055-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $183.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A        | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280713 | PA      | $281914.86    | 0.48%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO ROYAL BANK OF CAN                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3251611 | PA      | $-3251612.52  | -5.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $271.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $893.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                       | ARES CLO LTD ARES 2017 44A A1RR 144A                   | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500158.45    | 0.85%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $162.85       | 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        |     86004 | PA      | $101134.39    | 0.17%             | 2031-11-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                       | SCULPTOR CLO LTD SCUL 27A A1R 144A                     | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399995.59    | 0.68%             | 2034-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX ITRAXX XOV44 5Y 35-100% SP JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $23568.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597555.12    | 1.02%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                          | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1        | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       968 | PA      | $921.97       | 0.00%             | 2032-09-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                       | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2       | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8449 | PA      | $8055.72      | 0.01%             | 2034-11-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $4876.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-499.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1055.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A   | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586618 | PA      | $585081.69    | 1.00%             | 2054-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $50.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-73.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                    | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A              | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     78734 | PA      | $78771.92     | 0.13%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000             | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   7800000 | PA      | $1376937.45   | 2.34%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                          | FREDDIE MAC FHR 5544 F                                 | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    416546 | PA      | $418799.59    | 0.71%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $3241994.30   | 5.52%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-285.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $10.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $142.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                                         | SEQUOIA MORTGAGE TRUST SEMT 5 A                        | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12893 | PA      | $12791.77     | 0.02%             | 2026-10-19      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -27 | NC      | $9667.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $105.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                          | FREDDIE MAC FHR 5513 MF                                | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1135495 | PA      | $1140352.95   | 1.94%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95  | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302645.04    | 0.51%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-24                                        | FANNIE MAE FNR 2025 24 FB                              | CUSIP: 3136BVSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    608683 | PA      | $611023.16    | 1.04%             | 2055-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $203.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-1029.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $465.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON 64 2022-1A LTD                                           | OCTAGON 64 LTD OCT64 2022 1A A1R 144A                  | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500513.13    | 0.85%             | 2035-07-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-2.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                        | FANNIE MAE FNR 2025 18 FM                              | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1212632 | PA      | $1216907.44   | 2.07%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-193.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-253.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-879.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-147.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UA35A8 PIMCO SWAPTION 2.5 CALL USD 20260213         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  47600000 | NC      | $723.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-3                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1         | CUSIP: 64352VHV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416881 | PA      | $417121.29    | 0.71%             | 2034-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2003-4                          | THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1           | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1535 | PA      | $1535.20      | 0.00%             | 2043-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-752.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $1001.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A4                                 | JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2             | CUSIP: 466247EH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3280 | PA      | $3123.75      | 0.01%             | 2034-09-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $191.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL BZ5550 FN 12/32 FIXED 4.3                    | CUSIP: 3140Q1EY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1097122.80   | 1.87%             | 2032-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $627.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/26 0.125                            | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1086696 | PA      | $1080389.96   | 1.84%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $998.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                          | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR         | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $700671.71    | 1.19%             | 2027-03-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1180.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $645.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARS ALLIANCE AUTO LOANS GERMANY V 2024-1                        | CARS ALLIANCE CAR 2024 G1V A REGS                      | CUSIP: ACI2NDC04<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    425165 | PA      | $500111.98    | 0.85%             | 2036-01-18      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $250.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $575.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD MXN BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-7.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $72.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLATERAL TRUST 2004-1                   | AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5           | CUSIP: 031733AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90796 | PA      | $89903.43     | 0.15%             | 2034-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                              | GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A               | CUSIP: 39809TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600712.91    | 1.02%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $193.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO TORONTO DOMINIO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4514638 | PA      | $-4524644.95  | -7.70%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2003-9                                   | GSR MORTGAGE LOAN TRUST GSR 2003 9 A2                  | CUSIP: 36228FWS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2652 | PA      | $2625.63      | 0.00%             | 2033-08-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2        | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233422 | PA      | $216324.52    | 0.37%             | 2035-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                | AG TRUST AG 2024 NLP A 144A                            | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190066 | PA      | $191341.73    | 0.33%             | 2041-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $5365.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/29 2.125                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336861 | PA      | $344045.32    | 0.59%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-321.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $345.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2009-16                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF          | CUSIP: 38374XPT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13240 | PA      | $13158.51     | 0.02%             | 2037-10-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $139.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A      | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18620 | PA      | $18300.92     | 0.03%             | 2034-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-8                             | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1         | CUSIP: 22541NX20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8289 | PA      | $8535.90      | 0.01%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-835.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                       | TORO EUROPEAN CLO TCLO 6A AR 144A                      | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    393157 | PA      | $462523.32    | 0.79%             | 2032-01-12      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                 | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A          | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323940 | PA      | $319742.01    | 0.54%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                              | MFRA TRUST MFRA 2021 RPL1 A1 144A                      | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370041 | PA      | $341585.61    | 0.58%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR          | CUSIP: 60687YDK2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1001803.90   | 1.70%             | 2031-05-13      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $795067.31    | 1.35%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $244.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC2                           | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1       | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2215 | PA      | $2180.77      | 0.00%             | 2030-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.25000 03/18/26-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-72362.58    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5600000 | PA      | $5747267.57   | 9.78%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $1650.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                 | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A          | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171661 | PA      | $166159.10    | 0.28%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $262.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer