# EDGAR Filing Document

**Accession Number:** 0001559992
**File Stem:** 0001193125-25-336529
**Filing Date:** 2025-12
**Character Count:** 3966591
**Document Hash:** 949cdd819d266c551ab310e27ce34cc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-336529.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001193125-25-336529

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STONE RIDGE TRUST
- **CENTRAL INDEX KEY:** 0001559992

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22761
- **FILM NUMBER:** 251613232

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 855-609-3680

**MAIL ADDRESS:**
- **STREET 1:** ONE VANDERBILT AVENUE
- **STREET 2:** 65TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Stone Ridge Trust
- **DATE OF NAME CHANGE:** 20121010

## Series and Classes Contracts Data

### Stone Ridge Diversified Alternatives Fund (Series ID: S000068675)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000219644 | Class J      | SRDBX           |
| C000219645 | Class I      | SRDAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Stone Ridge Trust

- **b. Investment Company Act file number:** 811-22761

- **c. CIK number of Registrant:** 0001559992

- **d. LEI of Registrant:** 549300MJ41489Q5JST27

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

  - **Street Address 1:** One Vanderbilt Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 855-609-3680

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

- **a. Name of Series:** Stone Ridge Diversified Alternatives Fund

- **b. EDGAR series identifier (if any):** S000068675

- **c. LEI of Series:** 5493007GYLHWZARQJ347

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2006325390.20

**Total Liabilities:** $73480177.54

**Net Assets:** $1932845212.66

**Amount of Assets Invested in Other Investment Companies:** $239825128.15

**Delayed Delivery Securities:** $3941191.22

**Cash Not Reported:** $169790796.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -523.351263770000 | **5-Year:** -2573.696078940000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** -23951.433087947800 | **5-Year:** -10829.797110359400 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219644 | 1.07%                | 1.83%                | -0.57%               |
| Class ID C000219645 | 0.97%                | 1.91%                | -0.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2850219.12             | $11630714.92                               |
| Month 2  | $-812871.05              | $13061103.45                               |
| Month 3  | $-1358415.16             | $1388137.49                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 186124468.SRDLC                                     | 186124468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4329 | PA      | $4284.28      | 0.00%             | 2027-02-28      | Fixed         | 9.34%                 | Yes           |                  3 | On Loan: No      |
| 186799571.SRDLC                                     | 186799571.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5219 | PA      | $5233.19      | 0.00%             | 2028-03-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 186342803.SRDLC                                     | 186342803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2933 | PA      | $307.41       | 0.00%             | 2025-02-18      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 186732927.SRDLC                                     | 186732927.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17003 | PA      | $1781.96      | 0.00%             | 2027-03-02      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 187048685.SRDLC                                     | 187048685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4729 | PA      | $4646.59      | 0.00%             | 2027-03-11      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 204985247.SRDLC                                     | 204985247.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6982 | PA      | $6947.71      | 0.00%             | 2026-11-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186910060.SRDLC                                     | 186910060.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4589 | PA      | $850.25       | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186991595.SRDLC                                     | 186991595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10694 | PA      | $11218.05     | 0.00%             | 2027-03-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205239311.SRDLC                                     | 205239311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11528 | PA      | $11301.20     | 0.00%             | 2028-12-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205262511.SRDLC                                     | 205262511.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3928 | PA      | $4098.31      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187145522.SRDLC                                     | 187145522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5351 | PA      | $5345.92      | 0.00%             | 2027-10-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 187243100.SRDLC                                     | 187243100.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       849 | PA      | $855.04       | 0.00%             | 2026-03-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 187643783.SRDLC                                     | 187643783.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $361.95       | 0.00%             | 2025-04-15      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 187766134.SRDLC                                     | 187766134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5416 | PA      | $5728.95      | 0.00%             | 2027-03-28      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205404187.SRDLC                                     | 205404187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18475 | PA      | $13533.28     | 0.00%             | 2029-01-31      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 205928552.SRDLC                                     | 205928552.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12046 | PA      | $11550.02     | 0.00%             | 2028-07-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 188383621.SRDLC                                     | 188383621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2518 | PA      | $2532.39      | 0.00%             | 2027-04-14      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 191527006.SRDLC                                     | 191527006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2704 | PA      | $2874.81      | 0.00%             | 2027-07-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192306426.SRDLC                                     | 192306426.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2111 | PA      | $221.22       | 0.00%             | 2025-08-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 194006210.SRDLC                                     | 194006210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9505 | PA      | $9557.04      | 0.00%             | 2027-10-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206522563.SRDLC                                     | 206522563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11835 | PA      | $11507.04     | 0.00%             | 2030-02-01      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 206524034.SRDLC                                     | 206524034.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8046 | PA      | $7800.26      | 0.00%             | 2027-02-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203830989.SRDLC                                     | 203830989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10864 | PA      | $0.00         | 0.00%             | 2028-09-05      | Fixed         | 20.75%                | Yes           |                  3 | On Loan: No      |
| 204110223.SRDLC                                     | 204110223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12057 | PA      | $11883.97     | 0.00%             | 2028-09-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 206583494.SRDLC                                     | 206583494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18008 | PA      | $17586.75     | 0.00%             | 2028-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206686752.SRDLC                                     | 206686752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1571 | PA      | $1530.64      | 0.00%             | 2027-02-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204379080.SRDLC                                     | 204379080.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2204 | PA      | $2181.65      | 0.00%             | 2026-10-12      | Fixed         | 10.12%                | Yes           |                  3 | On Loan: No      |
| 204647611.SRDLC                                     | 204647611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2109 | PA      | $2115.06      | 0.00%             | 2026-10-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204790872.SRDLC                                     | 204790872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3635 | PA      | $3661.09      | 0.00%             | 2026-10-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204893176.SRDLC                                     | 204893176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31400 | PA      | $3290.71      | 0.00%             | 2028-12-01      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 206930451.SRDLC                                     | 206930451.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1088 | PA      | $1088.16      | 0.00%             | 2027-02-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206972436.SRDLC                                     | 206972436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4471 | PA      | $4178.68      | 0.00%             | 2029-12-19      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 204979393.SRDLC                                     | 204979393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1546 | PA      | $1544.45      | 0.00%             | 2026-11-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205141882.SRDLC                                     | 205141882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       360 | PA      | $353.86       | 0.00%             | 2028-11-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207602725.SRDLC                                     | 207602725.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7467 | PA      | $782.58       | 0.00%             | 2029-04-08      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 207611533.SRDLC                                     | 207611533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1217 | PA      | $1216.34      | 0.00%             | 2026-04-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205181324.SRDLC                                     | 205181324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2651 | PA      | $2653.28      | 0.00%             | 2026-11-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205182162.SRDLC                                     | 205182162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10459 | PA      | $10401.36     | 0.00%             | 2026-11-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205183245.SRDLC                                     | 205183245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9593 | PA      | $9967.32      | 0.00%             | 2028-11-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205203529.SRDLC                                     | 205203529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16912 | PA      | $17512.57     | 0.00%             | 2028-11-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207919516.SRDLC                                     | 207919516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2520 | PA      | $2528.35      | 0.00%             | 2026-04-23      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207935335.SRDLC                                     | 207935335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5064 | PA      | $4955.08      | 0.00%             | 2029-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205212215.SRDLC                                     | 205212215.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8841 | PA      | $8714.36      | 0.00%             | 2026-11-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205249648.SRDLC                                     | 205249648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4046 | PA      | $3996.32      | 0.00%             | 2026-11-21      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 210545811.SRDLC                                     | 210545811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14117 | PA      | $13336.71     | 0.00%             | 2027-09-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210951135.SRDLC                                     | 210951135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4991 | PA      | $4738.46      | 0.00%             | 2027-09-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205852724.SRDLC                                     | 205852724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11515 | PA      | $11385.53     | 0.00%             | 2026-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205860843.SRDLC                                     | 205860843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11120 | PA      | $11163.92     | 0.00%             | 2027-12-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205896306.SRDLC                                     | 205896306.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15712 | PA      | $15414.26     | 0.00%             | 2028-12-28      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| 205929815.SRDLC                                     | 205929815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5807 | PA      | $5750.40      | 0.00%             | 2026-12-29      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211060070.SRDLC                                     | 211060070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4647 | PA      | $4404.49      | 0.00%             | 2027-10-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211407677.SRDLC                                     | 211407677.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8989 | PA      | $8476.28      | 0.00%             | 2029-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206502929.SRDLC                                     | 206502929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4503 | PA      | $4376.99      | 0.00%             | 2029-02-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 206532221.SRDLC                                     | 206532221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1159 | PA      | $1151.99      | 0.00%             | 2026-02-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206548546.SRDLC                                     | 206548546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19483 | PA      | $19243.58     | 0.00%             | 2029-02-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206575841.SRDLC                                     | 206575841.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1741 | PA      | $1684.64      | 0.00%             | 2027-02-08      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211654450.SRDLC                                     | 211654450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3236 | PA      | $3072.08      | 0.00%             | 2027-10-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212003950.SRDLC                                     | 212003950.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15695 | PA      | $14866.62     | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206599929.SRDLC                                     | 206599929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1973 | PA      | $1944.18      | 0.00%             | 2027-02-07      | Fixed         | 9.96%                 | Yes           |                  3 | On Loan: No      |
| 206810695.SRDLC                                     | 206810695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6194 | PA      | $6109.09      | 0.00%             | 2027-02-21      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 212127095.SRDLC                                     | 212127095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2883 | PA      | $2853.47      | 0.00%             | 2026-11-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 212258158.SRDLC                                     | 212258158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5923 | PA      | $5604.91      | 0.00%             | 2027-11-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207513722.SRDLC                                     | 207513722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9539 | PA      | $9396.41      | 0.00%             | 2029-03-26      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 207722460.SRDLC                                     | 207722460.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17553 | PA      | $17012.42     | 0.00%             | 2028-04-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207925547.SRDLC                                     | 207925547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2968 | PA      | $2863.93      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210613976.SRDLC                                     | 210613976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6497 | PA      | $6138.53      | 0.00%             | 2027-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212360226.SRDLC                                     | 212360226.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3923 | PA      | $2709.74      | 0.00%             | 2027-11-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213633922.SRDLC                                     | 213633922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11726 | PA      | $7849.45      | 0.00%             | 2028-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 210665871.SRDLC                                     | 210665871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16540 | PA      | $15699.71     | 0.00%             | 2027-09-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210864463.SRDLC                                     | 210864463.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4432 | PA      | $4245.86      | 0.00%             | 2027-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211063616.SRDLC                                     | 211063616.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $1757.26      | 0.00%             | 2027-09-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211064509.SRDLC                                     | 211064509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3587 | PA      | $3453.96      | 0.00%             | 2028-09-27      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 213689308.SRDLC                                     | 213689308.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4382 | PA      | $4171.63      | 0.00%             | 2030-01-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 213750203.SRDLC                                     | 213750203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20339 | PA      | $19197.88     | 0.00%             | 2028-01-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211200729.SRDLC                                     | 211200729.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12798 | PA      | $1601.79      | 0.00%             | 2029-05-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211265683.SRDLC                                     | 211265683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3914 | PA      | $913.95       | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211418241.SRDLC                                     | 211418241.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1923 | PA      | $201.51       | 0.00%             | 2028-10-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211432751.SRDLC                                     | 211432751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4070 | PA      | $3901.00      | 0.00%             | 2028-10-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213816391.SRDLC                                     | 213816391.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22861 | PA      | $22153.93     | 0.00%             | 2028-01-22      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214379605.SRDLC                                     | 214379605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24456 | PA      | $24270.63     | 0.00%             | 2027-03-05      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 211439597.SRDLC                                     | 211439597.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2172 | PA      | $2124.54      | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211467698.SRDLC                                     | 211467698.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9867 | PA      | $9341.44      | 0.00%             | 2029-10-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214381587.SRDLC                                     | 214381587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7264 | PA      | $1197.54      | 0.00%             | 2028-02-14      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214904497.SRDLC                                     | 214904497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8618 | PA      | $8094.45      | 0.00%             | 2028-03-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211492318.SRDLC                                     | 211492318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4504 | PA      | $4272.67      | 0.00%             | 2029-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211530774.SRDLC                                     | 211530774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13083 | PA      | $12402.98     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211564078.SRDLC                                     | 211564078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20042 | PA      | $19873.37     | 0.00%             | 2028-10-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 211643423.SRDLC                                     | 211643423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $4578.21      | 0.00%             | 2029-10-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 214919167.SRDLC                                     | 214919167.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16387 | PA      | $16175.21     | 0.00%             | 2028-03-17      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 214984244.SRDLC                                     | 214984244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6513 | PA      | $6177.74      | 0.00%             | 2030-03-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212242581.SRDLC                                     | 212242581.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7644 | PA      | $7208.85      | 0.00%             | 2029-11-14      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 212364539.SRDLC                                     | 212364539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3043 | PA      | $2855.97      | 0.00%             | 2027-11-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 216509989.SRDLC                                     | 216509989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24087 | PA      | $22898.17     | 0.00%             | 2030-05-16      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 216608112.SRDLC                                     | 216608112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18715 | PA      | $17913.50     | 0.00%             | 2029-05-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212365062.SRDLC                                     | 212365062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12168 | PA      | $10623.65     | 0.00%             | 2028-03-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 212378318.SRDLC                                     | 212378318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1080 | PA      | $1062.54      | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212385813.SRDLC                                     | 212385813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5830 | PA      | $5377.56      | 0.00%             | 2027-12-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212424214.SRDLC                                     | 212424214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2062 | PA      | $2013.97      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 218988451.SRDLC                                     | 218988451.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13277 | PA      | $12754.12     | 0.00%             | 2030-08-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219977883.SRDLC                                     | 219977883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24538 | PA      | $23736.95     | 0.00%             | 2028-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212532732.SRDLC                                     | 212532732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4669 | PA      | $4432.02      | 0.00%             | 2027-11-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212565179.SRDLC                                     | 212565179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10763 | PA      | $10137.71     | 0.00%             | 2028-11-21      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 213493521.SRDLC                                     | 213493521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2453 | PA      | $2309.48      | 0.00%             | 2028-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213544190.SRDLC                                     | 213544190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10096 | PA      | $9824.58      | 0.00%             | 2028-01-17      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 220031804.SRDLC                                     | 220031804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11595 | PA      | $11310.64     | 0.00%             | 2027-09-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2021-SFR1 Trust                                       | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1955796.96   | 0.10%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  3 | On Loan: No      |
| 213686121.SRDLC                                     | 213686121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6412 | PA      | $6139.48      | 0.00%             | 2028-01-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 213821623.SRDLC                                     | 213821623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21441 | PA      | $20947.97     | 0.00%             | 2030-01-21      | Fixed         | 8.07%                 | Yes           |                  3 | On Loan: No      |
