# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-25-013954
**Filing Date:** 2025-11
**Character Count:** 261960
**Document Hash:** 8a04a0bee5dd5ca52c56f8d806f4a04c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-013954.hdr.sgml**: 20251118

**ACCESSION NUMBER**: 0000894189-25-013954

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251118

**DATE AS OF CHANGE**: 20251118

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOCORR INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001506768

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 251493577

**BUSINESS ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331
- **BUSINESS PHONE:** 952-767-6900

**MAIL ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LoCorr Investment Trust
- **DATE OF NAME CHANGE:** 20101201

## Series and Classes Contracts Data

### LoCorr Macro Strategies Fund (Series ID: S000031540)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000098137 | Class A      | LFMAX           |
| C000098138 | Class C      | LFMCX           |
| C000098139 | Class I      | LFMIX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** |
| **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 34.3%** | **U.S. TREASURY SECURITIES - 34.3%** | **Par** | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.50%, 07/15/2026 | &nbsp;&nbsp; 4.50%, 07/15/2026 | 12925000 | $12996996 |
| &nbsp;&nbsp; 4.13%, 02/15/2027 | &nbsp;&nbsp; 4.13%, 02/15/2027 | 35565000 | 35773389 |
| &nbsp;&nbsp; 4.50%, 04/15/2027 | &nbsp;&nbsp; 4.50%, 04/15/2027 | 5960000 | 6034267 |
| &nbsp;&nbsp; 3.88%, 11/30/2027 | &nbsp;&nbsp; 3.88%, 11/30/2027 | 2850000 | 2865586 |
| &nbsp;&nbsp; 1.38%, 10/31/2028 | &nbsp;&nbsp; 1.38%, 10/31/2028 | 3240000 | 3028261 |
| &nbsp;&nbsp; 3.75%, 12/31/2028 | &nbsp;&nbsp; 3.75%, 12/31/2028 | 4675000 | 4690888 |
| &nbsp;&nbsp; 4.25%, 02/28/2029 | &nbsp;&nbsp; 4.25%, 02/28/2029 | 96330000 | 98181342 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | &nbsp;&nbsp; 4.63%, 04/30/2029 | 132755000 | 137017681 |
| &nbsp;&nbsp; 3.25%, 06/30/2029 | &nbsp;&nbsp; 3.25%, 06/30/2029 | 90490000 | 89157394 |
| &nbsp;&nbsp; 4.00%, 02/28/2030 | &nbsp;&nbsp; 4.00%, 02/28/2030 | 94525000 | 95647484 |
| &nbsp;&nbsp; 3.88%, 06/30/2030 | &nbsp;&nbsp; 3.88%, 06/30/2030 | 19500000 | 19624160 |
| &nbsp;&nbsp; 3.63%, 09/30/2030 | &nbsp;&nbsp; 3.63%, 09/30/2030 | 22765000 | 22655621 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $519,404,565) | **TOTAL U.S. TREASURY SECURITIES** (Cost $519,404,565) | **TOTAL U.S. TREASURY SECURITIES** (Cost $519,404,565) | 527673069 |
| **CORPORATE BONDS - 21.9%** | **CORPORATE BONDS - 21.9%** | **Par** | **Value**  |
| **Aerospace & Defense - 1.0%** | **Aerospace & Defense - 1.0%** | **Aerospace & Defense - 1.0%** | **Aerospace & Defense - 1.0%** |
|  Boeing Co., 3.25%, 02/01/2028 | Boeing Co., 3.25%, 02/01/2028 | 6460000 | 6310605 |
|  L3Harris Technologies, Inc., 5.40%, 01/15/2027 | L3Harris Technologies, Inc., 5.40%, 01/15/2027 | 5680000 | 5773769 |
|  RTX Corp., 4.13%, 11/16/2028 | RTX Corp., 4.13%, 11/16/2028 | 2640000 | 2643499 |
|  |  |  | 14727873 |
| **Agriculture - 0.2%** | **Agriculture - 0.2%** | **Agriculture - 0.2%** | **Agriculture - 0.2%** |
|  Philip Morris International, Inc., 4.63%, 11/01/2029 | Philip Morris International, Inc., 4.63%, 11/01/2029 | 3265000 | 3313985 |
| **Auto Manufacturers - 0.6%** | **Auto Manufacturers - 0.6%** | **Auto Manufacturers - 0.6%** | **Auto Manufacturers - 0.6%** |
|  General Motors Financial Co., Inc., 5.35%, 01/07/2030 | General Motors Financial Co., Inc., 5.35%, 01/07/2030 | 5185000 | 5312590 |
|  Volkswagen Group of America Finance LLC, 1.25%, 11/24/2025 <sup>(a)</sup> | Volkswagen Group of America Finance LLC, 1.25%, 11/24/2025 <sup>(a)</sup> | 3305000 | 3289326 |
|  |  |  | 8601916 |
| **Banks - 7.1%** | **Banks - 7.1%** | **Banks - 7.1%** | **Banks - 7.1%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 | &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 | 10090000 | 10128314 |
| &nbsp;&nbsp; 5.16% to 01/24/2030 then SOFR + 1.00%, 01/24/2031 | &nbsp;&nbsp; 5.16% to 01/24/2030 then SOFR + 1.00%, 01/24/2031 | 14025000 | 14477876 |
|  Bank of New York Mellon, 4.59% to 04/20/2026 then SOFR + 0.69%, 04/20/2027 | Bank of New York Mellon, 4.59% to 04/20/2026 then SOFR + 0.69%, 04/20/2027 | 11625000 | 11661332 |
|  Citibank NA, 4.58%, 05/29/2027 | Citibank NA, 4.58%, 05/29/2027 | 6130000 | 6185374 |
|  Citigroup, Inc., 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 | Citigroup, Inc., 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 | 3770000 | 3772390 |
|  Credit Agricole SA, 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 <sup>(a)</sup> | Credit Agricole SA, 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 <sup>(a)</sup> | 1305000 | 1339371 |
|  Credit Suisse AG, 5.00%, 07/09/2027 | Credit Suisse AG, 5.00%, 07/09/2027 | 2240000 | 2278151 |
|  Deutsche Bank AG/New York NY, 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 | Deutsche Bank AG/New York NY, 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 | 1610000 | 1633458 |
|  Federation des Caisses Desjardins du Quebec, 5.70%, 03/14/2028 <sup>(a)</sup> | Federation des Caisses Desjardins du Quebec, 5.70%, 03/14/2028 <sup>(a)</sup> | 3780000 | 3918697 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 6.48% to 10/24/2028 then SOFR + 1.77%, 10/24/2029 | &nbsp;&nbsp; 6.48% to 10/24/2028 then SOFR + 1.77%, 10/24/2029 | 2150000 | 2288524 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 | &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 | 2595000 | 2683300 |
|  HSBC Holdings PLC, 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 | HSBC Holdings PLC, 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 | 3420000 | 3567138 |
|  JPMorgan Chase & Co., 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 | JPMorgan Chase & Co., 5.10% to 04/22/2030 then SOFR + 1.44%, 04/22/2031 | 12900000 | 13333379 |
|  Morgan Stanley, 5.19% to 04/17/2030 then SOFR + 1.51%, 04/17/2031 | Morgan Stanley, 5.19% to 04/17/2030 then SOFR + 1.51%, 04/17/2031 | 6115000 | 6313532 |
|  Morgan Stanley Private Bank NA, 4.73% to 07/18/2030 then SOFR + 1.08%, 07/18/2031 | Morgan Stanley Private Bank NA, 4.73% to 07/18/2030 then SOFR + 1.08%, 07/18/2031 | 6600000 | 6699399 |
|  NatWest Markets PLC, 5.41%, 05/17/2029 <sup>(a)</sup> | NatWest Markets PLC, 5.41%, 05/17/2029 <sup>(a)</sup> | 3615000 | 3749943 |
|  State Street Corp., 4.54%, 02/28/2028 | State Street Corp., 4.54%, 02/28/2028 | 3150000 | 3190668 |
|  UBS Group AG, 6.33% to 12/22/2026 then 1 yr. CMT Rate + 1.60%, 12/22/2027 <sup>(a)</sup> | UBS Group AG, 6.33% to 12/22/2026 then 1 yr. CMT Rate + 1.60%, 12/22/2027 <sup>(a)</sup> | 3540000 | 3629205 |
|  Wells Fargo & Co., 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 | Wells Fargo & Co., 5.15% to 04/23/2030 then SOFR + 1.50%, 04/23/2031 | 8565000 | 8835535 |
|  |  |  | 109685586 |
| **Beverages - 0.2%** | **Beverages - 0.2%** | **Beverages - 0.2%** | **Beverages - 0.2%** |
|  PepsiCo, Inc., 4.10%, 01/15/2029 | PepsiCo, Inc., 4.10%, 01/15/2029 | 3640000 | 3653270 |
| **Biotechnology - 0.3%** | **Biotechnology - 0.3%** | **Biotechnology - 0.3%** | **Biotechnology - 0.3%** |
|  Amgen, Inc., 5.15%, 03/02/2028 | Amgen, Inc., 5.15%, 03/02/2028 | 4385000 | 4488239 |
| **Building Materials - 0.1%** | **Building Materials - 0.1%** | **Building Materials - 0.1%** | **Building Materials - 0.1%** |
|  Trane Technologies Financing Ltd., 3.50%, 03/21/2026 | Trane Technologies Financing Ltd., 3.50%, 03/21/2026 | 1760000 | 1753501 |
| **Computers - 0.3%** | **Computers - 0.3%** | **Computers - 0.3%** | **Computers - 0.3%** |
|  Hewlett Packard Enterprise Co., 4.55%, 10/15/2029 | Hewlett Packard Enterprise Co., 4.55%, 10/15/2029 | 3830000 | 3851550 |
| **Cosmetics & Personal Care - 0.4%** | **Cosmetics & Personal Care - 0.4%** | **Cosmetics & Personal Care - 0.4%** | **Cosmetics & Personal Care - 0.4%** |
|  Haleon US Capital LLC, 3.38%, 03/24/2027 | Haleon US Capital LLC, 3.38%, 03/24/2027 | 6910000 | 6839092 |
| **Diversified Financial Services - 0.5%** | **Diversified Financial Services - 0.5%** | **Diversified Financial Services - 0.5%** | **Diversified Financial Services - 0.5%** |
|  AerCap Ireland Capital/Global Aviation Trust, 6.10%, 01/15/2027 | AerCap Ireland Capital/Global Aviation Trust, 6.10%, 01/15/2027 | 7390000 | 7549011 |
| **Electric - 1.3%** | **Electric - 1.3%** | **Electric - 1.3%** | **Electric - 1.3%** |
|  Duke Energy Carolinas LLC, 4.85%, 03/15/2030 | Duke Energy Carolinas LLC, 4.85%, 03/15/2030 | 3620000 | 3719865 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| &nbsp;&nbsp; 5.05%, 04/01/2028 | &nbsp;&nbsp; 5.05%, 04/01/2028 | 4240000 | 4351248 |
| &nbsp;&nbsp; 4.40%, 05/15/2028 | &nbsp;&nbsp; 4.40%, 05/15/2028 | 5375000 | 5436663 |
|  NSTAR Electric Co., 3.20%, 05/15/2027 | NSTAR Electric Co., 3.20%, 05/15/2027 | 3510000 | 3464065 |
|  Southern California Edison Co., 1.20%, 02/01/2026 | Southern California Edison Co., 1.20%, 02/01/2026 | 1060000 | 1047758 |
|  Virginia Power Fuel Securitization LLC, 5.09%, 05/01/2027 | Virginia Power Fuel Securitization LLC, 5.09%, 05/01/2027 | 1892264 | 1902316 |
|  |  |  | 19921915 |
| **Electronics - 0.4%** | **Electronics - 0.4%** | **Electronics - 0.4%** | **Electronics - 0.4%** |
| Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. |
| &nbsp;&nbsp; 4.65%, 07/30/2027 | &nbsp;&nbsp; 4.65%, 07/30/2027 | 4405000 | 4457877 |
| &nbsp;&nbsp; 4.88%, 09/01/2029 | &nbsp;&nbsp; 4.88%, 09/01/2029 | 1665000 | 1712702 |
|  |  |  | 6170579 |
| **Food - 2.7%** | **Food - 2.7%** | **Food - 2.7%** | **Food - 2.7%** |
|  General Mills, Inc., 4.88%, 01/30/2030 | General Mills, Inc., 4.88%, 01/30/2030 | 4110000 | 4196723 |
|  Kraft Heinz Foods Co., 3.88%, 05/15/2027 | Kraft Heinz Foods Co., 3.88%, 05/15/2027 | 3560000 | 3543954 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 4.60%, 03/01/2028 <sup>(a)</sup> | &nbsp;&nbsp; 4.60%, 03/01/2028 <sup>(a)</sup> | 15540000 | 15731988 |