| Fish Pond Re Ltd.                                   | Fish Pond Re 2024-1 Class A                                          | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1686000 | PA      | $1722501.90   | 0.09%             | 2027-01-08      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2022-1 Class B                                         | CUSIP: 33975CAK1<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    296537 | PA      | $185335.44    | 0.01%             | 2029-02-26      | Floating      | 4.35%                 | Yes           |                  3 | On Loan: No      |
| 213907315.SRDLC                                     | 213907315.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9112 | PA      | $8887.66      | 0.00%             | 2028-01-26      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214364368.SRDLC                                     | 214364368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9994 | PA      | $9417.69      | 0.00%             | 2028-02-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214535044.SRDLC                                     | 214535044.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $5417.64      | 0.00%             | 2027-02-24      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 214938903.SRDLC                                     | 214938903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7550 | PA      | $7174.00      | 0.00%             | 2030-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2023-1 Class A                                         | CUSIP: 33975CAM7<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   3239000 | PA      | $3324671.55   | 0.17%             | 2026-03-11      | Floating      | 21.00%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2023-1 Class B                                         | CUSIP: 33975CAN5<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    464000 | PA      | $185600.00    | 0.01%             | 2026-03-11      | Floating      | 26.20%                | Yes           |                  3 | On Loan: No      |
| 214972805.SRDLC                                     | 214972805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7763 | PA      | $1263.41      | 0.00%             | 2030-03-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 214998718.SRDLC                                     | 214998718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2702 | PA      | $2530.08      | 0.00%             | 2028-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215001860.SRDLC                                     | 215001860.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14540 | PA      | $13575.82     | 0.00%             | 2030-03-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215022845.SRDLC                                     | 215022845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9884 | PA      | $9436.04      | 0.00%             | 2029-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class A                                         | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   7531000 | PA      | $8038589.40   | 0.42%             | 2027-03-12      | Floating      | 18.21%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class B                                         | CUSIP: 33975CAQ8<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   1806000 | PA      | $1885825.20   | 0.10%             | 2027-03-12      | Floating      | 21.43%                | Yes           |                  2 | On Loan: No      |
| 215049804.SRDLC                                     | 215049804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4352 | PA      | $4098.89      | 0.00%             | 2028-03-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215516977.SRDLC                                     | 215516977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6001 | PA      | $5802.34      | 0.00%             | 2029-03-25      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 215993752.SRDLC                                     | 215993752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5231 | PA      | $4970.58      | 0.00%             | 2028-04-23      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 218825977.SRDLC                                     | 218825977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19534 | PA      | $18807.42     | 0.00%             | 2029-08-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| Foundation Re VI Ltd.                               | Foundation Re 2023-1 Class A                                         | CUSIP: 349939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1934000 | PA      | $1999079.10   | 0.10%             | 2027-01-08      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2023-1 Class A                                         | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    433000 | PA      | $442850.75    | 0.02%             | 2027-01-07      | Floating      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| 219058440.SRDLC                                     | 219058440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2929 | PA      | $2818.72      | 0.00%             | 2029-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219953490.SRDLC                                     | 219953490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24454 | PA      | $23840.91     | 0.00%             | 2028-09-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class A                                         | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   2121000 | PA      | $2142210.00   | 0.11%             | 2028-01-07      | Floating      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class B                                         | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    653000 | PA      | $665635.55    | 0.03%             | 2028-01-07      | Floating      | 12.11%                | Yes           |                  2 | On Loan: No      |
| 219982380.SRDLC                                     | 219982380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18768 | PA      | $18197.30     | 0.00%             | 2029-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220020385.SRDLC                                     | 220020385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14484 | PA      | $14130.36     | 0.00%             | 2027-09-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 220048893.SRDLC                                     | 220048893.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4844 | PA      | $4703.10      | 0.00%             | 2027-09-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 220050529.SRDLC                                     | 220050529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2359 | PA      | $2273.30      | 0.00%             | 2028-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Galileo Re Ltd.                                     | Galileo Re 2023-1 Class A                                            | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |   2304000 | PA      | $2417241.60   | 0.13%             | 2028-01-07      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                     | Galileo Re 2023-1 Class B                                            | CUSIP: 36354TAP7<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |    568000 | PA      | $572856.40    | 0.03%             | 2026-01-08      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| 8151450.SRDSQ                                       | 8151450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10593 | PA      | $830.53       | 0.00%             | 2026-03-04      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8345154.SRDSQ                                       | 8345154.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       347 | PA      | $320.83       | 0.00%             | 2026-05-03      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| 8386649.SRDSQ                                       | 8386649.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6779 | PA      | $2856.80      | 0.00%             | 2026-05-15      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8391137.SRDSQ                                       | 8391137.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3775 | PA      | $3650.55      | 0.00%             | 2026-05-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-1 Class A                                            | CUSIP: 36779CAC0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   3102000 | PA      | $3190872.30   | 0.17%             | 2026-02-24      | Floating      | 17.74%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-1 Class B                                            | CUSIP: 36779CAD8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    408000 | PA      | $423259.20    | 0.02%             | 2026-02-24      | Floating      | 24.86%                | Yes           |                  2 | On Loan: No      |
| 8409056.SRDSQ                                       | 8409056.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $1308.74      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8550264.SRDSQ                                       | 8550264.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     61779 | PA      | $22627.60     | 0.00%             | 2026-07-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8697347.SRDSQ                                       | 8697347.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15267 | PA      | $15008.78     | 0.00%             | 2026-08-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8788121.SRDSQ                                       | 8788121.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4680 | PA      | $4027.62      | 0.00%             | 2026-08-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-3 Class A                                            | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    752000 | PA      | $791404.80    | 0.04%             | 2026-07-08      | Floating      | 14.74%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class A                                            | CUSIP: 36779CAQ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    539000 | PA      | $573900.25    | 0.03%             | 2028-07-07      | Floating      | 14.30%                | Yes           |                  2 | On Loan: No      |
| 8789102.SRDSQ                                       | 8789102.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       731 | PA      | $567.82       | 0.00%             | 2026-09-01      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8789195.SRDSQ                                       | 8789195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3563 | PA      | $3439.65      | 0.00%             | 2026-09-01      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| Gateway Re II Ltd.                                  | Gateway Re II 2023-1 Class A                                         | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | BM        |   1100000 | PA      | $1127720.00   | 0.06%             | 2026-04-27      | Floating      | 13.37%                | Yes           |                  2 | On Loan: No      |
| Fuchsia 2023-1 (London Bridge 2 PCC Protected Cell) | Fuchsia 2023-1 Class A                                               | CUSIP: 54180TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1136000 | PA      | $1190698.40   | 0.06%             | 2027-04-06      | Floating      | 14.14%                | Yes           |                  2 | On Loan: No      |
| 8800524.SRDSQ                                       | 8800524.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5853 | PA      | $5478.01      | 0.00%             | 2026-09-05      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8836957.SRDSQ                                       | 8836957.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3262 | PA      | $3164.57      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8855650.SRDSQ                                       | 8855650.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16051 | PA      | $15195.77     | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8865752.SRDSQ                                       | 8865752.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1797 | PA      | $1739.40      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Fuchsia 2 2024-1 Class A                                             | CUSIP: 541917AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3242000 | PA      | $3316403.90   | 0.17%             | 2028-04-06      | Floating      | 8.99%                 | Yes           |                  2 | On Loan: No      |
| 7472099.SRDSQ                                       | 7472099.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        59 | PA      | $25.25        | 0.00%             | 2025-08-07      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 8875654.SRDSQ                                       | 8875654.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2224 | PA      | $2162.52      | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8876521.SRDSQ                                       | 8876521.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       167 | PA      | $160.44       | 0.00%             | 2026-09-23      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 9268031.SRDSQ                                       | 9268031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1951 | PA      | $1553.29      | 0.00%             | 2026-12-27      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 9269701.SRDSQ                                       | 9269701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3986 | PA      | $3789.92      | 0.00%             | 2026-12-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2023-Dec Class GL-R                               | CUSIP: 81369AEN8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       644 | PA      | $17677.88     | 0.00%             | 2028-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2024-Apr Class GL-R                               | CUSIP: 81369AEQ1<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     36551 | PA      | $1434892.06   | 0.07%             | 2028-12-01      | Floating      | 3.68%                 | Yes           |                  3 | On Loan: No      |
| 9294126.SRDSQ                                       | 9294126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12583 | PA      | $12051.80     | 0.00%             | 2027-01-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9352652.SRDSQ                                       | 9352652.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14115 | PA      | $13356.22     | 0.00%             | 2027-01-17      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2024-Dec Class GL-R                               | CUSIP: 81369AES7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |  27014400 | PA      | $34294845.90  | 1.77%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 8331713.SRDSQ                                       | 8331713.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       808 | PA      | $780.11       | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 9609642.SRDSQ                                       | 9609642.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4987 | PA      | $4699.08      | 0.00%             | 2027-01-29      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9724328.SRDSQ                                       | 9724328.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    211710 | PA      | $198839.75    | 0.01%             | 2027-02-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9732085.SRDSQ                                       | 9732085.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2826 | PA      | $2619.37      | 0.00%             | 2027-02-28      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 9734945.SRDSQ                                       | 9734945.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1459 | PA      | $1364.81      | 0.00%             | 2027-02-28      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| Solis Re Ltd.                                       | Solis Re 2025-1 Class A                                              | CUSIP: 83423TAA9<br>LEI: 98450059AF1FA0FE4B29 | Long             | DBT              | CORP              | BM        |   1240000 | PA      | $1265606.00   | 0.07%             | 2028-07-07      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Solomon Re Ltd.                                     | Solomon Re 2023-1 Class A                                            | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    402000 | PA      | $410743.50    | 0.02%             | 2026-06-08      | Floating      | 9.40%                 | Yes           |                  2 | On Loan: No      |
| 9744304.SRDSQ                                       | 9744304.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3735 | PA      | $3445.95      | 0.00%             | 2027-03-01      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9750068.SRDSQ                                       | 9750068.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24211 | PA      | $22889.98     | 0.00%             | 2027-03-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8356315.SRDSQ                                       | 8356315.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4510 | PA      | $3993.42      | 0.00%             | 2026-05-06      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8373843.SRDSQ                                       | 8373843.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       735 | PA      | $678.74       | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 9767471.SRDSQ                                       | 9767471.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15369 | PA      | $14393.05     | 0.00%             | 2027-03-06      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 9773749.SRDSQ                                       | 9773749.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1560 | PA      | $1028.42      | 0.00%             | 2027-03-08      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 9778504.SRDSQ                                       | 9778504.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4503 | PA      | $3598.90      | 0.00%             | 2027-03-10      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9805373.SRDSQ                                       | 9805373.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25582 | PA      | $24060.63     | 0.00%             | 2027-03-17      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 8391009.SRDSQ                                       | 8391009.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1714 | PA      | $1289.62      | 0.00%             | 2026-05-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8406409.SRDSQ                                       | 8406409.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       249 | PA      | $155.53       | 0.00%             | 2026-05-21      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 186139447.SRDLC                                     | 186139447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22447 | PA      | $21950.45     | 0.00%             | 2028-03-25      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| 186410723.SRDLC                                     | 186410723.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3690 | PA      | $386.70       | 0.00%             | 2025-02-18      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 9822954.SRDSQ                                       | 9822954.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3152 | PA      | $2956.45      | 0.00%             | 2027-03-21      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| CBM3910741.SRDUP                                    | CBM3910741.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       729 | PA      | $737.41       | 0.00%             | 2028-08-02      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| CBM3913262.SRDUP                                    | CBM3913262.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10260 | PA      | $10314.03     | 0.00%             | 2028-08-04      | Fixed         | 20.06%                | Yes           |                  3 | On Loan: No      |
| CBM4008140.SRDUP                                    | CBM4008140.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4198 | PA      | $4246.83      | 0.00%             | 2028-10-06      | Fixed         | 27.00%                | Yes           |                  3 | On Loan: No      |
| 186573934.SRDLC                                     | 186573934.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2857 | PA      | $2883.84      | 0.00%             | 2027-02-23      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| 186611261.SRDLC                                     | 186611261.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4494 | PA      | $471.02       | 0.00%             | 2027-02-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| Stabilitas Re Ltd.                                  | Stabilitas Re 2023-1 Class A                                         | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1415000 | PA      | $1458369.75   | 0.08%             | 2026-06-05      | Floating      | 12.36%                | Yes           |                  2 | On Loan: No      |
| 8606105.SRDSQ                                       | 8606105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       438 | PA      | $349.21       | 0.00%             | 2026-07-10      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| CBM4008265.SRDUP                                    | CBM4008265.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1693 | PA      | $1696.64      | 0.00%             | 2028-10-06      | Fixed         | 24.59%                | Yes           |                  3 | On Loan: No      |
| CBM4009969.SRDUP                                    | CBM4009969.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3832 | PA      | $3885.22      | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| 186761684.SRDLC                                     | 186761684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7743 | PA      | $811.46       | 0.00%             | 2026-03-10      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 186766384.SRDLC                                     | 186766384.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $2601.47      | 0.00%             | 2027-03-02      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| Stone Ridge High Yield Reinsur                      | Stone Ridge High Yield Reinsurance Risk Premium Fund                 | CUSIP: 861728400<br>LEI: 549300S91Z6XXFPO9W37 | Long             | EC               | RF                | US        |   8560564 | NS      | $78842795.48  | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stone Ridge Art Risk Premium F                      | Stone Ridge Art Risk Premium Fund                                    | CUSIP: 86172E104<br>LEI: 549300D80SYETZAITO45 | Long             | EC               | RF                | US        |   2120244 | NS      | $22347373.91  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CBM5177051.SRDUP                                    | CBM5177051.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1833 | PA      | $1727.15      | 0.00%             | 2030-09-03      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| CBM5181420.SRDUP                                    | CBM5181420.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18081 | PA      | $16967.98     | 0.00%             | 2030-04-04      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| 187298430.SRDLC                                     | 187298430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4144 | PA      | $4398.47      | 0.00%             | 2027-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187512182.SRDLC                                     | 187512182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4452 | PA      | $4725.33      | 0.00%             | 2027-03-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| CBM5386191.SRDUP                                    | CBM5386191.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5802 | PA      | $5568.82      | 0.00%             | 2030-05-23      | Fixed         | 21.02%                | Yes           |                  3 | On Loan: No      |
| DRB5009707.SRDUP                                    | DRB5009707.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $2613.41      | 0.00%             | 2030-02-07      | Fixed         | 31.28%                | Yes           |                  3 | On Loan: No      |
| 8629286.SRDSQ                                       | 8629286.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       755 | PA      | $702.20       | 0.00%             | 2026-07-17      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class B                                             | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3626000 | PA      | $3707585.00   | 0.19%             | 2026-06-19      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| 187916897.SRDLC                                     | 187916897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4375 | PA      | $4591.63      | 0.00%             | 2027-08-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188560858.SRDLC                                     | 188560858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11471 | PA      | $11436.25     | 0.00%             | 2027-04-25      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| DRB5009763.SRDUP                                    | DRB5009763.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4545 | PA      | $4344.67      | 0.00%             | 2028-02-07      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| DRB5010011.SRDUP                                    | DRB5010011.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5438 | PA      | $5058.50      | 0.00%             | 2030-02-07      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 191321447.SRDLC                                     | 191321447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3115 | PA      | $326.45       | 0.00%             | 2025-07-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191616574.SRDLC                                     | 191616574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $206.36       | 0.00%             | 2025-07-28      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| DRB5176877.SRDUP                                    | DRB5176877.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7020 | PA      | $6591.77      | 0.00%             | 2028-04-03      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| DRB5177242.SRDUP                                    | DRB5177242.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28544 | PA      | $26912.41     | 0.00%             | 2030-04-03      | Fixed         | 31.79%                | Yes           |                  3 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class E                                             | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3752000 | PA      | $3845800.00   | 0.20%             | 2026-06-19      | Floating      | 13.60%                | Yes           |                  2 | On Loan: No      |