| &nbsp;&nbsp; 4.80%, 03/01/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 03/01/2030 <sup>(a)</sup> | 14590000 | 14869176 |
|  Sysco Corp., 3.25%, 07/15/2027 | Sysco Corp., 3.25%, 07/15/2027 | 2855000 | 2815669 |
|  |  |  | 41157510 |
| **Healthcare-Services - 0.7%** | **Healthcare-Services - 0.7%** | **Healthcare-Services - 0.7%** | **Healthcare-Services - 0.7%** |
|  HCA, Inc., 5.00%, 03/01/2028 | HCA, Inc., 5.00%, 03/01/2028 | 2300000 | 2342669 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 4.40%, 06/15/2028 | &nbsp;&nbsp; 4.40%, 06/15/2028 | 2060000 | 2080377 |
| &nbsp;&nbsp; 4.25%, 01/15/2029 | &nbsp;&nbsp; 4.25%, 01/15/2029 | 5810000 | 5827775 |
|  |  |  | 10250821 |
| **Insurance - 0.4%** | **Insurance - 0.4%** | **Insurance - 0.4%** | **Insurance - 0.4%** |
|  Brown & Brown, Inc., 4.60%, 12/23/2026 | Brown & Brown, Inc., 4.60%, 12/23/2026 | 2640000 | 2654100 |
|  Metropolitan Life Global Funding I, 5.05%, 01/06/2028 <sup>(a)</sup> | Metropolitan Life Global Funding I, 5.05%, 01/06/2028 <sup>(a)</sup> | 1430000 | 1460252 |
|  Principal Life Global Funding II, 0.88%, 01/12/2026 <sup>(a)</sup> | Principal Life Global Funding II, 0.88%, 01/12/2026 <sup>(a)</sup> | 2530000 | 2504308 |
|  |  |  | 6618660 |
| **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 | Amcor Group Finance PLC, 5.45%, 05/23/2029 | 1695000 | 1751612 |
| **Pharmaceuticals - 1.0%** | **Pharmaceuticals - 1.0%** | **Pharmaceuticals - 1.0%** | **Pharmaceuticals - 1.0%** |
|  AbbVie, Inc., 4.80%, 03/15/2029 | AbbVie, Inc., 4.80%, 03/15/2029 | 1695000 | 1733891 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 2.88%, 06/01/2026 | &nbsp;&nbsp; 2.88%, 06/01/2026 | 6990000 | 6925281 |
| &nbsp;&nbsp; 5.00%, 01/30/2029 | &nbsp;&nbsp; 5.00%, 01/30/2029 | 4080000 | 4160098 |
|  EMD Finance LLC, 4.13%, 08/15/2028 <sup>(a)</sup> | EMD Finance LLC, 4.13%, 08/15/2028 <sup>(a)</sup> | 3290000 | 3291517 |
|  |  |  | 16110787 |
| **Pipelines - 0.8%** | **Pipelines - 0.8%** | **Pipelines - 0.8%** | **Pipelines - 0.8%** |
|  Enbridge, Inc., 6.00%, 11/15/2028 | Enbridge, Inc., 6.00%, 11/15/2028 | 3125000 | 3287767 |
|  Energy Transfer LP, 6.05%, 12/01/2026 | Energy Transfer LP, 6.05%, 12/01/2026 | 6785000 | 6912015 |
|  South Bow USA Infrastructure Holdings LLC, 4.91%, 09/01/2027 | South Bow USA Infrastructure Holdings LLC, 4.91%, 09/01/2027 | 1880000 | 1896398 |
|  |  |  | 12096180 |
| **REITS - 1.4%** | **REITS - 1.4%** | **REITS - 1.4%** | **REITS - 1.4%** |
|  American Homes 4 Rent LP, 4.90%, 02/15/2029 | American Homes 4 Rent LP, 4.90%, 02/15/2029 | 1740000 | 1770260 |
|  Brixmor Operating Partnership LP, 4.13%, 06/15/2026 | Brixmor Operating Partnership LP, 4.13%, 06/15/2026 | 2025000 | 2021772 |
|  Essex Portfolio LP, 1.70%, 03/01/2028 | Essex Portfolio LP, 1.70%, 03/01/2028 | 1740000 | 1641945 |
| GLP Capital LP / GLP Financing II, Inc. | GLP Capital LP / GLP Financing II, Inc. | GLP Capital LP / GLP Financing II, Inc. | GLP Capital LP / GLP Financing II, Inc. |
| &nbsp;&nbsp; 5.75%, 06/01/2028 | &nbsp;&nbsp; 5.75%, 06/01/2028 | 1310000 | 1346350 |
| &nbsp;&nbsp; 4.00%, 01/15/2030 | &nbsp;&nbsp; 4.00%, 01/15/2030 | 2100000 | 2033554 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 | Kite Realty Group LP, 4.00%, 10/01/2026 | 5270000 | 5256351 |
|  Lineage OP LP, 5.25%, 07/15/2030 <sup>(a)</sup> | Lineage OP LP, 5.25%, 07/15/2030 <sup>(a)</sup> | 3445000 | 3493049 |
|  Prologis Targeted US Logistics Fund LP, 5.25%, 04/01/2029 <sup>(a)</sup> | Prologis Targeted US Logistics Fund LP, 5.25%, 04/01/2029 <sup>(a)</sup> | 3825000 | 3948422 |
|  |  |  | 21511703 |
| **Retail - 0.6%** | **Retail - 0.6%** | **Retail - 0.6%** | **Retail - 0.6%** |
|  Home Depot, Inc., 4.88%, 06/25/2027 | Home Depot, Inc., 4.88%, 06/25/2027 | 2820000 | 2867020 |
| O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. |
| &nbsp;&nbsp; 5.75%, 11/20/2026 | &nbsp;&nbsp; 5.75%, 11/20/2026 | 4035000 | 4104933 |
| &nbsp;&nbsp; 4.20%, 04/01/2030 | &nbsp;&nbsp; 4.20%, 04/01/2030 | 1805000 | 1798994 |
|  Walmart, Inc., 4.35%, 04/28/2030 | Walmart, Inc., 4.35%, 04/28/2030 | 1060000 | 1077602 |
|  |  |  | 9848549 |
| **Semiconductors - 0.2%** | **Semiconductors - 0.2%** | **Semiconductors - 0.2%** | **Semiconductors - 0.2%** |
|  Broadcom, Inc., 4.60%, 07/15/2030 | Broadcom, Inc., 4.60%, 07/15/2030 | 2545000 | 2584004 |
| **Software - 0.5%** | **Software - 0.5%** | **Software - 0.5%** | **Software - 0.5%** |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 4.80%, 08/03/2028 | &nbsp;&nbsp; 4.80%, 08/03/2028 | 2715000 | 2761175 |
| &nbsp;&nbsp; 4.45%, 09/26/2030 | &nbsp;&nbsp; 4.45%, 09/26/2030 | 1275000 | 1274122 |
|  Roper Technologies, Inc., 4.25%, 09/15/2028 | Roper Technologies, Inc., 4.25%, 09/15/2028 | 2900000 | 2913968 |
|  |  |  | 6949265 |
| **Telecommunications - 1.1%** | **Telecommunications - 1.1%** | **Telecommunications - 1.1%** | **Telecommunications - 1.1%** |
|  AT&T, Inc., 2.30%, 06/01/2027 | AT&T, Inc., 2.30%, 06/01/2027 | 4345000 | 4217816 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 4.80%, 07/15/2028 | &nbsp;&nbsp; 4.80%, 07/15/2028 | 2855000 | 2906582 |
| &nbsp;&nbsp; 4.85%, 01/15/2029 | &nbsp;&nbsp; 4.85%, 01/15/2029 | 5545000 | 5657620 |
|  Verizon Communications, Inc., 2.10%, 03/22/2028 | Verizon Communications, Inc., 2.10%, 03/22/2028 | 4625000 | 4412032 |
|  |  |  | 17194050 |
| **TOTAL CORPORATE BONDS** (Cost $330,818,880) | **TOTAL CORPORATE BONDS** (Cost $330,818,880) | **TOTAL CORPORATE BONDS** (Cost $330,818,880) | 336629658 |
| **MORTGAGE-BACKED SECURITIES - 11.6%** | **MORTGAGE-BACKED SECURITIES - 11.6%** | **Par** | **Value**  |
|  Alen Mortgage Trust, Series 2021-ACEN, Class A, 5.42% (1 mo. Term SOFR + 1.26%), 04/15/2034, (1.15% Floor) <sup>(a)</sup> | Alen Mortgage Trust, Series 2021-ACEN, Class A, 5.42% (1 mo. Term SOFR + 1.26%), 04/15/2034, (1.15% Floor) <sup>(a)</sup> | 3150000 | 3051563 |
|  Angel Oak Mortgage Trust LLC, Series 2020-5, Class A3, 2.04%, 05/25/2065 <sup>(a)(b)</sup> | Angel Oak Mortgage Trust LLC, Series 2020-5, Class A3, 2.04%, 05/25/2065 <sup>(a)(b)</sup> | 53039 | 51217 |
|  ARDN 2025-ARCP Mortgage Trust, Series 2025-ARCP, Class A, 5.90% (1 mo. Term SOFR + 1.75%), 06/15/2035, (1.75% Floor) <sup>(a)</sup> | ARDN 2025-ARCP Mortgage Trust, Series 2025-ARCP, Class A, 5.90% (1 mo. Term SOFR + 1.75%), 06/15/2035, (1.75% Floor) <sup>(a)</sup> | 10000000 | 9997871 |
|  ARES Commercial Mortgage Trust, Series 2024-IND, Class A, 5.84% (1 mo. Term SOFR + 1.69%), 07/15/2041, (1.69% Floor) <sup>(a)</sup> | ARES Commercial Mortgage Trust, Series 2024-IND, Class A, 5.84% (1 mo. Term SOFR + 1.69%), 07/15/2041, (1.69% Floor) <sup>(a)</sup> | 1420000 | 1423552 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2015-VFM, Class A1, 2.47%, 03/10/2036 <sup>(a)</sup> | &nbsp;&nbsp; Series 2015-VFM, Class A1, 2.47%, 03/10/2036 <sup>(a)</sup> | 127261 | 126203 |
| &nbsp;&nbsp; Series 2023-C19, Class A2B, 5.75%, 04/15/2056 | &nbsp;&nbsp; Series 2023-C19, Class A2B, 5.75%, 04/15/2056 | 7135000 | 7274302 |
|  BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 5.84% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(a)</sup> | BLP Commercial Mortgage Trust, Series 2024-IND2, Class B, 5.84% (1 mo. Term SOFR + 1.69%), 03/15/2041, (1.69% Floor) <sup>(a)</sup> | 3259222 | 3261259 |
| BX Trust | BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp; Series 2021-CIP, Class A, 5.19% (1 mo. Term SOFR + 1.04%), 12/15/2038, (0.92% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-CIP, Class A, 5.19% (1 mo. Term SOFR + 1.04%), 12/15/2038, (0.92% Floor) <sup>(a)</sup> | 1913228 | 1912032 |
| &nbsp;&nbsp; Series 2021-VIEW, Class A, 5.54% (1 mo. Term SOFR + 1.39%), 06/15/2036, (1.28% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-VIEW, Class A, 5.54% (1 mo. Term SOFR + 1.39%), 06/15/2036, (1.28% Floor) <sup>(a)</sup> | 2000000 | 1995625 |
| &nbsp;&nbsp; Series 2021-XL2, Class B, 5.26% (1 mo. Term SOFR + 1.11%), 10/15/2038, (1.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-XL2, Class B, 5.26% (1 mo. Term SOFR + 1.11%), 10/15/2038, (1.00% Floor) <sup>(a)</sup> | 3850000 | 3846391 |
| &nbsp;&nbsp; Series 2022-AHP, Class A, 5.14% (1 mo. Term SOFR + 0.99%), 01/17/2039, (0.99% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-AHP, Class A, 5.14% (1 mo. Term SOFR + 0.99%), 01/17/2039, (0.99% Floor) <sup>(a)</sup> | 965000 | 964397 |
| &nbsp;&nbsp; Series 2022-VAMF, Class B, 5.43% (1 mo. Term SOFR + 1.28%), 01/15/2039, (1.28% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-VAMF, Class B, 5.43% (1 mo. Term SOFR + 1.28%), 01/15/2039, (1.28% Floor) <sup>(a)</sup> | 1750000 | 1747266 |
| &nbsp;&nbsp; Series 2023-DELC, Class A, 6.84% (1 mo. Term SOFR + 2.69%), 05/15/2038, (2.69% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-DELC, Class A, 6.84% (1 mo. Term SOFR + 2.69%), 05/15/2038, (2.69% Floor) <sup>(a)</sup> | 850000 | 855301 |
| &nbsp;&nbsp; Series 2024-XL5, Class A, 5.54% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-XL5, Class A, 5.54% (1 mo. Term SOFR + 1.39%), 03/15/2041, (1.39% Floor) <sup>(a)</sup> | 2465786 | 2467327 |
| &nbsp;&nbsp; Series 2025-BCAT, Class A, 5.53% (1 mo. Term SOFR + 1.38%), 08/15/2042, (1.38% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-BCAT, Class A, 5.53% (1 mo. Term SOFR + 1.38%), 08/15/2042, (1.38% Floor) <sup>(a)</sup> | 1724913 | 1726530 |
|  Citigroup Commercial Mortgage Trust, Series 2021-PRM2, Class A, 5.22% (1 mo. Term SOFR + 1.06%), 10/15/2038, (0.95% Floor) <sup>(a)</sup> | Citigroup Commercial Mortgage Trust, Series 2021-PRM2, Class A, 5.22% (1 mo. Term SOFR + 1.06%), 10/15/2038, (0.95% Floor) <sup>(a)</sup> | 5250000 | 5236875 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.46%, 11/13/2050 | Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.46%, 11/13/2050 | 2300000 | 2255977 |