| 8803257.SRDSQ                                       | 8803257.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1892 | PA      | $1809.15      | 0.00%             | 2026-09-05      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 192479865.SRDLC                                     | 192479865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2889 | PA      | $411.53       | 0.00%             | 2026-02-28      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 192766943.SRDLC                                     | 192766943.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9037 | PA      | $9644.05      | 0.00%             | 2027-08-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| DRB5178789.SRDUP                                    | DRB5178789.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9863 | PA      | $5068.48      | 0.00%             | 2030-04-03      | Fixed         | 27.93%                | Yes           |                  3 | On Loan: No      |
| DRB5186916.SRDUP                                    | DRB5186916.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2347 | PA      | $2276.09      | 0.00%             | 2030-04-07      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| 8810407.SRDSQ                                       | 8810407.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3735 | PA      | $3653.47      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845247.SRDSQ                                       | 8845247.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4915 | PA      | $4546.87      | 0.00%             | 2026-09-15      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 192892859.SRDLC                                     | 192892859.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       898 | PA      | $904.91       | 0.00%             | 2026-02-26      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194969316.SRDLC                                     | 194969316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8620 | PA      | $903.41       | 0.00%             | 2027-10-24      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| DRB5577482.SRDUP                                    | DRB5577482.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1270 | PA      | $1227.35      | 0.00%             | 2030-07-01      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| DRB5578527.SRDUP                                    | DRB5578527.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1074 | PA      | $1038.22      | 0.00%             | 2030-07-01      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| 203859318.SRDLC                                     | 203859318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10174 | PA      | $10079.71     | 0.00%             | 2026-08-31      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 204684311.SRDLC                                     | 204684311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $1088.19      | 0.00%             | 2027-10-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5580718.SRDUP                                    | DRB5580718.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2782 | PA      | $807.15       | 0.00%             | 2030-07-01      | Fixed         | 31.79%                | Yes           |                  3 | On Loan: No      |
| DRB5583822.SRDUP                                    | DRB5583822.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2730 | PA      | $2639.78      | 0.00%             | 2030-07-02      | Fixed         | 25.81%                | Yes           |                  3 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class A                                            | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1081000 | PA      | $1111376.10   | 0.06%             | 2027-11-26      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class B                                            | CUSIP: 888329AF6<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1023000 | PA      | $1060441.80   | 0.05%             | 2027-11-26      | Floating      | 13.38%                | Yes           |                  2 | On Loan: No      |
| FW3292064.SRDUP                                     | FW3292064.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       756 | PA      | $772.26       | 0.00%             | 2027-07-19      | Fixed         | 29.51%                | Yes           |                  3 | On Loan: No      |
| FW3304565.SRDUP                                     | FW3304565.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4856 | PA      | $1520.01      | 0.00%             | 2027-07-25      | Fixed         | 17.02%                | Yes           |                  3 | On Loan: No      |
| 204772978.SRDLC                                     | 204772978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3518 | PA      | $3487.09      | 0.00%             | 2026-11-02      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204950541.SRDLC                                     | 204950541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       727 | PA      | $76.16        | 0.00%             | 2026-11-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2025-1 Class B                                            | CUSIP: 888329AH2<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |    393000 | PA      | $420136.65    | 0.02%             | 2029-07-09      | Floating      | 20.13%                | Yes           |                  2 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2022-1 Class A-1                                       | CUSIP: 89009PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    322000 | PA      | $322434.70    | 0.02%             | 2026-04-07      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FW3305037.SRDUP                                     | FW3305037.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       533 | PA      | $541.97       | 0.00%             | 2027-07-25      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW3305094.SRDUP                                     | FW3305094.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5104 | PA      | $5234.83      | 0.00%             | 2027-07-25      | Fixed         | 27.38%                | Yes           |                  3 | On Loan: No      |
| 205040182.SRDLC                                     | 205040182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       886 | PA      | $885.66       | 0.00%             | 2026-11-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205054697.SRDLC                                     | 205054697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1615.10      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3305228.SRDUP                                     | FW3305228.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9868 | PA      | $10011.17     | 0.00%             | 2027-07-25      | Fixed         | 24.48%                | Yes           |                  3 | On Loan: No      |
| FW3329630.SRDUP                                     | FW3329630.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4468 | PA      | $4529.17      | 0.00%             | 2027-08-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| 205076877.SRDLC                                     | 205076877.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1309 | PA      | $1304.96      | 0.00%             | 2026-11-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205180684.SRDLC                                     | 205180684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20084 | PA      | $19768.35     | 0.00%             | 2028-11-24      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2024-1 Class A                                         | CUSIP: 89009PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1009000 | PA      | $1022520.60   | 0.05%             | 2028-04-05      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class A                                       | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3604000 | PA      | $3753746.20   | 0.19%             | 2027-06-07      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| FW3904151.SRDUP                                     | FW3904151.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17645 | PA      | $2565.53      | 0.00%             | 2029-01-02      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW3909774.SRDUP                                     | FW3909774.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       803 | PA      | $811.90       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 205187121.SRDLC                                     | 205187121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1034 | PA      | $108.36       | 0.00%             | 2026-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205193379.SRDLC                                     | 205193379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17492 | PA      | $17783.18     | 0.00%             | 2028-11-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class B                                       | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2446000 | PA      | $2525739.60   | 0.13%             | 2027-06-07      | Floating      | 10.99%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class C                                       | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    861000 | PA      | $873140.10    | 0.05%             | 2026-06-05      | Floating      | 13.24%                | Yes           |                  2 | On Loan: No      |
| FW3909903.SRDUP                                     | FW3909903.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       788 | PA      | $796.97       | 0.00%             | 2028-08-02      | Fixed         | 27.62%                | Yes           |                  3 | On Loan: No      |
| FW3910197.SRDUP                                     | FW3910197.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7931 | PA      | $7913.96      | 0.00%             | 2028-08-02      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| 205211147.SRDLC                                     | 205211147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2583 | PA      | $2633.07      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205235926.SRDLC                                     | 205235926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1875 | PA      | $1905.23      | 0.00%             | 2027-11-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3911505.SRDUP                                     | FW3911505.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1506 | PA      | $1503.92      | 0.00%             | 2026-08-03      | Fixed         | 25.70%                | Yes           |                  3 | On Loan: No      |
| FW3954388.SRDUP                                     | FW3954388.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10067 | PA      | $10180.50     | 0.00%             | 2028-09-01      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class A                                       | CUSIP: 89141WAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2299000 | PA      | $2353601.25   | 0.12%             | 2028-06-07      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class B                                       | CUSIP: 89141WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2559000 | PA      | $2633978.70   | 0.14%             | 2028-06-07      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| 186161317.SRDLC                                     | 186161317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8135 | PA      | $8247.37      | 0.00%             | 2027-03-02      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| 187299766.SRDLC                                     | 187299766.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3661 | PA      | $3785.29      | 0.00%             | 2027-03-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205423483.SRDLC                                     | 205423483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2559 | PA      | $2530.04      | 0.00%             | 2026-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205578732.SRDLC                                     | 205578732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6185 | PA      | $6084.27      | 0.00%             | 2026-12-05      | Fixed         | 10.50%                | Yes           |                  3 | On Loan: No      |
| 206530538.SRDLC                                     | 206530538.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $774.66       | 0.00%             | 2026-02-14      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 206662294.SRDLC                                     | 206662294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2681 | PA      | $2617.66      | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206812968.SRDLC                                     | 206812968.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7188 | PA      | $7047.14      | 0.00%             | 2028-02-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206832615.SRDLC                                     | 206832615.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3451 | PA      | $1032.29      | 0.00%             | 2026-05-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187762428.SRDLC                                     | 187762428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4353 | PA      | $456.22       | 0.00%             | 2027-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187866166.SRDLC                                     | 187866166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7046 | PA      | $7406.88      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206935154.SRDLC                                     | 206935154.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10911 | PA      | $10336.30     | 0.00%             | 2028-02-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 207177491.SRDLC                                     | 207177491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10860 | PA      | $1138.16      | 0.00%             | 2029-03-13      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| FW3956078.SRDUP                                     | FW3956078.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1061 | PA      | $1048.21      | 0.00%             | 2028-09-05      | Fixed         | 24.11%                | Yes           |                  3 | On Loan: No      |
| FW3959880.SRDUP                                     | FW3959880.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17881 | PA      | $17981.59     | 0.00%             | 2028-09-05      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class C                                       | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2299000 | PA      | $2342336.15   | 0.12%             | 2028-06-07      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| 9025256.SRDSQ                                       | 9025256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       186 | PA      | $179.62       | 0.00%             | 2026-10-30      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 191159852.SRDLC                                     | 191159852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4937 | PA      | $517.42       | 0.00%             | 2027-07-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191313508.SRDLC                                     | 191313508.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1255 | PA      | $1270.73      | 0.00%             | 2027-07-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 9126764.SRDSQ                                       | 9126764.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1408 | PA      | $1363.76      | 0.00%             | 2026-11-23      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62000000 | PA      | $61129795.90  | 3.16%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 9132497.SRDSQ                                       | 9132497.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3020 | PA      | $2560.21      | 0.00%             | 2026-11-27      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class A                                          | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    556000 | PA      | $559808.60    | 0.03%             | 2028-01-07      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| 186435948.SRDLC                                     | 186435948.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14367 | PA      | $14215.95     | 0.00%             | 2027-02-28      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 186681238.SRDLC                                     | 186681238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5012 | PA      | $525.25       | 0.00%             | 2027-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207411843.SRDLC                                     | 207411843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       437 | PA      | $432.54       | 0.00%             | 2026-04-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207852113.SRDLC                                     | 207852113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8119 | PA      | $7874.92      | 0.00%             | 2028-04-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW4012468.SRDUP                                     | FW4012468.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2841 | PA      | $2872.48      | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| FW4012851.SRDUP                                     | FW4012851.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33070 | PA      | $33520.78     | 0.00%             | 2028-10-10      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| 185890987.SRDLC                                     | 185890987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3760 | PA      | $394.05       | 0.00%             | 2025-03-07      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 186127839.SRDLC                                     | 186127839.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2259 | PA      | $2253.01      | 0.00%             | 2027-02-21      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 191510625.SRDLC                                     | 191510625.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14370 | PA      | $1505.96      | 0.00%             | 2027-07-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192010930.SRDLC                                     | 192010930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       478 | PA      | $490.20       | 0.00%             | 2026-08-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186135953.SRDLC                                     | 186135953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3073 | PA      | $3116.98      | 0.00%             | 2027-02-24      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 186365788.SRDLC                                     | 186365788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12808 | PA      | $13004.89     | 0.00%             | 2027-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186156292.SRDLC                                     | 186156292.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5446 | PA      | $5426.43      | 0.00%             | 2027-02-11      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 186329289.SRDLC                                     | 186329289.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1346 | PA      | $141.02       | 0.00%             | 2025-02-17      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 186507209.SRDLC                                     | 186507209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12627 | PA      | $12519.09     | 0.00%             | 2027-02-22      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 186535728.SRDLC                                     | 186535728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9426 | PA      | $9511.86      | 0.00%             | 2027-02-23      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| FW4996241.SRDUP                                     | FW4996241.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5208 | PA      | $4947.17      | 0.00%             | 2030-02-03      | Fixed         | 18.97%                | Yes           |                  3 | On Loan: No      |
| FW5385302.SRDUP                                     | FW5385302.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1357 | PA      | $1237.51      | 0.00%             | 2030-05-23      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| 186223918.SRDLC                                     | 186223918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5483 | PA      | $5447.37      | 0.00%             | 2027-02-14      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 187094773.SRDLC                                     | 187094773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2195 | PA      | $230.03       | 0.00%             | 2025-03-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187103577.SRDLC                                     | 187103577.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $202.13       | 0.00%             | 2027-03-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187547558.SRDLC                                     | 187547558.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2359 | PA      | $2523.16      | 0.00%             | 2027-03-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186314710.SRDLC                                     | 186314710.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5004 | PA      | $5250.54      | 0.00%             | 2027-02-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186366745.SRDLC                                     | 186366745.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5160 | PA      | $540.73       | 0.00%             | 2025-02-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 186682233.SRDLC                                     | 186682233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13023 | PA      | $12705.14     | 0.00%             | 2028-02-03      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 186759602.SRDLC                                     | 186759602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12133 | PA      | $1271.58      | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186295500.SRDLC                                     | 186295500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9403 | PA      | $9506.11      | 0.00%             | 2027-02-28      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 186694143.SRDLC                                     | 186694143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3828 | PA      | $3769.08      | 0.00%             | 2027-02-28      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 186787670.SRDLC                                     | 186787670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5374 | PA      | $563.24       | 0.00%             | 2027-03-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186905651.SRDLC                                     | 186905651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1821 | PA      | $1842.49      | 0.00%             | 2026-03-20      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 186016502.SRDLC                                     | 186016502.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11025 | PA      | $1155.37      | 0.00%             | 2027-04-19      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186188347.SRDLC                                     | 186188347.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4394 | PA      | $460.51       | 0.00%             | 2027-02-14      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 186455794.SRDLC                                     | 186455794.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10167 | PA      | $10127.83     | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186758530.SRDLC                                     | 186758530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6420 | PA      | $6451.36      | 0.00%             | 2027-03-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 186296041.SRDLC                                     | 186296041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3496 | PA      | $3474.29      | 0.00%             | 2027-02-17      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186376281.SRDLC                                     | 186376281.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7832 | PA      | $7784.79      | 0.00%             | 2027-02-18      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 186211572.SRDLC                                     | 186211572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1762 | PA      | $1759.17      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186368614.SRDLC                                     | 186368614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8243 | PA      | $8442.93      | 0.00%             | 2027-02-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW5385877.SRDUP                                     | FW5385877.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11788 | PA      | $11233.25     | 0.00%             | 2030-05-23      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| L3298404.SRDUP                                      | L3298404.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       686 | PA      | $698.31       | 0.00%             | 2027-07-21      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| 186083977.SRDLC                                     | 186083977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3123 | PA      | $3085.36      | 0.00%             | 2027-06-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 186445568.SRDLC                                     | 186445568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14262 | PA      | $14224.49     | 0.00%             | 2027-02-23      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class A                                             | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1032000 | PA      | $1065178.80   | 0.06%             | 2028-06-07      | Floating      | 11.63%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class B                                             | CUSIP: 177510AR5<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    875000 | PA      | $914025.00    | 0.05%             | 2028-06-07      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| 186841662.SRDLC                                     | 186841662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24111 | PA      | $2526.87      | 0.00%             | 2027-03-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186884409.SRDLC                                     | 186884409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1975 | PA      | $207.02       | 0.00%             | 2025-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186919095.SRDLC                                     | 186919095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9166 | PA      | $9212.73      | 0.00%             | 2027-03-07      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 186995154.SRDLC                                     | 186995154.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       446 | PA      | $46.77        | 0.00%             | 2025-03-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 186973856.SRDLC                                     | 186973856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7051 | PA      | $7075.79      | 0.00%             | 2027-03-07      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 187489246.SRDLC                                     | 187489246.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2806 | PA      | $2640.34      | 0.00%             | 2027-05-24      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 187850176.SRDLC                                     | 187850176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2451 | PA      | $256.87       | 0.00%             | 2025-04-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 193719168.SRDLC                                     | 193719168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6357 | PA      | $666.25       | 0.00%             | 2027-09-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210917397.SRDLC                                     | 210917397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2213 | PA      | $2091.18      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210930366.SRDLC                                     | 210930366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1156 | PA      | $1128.98      | 0.00%             | 2026-10-02      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 185537602.SRDLC                                     | 185537602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12989 | PA      | $12920.06     | 0.00%             | 2027-02-22      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 186367313.SRDLC                                     | 186367313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12001 | PA      | $11801.50     | 0.00%             | 2027-02-20      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187044456.SRDLC                                     | 187044456.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3669 | PA      | $3877.29      | 0.00%             | 2027-03-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187070240.SRDLC                                     | 187070240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4656 | PA      | $4699.54      | 0.00%             | 2027-03-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186906144.SRDLC                                     | 186906144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       962 | PA      | $100.87       | 0.00%             | 2025-03-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186977592.SRDLC                                     | 186977592.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2580 | PA      | $2739.50      | 0.00%             | 2027-03-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 185222071.SRDLC                                     | 185222071.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1175 | PA      | $123.16       | 0.00%             | 2025-02-09      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 187504263.SRDLC                                     | 187504263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3013 | PA      | $3108.12      | 0.00%             | 2027-04-19      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187095146.SRDLC                                     | 187095146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11502 | PA      | $11578.61     | 0.00%             | 2027-03-20      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187163955.SRDLC                                     | 187163955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2377 | PA      | $427.52       | 0.00%             | 2027-03-14      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 203116318.SRDLC                                     | 203116318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4204 | PA      | $4214.24      | 0.00%             | 2028-08-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 203216447.SRDLC                                     | 203216447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28282 | PA      | $28074.49     | 0.00%             | 2028-08-15      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 187751530.SRDLC                                     | 187751530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2475 | PA      | $2421.43      | 0.00%             | 2027-10-04      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 188715091.SRDLC                                     | 188715091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17249 | PA      | $17671.19     | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186406480.SRDLC                                     | 186406480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12698 | PA      | $1330.70      | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186824468.SRDLC                                     | 186824468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5990 | PA      | $5928.91      | 0.00%             | 2027-03-14      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186984103.SRDLC                                     | 186984103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4583 | PA      | $4606.35      | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 187045971.SRDLC                                     | 187045971.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4767 | PA      | $4728.16      | 0.00%             | 2027-03-02      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 186576309.SRDLC                                     | 186576309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3985 | PA      | $3976.00      | 0.00%             | 2027-02-25      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186797391.SRDLC                                     | 186797391.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4400 | PA      | $4642.44      | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186843869.SRDLC                                     | 186843869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1808 | PA      | $189.50       | 0.00%             | 2025-09-30      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 187112294.SRDLC                                     | 187112294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3559 | PA      | $373.02       | 0.00%             | 2027-06-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187548640.SRDLC                                     | 187548640.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3206 | PA      | $3318.07      | 0.00%             | 2027-03-24      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187571871.SRDLC                                     | 187571871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       784 | PA      | $769.23       | 0.00%             | 2027-04-22      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 187305059.SRDLC                                     | 187305059.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2939 | PA      | $307.98       | 0.00%             | 2025-03-21      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 187871605.SRDLC                                     | 187871605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13353 | PA      | $10666.36     | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 185241731.SRDLC                                     | 185241731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4699 | PA      | $4746.26      | 0.00%             | 2027-02-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186205905.SRDLC                                     | 186205905.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4337 | PA      | $4297.51      | 0.00%             | 2027-02-15      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| 185783823.SRDLC                                     | 185783823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3456 | PA      | $3419.80      | 0.00%             | 2027-02-28      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 186271799.SRDLC                                     | 186271799.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8196 | PA      | $8266.61      | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 187629164.SRDLC                                     | 187629164.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4576 | PA      | $3661.02      | 0.00%             | 2027-03-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187729933.SRDLC                                     | 187729933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2348 | PA      | $2468.40      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186381065.SRDLC                                     | 186381065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12284 | PA      | $1287.31      | 0.00%             | 2027-02-22      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 186703239.SRDLC                                     | 186703239.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12679 | PA      | $12573.94     | 0.00%             | 2027-02-28      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 188705941.SRDLC                                     | 188705941.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7569 | PA      | $7529.36      | 0.00%             | 2027-04-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191513596.SRDLC                                     | 191513596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2544 | PA      | $2531.07      | 0.00%             | 2026-07-25      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 186903091.SRDLC                                     | 186903091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1807 | PA      | $189.38       | 0.00%             | 2025-03-22      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186967519.SRDLC                                     | 186967519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7688 | PA      | $0.00         | 0.00%             | 2027-03-07      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 203853264.SRDLC                                     | 203853264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2713 | PA      | $2695.11      | 0.00%             | 2026-08-28      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204011199.SRDLC                                     | 204011199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17556 | PA      | $17204.64     | 0.00%             | 2028-10-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 186029660.SRDLC                                     | 186029660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8687 | PA      | $8548.44      | 0.00%             | 2027-02-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186333355.SRDLC                                     | 186333355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4217 | PA      | $441.91       | 0.00%             | 2027-02-22      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| ACHV ABS TRUST                                      | ACHV ABS Trust 2025-1PL                                              | CUSIP: 00112MAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28058 | PA      | $6231948.85   | 0.32%             | 2032-04-26      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR2 Trust                                                 | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4289186.35   | 0.22%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 186226030.SRDLC                                     | 186226030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3931 | PA      | $4025.70      | 0.00%             | 2027-02-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187037256.SRDLC                                     | 187037256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4933 | PA      | $5023.31      | 0.00%             | 2027-03-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187191386.SRDLC                                     | 187191386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7662 | PA      | $6129.26      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187776367.SRDLC                                     | 187776367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1806 | PA      | $189.31       | 0.00%             | 2025-03-30      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 192694190.SRDLC                                     | 192694190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       107 | PA      | $106.67       | 0.00%             | 2028-08-19      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 193602909.SRDLC                                     | 193602909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4762 | PA      | $5053.15      | 0.00%             | 2027-09-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 186008277.SRDLC                                     | 186008277.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15382 | PA      | $1612.07      | 0.00%             | 2025-02-23      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| 186152237.SRDLC                                     | 186152237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5059 | PA      | $5110.77      | 0.00%             | 2027-02-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 185818512.SRDLC                                     | 185818512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13738 | PA      | $10183.36     | 0.00%             | 2027-02-15      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 186137950.SRDLC                                     | 186137950.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8230 | PA      | $8092.30      | 0.00%             | 2027-02-28      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 185539968.SRDLC                                     | 185539968.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3813 | PA      | $267.60       | 0.00%             | 2027-11-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186063949.SRDLC                                     | 186063949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1016 | PA      | $106.45       | 0.00%             | 2025-02-10      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186388985.SRDLC                                     | 186388985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8744 | PA      | $8606.50      | 0.00%             | 2027-02-22      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186451093.SRDLC                                     | 186451093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3826 | PA      | $3766.21      | 0.00%             | 2027-02-22      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 186481362.SRDLC                                     | 186481362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4104 | PA      | $4142.26      | 0.00%             | 2027-02-22      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 186647860.SRDLC                                     | 186647860.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $0.00         | 0.00%             | 2025-03-08      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| 187084131.SRDLC                                     | 187084131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $3117.03      | 0.00%             | 2027-02-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187904645.SRDLC                                     | 187904645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3254 | PA      | $340.98       | 0.00%             | 2025-04-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186837086.SRDLC                                     | 186837086.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6597 | PA      | $691.37       | 0.00%             | 2027-03-10      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 187227077.SRDLC                                     | 187227077.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $607.78       | 0.00%             | 2025-03-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186431339.SRDLC                                     | 186431339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10039 | PA      | $10133.47     | 0.00%             | 2027-02-22      | Fixed         | 11.52%                | Yes           |                  3 | On Loan: No      |
| 186638846.SRDLC                                     | 186638846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4116 | PA      | $4112.91      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186126018.SRDLC                                     | 186126018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3436 | PA      | $3481.49      | 0.00%             | 2027-02-24      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 186855159.SRDLC                                     | 186855159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10434 | PA      | $10674.70     | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186946979.SRDLC                                     | 186946979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       995 | PA      | $104.26       | 0.00%             | 2025-03-07      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186960205.SRDLC                                     | 186960205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8963 | PA      | $939.27       | 0.00%             | 2027-03-28      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186219997.SRDLC                                     | 186219997.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12808 | PA      | $1342.32      | 0.00%             | 2027-02-14      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 186449199.SRDLC                                     | 186449199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8650 | PA      | $8781.29      | 0.00%             | 2027-03-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 194884506.SRDLC                                     | 194884506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2759 | PA      | $2810.73      | 0.00%             | 2026-10-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203446752.SRDLC                                     | 203446752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11401 | PA      | $8241.22      | 0.00%             | 2028-08-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 186445485.SRDLC                                     | 186445485.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2871.98      | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186842521.SRDLC                                     | 186842521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1531 | PA      | $160.43       | 0.00%             | 2025-03-15      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 185884862.SRDLC                                     | 185884862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1480 | PA      | $155.10       | 0.00%             | 2025-06-22      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 185947404.SRDLC                                     | 185947404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18880 | PA      | $1978.59      | 0.00%             | 2027-02-15      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 187317328.SRDLC                                     | 187317328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3185 | PA      | $3359.37      | 0.00%             | 2027-03-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187566191.SRDLC                                     | 187566191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2351 | PA      | $2469.27      | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186475599.SRDLC                                     | 186475599.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10586 | PA      | $1109.39      | 0.00%             | 2025-02-22      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 186712916.SRDLC                                     | 186712916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5692 | PA      | $5752.62      | 0.00%             | 2027-02-28      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| 187744622.SRDLC                                     | 187744622.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4105 | PA      | $430.22       | 0.00%             | 2025-03-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 188846276.SRDLC                                     | 188846276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15557 | PA      | $15346.26     | 0.00%             | 2027-05-10      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| 186291079.SRDLC                                     | 186291079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7376 | PA      | $7814.33      | 0.00%             | 2027-02-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186685210.SRDLC                                     | 186685210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4811 | PA      | $4769.04      | 0.00%             | 2027-02-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 186404263.SRDLC                                     | 186404263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3948 | PA      | $3965.43      | 0.00%             | 2027-03-02      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 186432025.SRDLC                                     | 186432025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2540 | PA      | $2648.95      | 0.00%             | 2027-03-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186792901.SRDLC                                     | 186792901.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2898 | PA      | $2879.85      | 0.00%             | 2027-03-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186816681.SRDLC                                     | 186816681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1034 | PA      | $108.40       | 0.00%             | 2025-06-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 185262514.SRDLC                                     | 185262514.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1199 | PA      | $125.66       | 0.00%             | 2025-02-23      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 186143484.SRDLC                                     | 186143484.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       827 | PA      | $86.71        | 0.00%             | 2025-03-12      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 186345496.SRDLC                                     | 186345496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12602 | PA      | $12566.54     | 0.00%             | 2027-02-22      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 186465186.SRDLC                                     | 186465186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13336 | PA      | $1397.58      | 0.00%             | 2025-02-23      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186572822.SRDLC                                     | 186572822.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5624 | PA      | $589.45       | 0.00%             | 2027-03-13      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186627742.SRDLC                                     | 186627742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10071 | PA      | $9969.77      | 0.00%             | 2027-02-28      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 187738813.SRDLC                                     | 187738813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8612 | PA      | $8942.44      | 0.00%             | 2028-01-31      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187854140.SRDLC                                     | 187854140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5961 | PA      | $6129.21      | 0.00%             | 2027-04-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 191181523.SRDLC                                     | 191181523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10810 | PA      | $11410.77     | 0.00%             | 2027-07-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191622860.SRDLC                                     | 191622860.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       937 | PA      | $749.74       | 0.00%             | 2026-02-08      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 191095020.SRDLC                                     | 191095020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10470 | PA      | $10663.65     | 0.00%             | 2027-07-20      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 191122073.SRDLC                                     | 191122073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10131 | PA      | $9668.62      | 0.00%             | 2028-11-14      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 186754103.SRDLC                                     | 186754103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4014 | PA      | $420.65       | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186860250.SRDLC                                     | 186860250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5038 | PA      | $527.94       | 0.00%             | 2027-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187701762.SRDLC                                     | 187701762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6875 | PA      | $720.54       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187801163.SRDLC                                     | 187801163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       236 | PA      | $234.66       | 0.00%             | 2025-11-04      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 186878387.SRDLC                                     | 186878387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7776 | PA      | $7693.11      | 0.00%             | 2027-03-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 186935363.SRDLC                                     | 186935363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6734 | PA      | $7167.13      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192063849.SRDLC                                     | 192063849.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9863 | PA      | $9847.53      | 0.00%             | 2027-08-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 192173279.SRDLC                                     | 192173279.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2744 | PA      | $2195.04      | 0.00%             | 2026-02-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 186262246.SRDLC                                     | 186262246.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14928 | PA      | $1564.49      | 0.00%             | 2027-10-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186517183.SRDLC                                     | 186517183.