|  Computershare Corporate Trust, Series 2024-SVEN, Class A, 6.01%, 06/10/2037 <sup>(a)</sup> | Computershare Corporate Trust, Series 2024-SVEN, Class A, 6.01%, 06/10/2037 <sup>(a)</sup> | 1000000 | 1040891 |
|  ELP Commercial Mortgage Trust, Series 2021-ELP, Class B, 5.39% (1 mo. Term SOFR + 1.23%), 11/15/2038, (1.12% Floor) <sup>(a)</sup> | ELP Commercial Mortgage Trust, Series 2021-ELP, Class B, 5.39% (1 mo. Term SOFR + 1.23%), 11/15/2038, (1.12% Floor) <sup>(a)</sup> | 5355377 | 5350357 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |
| &nbsp;&nbsp; Series 2022-R03, Class 1M2, 7.86% (30 day avg SOFR US + 3.50%), 03/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R03, Class 1M2, 7.86% (30 day avg SOFR US + 3.50%), 03/25/2042, (0.00% Floor) <sup>(a)</sup> | 4790000 | 4941172 |
| &nbsp;&nbsp; Series 2022-R04, Class 1M2, 7.46% (30 day avg SOFR US + 3.10%), 03/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R04, Class 1M2, 7.46% (30 day avg SOFR US + 3.10%), 03/25/2042, (0.00% Floor) <sup>(a)</sup> | 3350000 | 3441589 |
| &nbsp;&nbsp; Series 2022-R05, Class 2M2, 7.36% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R05, Class 2M2, 7.36% (30 day avg SOFR US + 3.00%), 04/25/2042, (0.00% Floor) <sup>(a)</sup> | 380000 | 390164 |
| &nbsp;&nbsp; Series 2022-R06, Class 1M2, 8.21% (30 day avg SOFR US + 3.85%), 05/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R06, Class 1M2, 8.21% (30 day avg SOFR US + 3.85%), 05/25/2042, (0.00% Floor) <sup>(a)</sup> | 1675000 | 1742427 |
| &nbsp;&nbsp; Series 2022-R07, Class 1M2, 9.01% (30 day avg SOFR US + 4.65%), 06/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R07, Class 1M2, 9.01% (30 day avg SOFR US + 4.65%), 06/25/2042, (0.00% Floor) <sup>(a)</sup> | 4255706 | 4501416 |
| &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.96% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.96% (30 day avg SOFR US + 3.60%), 07/25/2042, (0.00% Floor) <sup>(a)</sup> | 6105000 | 6349200 |
| &nbsp;&nbsp; Series 2023-R01, Class 1M2, 8.11% (30 day avg SOFR US + 3.75%), 12/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R01, Class 1M2, 8.11% (30 day avg SOFR US + 3.75%), 12/25/2042, (0.00% Floor) <sup>(a)</sup> | 4400000 | 4620000 |
| &nbsp;&nbsp; Series 2023-R02, Class 1M2, 7.71% (30 day avg SOFR US + 3.35%), 01/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R02, Class 1M2, 7.71% (30 day avg SOFR US + 3.35%), 01/25/2043, (0.00% Floor) <sup>(a)</sup> | 5000000 | 5218750 |
| &nbsp;&nbsp; Series 2023-R04, Class 1M2, 7.91% (30 day avg SOFR US + 3.55%), 05/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R04, Class 1M2, 7.91% (30 day avg SOFR US + 3.55%), 05/25/2043, (0.00% Floor) <sup>(a)</sup> | 5302000 | 5590323 |
| &nbsp;&nbsp; Series 2023-R05, Class 1M2, 7.46% (30 day avg SOFR US + 3.10%), 06/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R05, Class 1M2, 7.46% (30 day avg SOFR US + 3.10%), 06/25/2043, (0.00% Floor) <sup>(a)</sup> | 1875000 | 1947656 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 7.06% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R06, Class 1M2, 7.06% (30 day avg SOFR US + 2.70%), 07/25/2043, (0.00% Floor) <sup>(a)</sup> | 3060000 | 3161764 |
| &nbsp;&nbsp; Series 2023-R08, Class 1M2, 6.86% (30 day avg SOFR US + 2.50%), 10/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-R08, Class 1M2, 6.86% (30 day avg SOFR US + 2.50%), 10/25/2043, (0.00% Floor) <sup>(a)</sup> | 740000 | 759299 |
| &nbsp;&nbsp; Series 2024-R02, Class 1M2, 6.16% (30 day avg SOFR US + 1.80%), 02/25/2044, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-R02, Class 1M2, 6.16% (30 day avg SOFR US + 1.80%), 02/25/2044, (0.00% Floor) <sup>(a)</sup> | 530000 | 534359 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |
| &nbsp;&nbsp; Series 2022-DNA5, Class M1B, 8.86% (30 day avg SOFR US + 4.50%), 06/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA5, Class M1B, 8.86% (30 day avg SOFR US + 4.50%), 06/25/2042, (0.00% Floor) <sup>(a)</sup> | 7820000 | 8271565 |
| &nbsp;&nbsp; Series 2022-DNA6, Class M1B, 8.06% (30 day avg SOFR US + 3.70%), 09/25/2042, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-DNA6, Class M1B, 8.06% (30 day avg SOFR US + 3.70%), 09/25/2042, (0.00% Floor) <sup>(a)</sup> | 3010000 | 3163329 |
| &nbsp;&nbsp; Series 2023-DNA1, Class M1B, 7.45% (30 day avg SOFR US + 3.10%), 03/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-DNA1, Class M1B, 7.45% (30 day avg SOFR US + 3.10%), 03/25/2043, (0.00% Floor) <sup>(a)</sup> | 2085000 | 2166682 |
| &nbsp;&nbsp; Series 2023-DNA2, Class M1B, 7.60% (30 day avg SOFR US + 3.25%), 04/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-DNA2, Class M1B, 7.60% (30 day avg SOFR US + 3.25%), 04/25/2043, (0.00% Floor) <sup>(a)</sup> | 5210000 | 5453101 |
| &nbsp;&nbsp; Series 2023-HQA1, Class M1B, 7.86% (30 day avg SOFR US + 3.50%), 05/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-HQA1, Class M1B, 7.86% (30 day avg SOFR US + 3.50%), 05/25/2043, (0.00% Floor) <sup>(a)</sup> | 10230000 | 10786397 |
| &nbsp;&nbsp; Series 2023-HQA3, Class M2, 7.71% (30 day avg SOFR US + 3.35%), 11/25/2043, (0.00% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-HQA3, Class M2, 7.71% (30 day avg SOFR US + 3.35%), 11/25/2043, (0.00% Floor) <sup>(a)</sup> | 4150000 | 4377438 |
|  FRESB Multifamily Structured Pass Through Certificates, Series 2016-SB23, Class A10F, 2.31%, 09/25/2026 <sup>(b)</sup> | FRESB Multifamily Structured Pass Through Certificates, Series 2016-SB23, Class A10F, 2.31%, 09/25/2026 <sup>(b)</sup> | 801946 | 790880 |
|  GS Mortgage Securities Corp. II, Series 2017-GS6, Class A3, 3.43%, 05/10/2050 | GS Mortgage Securities Corp. II, Series 2017-GS6, Class A3, 3.43%, 05/10/2050 | 2000000 | 1970085 |
|  GS Mortgage-Backed Securities Trust, Series 2021-NQM1, Class A3, 1.53%, 07/25/2061 <sup>(a)(b)</sup> | GS Mortgage-Backed Securities Trust, Series 2021-NQM1, Class A3, 1.53%, 07/25/2061 <sup>(a)(b)</sup> | 917672 | 836558 |
|  GSAT Trust 2025-BMF, Series 2025-BMF, Class A, 5.65% (1 mo. Term SOFR + 1.50%), 07/15/2040, (1.50% Floor) <sup>(a)</sup> | GSAT Trust 2025-BMF, Series 2025-BMF, Class A, 5.65% (1 mo. Term SOFR + 1.50%), 07/15/2040, (1.50% Floor) <sup>(a)</sup> | 2900000 | 2899834 |
|  KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.69% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(a)</sup> | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, 5.69% (1 mo. Term SOFR + 1.54%), 12/15/2039, (1.54% Floor) <sup>(a)</sup> | 687490 | 687274 |
|  Ladder Capital Commercial Mortgage Securities LLC, Series 2013-GCP, Class A1, 3.57%, 02/15/2036 <sup>(a)</sup> | Ladder Capital Commercial Mortgage Securities LLC, Series 2013-GCP, Class A1, 3.57%, 02/15/2036 <sup>(a)</sup> | 913333 | 887971 |
|  MCR Mortgage Trust, Series 2024-HTL, Class A, 5.91% (1 mo. Term SOFR + 1.76%), 02/15/2037, (1.76% Floor) <sup>(a)</sup> | MCR Mortgage Trust, Series 2024-HTL, Class A, 5.91% (1 mo. Term SOFR + 1.76%), 02/15/2037, (1.76% Floor) <sup>(a)</sup> | 946688 | 946688 |
|  MILE Trust 2025-STNE, Series 2025-STNE, Class A, 5.65% (1 mo. Term SOFR + 1.50%), 07/15/2042, (1.50% Floor) <sup>(a)</sup> | MILE Trust 2025-STNE, Series 2025-STNE, Class A, 5.65% (1 mo. Term SOFR + 1.50%), 07/15/2042, (1.50% Floor) <sup>(a)</sup> | 3100000 | 3100969 |
|  Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class A, 3.89%, 08/15/2038 <sup>(a)</sup> | Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class A, 3.89%, 08/15/2038 <sup>(a)</sup> | 3700000 | 3602334 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2016-1A, Class A1, 3.75%, 03/25/2056 <sup>(a)(b)</sup> | &nbsp;&nbsp; Series 2016-1A, Class A1, 3.75%, 03/25/2056 <sup>(a)(b)</sup> | 455810 | 441334 |
| &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 <sup>(a)(b)</sup> | &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 <sup>(a)(b)</sup> | 680040 | 660875 |
| NRTH PARK Mortgage Trust | NRTH PARK Mortgage Trust | NRTH PARK Mortgage Trust | NRTH PARK Mortgage Trust |
| &nbsp;&nbsp; Series 2024-PARK, Class A, 5.79% (1 mo. Term SOFR + 1.64%), 03/15/2039, (1.64% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-PARK, Class A, 5.79% (1 mo. Term SOFR + 1.64%), 03/15/2039, (1.64% Floor) <sup>(a)</sup> | 2570000 | 2564366 |
| &nbsp;&nbsp; Series 2025-PARK, Class A, 5.54% (1 mo. Term SOFR + 1.39%), 10/15/2040, (1.39% Floor) <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-PARK, Class A, 5.54% (1 mo. Term SOFR + 1.39%), 10/15/2040, (1.39% Floor) <sup>(a)</sup> | 6070000 | 6054825 |
|  NYC Commercial Mortgage Trust, Series 2024-3ELV, Class A, 6.14% (1 mo. Term SOFR + 1.99%), 08/15/2029, (1.99% Floor) <sup>(a)</sup> | NYC Commercial Mortgage Trust, Series 2024-3ELV, Class A, 6.14% (1 mo. Term SOFR + 1.99%), 08/15/2029, (1.99% Floor) <sup>(a)</sup> | 5650000 | 5664135 |
|  ONNI Commerical Mortgage Trust, Series 2024-APT, Class A, 5.75%, 07/15/2039 <sup>(a)(b)</sup> | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A, 5.75%, 07/15/2039 <sup>(a)(b)</sup> | 1600000 | 1637145 |
|  PKHL Commercial Mortgage Trust, Series 2021-MF, Class A, 5.15% (1 mo. Term SOFR + 0.99%), 07/15/2038, (0.88% Floor) <sup>(a)</sup> | PKHL Commercial Mortgage Trust, Series 2021-MF, Class A, 5.15% (1 mo. Term SOFR + 0.99%), 07/15/2038, (0.88% Floor) <sup>(a)</sup> | 5750000 | 5401923 |
|  SCG Mortgage Trust, Series 2025-SNIP, Class A, 5.75% (1 mo. Term SOFR + 1.50%), 09/15/2030, (1.50% Floor) <sup>(a)</sup> | SCG Mortgage Trust, Series 2025-SNIP, Class A, 5.75% (1 mo. Term SOFR + 1.50%), 09/15/2030, (1.50% Floor) <sup>(a)</sup> | 4750000 | 4752977 |
|  SMR Mortgage Trust, Series 2022-IND, Class A, 5.80% (1 mo. Term SOFR + 1.65%), 02/15/2039, (1.65% Floor) <sup>(a)</sup> | SMR Mortgage Trust, Series 2022-IND, Class A, 5.80% (1 mo. Term SOFR + 1.65%), 02/15/2039, (1.65% Floor) <sup>(a)</sup> | 1922922 | 1922135 |
|  TX Trust, Series 2024-HOU, Class A, 5.74% (1 mo. Term SOFR + 1.59%), 06/15/2039, (1.59% Floor) <sup>(a)</sup> | TX Trust, Series 2024-HOU, Class A, 5.74% (1 mo. Term SOFR + 1.59%), 06/15/2039, (1.59% Floor) <sup>(a)</sup> | 2000000 | 1996602 |