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5607 | PA      | $587.64       | 0.00%             | 2027-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203567747.SRDLC                                     | 203567747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7321 | PA      | $767.27       | 0.00%             | 2028-08-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204517947.SRDLC                                     | 204517947.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15389 | PA      | $15893.64     | 0.00%             | 2028-10-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 186975112.SRDLC                                     | 186975112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1311 | PA      | $1315.71      | 0.00%             | 2026-03-22      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187064351.SRDLC                                     | 187064351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9717 | PA      | $10028.27     | 0.00%             | 2027-02-28      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 187852320.SRDLC                                     | 187852320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5588 | PA      | $5881.18      | 0.00%             | 2027-04-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187864708.SRDLC                                     | 187864708.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8242 | PA      | $8734.59      | 0.00%             | 2027-04-19      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187031324.SRDLC                                     | 187031324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4328 | PA      | $4578.17      | 0.00%             | 2027-03-08      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187105908.SRDLC                                     | 187105908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8926 | PA      | $935.44       | 0.00%             | 2027-03-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186898646.SRDLC                                     | 186898646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6346 | PA      | $665.11       | 0.00%             | 2028-02-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186930238.SRDLC                                     | 186930238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4196 | PA      | $439.72       | 0.00%             | 2025-03-07      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 188683963.SRDLC                                     | 188683963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9922 | PA      | $1039.87      | 0.00%             | 2027-04-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191229228.SRDLC                                     | 191229228.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11220 | PA      | $1175.90      | 0.00%             | 2027-08-29      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 187129496.SRDLC                                     | 187129496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9402 | PA      | $9827.96      | 0.00%             | 2027-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187568029.SRDLC                                     | 187568029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8962 | PA      | $9608.36      | 0.00%             | 2027-09-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191178176.SRDLC                                     | 191178176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2645 | PA      | $2792.19      | 0.00%             | 2027-07-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191346196.SRDLC                                     | 191346196.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6234 | PA      | $6639.10      | 0.00%             | 2027-07-28      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 187532223.SRDLC                                     | 187532223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2779 | PA      | $2878.46      | 0.00%             | 2027-03-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187593444.SRDLC                                     | 187593444.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9207 | PA      | $964.91       | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193120148.SRDLC                                     | 193120148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12775 | PA      | $1338.80      | 0.00%             | 2027-08-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 193639194.SRDLC                                     | 193639194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6245 | PA      | $654.43       | 0.00%             | 2027-09-19      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186759667.SRDLC                                     | 186759667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9692 | PA      | $1015.76      | 0.00%             | 2027-03-16      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 186963432.SRDLC                                     | 186963432.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3694 | PA      | $3628.84      | 0.00%             | 2027-03-07      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 186695293.SRDLC                                     | 186695293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3367 | PA      | $3331.37      | 0.00%             | 2027-03-04      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 186820218.SRDLC                                     | 186820218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8435 | PA      | $8510.50      | 0.00%             | 2027-03-27      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 188761265.SRDLC                                     | 188761265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2294 | PA      | $240.44       | 0.00%             | 2025-04-25      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 191337039.SRDLC                                     | 191337039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       989 | PA      | $103.68       | 0.00%             | 2025-07-18      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 191521233.SRDLC                                     | 191521233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2218 | PA      | $232.47       | 0.00%             | 2025-07-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 191572560.SRDLC                                     | 191572560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1532 | PA      | $160.55       | 0.00%             | 2026-01-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187170600.SRDLC                                     | 187170600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8221 | PA      | $8644.01      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187300111.SRDLC                                     | 187300111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3471 | PA      | $363.79       | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186900684.SRDLC                                     | 186900684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9192 | PA      | $9139.50      | 0.00%             | 2027-03-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 186958321.SRDLC                                     | 186958321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3582 | PA      | $3798.25      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188214895.SRDLC                                     | 188214895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10388 | PA      | $1928.98      | 0.00%             | 2025-11-21      | Fixed         | 26.79%                | Yes           |                  3 | On Loan: No      |
| 191198358.SRDLC                                     | 191198358.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4331 | PA      | $130.84       | 0.00%             | 2027-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187116827.SRDLC                                     | 187116827.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4468 | PA      | $468.22       | 0.00%             | 2025-03-11      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 187156876.SRDLC                                     | 187156876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4119 | PA      | $4090.21      | 0.00%             | 2027-03-27      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 186165363.SRDLC                                     | 186165363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3046 | PA      | $3026.70      | 0.00%             | 2027-02-15      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 186675548.SRDLC                                     | 186675548.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       450 | PA      | $55.56        | 0.00%             | 2026-03-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 194158910.SRDLC                                     | 194158910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6945 | PA      | $6965.40      | 0.00%             | 2027-10-19      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 203561448.SRDLC                                     | 203561448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4641 | PA      | $4602.47      | 0.00%             | 2026-08-10      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| Claveau Re Ltd.                                     | Claveau Re 2021-1 Class A                                            | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    503508 | PA      | $0.05         | 0.00%             | 2025-10-08      | Floating      | 17.25%                | Yes           |                  3 | On Loan: No      |
| 186131293.SRDLC                                     | 186131293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6292 | PA      | $659.42       | 0.00%             | 2027-02-26      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 191871219.SRDLC                                     | 191871219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4147 | PA      | $434.56       | 0.00%             | 2027-08-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192237494.SRDLC                                     | 192237494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3018 | PA      | $3054.27      | 0.00%             | 2027-08-25      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186923282.SRDLC                                     | 186923282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3455 | PA      | $362.06       | 0.00%             | 2025-03-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 186969770.SRDLC                                     | 186969770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3553 | PA      | $3790.19      | 0.00%             | 2028-01-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204798537.SRDLC                                     | 204798537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20064 | PA      | $2102.71      | 0.00%             | 2028-10-24      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204833035.SRDLC                                     | 204833035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19913 | PA      | $1227.35      | 0.00%             | 2028-10-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187386845.SRDLC                                     | 187386845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       166 | PA      | $17.35        | 0.00%             | 2027-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187547337.SRDLC                                     | 187547337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $187.90       | 0.00%             | 2025-03-30      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187734606.SRDLC                                     | 187734606.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2247 | PA      | $2403.39      | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187773011.SRDLC                                     | 187773011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9283 | PA      | $9323.34      | 0.00%             | 2027-04-04      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 187593665.SRDLC                                     | 187593665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       764 | PA      | $772.30       | 0.00%             | 2026-03-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 188423939.SRDLC                                     | 188423939.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7680 | PA      | $7537.74      | 0.00%             | 2027-04-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186863025.SRDLC                                     | 186863025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5120 | PA      | $536.61       | 0.00%             | 2029-02-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187404590.SRDLC                                     | 187404590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4178 | PA      | $4416.42      | 0.00%             | 2027-03-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186484216.SRDLC                                     | 186484216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11700 | PA      | $1660.90      | 0.00%             | 2027-02-22      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 186500893.SRDLC                                     | 186500893.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8894 | PA      | $9224.09      | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187004337.SRDLC                                     | 187004337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11467 | PA      | $11321.50     | 0.00%             | 2027-10-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 187040321.SRDLC                                     | 187040321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6443 | PA      | $6491.32      | 0.00%             | 2027-03-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 186963965.SRDLC                                     | 186963965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2385 | PA      | $2458.91      | 0.00%             | 2027-03-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186969924.SRDLC                                     | 186969924.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11748 | PA      | $11685.76     | 0.00%             | 2027-03-09      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 187626903.SRDLC                                     | 187626903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7450 | PA      | $7805.54      | 0.00%             | 2027-04-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187891190.SRDLC                                     | 187891190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2184 | PA      | $2285.17      | 0.00%             | 2027-04-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187543108.SRDLC                                     | 187543108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6730 | PA      | $7127.98      | 0.00%             | 2027-03-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187692276.SRDLC                                     | 187692276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6423 | PA      | $6907.43      | 0.00%             | 2028-03-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187040937.SRDLC                                     | 187040937.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2622 | PA      | $274.79       | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187375311.SRDLC                                     | 187375311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2053 | PA      | $2072.68      | 0.00%             | 2026-04-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187196077.SRDLC                                     | 187196077.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2589 | PA      | $271.31       | 0.00%             | 2027-03-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187332393.SRDLC                                     | 187332393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       751 | PA      | $760.55       | 0.00%             | 2026-03-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187185770.SRDLC                                     | 187185770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3516 | PA      | $3676.72      | 0.00%             | 2027-03-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187354823.SRDLC                                     | 187354823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2244 | PA      | $2397.30      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187274598.SRDLC                                     | 187274598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2220 | PA      | $1775.80      | 0.00%             | 2026-04-06      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 188382495.SRDLC                                     | 188382495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8925 | PA      | $8828.66      | 0.00%             | 2027-04-14      | Fixed         | 10.59%                | Yes           |                  3 | On Loan: No      |
| 206504845.SRDLC                                     | 206504845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15911 | PA      | $15700.58     | 0.00%             | 2029-02-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210852633.SRDLC                                     | 210852633.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31351 | PA      | $30958.63     | 0.00%             | 2028-09-21      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 186978254.SRDLC                                     | 186978254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13204 | PA      | $13064.31     | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 187701388.SRDLC                                     | 187701388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3952 | PA      | $4232.60      | 0.00%             | 2027-03-22      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192879657.SRDLC                                     | 192879657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7246 | PA      | $759.39       | 0.00%             | 2027-08-24      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| 193132810.SRDLC                                     | 193132810.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4878 | PA      | $5207.70      | 0.00%             | 2027-08-31      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 187638238.SRDLC                                     | 187638238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1733 | PA      | $181.64       | 0.00%             | 2025-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187854697.SRDLC                                     | 187854697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2083 | PA      | $2175.80      | 0.00%             | 2027-04-04      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 186165439.SRDLC                                     | 186165439.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       683 | PA      | $71.56        | 0.00%             | 2025-07-14      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 186663937.SRDLC                                     | 186663937.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7913 | PA      | $829.28       | 0.00%             | 2025-06-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204670065.SRDLC                                     | 204670065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1313 | PA      | $137.56       | 0.00%             | 2026-10-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204838693.SRDLC                                     | 204838693.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5449 | PA      | $5393.39      | 0.00%             | 2026-10-23      | Fixed         | 8.89%                 | Yes           |                  3 | On Loan: No      |
| L3298614.SRDUP                                      | L3298614.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6319 | PA      | $6325.87      | 0.00%             | 2027-07-27      | Fixed         | 12.12%                | Yes           |                  3 | On Loan: No      |
| L3328499.SRDUP                                      | L3328499.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $144.09       | 0.00%             | 2027-08-03      | Fixed         | 24.16%                | Yes           |                  3 | On Loan: No      |
| 187940222.SRDLC                                     | 187940222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11821 | PA      | $0.00         | 0.00%             | 2026-07-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 188843204.SRDLC                                     | 188843204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5298 | PA      | $5199.92      | 0.00%             | 2027-12-10      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186859612.SRDLC                                     | 186859612.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9460 | PA      | $9642.57      | 0.00%             | 2027-03-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187125272.SRDLC                                     | 187125272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3354 | PA      | $3319.51      | 0.00%             | 2027-03-11      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205028471.SRDLC                                     | 205028471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       682 | PA      | $680.86       | 0.00%             | 2025-11-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 205091788.SRDLC                                     | 205091788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2618 | PA      | $2627.04      | 0.00%             | 2027-11-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 192607073.SRDLC                                     | 192607073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6305 | PA      | $660.80       | 0.00%             | 2027-08-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 192629073.SRDLC                                     | 192629073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8505 | PA      | $9129.03      | 0.00%             | 2027-08-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187981341.SRDLC                                     | 187981341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1981 | PA      | $2036.72      | 0.00%             | 2027-04-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 191434671.SRDLC                                     | 191434671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10055 | PA      | $10121.41     | 0.00%             | 2027-07-14      | Fixed         | 13.44%                | Yes           |                  3 | On Loan: No      |
| 186864141.SRDLC                                     | 186864141.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8351 | PA      | $8735.46      | 0.00%             | 2027-03-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186883462.SRDLC                                     | 186883462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6849 | PA      | $717.78       | 0.00%             | 2025-04-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 192238273.SRDLC                                     | 192238273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1450 | PA      | $151.92       | 0.00%             | 2025-08-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192846539.SRDLC                                     | 192846539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       133 | PA      | $134.02       | 0.00%             | 2025-11-23      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class B                                          | CUSIP: 92847CAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    380000 | PA      | $384522.00    | 0.02%             | 2028-01-07      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class A                                         | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    748000 | PA      | $748037.40    | 0.04%             | 2029-01-08      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| 205193963.SRDLC                                     | 205193963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       456 | PA      | $459.23       | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205240681.SRDLC                                     | 205240681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11482 | PA      | $11958.32     | 0.00%             | 2028-11-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 193294673.SRDLC                                     | 193294673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10136 | PA      | $1062.26      | 0.00%             | 2027-09-20      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| 193378827.SRDLC                                     | 193378827.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8444 | PA      | $884.98       | 0.00%             | 2025-09-27      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205283754.SRDLC                                     | 205283754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12472 | PA      | $12367.00     | 0.00%             | 2026-11-21      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 205896149.SRDLC                                     | 205896149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4799 | PA      | $4754.86      | 0.00%             | 2026-12-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187470501.SRDLC                                     | 187470501.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2937 | PA      | $307.84       | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 191816048.SRDLC                                     | 191816048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2728 | PA      | $2738.79      | 0.00%             | 2027-08-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193051392.SRDLC                                     | 193051392.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10773 | PA      | $10990.34     | 0.00%             | 2027-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 193225539.SRDLC                                     | 193225539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7455 | PA      | $781.24       | 0.00%             | 2027-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class C                                         | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    365000 | PA      | $365438.00    | 0.02%             | 2029-01-08      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Limited                             | Vitality Re XIV 2023 Class A                                         | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    954000 | PA      | $974749.50    | 0.05%             | 2027-01-05      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| 192448747.SRDLC                                     | 192448747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1292 | PA      | $135.37       | 0.00%             | 2025-08-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193940880.SRDLC                                     | 193940880.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10348 | PA      | $10477.27     | 0.00%             | 2027-09-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 191203714.SRDLC                                     | 191203714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4028 | PA      | $422.16       | 0.00%             | 2025-07-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192078630.SRDLC                                     | 192078630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2539 | PA      | $266.07       | 0.00%             | 2026-08-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193996097.SRDLC                                     | 193996097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1346 | PA      | $141.02       | 0.00%             | 2025-09-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203328742.SRDLC                                     | 203328742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       340 | PA      | $339.23       | 0.00%             | 2026-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206379163.SRDLC                                     | 206379163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29662 | PA      | $15629.97     | 0.00%             | 2029-06-15      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 206382999.SRDLC                                     | 206382999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10065 | PA      | $10005.28     | 0.00%             | 2029-01-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 9358801.SRDSQ                                       | 9358801.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10213 | PA      | $9658.38      | 0.00%             | 2027-01-20      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class A                                            | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1734000 | PA      | $1865697.30   | 0.10%             | 2027-02-26      | Floating      | 14.07%                | Yes           |                  2 | On Loan: No      |
| 193008719.SRDLC                                     | 193008719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6698 | PA      | $6887.18      | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 193543089.SRDLC                                     | 193543089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5141 | PA      | $5253.50      | 0.00%             | 2027-09-27      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| 194880827.SRDLC                                     | 194880827.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3662 | PA      | $3699.11      | 0.00%             | 2027-10-30      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 194975652.SRDLC                                     | 194975652.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13497 | PA      | $13595.43     | 0.00%             | 2027-10-25      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 187754067.SRDLC                                     | 187754067.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       841 | PA      | $847.70       | 0.00%             | 2026-03-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187920689.SRDLC                                     | 187920689.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3173 | PA      | $2928.21      | 0.00%             | 2027-06-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 191553131.SRDLC                                     | 191553131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5654 | PA      | $592.50       | 0.00%             | 2027-07-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192431792.SRDLC                                     | 192431792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4933 | PA      | $5003.78      | 0.00%             | 2027-08-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186943871.SRDLC                                     | 186943871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $189.89       | 0.00%             | 2025-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186969754.SRDLC                                     | 186969754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5203 | PA      | $5370.16      | 0.00%             | 2027-03-30      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 204966953.SRDLC                                     | 204966953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9999 | PA      | $1047.91      | 0.00%             | 2027-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205044397.SRDLC                                     | 205044397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       158 | PA      | $59.00        | 0.00%             | 2025-11-06      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class B                                            | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    562000 | PA      | $604796.30    | 0.03%             | 2027-02-26      | Floating      | 15.55%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2025-1 Class A                                            | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1430000 | PA      | $1488630.00   | 0.08%             | 2028-02-21      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| 186938697.SRDLC                                     | 186938697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3816 | PA      | $4051.33      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186959040.SRDLC                                     | 186959040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2031 | PA      | $2046.89      | 0.00%             | 2027-03-21      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 195708074.SRDLC                                     | 195708074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       243 | PA      | $242.05       | 0.00%             | 2025-11-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203484384.SRDLC                                     | 203484384.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15500 | PA      | $1624.42      | 0.00%             | 2028-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211094179.SRDLC                                     | 211094179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15676 | PA      | $14957.39     | 0.00%             | 2029-09-24      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211104404.SRDLC                                     | 211104404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4394 | PA      | $4153.51      | 0.00%             | 2027-10-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 206513002.SRDLC                                     | 206513002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11534 | PA      | $11216.33     | 0.00%             | 2029-02-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206578013.SRDLC                                     | 206578013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5760 | PA      | $5592.56      | 0.00%             | 2027-02-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 187799361.SRDLC                                     | 187799361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5104 | PA      | $5070.42      | 0.00%             | 2027-03-31      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 188003641.SRDLC                                     | 188003641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13625 | PA      | $13505.50     | 0.00%             | 2027-04-05      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 204469648.SRDLC                                     | 204469648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8266 | PA      | $8517.89      | 0.00%             | 2028-10-07      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204540186.SRDLC                                     | 204540186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3223 | PA      | $3296.58      | 0.00%             | 2027-10-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 187073409.SRDLC                                     | 187073409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5530 | PA      | $579.55       | 0.00%             | 2025-03-10      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 187143516.SRDLC                                     | 187143516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       892 | PA      | $378.64       | 0.00%             | 2025-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187945171.SRDLC                                     | 187945171.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7008 | PA      | $734.43       | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188093871.SRDLC                                     | 188093871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5772 | PA      | $5813.72      | 0.00%             | 2027-04-21      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 186862002.SRDLC                                     | 186862002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7490 | PA      | $7524.52      | 0.00%             | 2027-03-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 186966989.SRDLC                                     | 186966989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3229 | PA      | $338.40       | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191251728.SRDLC                                     | 191251728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4237 | PA      | $444.01       | 0.00%             | 2027-07-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192281994.SRDLC                                     | 192281994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       628 | PA      | $65.80        | 0.00%             | 2027-08-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187344458.SRDLC                                     | 187344458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7777 | PA      | $8094.39      | 0.00%             | 2027-03-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187923397.SRDLC                                     | 187923397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9378 | PA      | $982.77       | 0.00%             | 2027-04-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186977311.SRDLC                                     | 186977311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1711 | PA      | $1757.53      | 0.00%             | 2027-03-01      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187050428.SRDLC                                     | 187050428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2432 | PA      | $2509.99      | 0.00%             | 2027-03-12      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 192294945.SRDLC                                     | 192294945.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3825 | PA      | $3985.54      | 0.00%             | 2027-08-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 192702036.SRDLC                                     | 192702036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6272 | PA      | $6389.96      | 0.00%             | 2027-08-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211207145.SRDLC                                     | 211207145.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15008 | PA      | $14147.48     | 0.00%             | 2029-10-01      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211228657.SRDLC                                     | 211228657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4918 | PA      | $782.64       | 0.00%             | 2029-03-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192514171.SRDLC                                     | 192514171.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       339 | PA      | $41.48        | 0.00%             | 2025-11-15      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 192817165.SRDLC                                     | 192817165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8503 | PA      | $891.10       | 0.00%             | 2028-02-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9767015.SRDSQ                                       | 9767015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18460 | PA      | $17028.88     | 0.00%             | 2027-03-06      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class A                                            | CUSIP: 982533AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    640000 | PA      | $658400.00    | 0.03%             | 2026-08-07      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| 187983448.SRDLC                                     | 187983448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1916 | PA      | $200.85       | 0.00%             | 2025-04-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 188154421.SRDLC                                     | 188154421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4860 | PA      | $4818.61      | 0.00%             | 2027-04-07      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187903875.SRDLC                                     | 187903875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1077 | PA      | $112.89       | 0.00%             | 2025-04-05      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 188443111.SRDLC                                     | 188443111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4598 | PA      | $4549.39      | 0.00%             | 2027-04-18      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 187363680.SRDLC                                     | 187363680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       367 | PA      | $38.47        | 0.00%             | 2025-03-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187786026.SRDLC                                     | 187786026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2697 | PA      | $2873.72      | 0.00%             | 2027-03-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187278011.SRDLC                                     | 187278011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $5605.12      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188272070.SRDLC                                     | 188272070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4796 | PA      | $502.60       | 0.00%             | 2025-04-22      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 191544930.SRDLC                                     | 191544930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10418 | PA      | $1091.81      | 0.00%             | 2027-07-31      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191603240.SRDLC                                     | 191603240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7402 | PA      | $7382.51      | 0.00%             | 2027-08-02      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 188602043.SRDLC                                     | 188602043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8314 | PA      | $871.30       | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 188871984.SRDLC                                     | 188871984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7697 | PA      | $806.68       | 0.00%             | 2027-10-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205253628.SRDLC                                     | 205253628.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1579 | PA      | $1615.14      | 0.00%             | 2026-11-20      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205291655.SRDLC                                     | 205291655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18653 | PA      | $18253.03     | 0.00%             | 2028-12-06      | Fixed         | 15.25%                | Yes           |                  3 | On Loan: No      |
| 187449396.SRDLC                                     | 187449396.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6142 | PA      | $6364.72      | 0.00%             | 2027-03-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187495162.SRDLC                                     | 187495162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       447 | PA      | $453.43       | 0.00%             | 2026-03-21      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187444837.SRDLC                                     | 187444837.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2600 | PA      | $272.48       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187519245.SRDLC                                     | 187519245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4343 | PA      | $455.11       | 0.00%             | 2028-03-02      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187948199.SRDLC                                     | 187948199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $906.92       | 0.00%             | 2027-04-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191657624.SRDLC                                     | 191657624.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       303 | PA      | $303.20       | 0.00%             | 2026-02-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186767172.SRDLC                                     | 186767172.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       837 | PA      | $87.68        | 0.00%             | 2025-03-08      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186890975.SRDLC                                     | 186890975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9214 | PA      | $9277.88      | 0.00%             | 2027-03-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 188469901.SRDLC                                     | 188469901.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9979 | PA      | $1045.81      | 0.00%             | 2025-04-18      | Fixed         | 8.79%                 | Yes           |                  3 | On Loan: No      |
| 191181283.SRDLC                                     | 191181283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9282 | PA      | $972.73       | 0.00%             | 2027-07-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 188463802.SRDLC                                     | 188463802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3504 | PA      | $367.18       | 0.00%             | 2025-04-22      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 192379595.SRDLC                                     | 192379595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7186 | PA      | $7125.70      | 0.00%             | 2027-08-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 203533345.SRDLC                                     | 203533345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13610 | PA      | $1426.34      | 0.00%             | 2028-08-14      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 204210805.SRDLC                                     | 204210805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3574 | PA      | $3567.73      | 0.00%             | 2026-09-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 187869709.SRDLC                                     | 187869709.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8484 | PA      | $889.13       | 0.00%             | 2027-04-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 188494020.SRDLC                                     | 188494020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7295 | PA      | $764.55       | 0.00%             | 2027-04-18      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 194773712.SRDLC                                     | 194773712.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       339 | PA      | $35.48        | 0.00%             | 2025-01-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| Commonwealth Re Ltd.                                | Commonwealth Re 2023-1 Class A                                       | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1178000 | PA      | $1197437.00   | 0.06%             | 2026-07-08      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| 187116136.SRDLC                                     | 187116136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9261 | PA      | $9210.50      | 0.00%             | 2027-03-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 187146211.SRDLC                                     | 187146211.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4793 | PA      | $4709.42      | 0.00%             | 2027-03-14      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 192979492.SRDLC                                     | 192979492.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7172 | PA      | $7235.03      | 0.00%             | 2026-08-29      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| 193015947.SRDLC                                     | 193015947.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $679.66       | 0.00%             | 2026-01-30      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 195343443.SRDLC                                     | 195343443.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3678 | PA      | $3808.19      | 0.00%             | 2027-11-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 195822367.SRDLC                                     | 195822367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       122 | PA      | $122.11       | 0.00%             | 2025-11-17      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 187793076.SRDLC                                     | 187793076.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1291 | PA      | $135.27       | 0.00%             | 2025-04-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187887520.SRDLC                                     | 187887520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10143 | PA      | $1062.97      | 0.00%             | 2027-04-04      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 194662189.SRDLC                                     | 194662189.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1604 | PA      | $168.06       | 0.00%             | 2026-02-17      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 195175667.SRDLC                                     | 195175667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2073 | PA      | $217.21       | 0.00%             | 2025-10-28      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 192822780.SRDLC                                     | 192822780.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7398 | PA      | $775.29       | 0.00%             | 2025-08-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 193993362.SRDLC                                     | 193993362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8159 | PA      | $8681.68      | 0.00%             | 2027-09-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211254967.SRDLC                                     | 211254967.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1752 | PA      | $1650.38      | 0.00%             | 2027-10-03      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211257664.SRDLC                                     | 211257664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4522 | PA      | $4260.95      | 0.00%             | 2029-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193049189.SRDLC                                     | 193049189.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $299.08       | 0.00%             | 2025-08-29      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 193287070.SRDLC                                     | 193287070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $762.39       | 0.00%             | 2026-09-11      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 187814662.SRDLC                                     | 187814662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2367 | PA      | $2490.95      | 0.00%             | 2027-04-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187903235.SRDLC                                     | 187903235.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4413 | PA      | $462.49       | 0.00%             | 2028-02-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191193127.SRDLC                                     | 191193127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2936 | PA      | $307.70       | 0.00%             | 2027-07-13      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 192095084.SRDLC                                     | 192095084.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6605 | PA      | $6682.05      | 0.00%             | 2027-08-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class B                                            | CUSIP: 982533AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2287000 | PA      | $2356753.50   | 0.12%             | 2026-08-07      | Floating      | 10.55%                | Yes           |                  2 | On Loan: No      |
| Yosemite Re Ltd.                                    | Yosemite Re 2025-1 Class A                                           | CUSIP: 98740RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1112000 | PA      | $1181277.60   | 0.06%             | 2028-06-07      | Floating      | 11.13%                | Yes           |                  2 | On Loan: No      |
| 187749050.SRDLC                                     | 187749050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3729 | PA      | $3989.82      | 0.00%             | 2028-01-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187859227.SRDLC                                     | 187859227.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1576 | PA      | $165.12       | 0.00%             | 2025-04-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 195917993.SRDLC                                     | 195917993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3567 | PA      | $3640.07      | 0.00%             | 2026-11-29      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 204384797.SRDLC                                     | 204384797.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22663 | PA      | $22699.02     | 0.00%             | 2027-10-04      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 195199696.SRDLC                                     | 195199696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       357 | PA      | $354.53       | 0.00%             | 2025-11-07      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| 195925885.SRDLC                                     | 195925885.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       330 | PA      | $330.13       | 0.00%             | 2025-11-29      | Fixed         | 12.29%                | Yes           |                  3 | On Loan: No      |