|  WF-RBS Commercial Mortgage Trust, Series 2014-C22, Class AS, 4.07%, 09/15/2057 <sup>(b)</sup> | WF-RBS Commercial Mortgage Trust, Series 2014-C22, Class AS, 4.07%, 09/15/2057 <sup>(b)</sup> | 303800 | 288620 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $179,280,105) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $179,280,105) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $179,280,105) | 179109097 |
| **ASSET-BACKED SECURITIES - 9.4%** | **ASSET-BACKED SECURITIES - 9.4%** | **Par** | **Value**  |
| American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. |
| &nbsp;&nbsp; Series 2024-1, Class A, 5.23%, 04/15/2029 | &nbsp;&nbsp; Series 2024-1, Class A, 5.23%, 04/15/2029 | 9350000 | 9544022 |
| &nbsp;&nbsp; Series 2025-2, Class A, 4.28%, 04/15/2030 | &nbsp;&nbsp; Series 2025-2, Class A, 4.28%, 04/15/2030 | 570000 | 575460 |
|  Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-W6, Class M1, 5.32% (1 mo. Term SOFR + 1.16%), 01/25/2034, (1.05% Floor) | Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-W6, Class M1, 5.32% (1 mo. Term SOFR + 1.16%), 01/25/2034, (1.05% Floor) | 559702 | 594777 |
|  Bank of America Auto Trust, Series 2024-1A, Class A3, 5.35%, 11/15/2028 <sup>(a)</sup> | Bank of America Auto Trust, Series 2024-1A, Class A3, 5.35%, 11/15/2028 <sup>(a)</sup> | 5225000 | 5276513 |
|  CarMax Auto Owner Trust, Series 2024-4, Class A3, 4.60%, 10/15/2029 | CarMax Auto Owner Trust, Series 2024-4, Class A3, 4.60%, 10/15/2029 | 11090000 | 11207117 |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |
| &nbsp;&nbsp; Series 2022-P3, Class A3, 4.61%, 11/10/2027 | &nbsp;&nbsp; Series 2022-P3, Class A3, 4.61%, 11/10/2027 | 1328853 | 1329973 |
| &nbsp;&nbsp; Series 2024-P4, Class A3, 4.64%, 01/10/2030 | &nbsp;&nbsp; Series 2024-P4, Class A3, 4.64%, 01/10/2030 | 265000 | 266619 |
|  CNH Equipment Trust, Series 2024-C, Class A3, 4.03%, 01/15/2030 | CNH Equipment Trust, Series 2024-C, Class A3, 4.03%, 01/15/2030 | 2775000 | 2780855 |
|  DB Master Finance Parent LLC, Series 2021-1A, Class A2I, 2.05%, 11/20/2051 <sup>(a)</sup> | DB Master Finance Parent LLC, Series 2021-1A, Class A2I, 2.05%, 11/20/2051 <sup>(a)</sup> | 3946250 | 3841550 |
|  Elara Depositor LLC, Series 2021-A, Class A, 1.36%, 08/27/2035 <sup>(a)</sup> | Elara Depositor LLC, Series 2021-A, Class A, 1.36%, 08/27/2035 <sup>(a)</sup> | 729176 | 694892 |
| Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. |
| &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | 4000000 | 4047667 |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 4440000 | 4532211 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| &nbsp;&nbsp; Series 2024-A, Class A3, 5.09%, 12/15/2028 | &nbsp;&nbsp; Series 2024-A, Class A3, 5.09%, 12/15/2028 | 3825000 | 3866534 |
| &nbsp;&nbsp; Series 2024-C, Class A3, 4.07%, 07/15/2029 | &nbsp;&nbsp; Series 2024-C, Class A3, 4.07%, 07/15/2029 | 8075000 | 8098359 |
| &nbsp;&nbsp; Series 2024-D, Class A3, 4.61%, 08/15/2029 | &nbsp;&nbsp; Series 2024-D, Class A3, 4.61%, 08/15/2029 | 3400000 | 3440186 |
|  GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A3, 5.10%, 03/16/2029 | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A3, 5.10%, 03/16/2029 | 5170000 | 5217907 |
|  GM Financial Leasing Trust, Series 2024-2, Class A3, 5.39%, 07/20/2027 | GM Financial Leasing Trust, Series 2024-2, Class A3, 5.39%, 07/20/2027 | 12820000 | 12910046 |
| Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. |
| &nbsp;&nbsp; Series 2019-AA, Class A, 2.34%, 07/25/2033 <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-AA, Class A, 2.34%, 07/25/2033 <sup>(a)</sup> | 396912 | 393783 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.50%, 03/25/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-2A, Class A, 5.50%, 03/25/2038 <sup>(a)</sup> | 2683053 | 2716393 |
|  Honda Auto Receivables Owner Trust, Series 2024-1, Class A3, 5.21%, 08/15/2028 | Honda Auto Receivables Owner Trust, Series 2024-1, Class A3, 5.21%, 08/15/2028 | 3390375 | 3422053 |
| Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. |
| &nbsp;&nbsp; Series 2019-2A, Class A, 2.22%, 10/20/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-2A, Class A, 2.22%, 10/20/2038 <sup>(a)</sup> | 271273 | 269359 |
| &nbsp;&nbsp; Series 2021-1WA, Class A, 1.14%, 01/22/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-1WA, Class A, 1.14%, 01/22/2041 <sup>(a)</sup> | 652594 | 628979 |
| MVW Owner Trust | MVW Owner Trust | MVW Owner Trust | MVW Owner Trust |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.32%, 02/20/2043 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-1A, Class A, 5.32%, 02/20/2043 <sup>(a)</sup> | 3369925 | 3432710 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.97%, 09/22/2042 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-1A, Class A, 4.97%, 09/22/2042 <sup>(a)</sup> | 4381112 | 4437421 |
|  Navient Student Loan Trust, Series 2021-A, Class A, 0.84%, 05/15/2069 <sup>(a)</sup> | Navient Student Loan Trust, Series 2021-A, Class A, 0.84%, 05/15/2069 <sup>(a)</sup> | 1079367 | 987627 |
|  Planet Fitness SPV Guarantor LLC, Series 2022-1A, Class A2I, 3.25%, 12/05/2051 <sup>(a)</sup> | Planet Fitness SPV Guarantor LLC, Series 2022-1A, Class A2I, 3.25%, 12/05/2051 <sup>(a)</sup> | 2470400 | 2426896 |
|  Porsche Financial Auto Securitization Trust, Series 2024-1A, Class A3, 4.44%, 01/22/2030 <sup>(a)</sup> | Porsche Financial Auto Securitization Trust, Series 2024-1A, Class A3, 4.44%, 01/22/2030 <sup>(a)</sup> | 1500000 | 1506311 |
|  Sierra Timeshare Conduit Receivables Funding LLC, Series 2023-2A, Class A, 5.80%, 04/20/2040 <sup>(a)</sup> | Sierra Timeshare Conduit Receivables Funding LLC, Series 2023-2A, Class A, 5.80%, 04/20/2040 <sup>(a)</sup> | 389467 | 398351 |
|  SoFi Professional Loan Program LLC, Series 2021-B, Class AFX, 1.14%, 02/15/2047 <sup>(a)</sup> | SoFi Professional Loan Program LLC, Series 2021-B, Class AFX, 1.14%, 02/15/2047 <sup>(a)</sup> | 1049002 | 920406 |
|  Synchrony Bank, Series 2024-A1, Class A, 5.04%, 03/15/2030 | Synchrony Bank, Series 2024-A1, Class A, 5.04%, 03/15/2030 | 1300000 | 1319318 |
|  Taco Bell Corp., Series 2021-1A, Class A2I, 1.95%, 08/25/2051 <sup>(a)</sup> | Taco Bell Corp., Series 2021-1A, Class A2I, 1.95%, 08/25/2051 <sup>(a)</sup> | 5767275 | 5570320 |
| Tesla Auto Lease Trust | Tesla Auto Lease Trust | Tesla Auto Lease Trust | Tesla Auto Lease Trust |
| &nbsp;&nbsp; Series 2024-A, Class A3, 5.30%, 06/21/2027 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-A, Class A3, 5.30%, 06/21/2027 <sup>(a)</sup> | 3121272 | 3131141 |
| &nbsp;&nbsp; Series 2024-B, Class A3, 4.82%, 10/20/2027 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-B, Class A3, 4.82%, 10/20/2027 <sup>(a)</sup> | 3730000 | 3754020 |
|  T-Mobile US Trust, Series 2024-1A, Class A, 5.05%, 09/20/2029 <sup>(a)</sup> | T-Mobile US Trust, Series 2024-1A, Class A, 5.05%, 09/20/2029 <sup>(a)</sup> | 2140000 | 2160142 |
| Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2022-C, Class A3, 3.76%, 04/15/2027 | &nbsp;&nbsp; Series 2022-C, Class A3, 3.76%, 04/15/2027 | 808576 | 807633 |
| &nbsp;&nbsp; Series 2024-B, Class A3, 5.33%, 01/16/2029 | &nbsp;&nbsp; Series 2024-B, Class A3, 5.33%, 01/16/2029 | 11650000 | 11832438 |
|  Toyota Lease Owner Trust, Series 2024-A, Class A3, 5.25%, 04/20/2027 <sup>(a)</sup> | Toyota Lease Owner Trust, Series 2024-A, Class A3, 5.25%, 04/20/2027 <sup>(a)</sup> | 4573637 | 4595518 |
|  Volkswagen Auto Lease Trust, Series 2024-A, Class A3, 5.21%, 06/21/2027 | Volkswagen Auto Lease Trust, Series 2024-A, Class A3, 5.21%, 06/21/2027 | 4750000 | 4792385 |
|  World Omni Automobile Lease Securitization Trust, Series 2024-A, Class A3, 5.26%, 10/15/2027 | World Omni Automobile Lease Securitization Trust, Series 2024-A, Class A3, 5.26%, 10/15/2027 | 6720000 | 6787098 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $143,679,333) | **TOTAL ASSET-BACKED SECURITIES** (Cost $143,679,333) | **TOTAL ASSET-BACKED SECURITIES** (Cost $143,679,333) | 144514990 |
| **U.S. GOVERNMENT AGENCY ISSUES - 6.9%** | **U.S. GOVERNMENT AGENCY ISSUES - 6.9%** | **Par** | **Value**  |
|  Federal Farm Credit Banks Funding Corp, 4.75%, 12/14/2026 | Federal Farm Credit Banks Funding Corp, 4.75%, 12/14/2026 | 3725000 | 3769566 |
| Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. |
| &nbsp;&nbsp; 4.63%, 03/05/2026 | &nbsp;&nbsp; 4.63%, 03/05/2026 | 13745000 | 13791228 |
| &nbsp;&nbsp; 4.50%, 08/14/2026 | &nbsp;&nbsp; 4.50%, 08/14/2026 | 11900000 | 11969380 |
| Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks |
| &nbsp;&nbsp; 0.60%, 02/12/2026 | &nbsp;&nbsp; 0.60%, 02/12/2026 | 7100000 | 7012406 |
| &nbsp;&nbsp; 1.10%, 02/25/2028 | &nbsp;&nbsp; 1.10%, 02/25/2028 | 11160000 | 10457521 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 1.88%, 09/24/2026 | &nbsp;&nbsp; 1.88%, 09/24/2026 | 26835000 | 26361762 |
| &nbsp;&nbsp; 0.75%, 10/08/2027 | &nbsp;&nbsp; 0.75%, 10/08/2027 | 34505000 | 32584750 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $104,835,998) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $104,835,998) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $104,835,998) | 105946613 |
| **TOTAL INVESTMENTS - 84.1% (**Cost $1,278,018,881**)** | **TOTAL INVESTMENTS - 84.1% (**Cost $1,278,018,881**)** | **TOTAL INVESTMENTS - 84.1% (**Cost $1,278,018,881**)** | $1293873427 |
| Money Market Deposit Account - 3.8% <sup>(c)(d)</sup> | Money Market Deposit Account - 3.8% <sup>(c)(d)</sup> | Money Market Deposit Account - 3.8% <sup>(c)(d)</sup> | 58506144 |
| Other Assets in Excess of Liabilities - 12.1%<sup>(e)</sup> | Other Assets in Excess of Liabilities - 12.1%<sup>(e)</sup> | Other Assets in Excess of Liabilities - 12.1%<sup>(e)</sup> | 186748384 |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $1539127955 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of September 30, 2025, the value of these securities total $283,476,697 or 18.4% of the Fund's net assets.