| 192200565.SRDLC                                     | 192200565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       250 | PA      | $26.24        | 0.00%             | 2025-08-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192863062.SRDLC                                     | 192863062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1029 | PA      | $1039.64      | 0.00%             | 2026-01-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193011037.SRDLC                                     | 193011037.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       693 | PA      | $694.18       | 0.00%             | 2026-01-30      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 195004526.SRDLC                                     | 195004526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6969 | PA      | $730.34       | 0.00%             | 2026-10-27      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 204292640.SRDLC                                     | 204292640.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1127 | PA      | $1130.02      | 0.00%             | 2026-09-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204295212.SRDLC                                     | 204295212.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6996 | PA      | $6938.05      | 0.00%             | 2026-09-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 187726884.SRDLC                                     | 187726884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3159 | PA      | $331.08       | 0.00%             | 2027-03-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187770730.SRDLC                                     | 187770730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        58 | PA      | $23.26        | 0.00%             | 2025-11-30      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 192266752.SRDLC                                     | 192266752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4902 | PA      | $4925.67      | 0.00%             | 2027-08-13      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 192671256.SRDLC                                     | 192671256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10993 | PA      | $11691.52     | 0.00%             | 2027-08-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 135.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -556 | NC      | $-3475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 135.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -239 | NC      | $-1493.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211397382.SRDLC                                     | 211397382.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6571 | PA      | $6554.79      | 0.00%             | 2026-10-07      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 211492022.SRDLC                                     | 211492022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2287 | PA      | $2161.76      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204381183.SRDLC                                     | 204381183.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2443 | PA      | $2510.65      | 0.00%             | 2026-09-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204776470.SRDLC                                     | 204776470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       587 | PA      | $590.11       | 0.00%             | 2026-10-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 195916983.SRDLC                                     | 195916983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       416 | PA      | $416.54       | 0.00%             | 2025-11-29      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204052415.SRDLC                                     | 204052415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8698 | PA      | $8637.47      | 0.00%             | 2026-09-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187040123.SRDLC                                     | 187040123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9897 | PA      | $1037.25      | 0.00%             | 2025-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187172125.SRDLC                                     | 187172125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8459 | PA      | $9024.19      | 0.00%             | 2027-09-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188243266.SRDLC                                     | 188243266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5553 | PA      | $5520.65      | 0.00%             | 2027-04-11      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 192020118.SRDLC                                     | 192020118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11757 | PA      | $12430.89     | 0.00%             | 2028-01-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191793460.SRDLC                                     | 191793460.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       616 | PA      | $64.58        | 0.00%             | 2025-07-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203901815.SRDLC                                     | 203901815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21585 | PA      | $2262.10      | 0.00%             | 2028-08-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 204015417.SRDLC                                     | 204015417.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4981 | PA      | $4934.13      | 0.00%             | 2026-09-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204441168.SRDLC                                     | 204441168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4879 | PA      | $4787.97      | 0.00%             | 2028-10-06      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 203372576.SRDLC                                     | 203372576.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17853 | PA      | $1870.96      | 0.00%             | 2026-09-01      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 203633630.SRDLC                                     | 203633630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35776 | PA      | $6643.66      | 0.00%             | 2029-01-14      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 193081235.SRDLC                                     | 193081235.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4255 | PA      | $445.89       | 0.00%             | 2027-08-25      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 193341840.SRDLC                                     | 193341840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7091 | PA      | $743.11       | 0.00%             | 2027-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 136                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -396 | NC      | $-2475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 136.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -119 | NC      | $-743.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204899155.SRDLC                                     | 204899155.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2639 | PA      | $2640.84      | 0.00%             | 2026-11-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204987273.SRDLC                                     | 204987273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2276 | PA      | $238.54       | 0.00%             | 2026-11-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186975831.SRDLC                                     | 186975831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6028 | PA      | $631.73       | 0.00%             | 2027-03-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 186980962.SRDLC                                     | 186980962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6694 | PA      | $7089.47      | 0.00%             | 2027-03-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187534180.SRDLC                                     | 187534180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        74 | PA      | $7.77         | 0.00%             | 2025-04-03      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 187618422.SRDLC                                     | 187618422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2703 | PA      | $283.31       | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203129024.SRDLC                                     | 203129024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1437 | PA      | $1427.49      | 0.00%             | 2026-07-28      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 204466314.SRDLC                                     | 204466314.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4855.20      | 0.00%             | 2028-10-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203969300.SRDLC                                     | 203969300.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3479 | PA      | $3498.84      | 0.00%             | 2027-09-05      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204050055.SRDLC                                     | 204050055.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2466 | PA      | $0.00         | 0.00%             | 2026-09-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3335300.SRDUP                                      | L3335300.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       677 | PA      | $673.73       | 0.00%             | 2026-01-05      | Fixed         | 20.77%                | Yes           |                  3 | On Loan: No      |
| L3337947.SRDUP                                      | L3337947.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2276 | PA      | $1295.06      | 0.00%             | 2028-01-08      | Fixed         | 17.32%                | Yes           |                  3 | On Loan: No      |
| 187103780.SRDLC                                     | 187103780.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2629 | PA      | $2785.96      | 0.00%             | 2027-03-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187113627.SRDLC                                     | 187113627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3138 | PA      | $3345.91      | 0.00%             | 2027-03-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211493368.SRDLC                                     | 211493368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6469 | PA      | $6090.50      | 0.00%             | 2029-10-31      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211502706.SRDLC                                     | 211502706.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1450 | PA      | $1384.56      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206653367.SRDLC                                     | 206653367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4968 | PA      | $3621.42      | 0.00%             | 2028-02-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206738286.SRDLC                                     | 206738286.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16557 | PA      | $16552.24     | 0.00%             | 2028-02-16      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 191831931.SRDLC                                     | 191831931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3055 | PA      | $3129.29      | 0.00%             | 2027-08-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 191935262.SRDLC                                     | 191935262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4748 | PA      | $4842.72      | 0.00%             | 2027-08-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204532190.SRDLC                                     | 204532190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1036 | PA      | $1047.56      | 0.00%             | 2026-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204602413.SRDLC                                     | 204602413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2131 | PA      | $2123.38      | 0.00%             | 2026-10-13      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204583517.SRDLC                                     | 204583517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       856 | PA      | $848.62       | 0.00%             | 2027-10-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204967306.SRDLC                                     | 204967306.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5930 | PA      | $621.44       | 0.00%             | 2026-11-01      | Fixed         | 28.04%                | Yes           |                  3 | On Loan: No      |
| 187228160.SRDLC                                     | 187228160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1336 | PA      | $140.04       | 0.00%             | 2025-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187832105.SRDLC                                     | 187832105.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6508 | PA      | $6933.68      | 0.00%             | 2027-05-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187153068.SRDLC                                     | 187153068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4373 | PA      | $458.32       | 0.00%             | 2026-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187689256.SRDLC                                     | 187689256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1762 | PA      | $1852.14      | 0.00%             | 2027-03-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205059859.SRDLC                                     | 205059859.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9355 | PA      | $9247.04      | 0.00%             | 2026-11-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205095746.SRDLC                                     | 205095746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       179 | PA      | $143.02       | 0.00%             | 2025-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3341749.SRDUP                                      | L3341749.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3953 | PA      | $3785.93      | 0.00%             | 2027-08-24      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| L3344994.SRDUP                                      | L3344994.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4273 | PA      | $4287.23      | 0.00%             | 2028-01-10      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 191907225.SRDLC                                     | 191907225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7485 | PA      | $784.39       | 0.00%             | 2025-08-05      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 192428920.SRDLC                                     | 192428920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8497 | PA      | $8386.38      | 0.00%             | 2028-02-18      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 205440773.SRDLC                                     | 205440773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5793 | PA      | $5729.85      | 0.00%             | 2026-12-23      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205879798.SRDLC                                     | 205879798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10444 | PA      | $10281.97     | 0.00%             | 2028-12-26      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 211513467.SRDLC                                     | 211513467.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4619 | PA      | $613.53       | 0.00%             | 2027-01-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211540242.SRDLC                                     | 211540242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2256 | PA      | $2147.36      | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204043534.SRDLC                                     | 204043534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7336 | PA      | $7240.96      | 0.00%             | 2026-09-12      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204137266.SRDLC                                     | 204137266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25768 | PA      | $25383.97     | 0.00%             | 2028-09-18      | Fixed         | 10.26%                | Yes           |                  3 | On Loan: No      |
| 204866018.SRDLC                                     | 204866018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2153 | PA      | $225.64       | 0.00%             | 2026-10-27      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 205063124.SRDLC                                     | 205063124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $2348.94      | 0.00%             | 2027-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211116416.SRDLC                                     | 211116416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5223 | PA      | $4949.73      | 0.00%             | 2029-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211174993.SRDLC                                     | 211174993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       739 | PA      | $712.84       | 0.00%             | 2027-09-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211614206.SRDLC                                     | 211614206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3777 | PA      | $3692.79      | 0.00%             | 2029-10-16      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211725389.SRDLC                                     | 211725389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17687 | PA      | $16850.81     | 0.00%             | 2029-10-21      | Fixed         | 20.25%                | Yes           |                  3 | On Loan: No      |
| 204271776.SRDLC                                     | 204271776.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14410 | PA      | $14415.62     | 0.00%             | 2027-09-25      | Fixed         | 10.94%                | Yes           |                  3 | On Loan: No      |
| 204678905.SRDLC                                     | 204678905.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10656 | PA      | $10740.93     | 0.00%             | 2026-10-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203645977.SRDLC                                     | 203645977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17253 | PA      | $17132.04     | 0.00%             | 2028-08-14      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 203779740.SRDLC                                     | 203779740.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1543 | PA      | $1529.76      | 0.00%             | 2026-08-26      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205030367.SRDLC                                     | 205030367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1932 | PA      | $1942.04      | 0.00%             | 2027-11-06      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205032341.SRDLC                                     | 205032341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6072 | PA      | $6331.56      | 0.00%             | 2028-11-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 187158857.SRDLC                                     | 187158857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1312 | PA      | $137.47       | 0.00%             | 2025-03-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 187298940.SRDLC                                     | 187298940.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2456 | PA      | $257.34       | 0.00%             | 2025-03-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 204323494.SRDLC                                     | 204323494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1599 | PA      | $1552.38      | 0.00%             | 2027-01-16      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204377853.SRDLC                                     | 204377853.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3661 | PA      | $3672.08      | 0.00%             | 2027-10-05      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211943330.SRDLC                                     | 211943330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8106 | PA      | $7545.90      | 0.00%             | 2029-11-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212378879.SRDLC                                     | 212378879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3809 | PA      | $3594.77      | 0.00%             | 2027-11-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187795721.SRDLC                                     | 187795721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       600 | PA      | $62.84        | 0.00%             | 2025-07-13      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 187833165.SRDLC                                     | 187833165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2977 | PA      | $3139.36      | 0.00%             | 2027-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192810627.SRDLC                                     | 192810627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2446 | PA      | $256.34       | 0.00%             | 2025-08-23      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 194484669.SRDLC                                     | 194484669.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       778 | PA      | $0.00         | 0.00%             | 2025-10-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 193990313.SRDLC                                     | 193990313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1677 | PA      | $175.76       | 0.00%             | 2025-09-26      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 194459017.SRDLC                                     | 194459017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14805 | PA      | $3682.29      | 0.00%             | 2027-10-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205894295.SRDLC                                     | 205894295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14252 | PA      | $14330.54     | 0.00%             | 2027-12-28      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205912284.SRDLC                                     | 205912284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       457 | PA      | $457.02       | 0.00%             | 2025-12-16      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 195851937.SRDLC                                     | 195851937.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9701 | PA      | $1016.67      | 0.00%             | 2027-11-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 195854400.SRDLC                                     | 195854400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4782 | PA      | $501.19       | 0.00%             | 2025-11-29      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204138929.SRDLC                                     | 204138929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5197 | PA      | $544.64       | 0.00%             | 2026-09-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 204288094.SRDLC                                     | 204288094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3842 | PA      | $3793.86      | 0.00%             | 2026-10-11      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 205051286.SRDLC                                     | 205051286.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       154 | PA      | $153.67       | 0.00%             | 2025-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205075732.SRDLC                                     | 205075732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16822 | PA      | $4125.10      | 0.00%             | 2028-06-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204978844.SRDLC                                     | 204978844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4316 | PA      | $4322.11      | 0.00%             | 2026-11-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 204980743.SRDLC                                     | 204980743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6935 | PA      | $7173.28      | 0.00%             | 2028-11-03      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204726884.SRDLC                                     | 204726884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5760 | PA      | $5758.72      | 0.00%             | 2026-10-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204786911.SRDLC                                     | 204786911.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17195 | PA      | $16852.58     | 0.00%             | 2028-11-10      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205152621.SRDLC                                     | 205152621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17552 | PA      | $18076.90     | 0.00%             | 2028-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205162949.SRDLC                                     | 205162949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       204 | PA      | $204.13       | 0.00%             | 2025-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204774959.SRDLC                                     | 204774959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1626 | PA      | $170.37       | 0.00%             | 2026-10-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205194317.SRDLC                                     | 205194317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19098 | PA      | $19782.10     | 0.00%             | 2028-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187887142.SRDLC                                     | 187887142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3507 | PA      | $3665.14      | 0.00%             | 2027-04-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 190585073.SRDLC                                     | 190585073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17391 | PA      | $1822.54      | 0.00%             | 2025-07-07      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 186870252.SRDLC                                     | 186870252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4568 | PA      | $478.77       | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186894964.SRDLC                                     | 186894964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6090 | PA      | $6295.55      | 0.00%             | 2027-03-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205139741.SRDLC                                     | 205139741.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2813 | PA      | $2844.34      | 0.00%             | 2027-11-12      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205195617.SRDLC                                     | 205195617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12140 | PA      | $1272.24      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187320803.SRDLC                                     | 187320803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2268 | PA      | $2421.27      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187771530.SRDLC                                     | 187771530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2473 | PA      | $479.94       | 0.00%             | 2025-12-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 192388823.SRDLC                                     | 192388823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3106 | PA      | $325.56       | 0.00%             | 2025-08-11      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 193110550.SRDLC                                     | 193110550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2675 | PA      | $2139.82      | 0.00%             | 2026-07-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205004489.SRDLC                                     | 205004489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2113 | PA      | $2141.44      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205078112.SRDLC                                     | 205078112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        74 | PA      | $73.62        | 0.00%             | 2025-11-06      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 188683792.SRDLC                                     | 188683792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2669 | PA      | $2660.41      | 0.00%             | 2027-04-25      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191302532.SRDLC                                     | 191302532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2922 | PA      | $3064.87      | 0.00%             | 2027-07-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 194641816.SRDLC                                     | 194641816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3564 | PA      | $3664.99      | 0.00%             | 2026-10-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 195919396.SRDLC                                     | 195919396.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6065 | PA      | $635.56       | 0.00%             | 2027-12-02      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR2 Trust                                                 | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1661430.14   | 0.09%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2024-SFR2 Trust                                                 | CUSIP: 00179UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4518318.45   | 0.23%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 186850090.SRDLC                                     | 186850090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4496 | PA      | $471.22       | 0.00%             | 2027-03-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187225907.SRDLC                                     | 187225907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3182 | PA      | $333.48       | 0.00%             | 2027-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 192235260.SRDLC                                     | 192235260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4496 | PA      | $4556.22      | 0.00%             | 2027-08-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193005732.SRDLC                                     | 193005732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8454 | PA      | $2117.35      | 0.00%             | 2027-09-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207180876.SRDLC                                     | 207180876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13198 | PA      | $12774.48     | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207974568.SRDLC                                     | 207974568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4527 | PA      | $4413.69      | 0.00%             | 2028-04-29      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192370079.SRDLC                                     | 192370079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7348 | PA      | $7762.65      | 0.00%             | 2027-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 194279737.SRDLC                                     | 194279737.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3252 | PA      | $3301.48      | 0.00%             | 2026-10-04      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 192964543.SRDLC                                     | 192964543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12210 | PA      | $1279.64      | 0.00%             | 2028-07-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193178153.SRDLC                                     | 193178153.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7932 | PA      | $7838.76      | 0.00%             | 2027-09-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 205155835.SRDLC                                     | 205155835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1293 | PA      | $1295.17      | 0.00%             | 2026-11-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205180772.SRDLC                                     | 205180772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7796 | PA      | $8123.78      | 0.00%             | 2028-11-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212545683.SRDLC                                     | 212545683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11364 | PA      | $10752.11     | 0.00%             | 2027-11-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213416359.SRDLC                                     | 213416359.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19627 | PA      | $18720.67     | 0.00%             | 2028-01-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 192991046.SRDLC                                     | 192991046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10837 | PA      | $1135.76      | 0.00%             | 2025-09-03      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 193640201.SRDLC                                     | 193640201.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1136 | PA      | $1136.67      | 0.00%             | 2027-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193067174.SRDLC                                     | 193067174.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10637 | PA      | $1114.73      | 0.00%             | 2025-09-03      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 194611665.SRDLC                                     | 194611665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10011 | PA      | $10122.28     | 0.00%             | 2027-10-17      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 211755003.SRDLC                                     | 211755003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5467 | PA      | $572.94       | 0.00%             | 2027-02-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211804500.SRDLC                                     | 211804500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2562 | PA      | $2499.40      | 0.00%             | 2027-10-30      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 195803976.SRDLC                                     | 195803976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       216 | PA      | $215.94       | 0.00%             | 2025-11-23      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 203510721.SRDLC                                     | 203510721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3590 | PA      | $3551.20      | 0.00%             | 2028-08-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 187905484.SRDLC                                     | 187905484.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8695 | PA      | $9203.96      | 0.00%             | 2027-10-28      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| 188413118.SRDLC                                     | 188413118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2472 | PA      | $259.11       | 0.00%             | 2027-04-15      | Fixed         | 9.79%                 | Yes           |                  3 | On Loan: No      |
| 206972271.SRDLC                                     | 206972271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3439 | PA      | $3406.57      | 0.00%             | 2027-03-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207071411.SRDLC                                     | 207071411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2747 | PA      | $2657.37      | 0.00%             | 2027-03-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205204746.SRDLC                                     | 205204746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5317 | PA      | $5341.08      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205214572.SRDLC                                     | 205214572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7746 | PA      | $7862.10      | 0.00%             | 2027-11-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186927765.SRDLC                                     | 186927765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2129 | PA      | $223.11       | 0.00%             | 2025-03-07      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 186929069.SRDLC                                     | 186929069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2924 | PA      | $2980.89      | 0.00%             | 2027-03-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2025-SFR1 Trust                                                 | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1624517.44   | 0.08%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2025-SFR1 Trust                                                 | CUSIP: 00182MAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2293964.10   | 0.12%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 204976977.SRDLC                                     | 204976977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2343 | PA      | $2370.22      | 0.00%             | 2026-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205075482.SRDLC                                     | 205075482.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13724 | PA      | $13573.34     | 0.00%             | 2026-11-24      | Fixed         | 8.90%                 | Yes           |                  3 | On Loan: No      |
| 213784499.SRDLC                                     | 213784499.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7975 | PA      | $7906.60      | 0.00%             | 2027-01-21      | Fixed         | 11.12%                | Yes           |                  3 | On Loan: No      |
| 213798997.SRDLC                                     | 213798997.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36603 | PA      | $35844.14     | 0.00%             | 2031-01-24      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203351627.SRDLC                                     | 203351627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4576 | PA      | $4483.52      | 0.00%             | 2028-08-02      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 203419416.SRDLC                                     | 203419416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8400 | PA      | $8330.49      | 0.00%             | 2026-08-04      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205090708.SRDLC                                     | 205090708.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3806 | PA      | $3785.29      | 0.00%             | 2026-11-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 205237436.SRDLC                                     | 205237436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       518 | PA      | $519.10       | 0.00%             | 2025-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207607756.SRDLC                                     | 207607756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13809 | PA      | $1447.18      | 0.00%             | 2027-04-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207847936.SRDLC                                     | 207847936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12637 | PA      | $1324.35      | 0.00%             | 2027-08-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 194828658.SRDLC                                     | 194828658.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1734 | PA      | $1737.12      | 0.00%             | 2026-03-28      | Fixed         | 14.44%                | Yes           |                  3 | On Loan: No      |
| 203357003.SRDLC                                     | 203357003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3184 | PA      | $3151.23      | 0.00%             | 2026-08-03      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 203419446.SRDLC                                     | 203419446.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11201 | PA      | $11742.02     | 0.00%             | 2028-08-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204015353.SRDLC                                     | 204015353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9597 | PA      | $9671.44      | 0.00%             | 2027-09-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 203875110.SRDLC                                     | 203875110.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5647 | PA      | $5607.86      | 0.00%             | 2026-08-29      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 204588997.SRDLC                                     | 204588997.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20215 | PA      | $19928.19     | 0.00%             | 2028-10-16      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 213652198.SRDLC                                     | 213652198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9647 | PA      | $9141.84      | 0.00%             | 2028-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 213831576.SRDLC                                     | 213831576.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23561 | PA      | $22407.53     | 0.00%             | 2030-01-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 203431150.SRDLC                                     | 203431150.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11308 | PA      | $11217.35     | 0.00%             | 2028-08-29      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 203768698.SRDLC                                     | 203768698.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18716 | PA      | $18474.38     | 0.00%             | 2028-08-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 205244092.SRDLC                                     | 205244092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8379 | PA      | $8364.27      | 0.00%             | 2026-11-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 205250490.SRDLC                                     | 205250490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3051 | PA      | $3119.47      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192924727.SRDLC                                     | 192924727.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4671 | PA      | $489.55       | 0.00%             | 2027-08-26      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| 194871645.SRDLC                                     | 194871645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8328 | PA      | $8245.10      | 0.00%             | 2027-10-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213861366.SRDLC                                     | 213861366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25583 | PA      | $25286.68     | 0.00%             | 2028-02-23      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 213927210.SRDLC                                     | 213927210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9125 | PA      | $8918.90      | 0.00%             | 2030-01-27      | Fixed         | 11.44%                | Yes           |                  3 | On Loan: No      |
| 187273036.SRDLC                                     | 187273036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7387 | PA      | $774.16       | 0.00%             | 2027-04-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187361064.SRDLC                                     | 187361064.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2045 | PA      | $2055.66      | 0.00%             | 2027-03-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 187063469.SRDLC                                     | 187063469.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6861 | PA      | $6800.91      | 0.00%             | 2027-03-12      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| 187199260.SRDLC                                     | 187199260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2814 | PA      | $2251.13      | 0.00%             | 2028-03-14      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 192691765.SRDLC                                     | 192691765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       815 | PA      | $85.40        | 0.00%             | 2025-08-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192780614.SRDLC                                     | 192780614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2575 | PA      | $2745.96      | 0.00%             | 2027-08-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 203878978.SRDLC                                     | 203878978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4241 | PA      | $4204.20      | 0.00%             | 2026-09-19      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 203980955.SRDLC                                     | 203980955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4697 | PA      | $4387.02      | 0.00%             | 2027-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 188470491.SRDLC                                     | 188470491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2348 | PA      | $2332.60      | 0.00%             | 2027-04-25      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 191394525.SRDLC                                     | 191394525.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4335 | PA      | $454.31       | 0.00%             | 2024-07-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2023-1 Class A                                              | CUSIP: 00485YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2038000 | PA      | $2085179.70   | 0.11%             | 2026-11-06      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2024-1 Class A                                              | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2141000 | PA      | $2186175.10   | 0.11%             | 2027-11-05      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| 8340003.SRDSQ                                       | 8340003.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3078 | PA      | $2511.45      | 0.00%             | 2026-04-30      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8619256.SRDSQ                                       | 8619256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3277 | PA      | $2486.39      | 0.00%             | 2026-07-15      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 206427377.SRDLC                                     | 206427377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       843 | PA      | $842.49       | 0.00%             | 2026-02-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206575677.SRDLC                                     | 206575677.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       525 | PA      | $522.99       | 0.00%             | 2026-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205246160.SRDLC                                     | 205246160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9347 | PA      | $979.59       | 0.00%             | 2027-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205841081.SRDLC                                     | 205841081.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24999 | PA      | $24496.72     | 0.00%             | 2028-12-26      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 195845073.SRDLC                                     | 195845073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       149 | PA      | $149.50       | 0.00%             | 2025-11-29      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203520590.SRDLC                                     | 203520590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8889 | PA      | $8958.80      | 0.00%             | 2026-08-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205337613.SRDLC                                     | 205337613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       115 | PA      | $114.91       | 0.00%             | 2025-11-21      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 205380459.SRDLC                                     | 205380459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14259 | PA      | $14008.75     | 0.00%             | 2028-12-18      | Fixed         | 14.39%                | Yes           |                  3 | On Loan: No      |
| 205262018.SRDLC                                     | 205262018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3817 | PA      | $3868.52      | 0.00%             | 2027-04-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205294440.SRDLC                                     | 205294440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2586 | PA      | $2626.52      | 0.00%             | 2027-11-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204727522.SRDLC                                     | 204727522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1911 | PA      | $1894.75      | 0.00%             | 2026-10-17      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 204878134.SRDLC                                     | 204878134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9970 | PA      | $9972.15      | 0.00%             | 2027-11-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203715269.SRDLC                                     | 203715269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1049 | PA      | $1041.56      | 0.00%             | 2026-08-21      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 203943135.SRDLC                                     | 203943135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8795 | PA      | $921.70       | 0.00%             | 2028-09-05      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 203838024.SRDLC                                     | 203838024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3369 | PA      | $3337.16      | 0.00%             | 2026-09-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204065000.SRDLC                                     | 204065000.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13745 | PA      | $13553.98     | 0.00%             | 2028-09-12      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205742195.SRDLC                                     | 205742195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20891 | PA      | $20505.65     | 0.00%             | 2028-12-20      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 206530366.SRDLC                                     | 206530366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19220 | PA      | $18932.84     | 0.00%             | 2027-02-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 192023144.SRDLC                                     | 192023144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5137 | PA      | $5264.34      | 0.00%             | 2027-08-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192027703.SRDLC                                     | 192027703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3568 | PA      | $3543.74      | 0.00%             | 2028-03-02      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 205469919.SRDLC                                     | 205469919.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17243 | PA      | $16816.07     | 0.00%             | 2028-12-10      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205564336.SRDLC                                     | 205564336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16724 | PA      | $16519.20     | 0.00%             | 2026-12-11      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 8725817.SRDSQ                                       | 8725817.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45612 | PA      | $44542.26     | 0.00%             | 2026-08-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8849245.SRDSQ                                       | 8849245.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       748 | PA      | $709.04       | 0.00%             | 2026-09-17      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 206556577.SRDLC                                     | 206556577.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6619 | PA      | $6536.69      | 0.00%             | 2027-02-15      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 207018904.SRDLC                                     | 207018904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10828 | PA      | $10631.10     | 0.00%             | 2029-03-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 191694452.SRDLC                                     | 191694452.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2901 | PA      | $304.08       | 0.00%             | 2027-07-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193645928.SRDLC                                     | 193645928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1506.10      | 0.00%             | 2028-04-01      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 195186093.SRDLC                                     | 195186093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5791 | PA      | $606.89       | 0.00%             | 2025-11-07      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 195931122.SRDLC                                     | 195931122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18551 | PA      | $18726.53     | 0.00%             | 2028-06-29      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 206483383.SRDLC                                     | 206483383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1581 | PA      | $1572.33      | 0.00%             | 2026-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206530320.SRDLC                                     | 206530320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4048 | PA      | $3920.77      | 0.00%             | 2027-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206302600.SRDLC                                     | 206302600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       864 | PA      | $852.56       | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206531544.SRDLC                                     | 206531544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3212 | PA      | $780.54       | 0.00%             | 2027-02-12      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 192333305.SRDLC                                     | 192333305.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7743 | PA      | $7875.26      | 0.00%             | 2027-08-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192338100.SRDLC                                     | 192338100.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5650 | PA      | $4008.37      | 0.00%             | 2027-08-11      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 213978307.SRDLC                                     | 213978307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5035 | PA      | $4833.13      | 0.00%             | 2030-01-28      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214036881.SRDLC                                     | 214036881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6141 | PA      | $6063.96      | 0.00%             | 2028-01-29      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 204780925.SRDLC                                     | 204780925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18472 | PA      | $19351.25