(b) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of September 30, 2025.

(c) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on
 market conditions and is subject to change daily. The rate as of September 30, 2025 was 3.95%.

(d) A portion of this deposit account is pledged as collateral for derivative contracts. As of the reporting date, the value of this collateral totals $14,194.

(e) Includes assets pledged as collateral for derivative contracts. As of the reporting date, the value of these assets totals $190,574,026.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** |
| **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Description** | **Contracts**<br> **Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 968 | 12/14/2026 | $278367479 | $(382072) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 1975 | 03/16/2027 | 478468438 | (103911) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 1 | 06/15/2027 | 242288 | (214) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 53 | 09/14/2027 | 12839250 | (17635) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 60 | 12/14/2027 | 14529750 | (32509) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 26 | 03/14/2028 | 6293300 | (14017) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 4 | 10/17/2025 | 268105 | 3370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 4 | 11/05/2025 | 268117 | 5874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 11/11/2025 | 67029 | 1175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 11/18/2025 | 66979 | 2484 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 2 | 11/26/2025 | 133997 | 3683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 12/18/2025 | 66978 | 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 66973 | 462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee | 87 | 12/18/2025 | 12229481 | 350594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 10 Year Bonds | 650 | 12/15/2025 | 48753074 | (233455) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar | 207 | 12/15/2025 | 13707540 | 62357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 356 | 10/31/2025 | 23506680 | (516103) |
| &nbsp;&nbsp;&nbsp;&nbsp;CAC40 10 Euro Index | 298 | 10/17/2025 | 27622072 | 303543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | 945 | 12/18/2025 | 83153481 | 90415 |
| &nbsp;&nbsp;&nbsp;&nbsp;CME Bitcoin Reference Rate (BRR) | 46 | 10/31/2025 | 26492550 | 608450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper | 28 | 12/29/2025 | 3399550 | (23262) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 3 | 10/08/2025 | 767782 | 43412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 10/22/2025 | 256230 | 7717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 10/29/2025 | 256338 | 15395 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 2 | 11/03/2025 | 512735 | 28118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 11/26/2025 | 256601 | 12011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/02/2025 | 256614 | 9058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 256637 | (1961) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 160 | 10/21/2025 | 9979200 | (252741) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | 116 | 12/12/2025 | 3444504 | (407597) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Jones Industrial Average Index | 236 | 12/19/2025 | 55093020 | 470544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ether Dollar Reference Rate | 30 | 10/31/2025 | 6287250 | 104806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro | 51 | 12/15/2025 | 7517400 | 2385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro BUXL 30 Year Bonds | 63 | 12/08/2025 | 8467555 | (4994) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Quanto Index | 619 | 12/19/2025 | 40268612 | 582985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | 297 | 12/08/2025 | 41079625 | 4268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | 229 | 12/08/2025 | 32219971 | 15823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 367 | 12/08/2025 | 55397934 | 39846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | 203 | 12/08/2025 | 25496847 | (9330) |
| &nbsp;&nbsp;&nbsp;&nbsp;French Government Bonds | 200 | 12/08/2025 | 28494276 | 2455 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE 100 Index | 872 | 12/19/2025 | 110326676 | 1322556 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE China A50 Index | 233 | 10/30/2025 | 3521795 | (14390) |
| &nbsp;&nbsp;&nbsp;&nbsp;German Stock Index | 45 | 12/19/2025 | 31713971 | 375127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold | 235 | 12/29/2025 | 91020200 | 6411275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng China Enterprises Index | 202 | 10/30/2025 | 12428453 | 143782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng Index | 360 | 10/30/2025 | 62248665 | 720981 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBEX 35 Index | 1 | 10/17/2025 | 182073 | (211) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | 197 | 03/16/2027 | 63848480 | (20519) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | 7 | 12/15/2025 | 6427494 | (11111) |
| &nbsp;&nbsp;&nbsp;&nbsp;KOSPI 200 Index | 141 | 12/11/2025 | 11955178 | 147613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 11/11/2025 | 49178 | (1101) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 10 | 12/12/2025 | 354900 | (9598) |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | 6 | 12/31/2025 | 563460 | (565) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | 181 | 12/15/2025 | 12131027 | 282523 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | 168 | 12/15/2025 | 43140004 | 1681029 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Lead<sup>(a)</sup> | 10 | 12/15/2025 | 495493 | (8866) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | 19 | 12/15/2025 | 1733989 | (17022) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | 119 | 12/15/2025 | 8833191 | 337592 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | 137 | 12/29/2025 | 16737382 | 2988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 473 | 11/12/2025 | 32495100 | 130896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 13 | 12/11/2025 | 875550 | 2210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 5 | 01/12/2026 | 332375 | 919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexican Peso | 684 | 12/15/2025 | 18509040 | 27300 |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Singapore Index | 113 | 10/30/2025 | 3918799 | (1660) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq 100 Index | 184 | 12/19/2025 | 91638440 | 1361737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | 17 | 10/29/2025 | 561510 | 20228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 11/04/2025 | 90797 | (151) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 11/26/2025 | 91006 | (229) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 91335 | (1268) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/30/2025 | 91410 | (188) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 201 | 12/11/2025 | 61148798 | 1415425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 126 | 12/11/2025 | 19129831 | (86281) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 232 | 10/31/2025 | 22646030 | 77346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Platinum | 33 | 01/28/2026 | 2649405 | 70867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 236 | 10/31/2025 | 19053838 | (143412) |
| &nbsp;&nbsp;&nbsp;&nbsp;Russell 2000 Index | 302 | 12/19/2025 | 37078050 | 392550 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | 278 | 12/19/2025 | 93668625 | 1026436 |
| &nbsp;&nbsp;&nbsp;&nbsp;SGX FTSE Taiwan Index | 111 | 10/30/2025 | 9493830 | 39112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Silver | 216 | 12/29/2025 | 50371200 | 4783942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swiss Franc | 5 | 12/15/2025 | 792063 | (304) |
| &nbsp;&nbsp;&nbsp;&nbsp;TOPIX Index | 308 | 12/11/2025 | 65417588 | 510110 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 1732 | 12/19/2025 | 194849998 | (488726) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 573 | 12/31/2025 | 119412305 | (240315) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 1693 | 12/31/2025 | 184867665 | (415195) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 329 | 12/19/2025 | 38359344 | (73128) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | 39 | 12/19/2025 | 4682438 | 19613 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Cocoa | 2 | 12/15/2025 | 134980 | (5735) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 10/06/2025 | 75093 | 7179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 11/14/2025 | 74464 | 4877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 11/26/2025 | 74358 | 4849 |
|  |  |  |  | $20552845 |
|  |  |  |  | – |
| **Description** | **Contracts**<br> **Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year Japanese Government Bonds | (14) | 12/12/2025 | $1285215 | $9361 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | (2) | 12/19/2025 | 230156 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (96) | 06/15/2026 | 27622190 | 16540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (39) | 09/14/2026 | 11219797 | 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (15) | 12/14/2026 | 4313546 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (8) | 03/15/2027 | 2299149 | 321 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (17) | 06/14/2027 | 4882697 | 1110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (15) | 09/13/2027 | 4305621 | 1346 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (14) | 12/13/2027 | 4016114 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (170) | 09/15/2026 | 41103875 | (27697) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (90) | 12/15/2026 | 21791250 | (14256) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (38) | 03/16/2027 | 9205975 | (4598) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (5) | 06/20/2028 | 1209625 | (399) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (4) | 10/17/2025 | 268105 | (3862) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (4) | 11/05/2025 | 268117 | (6973) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 11/11/2025 | 67029 | (1695) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 11/18/2025 | 66979 | (2793) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (2) | 11/26/2025 | 133997 | (3375) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 12/18/2025 | 66978 | (836) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 12/22/2025 | 66972 | (641) |
| &nbsp;&nbsp;&nbsp;&nbsp;ASX SPI 200 Index | (6) | 12/18/2025 | 880689 | 2674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austrailian Government 10 Year Bonds | (174) | 12/15/2025 | 13050824 | (57202) |
| &nbsp;&nbsp;&nbsp;&nbsp;Austrailian Government 3 Year Bonds | (410) | 12/15/2025 | 28985545 | (4732) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar | (118) | 12/15/2025 | 7813960 | (4060) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (15) | 10/31/2025 | 990450 | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (18) | 11/28/2025 | 1181160 | 2679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (5) | 12/30/2025 | 326600 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (3) | 01/30/2026 | 195420 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (4) | 02/27/2026 | 260240 | (35) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (1) | 03/31/2026 | 65020 | (151) |
| &nbsp;&nbsp;&nbsp;&nbsp;British Pound | (206) | 12/15/2025 | 17318162 | (99768) |
| &nbsp;&nbsp;&nbsp;&nbsp;CAC40 10 Euro Index | (61) | 10/17/2025 | 5654183 | (62411) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Dollar | (834) | 12/16/2025 | 60131400 | 143344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper | (25) | 12/29/2025 | 3035312 | (90034) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (3) | 10/08/2025 | 767782 | (41022) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 10/22/2025 | 256230 | (9250) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 10/29/2025 | 256338 | (15914) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (2) | 11/03/2025 | 512735 | (30873) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 11/26/2025 | 256601 | (12581) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 12/02/2025 | 256614 | (8841) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 12/22/2025 | 256637 | (4274) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | (1211) | 12/12/2025 | 25158525 | 1003931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 | (179) | 12/08/2025 | 5886415 | 120275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | (25) | 10/21/2025 | 1559250 | 7494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | (24) | 11/20/2025 | 1487040 | 10777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | (5) | 12/19/2025 | 308400 | 921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | (1) | 03/20/2026 | 61290 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | (120) | 12/12/2025 | 3563280 | 113798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dollar Index | (58) | 12/15/2025 | 5652158 | (4972) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Jones Industrial Average Index | (69) | 12/19/2025 | 16107705 | (103338) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro | (58) | 12/15/2025 | 8549200 | (26705) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro BUXL 30 Year Bonds | (5) | 12/08/2025 | 672028 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | (806) | 12/08/2025 | 111482078 | (32442) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (581) | 12/08/2025 | 87700816 | (359245) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (3125) | 12/08/2025 | 392500734 | 112418 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Government Bonds | (45) | 12/08/2025 | 6411212 | (4981) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE/JSE Top 40 Index | (22) | 12/18/2025 | 1301350 | (35305) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE/MIB Index | (3) | 12/19/2025 | 748353 | (7325) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat | (250) | 12/12/2025 | 6221875 | 387799 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (56) | 09/15/2026 | 18138525 | (624) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (28) | 12/15/2026 | 9073499 | (951) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (6) | 03/16/2027 | 1944624 | (594) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (5) | 06/15/2027 | 1620268 | (526) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (1) | 09/14/2027 | 323953 | (68) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (7) | 12/14/2027 | 2266845 | (326) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (6) | 03/14/2028 | 1942405 | (409) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE European Climate Exchange Emissions | (13) | 12/15/2025 | 1155691 | 1961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (119) | 12/15/2025 | 109267404 | 1000966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese Yen | (470) | 12/15/2025 | 40032250 | (345221) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 11/11/2025 | 49178 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | (28) | 12/12/2025 | 993720 | 1923 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Cocoa | (34) | 12/11/2025 | 2162867 | 303543 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | (54) | 12/15/2025 | 3619202 | (75325) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | (50) | 12/15/2025 | 12839287 | (529761) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Lead<sup>(a)</sup> | (11) | 12/15/2025 | 545042 | 2874 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | (22) | 12/15/2025 | 2007777 | (967) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | (45) | 12/15/2025 | 3340282 | (152980) |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | (550) | 12/29/2025 | 67193867 | (148570) |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI EAFE Index | (43) | 12/19/2025 | 5988395 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Emerging Markets Index | (51) | 12/19/2025 | 3467235 | (8831) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq 100 Index | (17) | 12/19/2025 | 8466595 | (22798) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (280) | 10/29/2025 | 9248400 | (57161) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (25) | 10/30/2025 | 663807 | 4178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (10) | 11/25/2025 | 388000 | (6799) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (24) | 12/29/2025 | 1002480 | 4154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (17) | 01/28/2026 | 676430 | (7132) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (11) | 02/25/2026 | 398530 | (3701) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Dollar | (273) | 12/15/2025 | 15873585 | (27379) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 11/04/2025 | 90797 | (74) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 11/26/2025 | 91006 | (206) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 12/22/2025 | 91335 | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 12/30/2025 | 91410 | (97) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nifty 50 Index | (78) | 10/28/2025 | 3862794 | 33758 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | (10) | 11/28/2025 | 966126 | 1515 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | (4) | 12/31/2025 | 383578 | 1043 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | (1) | 01/30/2026 | 95315 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | (41) | 10/31/2025 | 3310201 | 8326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | (31) | 11/28/2025 | 2440859 | 8436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | (11) | 12/31/2025 | 855254 | 2588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | (5) | 01/30/2026 | 389550 | 1516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Russell 2000 Index | (138) | 12/19/2025 | 16942950 | (13953) |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | (42) | 12/19/2025 | 14151375 | (40022) |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P Mid Cap 400 Index | (15) | 12/19/2025 | 4929300 | 19925 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P/Toronto Stock Exchange 60 Index | (13) | 12/18/2025 | 3311978 | (11731) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sao Paulo Stock Exchange Index(Bovespa) | (30) | 10/15/2025 | 829431 | (1130) |
| &nbsp;&nbsp;&nbsp;&nbsp;SET50 Index | (181) | 12/29/2025 | 911340 | 3066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal | (477) | 12/12/2025 | 13036410 | 537072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | (671) | 11/14/2025 | 33608712 | 742212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | (404) | 02/27/2026 | 7511168 | (41606) |
| &nbsp;&nbsp;&nbsp;&nbsp;Swiss Franc | (45) | 12/15/2025 | 7128563 | (8862) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (806) | 12/31/2025 | 167969141 | (91109) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | (619) | 12/31/2025 | 67591899 | 25980 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (10) | 12/19/2025 | 1200625 | (4550) |
| &nbsp;&nbsp;&nbsp;&nbsp;US Cocoa | (2) | 12/15/2025 | 134980 | (755) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat | (555) | 12/12/2025 | 14097000 | 1432039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 10/06/2025 | 75093 | (7513) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 11/14/2025 | 74464 | (4800) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 11/26/2025 | 74358 | (5171) |
|  |  |  |  | $3373900 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $23926745 |

---

(a) London Metal Exchange ("LME") futures contracts settle on their respective maturity date, and do not have daily cash movements like other futures contracts.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** | **LoCorr Macro Strategies Fund** |
| **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Bank of America | 10/01/2025 | AUD | 914000 | USD | 601268 | $3534 |
| Bank of America | 10/02/2025 | AUD | 1100000 | USD | 726339 | 1553 |
| Bank of America | 12/17/2025 | AUD | 62892000 | USD | 41818501 | (164087) |
| Bank of America | 10/01/2025 | CAD | 14994000 | USD | 10772092 | 2300 |
| Bank of America | 10/15/2025 | CAD | 21910000 | USD | 15758616 | (3147) |
| Bank of America | 12/17/2025 | CAD | 9876000 | USD | 7200737 | (77802) |
| Bank of America | 10/01/2025 | CHF | 339000 | USD | 425838 | 67 |
| Bank of America | 10/02/2025 | CHF | 74000 | USD | 92950 | 32 |
| Bank of America | 12/17/2025 | CHF | 56679000 | USD | 71959869 | (80513) |
| Bank of America | 10/09/2025 | CNH | 38680000 | USD | 5429325 | 793 |
| Bank of America | 10/10/2025 | CNH | 77520000 | USD | 10874558 | 8945 |
| Bank of America | 10/15/2025 | CNH | 453170000 | USD | 63860463 | (213589) |
| Bank of America | 11/19/2025 | CNH | 105040000 | USD | 14782876 | 6513 |
| Bank of America | 10/01/2025 | EUR | 758000 | USD | 888713 | 1274 |
| Bank of America | 10/02/2025 | EUR | 856000 | USD | 1004952 | 160 |
| Bank of America | 10/15/2025 | EUR | 83200000 | USD | 97647633 | 126644 |
| Bank of America | 11/19/2025 | EUR | 3500000 | USD | 4119439 | 2111 |
| Bank of America | 12/17/2025 | EUR | 76866000 | USD | 90608852 | 49341 |
| Bank of America | 10/01/2025 | GBP | 1242000 | USD | 1668806 | 1571 |
| Bank of America | 10/02/2025 | GBP | 101000 | USD | 135783 | 54 |
| Bank of America | 10/15/2025 | GBP | 43850000 | USD | 59208891 | (229514) |
| Bank of America | 11/19/2025 | GBP | 8890000 | USD | 11963212 | (5045) |
| Bank of America | 12/17/2025 | GBP | 62576000 | USD | 84865329 | (699429) |
| Bank of America | 10/01/2025 | JPY | 229441000 | USD | 1544035 | 7612 |
| Bank of America | 10/02/2025 | JPY | 92971000 | USD | 628741 | 63 |
| Bank of America | 10/15/2025 | JPY | 8117000000 | USD | 55082863 | (102742) |
| Bank of America | 12/17/2025 | JPY | 979841000 | USD | 6717266 | (37002) |
| Bank of America | 10/01/2025 | MXN | 6991000 | USD | 381313 | 388 |
| Bank of America | 10/15/2025 | MXN | 807960000 | USD | 43392413 | 652736 |
| Bank of America | 12/17/2025 | MXN | 612138000 | USD | 32625166 | 518375 |
| Bank of America | 10/01/2025 | NZD | 5308000 | USD | 3068767 | 8654 |
| Bank of America | 10/02/2025 | NZD | 6435000 | USD | 3731050 | (99) |
| Bank of America | 12/17/2025 | NZD | 24404000 | USD | 14596844 | (404379) |
| Bank of America | 10/01/2025 | USD | 600081 | AUD | 914000 | (4722) |
| Bank of America | 10/02/2025 | USD | 727485 | AUD | 1100000 | (407) |
| Bank of America | 12/17/2025 | USD | 9889913 | AUD | 15027000 | (62719) |
| Bank of America | 10/01/2025 | USD | 10767006 | CAD | 14994000 | (7386) |
| Bank of America | 10/15/2025 | USD | 75830932 | CAD | 104450000 | 720994 |
| Bank of America | 12/17/2025 | USD | 68468641 | CAD | 94518000 | 298783 |
| Bank of America | 10/01/2025 | USD | 425195 | CHF | 339000 | (710) |
| Bank of America | 10/02/2025 | USD | 92973 | CHF | 74000 | (8) |
| Bank of America | 12/17/2025 | USD | 3872929 | CHF | 3060000 | (7712) |
| Bank of America | 10/09/2025 | USD | 5427421 | CNH | 38680000 | (2697) |
| Bank of America | 10/10/2025 | USD | 10876545 | CNH | 77520000 | (6958) |
| Bank of America | 10/15/2025 | USD | 63728514 | CNH | 453170000 | 81640 |
| Bank of America | 11/19/2025 | USD | 61370343 | CNH | 436570000 | (97702) |
| Bank of America | 10/01/2025 | USD | 889002 | EUR | 758000 | (984) |
| Bank of America | 10/02/2025 | USD | 1004786 | EUR | 856000 | (325) |
| Bank of America | 10/15/2025 | USD | 97886394 | EUR | 83200000 | 112118 |
| Bank of America | 12/17/2025 | USD | 7645840 | EUR | 6484000 | (1595) |
| Bank of America | 10/01/2025 | USD | 1669347 | GBP | 1242000 | (1029) |
| Bank of America | 10/02/2025 | USD | 135814 | GBP | 101000 | (22) |
| Bank of America | 10/15/2025 | USD | 59332723 | GBP | 43850000 | 353346 |
| Bank of America | 12/17/2025 | USD | 20989399 | GBP | 15625000 | (26521) |
| Bank of America | 10/01/2025 | USD | 1543616 | JPY | 229441000 | (8031) |
| Bank of America | 10/02/2025 | USD | 628051 | JPY | 92971000 | (753) |
| Bank of America | 10/15/2025 | USD | 91891672 | JPY | 13559000000 | 50417 |
| Bank of America | 12/17/2025 | USD | 42680655 | JPY | 6241415000 | 128545 |
| Bank of America | 10/01/2025 | USD | 380803 | MXN | 6991000 | (897) |
| Bank of America | 10/15/2025 | USD | 23359319 | MXN | 433970000 | (298131) |
| Bank of America | 12/17/2025 | USD | 545560 | MXN | 10139000 | (3405) |
| Bank of America | 10/01/2025 | USD | 3073486 | NZD | 5308000 | (3935) |
| Bank of America | 10/02/2025 | USD | 3731984 | NZD | 6435000 | 1033 |
| Bank of America | 12/17/2025 | USD | 36643166 | NZD | 62249000 | 441448 |
| Deutsche Bank | 10/15/2025 | AUD | 29590000 | USD | 19531235 | 53004 |
| Deutsche Bank | 10/15/2025 | BRL | 282510000 | USD | 51623988 | 1253211 |
| Deutsche Bank | 10/15/2025 | CHF | 29760000 | USD | 37583148 | (127490) |
| Deutsche Bank | 10/15/2025 | CLP | 2424000000 | USD | 2509781 | 11669 |
| Deutsche Bank | 11/19/2025 | CLP | 180000000 | USD | 187048 | 188 |
| Deutsche Bank | 10/15/2025 | ILS | 17040000 | USD | 5096203 | 48351 |
| Deutsche Bank | 10/15/2025 | INR | 447490000 | USD | 5072223 | (36721) |
| Deutsche Bank | 10/15/2025 | KRW | 13296000000 | USD | 9589403 | (105779) |
| Deutsche Bank | 11/19/2025 | KRW | 1746000000 | USD | 1247647 | (148) |
| Deutsche Bank | 10/15/2025 | NOK | 216600000 | USD | 21888113 | (181408) |
| Deutsche Bank | 11/19/2025 | NOK | 1880000 | USD | 188439 | (12) |
| Deutsche Bank | 10/15/2025 | NZD | 50170000 | USD | 29568231 | (465083) |
| Deutsche Bank | 10/15/2025 | PLN | 48610000 | USD | 13364035 | 7160 |
| Deutsche Bank | 10/15/2025 | SEK | 164090000 | USD | 17539195 | (91474) |
| Deutsche Bank | 11/19/2025 | SEK | 29310000 | USD | 3142379 | (18991) |
| Deutsche Bank | 10/15/2025 | SGD | 26790000 | USD | 20972751 | (178150) |
| Deutsche Bank | 11/19/2025 | SGD | 7040000 | USD | 5480696 | (1618) |
| Deutsche Bank | 10/15/2025 | USD | 57761494 | AUD | 87740000 | (309511) |
| Deutsche Bank | 10/15/2025 | USD | 23934257 | BRL | 129410000 | (287323) |
| Deutsche Bank | 10/15/2025 | USD | 37433597 | CHF | 29760000 | (22061) |
| Deutsche Bank | 11/19/2025 | USD | 39920665 | CHF | 31670000 | (105092) |
| Deutsche Bank | 10/15/2025 | USD | 2504552 | CLP | 2424000000 | (16897) |
| Deutsche Bank | 11/19/2025 | USD | 189791 | CLP | 182000000 | 475 |
| Deutsche Bank | 10/15/2025 | USD | 3308407 | ILS | 11000000 | (12609) |
| Deutsche Bank | 10/15/2025 | USD | 8040301 | INR | 711040000 | 39130 |
| Deutsche Bank | 10/15/2025 | USD | 9569895 | KRW | 13296000000 | 86270 |
| Deutsche Bank | 11/19/2025 | USD | 2062242 | KRW | 2896000000 | (6920) |
| Deutsche Bank | 10/15/2025 | USD | 21699394 | NOK | 216600000 | (7310) |
| Deutsche Bank | 11/19/2025 | USD | 1924125 | NOK | 19190000 | 762 |
| Deutsche Bank | 10/15/2025 | USD | 60764158 | NZD | 103610000 | 660965 |
| Deutsche Bank | 10/15/2025 | USD | 7588866 | PLN | 27560000 | 7914 |
| Deutsche Bank | 10/15/2025 | USD | 17549959 | SEK | 164090000 | 102237 |
| Deutsche Bank | 11/19/2025 | USD | 10323334 | SEK | 97110000 | (25085) |
| Deutsche Bank | 10/15/2025 | USD | 20876504 | SGD | 26790000 | 81902 |
| Deutsche Bank | 11/19/2025 | USD | 11839403 | SGD | 15250000 | (29339) |
| Deutsche Bank | 10/15/2025 | USD | 12745972 | ZAR | 223570000 | (185654) |
| Deutsche Bank | 11/19/2025 | USD | 2387161 | ZAR | 41590000 | (12401) |
| Deutsche Bank | 10/15/2025 | ZAR | 223570000 | USD | 12802419 | 129207 |
| Deutsche Bank | 11/19/2025 | ZAR | 106100000 | USD | 6131545 | (10041) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $1272375 |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona |
| SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
LoCorr Macro Strategies Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $527673069 | $– | $527673069 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 336629658 | – | 336629658 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | – | 179109097 | – | 179109097 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 144514990 | – | 144514990 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 105946613 | – | 105946613 |
| Total Investments | $– | $1293873427 | $– | $1293873427 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $30170849 | $– | $– | $30170849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | 6063489 | – | 6063489 |
| Total Other Financial Instruments | $30170849 | $6063489 | $– | $36234338 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $(6244104) | $– | $– | $(6244104) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | (4791114) | – | (4791114) |
| Total Other Financial Instruments | $(6244104) | $(4791114) | $– | $(11035218) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| Refer to the Consolidated Schedule of Investments for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LoCorr Investment Trust

- **b. Investment Company Act file number:** 811-22509

- **c. CIK number of Registrant:** 0001506768

- **d. LEI of Registrant:** 54930075F5KEPQITLS33

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

  - **Street Address 1:** 687 Excelsior Blvd

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

  - **Telephone number:** 952-767-2920

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

- **a. Name of Series:** LoCorr Macro Strategies Fund

- **b. EDGAR series identifier (if any):** S000031540

- **c. LEI of Series:** PVURTL42JCHIUFP5TI06

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1550270963.77

**Total Liabilities:** $10408135.93

**Net Assets:** $1539862827.84

**Amount of Assets Invested in Other Investment Companies:** $49990316.10

**Delayed Delivery Securities:** $6054825.00

**Cash Not Reported:** $172095033.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 136767.570000000000 | **1-Year:** 153817.040000000000 | **5-Year:** 184068.130000000000 | **10-Year:** 816.770000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 120.340000000000 | **1-Year:** 306.410000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098137 | 0.13%                | 0.26%                | 1.98%                |
| Class ID C000098138 | 0.14%                | 0.14%                | 1.83%                |
| Class ID C000098139 | 0.26%                | 0.26%                | 1.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $459442.55               | $-5320117.95                               |
| Month 2  | $374383.61               | $7612554.78                                |
| Month 3  | $565177.69               | $-694860.98                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barclays Commercial Mortgage S | BBCMS Trust 2015-VFM                                                        | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127261 | PA      | $126203.33    | 0.01%             | 2036-03-10      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust  | BLP Commercial Mortgage Trust 2024-IND2                                     | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3259222 | PA      | $3261259.03   | 0.21%             | 2041-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                               | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6310605.39   | 0.41%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                | BofA Auto Trust 2024-1                                                      | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5225000 | PA      | $5276512.75   | 0.34%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2021771.91   | 0.13%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2584003.83   | 0.17%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R04                                | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3441589.00   | 0.22%             | 2042-03-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R05                                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $390163.44    | 0.03%             | 2042-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R06                                | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3161763.67   | 0.21%             | 2043-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                                | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $534359.36    | 0.03%             | 2044-02-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R07                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4255706 | PA      | $4501416.00   | 0.29%             | 2042-06-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R06                                | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1742427.13   | 0.11%             | 2042-05-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R04                                | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5302000 | PA      | $5590322.76   | 0.36%             | 2043-05-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R02                                | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5218750.00   | 0.34%             | 2043-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R08                                | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $759298.53    | 0.05%             | 2043-10-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R08                                | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6105000 | PA      | $6349200.00   | 0.41%             | 2042-07-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R01                                | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4620000.00   | 0.30%             | 2042-12-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R05                                | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1947656.25   | 0.13%             | 2043-06-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3540000 | PA      | $3629205.24   | 0.24%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT             | UBS AG/Stamford CT                                                          | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   2240000 | PA      | $2278150.45   | 0.15%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3780000 | PA      | $3918696.89   | 0.25%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd                                            | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1760000 | PA      | $1753501.09   | 0.11%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2025-1 LLC                                                              | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4381112 | PA      | $4437421.12   | 0.29%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  75394515 | NS      | $75394515.07  | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TX Trust 24-HOU                | TX Trust 2024-HOU                                                           | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996602.40   | 0.13%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3240000 | PA      | $3028260.95   | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90490000 | PA      | $89157393.59  | 5.79%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2865585.94   | 0.19%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94525000 | PA      | $95647484.38  | 6.21%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12925000 | PA      | $12996996.26  | 0.84%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                      | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5827775.35   | 0.38%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                      | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2080376.57   | 0.14%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C22                                    | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303800 | PA      | $288619.56    | 0.02%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| WALMART INC                    | Walmart Inc                                                                 | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1077601.89   | 0.07%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-SVEN                             | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1040891.40   | 0.07%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8565000 | PA      | $8835534.52   | 0.57%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4722.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3534.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-309511.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54265.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 10YR MINI JGB FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |       -14 | NC      | $9361.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE      Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $2657.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $81639.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-97702.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $945.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-26975.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        45 | NC      | $7569.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -8 | NC      | $320.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -96 | NC      | $16540.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -17 | NC      | $1110.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -39 | NC      | $1001.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -15 | NC      | $1345.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -15 | NC      | $347.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1084 | NC      | $-419603.05   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -15 | NC      | $876.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-3862.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $3369.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-640.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $462.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-12580.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $12010.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8841.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $9057.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-529760.73   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EmgMkt       Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-7017.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EAFE         Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -59 | NC      | $4229.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-896.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $387.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-298130.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $652222.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3405.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $518375.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Jan26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $3707.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Feb26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-7238.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Mar26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-3701.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -282 | NC      | $-92416.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $38253.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-7105.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (SGX) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       128 | NC      | $-74283.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (OSE) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       198 | NC      | $1480285.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-181408.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -59 | NC      | $-137641.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       180 | NC      | $1373448.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEALAND $ FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -325 | NC      | $6859.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       683 | NC      | $27935.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        63 | NC      | $-154674.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI SING IX ETS  Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       101 | NC      | $-3673.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-214.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar28                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-398.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -170 | NC      | $-27697.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        53 | NC      | $-17634.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -98 | NC      | $-15569.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        60 | NC      | $-32508.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -38 | NC      | $-4598.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2085 | NC      | $-46166.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        26 | NC      | $-14016.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $112.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       223 | NC      | $5351860.49   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX 50     Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -198 | NC      | $-241343.83   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $4690887.71   | 0.30%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51665000 | PA      | $51967724.87  | 3.37%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96330000 | PA      | $98181342.19  | 6.38%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5960000 | PA      | $6034267.20   | 0.39%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132755000 | PA      | $137017680.74 | 8.90%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                            | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19624160.21  | 1.27%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4412031.47   | 0.29%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC        | Virginia Power Fuel Securitization LLC                                      | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   1892264 | PA      | $1902315.64   | 0.12%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                     | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3289326.33   | 0.21%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust    | Volkswagen Auto Lease Trust 2024-A                                          | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4792384.73   | 0.31%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3364.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $720993.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-77802.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -69 | NC      | $-76242.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       301 | NC      | $1149220.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P MID 400 EMINI Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $32041.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -564 | NC      | $-153158.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        69 | NC      | $6079.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3420000 | PA      | $3567138.42   | 0.23%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3851550.03   | 0.25%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                         | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $13333379.11  | 0.87%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                        | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5256350.86   | 0.34%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3543953.80   | 0.23%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust  | KSL Commercial Mortgage Trust 2024-HT2                                      | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687490 | PA      | $687274.00    | 0.04%             | 2039-12-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                  | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913333 | PA      | $887970.78    | 0.06%             | 2036-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC              | L3Harris Technologies Inc                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5773769.19   | 0.37%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                               | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3493048.86   | 0.23%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust             | MCR 2024-HTL Mortgage Trust                                                 | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946688 | PA      | $946688.31    | 0.06%             | 2037-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  15540000 | PA      | $15731988.31  | 1.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  14590000 | PA      | $14869175.71  | 0.97%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                          | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1460251.81   | 0.09%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MILE Trust                     | MILE Trust 2025-STNE                                                        | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3100968.75   | 0.20%             | 2042-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $6313531.97   | 0.41%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit | Porsche Financial Auto Securitization Trust 2024-1                          | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1506310.95   | 0.10%             | 2030-01-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                            | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2504308.61   | 0.16%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US           | Prologis Targeted US Logistics Fund LP                                      | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3948421.58   | 0.26%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2906582.08   | 0.19%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                            | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5657619.78   | 0.37%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust              | T-Mobile US Trust 2024-1                                                    | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140000 | PA      | $2160142.32   | 0.14%             | 2029-09-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust 2024-A                                               | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3121272 | PA      | $3131141.48   | 0.20%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust 2024-B                                               | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3730000 | PA      | $3754020.08   | 0.24%             | 2027-10-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2022-C Owner Trust                                  | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808576 | PA      | $807633.50    | 0.05%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-B Owner Trust                                  | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11650000 | PA      | $11832437.84  | 0.77%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2024-A                                             | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |   4573637 | PA      | $4595517.61   | 0.30%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | FTSE/JSE TOP 40   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |       -31 | NC      | $-51813.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE/MIB IDX FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -7 | NC      | $-19311.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE Taiwan Index Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       139 | NC      | $62959.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Jan26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $3452.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Feb26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $1143.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $7578.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE CHINA A50    Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       475 | NC      | $-34251.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       853 | NC      | $1345681.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Automobile Lease Se | World Omni Automobile Lease Securitization Trust 2024-A                     | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6720000 | PA      | $6787097.86   | 0.44%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                            | SET50 FUTURES     Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |      -180 | NC      | $3075.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Jan26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-6873.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Feb26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-3481.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Apr26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-2551.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $6915.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     -3214 | NC      | $109472.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       203 | NC      | $-9330.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -586 | NC      | $24003.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2827 | NC      | $-258292.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $1661.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       187 | NC      | $17725.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-91764.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -54 | NC      | $-75325.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       181 | NC      | $282523.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $2796.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $-8865.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-74.19       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-150.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-206.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-229.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $337.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1268.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $689.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Jan26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $556.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       253 | NC      | $-16732.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1100.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-7513.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $15394.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3935.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8654.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-465849.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $660964.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-404387.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $441813.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Jan26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        46 | NC      | $119801.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7913.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLN/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10772.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P/TSX 60 IX FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |       -11 | NC      | $-10175.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       477 | NC      | $55942.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-17608.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-91473.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SEK/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $102237.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SEK/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24115.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                                           | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3190668.14   | 0.21%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                  | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1319318.00   | 0.09%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                  | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2815669.52   | 0.18%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                                                       | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5767275 | PA      | $5570319.68   | 0.36%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                            | IFSC NIFTY 50 FUT Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |       -80 | NC      | $34954.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18990.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -12 | NC      | $-1204.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -32 | NC      | $-1021.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -8 | NC      | $-310.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7179.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4799.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4876.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5170.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4848.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-967.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $-17021.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       164 | NC      | $1688638.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -45 | NC      | $-152979.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       119 | NC      | $337592.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7311.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $904.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Euro-OAT Future   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -22 | NC      | $-4478.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-OAT Future   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        44 | NC      | $7464.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -924 | NC      | $-63749.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -581 | NC      | $-360322.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       263 | NC      | $45454.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-178150.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SGD/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $81902.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SGD/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29338.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TOPIX INDX FUTR   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       296 | NC      | $508277.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -721 | NC      | $-88591.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1674 | NC      | $-41668.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2154 | NC      | $-446034.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        59 | NC      | $-4616.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-185653.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $129206.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8006.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12399.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       283 | NC      | $-58747.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $-1379.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX 50     Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       547 | NC      | $583919.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -366 | NC      | $1432940.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $-4550.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        39 | NC      | $19612.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -3 | NC      | $-1966.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                     | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2342669.19   | 0.15%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-2                                         | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2683053 | PA      | $2716392.83   | 0.18%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2019-A                                         | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396912 | PA      | $393783.01    | 0.03%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                          | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2867020.29   | 0.19%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2024-1 Owner Trust                                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3390375 | PA      | $3422052.90   | 0.22%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL        | Honeywell International Inc                                                 | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1712701.60   | 0.11%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL        | Honeywell International Inc                                                 | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4457876.87   | 0.29%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1029.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -33 | NC      | $8651.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       254 | NC      | $-178730.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                       | BX Trust 2021-VIEW                                                          | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995625.00   | 0.13%             | 2036-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                       | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3846390.63   | 0.25%             | 2038-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-VAMF                                                          | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1747265.63   | 0.11%             | 2039-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2023-DELC                                                          | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $855301.11    | 0.06%             | 2038-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2022-AHP                                       | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $964396.88    | 0.06%             | 2039-01-17      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL5                                       | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2465786 | PA      | $2467327.10   | 0.16%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                           | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2654099.84   | 0.17%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2025-BCAT                                      | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1724913 | PA      | $1726529.82   | 0.11%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                                       | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913228 | PA      | $1912032.27   | 0.12%             | 2038-12-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD6 Mortgage Trust                                                  | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2255977.08   | 0.15%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                             | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6990000 | PA      | $6925280.71   | 0.45%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4160097.74   | 0.27%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P4                                      | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $266619.15    | 0.02%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2024-4                                              | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11090000 | PA      | $11207117.05  | 0.73%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2022-P3                                      | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1328853 | PA      | $1329972.80   | 0.09%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2021-PRM2                               | CUSIP: 17291HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5236875.00   | 0.34%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3772389.69   | 0.24%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                                                 | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6185374.07   | 0.40%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2024-C                                                  | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2775000 | PA      | $2780854.70   | 0.18%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R03                                | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4790000 | PA      | $4941172.40   | 0.32%             | 2042-03-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1305000 | PA      | $1339371.38   | 0.09%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3946250 | PA      | $3841549.67   | 0.25%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1610000 | PA      | $1633457.93   | 0.11%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS          | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3719864.80   | 0.24%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                   | ELP Commercial Mortgage Trust 2021-ELP                                      | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5355377 | PA      | $5350356.80   | 0.35%             | 2038-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                | EMD Finance LLC                                                             | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3291517.64   | 0.21%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER     | Elara HGV Timeshare Issuer 2021-A LLC                                       | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729176 | PA      | $694892.01    | 0.05%             | 2035-08-27      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3287767.28   | 0.21%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                          | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6912014.93   | 0.45%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP             | Essex Portfolio LP                                                          | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1641945.48   | 0.11%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                                       | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  34505000 | PA      | $32584750.17  | 2.12%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                                       | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  26835000 | PA      | $26361762.36  | 1.71%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NYC Trust                      | NYCT Trust 2024-3ELV                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5664135.17   | 0.37%             | 2029-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust 2019-LVL                       | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3602334.43   | 0.23%             | 2038-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                         | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3615000 | PA      | $3749943.32   | 0.24%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079367 | PA      | $987626.83    | 0.06%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-1                                  | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455810 | PA      | $441334.28    | 0.03%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2                                  | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680040 | PA      | $660874.78    | 0.04%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust       | NRTH Commercial Mortgage Trust 2025-PARK                                    | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6070000 | PA      | $6054825.00   | 0.39%             | 2040-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO              | NSTAR Electric Co                                                           | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3464065.09   | 0.22%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust       | NRTH 2024-PARK Mortgage Trust                                               | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | PA      | $2564365.79   | 0.17%             | 2039-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust | ONNI Commerical Mortgage Trust 2024-APT                                     | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1637144.64   | 0.11%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -145 | NC      | $127331.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       125 | NC      | $-440511.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Mar26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-3211.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $15645.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       200 | NC      | $-325834.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Nov25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -682 | NC      | $760296.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Mar26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -407 | NC      | $-42499.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -496 | NC      | $546663.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SPI 200 FUTURES   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -4 | NC      | $1435.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS       | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1896397.28   | 0.12%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON            | Southern California Edison Co                                               | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1047758.49   | 0.07%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4217816.46   | 0.27%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                       | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1346349.88   | 0.09%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                       | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2033554.32   | 0.13%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS6                                       | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1970085.20   | 0.13%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2021-NQM1                          | CUSIP: 36262EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917672 | PA      | $836557.96    | 0.05%             | 2061-07-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC          | Haleon US Capital LLC                                                       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   6910000 | PA      | $6839092.41   | 0.44%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | GM Financial Automobile Leasing Trust 2024-2                                | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12820000 | PA      | $12910046.40  | 0.84%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF            | GSAT Trust 2025-BMF                                                         | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2899833.54   | 0.19%             | 2040-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-2                   | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5170000 | PA      | $5217907.29   | 0.34%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1733891.11   | 0.11%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7390000 | PA      | $7549011.44   | 0.49%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2288523.79   | 0.15%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2683299.65   | 0.17%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen 2021-ACEN Mortgage Trust                                               | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3051562.50   | 0.20%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1695000 | PA      | $1751611.92   | 0.11%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                     | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1798993.41   | 0.12%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4104933.13   | 0.27%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun | American Express Credit Account Master Trust                                | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   9350000 | PA      | $9544021.85   | 0.62%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun | American Express Credit Account Master Trust                                | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $575459.63    | 0.04%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2761174.52   | 0.18%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1274122.48   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                                    | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1770260.11   | 0.11%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4488239.30   | 0.29%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                          | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4047666.80   | 0.26%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                          | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4440000 | PA      | $4532211.25   | 0.29%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-5                                             | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53039 | PA      | $51216.97     | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2024-IND                                     | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1423551.85   | 0.09%             | 2041-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust | PKHL Commercial Mortgage Trust 2021-MF                                      | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5401923.18   | 0.35%             | 2038-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                    | PepsiCo Inc                                                                 | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3653270.09   | 0.24%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust  | ARDN 2025-ARCP Mortgage Trust                                               | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9997871.00   | 0.65%             | 2035-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.         | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W6 | CUSIP: 040104CU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559702 | PA      | $594777.52    | 0.04%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3313984.99   | 0.22%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L | Planet Fitness Master Issuer LLC                                            | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2470400 | PA      | $2426895.76   | 0.16%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                               | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7135000 | PA      | $7274302.31   | 0.47%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10090000 | PA      | $10128314.45  | 0.66%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2913968.08   | 0.19%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc           | SCG Trust 2025-SNIP                                                         | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4752976.83   | 0.31%             | 2030-09-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust    | SMR 2022-IND Mortgage Trust                                                 | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1922922 | PA      | $1922135.33   | 0.12%             | 2039-02-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2023-2 Receivables Funding LLC                             | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389467 | PA      | $398350.80    | 0.03%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14025000 | PA      | $14477875.81  | 0.94%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON        | Bank of New York Mellon/The                                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  11625000 | PA      | $11661331.61  | 0.76%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2021-B Trust                                 | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1049002 | PA      | $920406.41    | 0.06%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2643498.82   | 0.17%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2016-SB23 Mortgage Trust                                              | CUSIP: 30295LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    801946 | PA      | $790879.49    | 0.05%             | 2026-09-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                                     | CUSIP: 3130AKXQ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7100000 | PA      | $7012405.74   | 0.46%             | 2026-02-12      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1570.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-229514.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $352506.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-699444.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Banks                                                     | CUSIP: 3130ALBC7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  11160000 | PA      | $10457520.52  | 0.68%             | 2028-02-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EP4K8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  13745000 | PA      | $13791228.28  | 0.90%             | 2026-03-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EPSW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  11900000 | PA      | $11969380.45  | 0.78%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK       | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ERHH7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3725000 | PA      | $3769565.68   | 0.24%             | 2026-12-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-26520.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       223 | NC      | $6410068.27   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO       | Florida Power & Light Co                                                    | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4351247.55   | 0.28%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO       | Florida Power & Light Co                                                    | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5436662.97   | 0.35%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                            | HSCEI Futures     Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       157 | NC      | $129289.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HANG SENG IDX FUT Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       347 | NC      | $741310.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-C                                         | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8075000 | PA      | $8098359.36   | 0.53%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-A                                         | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3825000 | PA      | $3866533.76   | 0.25%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                            | IBEX 35 INDX FUTR Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        -1 | NC      | $-4087.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ILS/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14246.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $48351.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-36610.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $39131.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |      -119 | NC      | $1000966.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         1 | NC      | $-1761.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8030.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7612.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN YEN CURR FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -750 | NC      | $-595807.91   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -62 | NC      | $-23.88       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -5 | NC      | $-458.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-593.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       222 | NC      | $-20810.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec27                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-409.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-D                                         | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3440186.30   | 0.22%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA6                                     | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |   3010000 | PA      | $3163329.40   | 0.21%             | 2042-09-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-DNA1                                     | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |   2085000 | PA      | $2166681.96   | 0.14%             | 2043-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-DNA2                                     | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |   5210000 | PA      | $5453101.21   | 0.35%             | 2043-04-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-HQA1                                     | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |  10230000 | PA      | $10786397.42  | 0.70%             | 2043-05-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA5                                     | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |   7820000 | PA      | $8271565.12   | 0.54%             | 2042-06-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-HQA3                                     | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4377438.26   | 0.28%             | 2043-11-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC              | General Mills Inc                                                           | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4196722.77   | 0.27%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                             | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $5312589.94   | 0.35%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2021-1W LLC                                                             | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652594 | PA      | $628978.98    | 0.04%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2019-2 LLC                                                              | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271273 | PA      | $269358.85    | 0.02%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK        | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6699399.37   | 0.44%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2024-1 LLC                                                              | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3369925 | PA      | $3432709.56   | 0.22%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -82 | NC      | $-3976.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       178 | NC      | $64212.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-164467.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-62718.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -288 | NC      | $-130761.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-287322.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1256029.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CME Bitcoin Fut   Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        55 | NC      | $728304.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BOVESPA INDEX FUT Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |       -40 | NC      | $-292.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -1737 | NC      | $1317462.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5352.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1554.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $300429.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COCOA FUTURE      Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-12847.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1319 | NC      | $230871.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       -70 | NC      | $-64949.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       289 | NC      | $309348.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-709.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $66.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-127489.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22060.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-112501.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-80512.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7641.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16897.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11668.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $474.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251009                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2696.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251009                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $792.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-213588.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       945 | NC      | $90415.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Jan26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        68 | NC      | $-155760.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Feb26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $-42421.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Mar26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-21180.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Apr26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-9144.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  May26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-8634.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       558 | NC      | $-842549.82   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -190 | NC      | $124115.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CME Ether Future  Oct25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        31 | NC      | $105150.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MINI e-CBOT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -77 | NC      | $-119686.28   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MINI e-CBOT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       230 | NC      | $467292.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOLLAR INDEX      Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -58 | NC      | $-4971.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-984.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251001                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1273.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $112118.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $126643.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3997.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1595.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $48927.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DAX INDEX FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -3 | NC      | $-13712.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAX INDEX FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        43 | NC      | $373016.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-118780.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        20 | NC      | $-11619.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $50417.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-37068.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251217                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $128847.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        86 | NC      | $350614.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KOSPI2 INX FUT    Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |       133 | NC      | $162996.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-105779.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251015                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $86270.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251119                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6870.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -251 | NC      | $388622.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-2124.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $1922.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $-19295.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-6972.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $5874.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1695.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1174.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2793.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2483.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-3374.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $3683.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-835.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $328.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-41021.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $43411.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-9250.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7716.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-15914.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-30872.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $28117.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4273.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1961.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |       -14 | NC      | $1948.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -34 | NC      | $303543.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-Mini Russ 2000  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -155 | NC      | $25529.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-Mini Russ 2000  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       298 | NC      | $395576.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF CURRENCY FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -53 | NC      | $-18765.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF CURRENCY FUT  Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-70.87       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -246 | NC      | $-59119.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       655 | NC      | $-235332.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Dec25                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -584 | NC      | $1162.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer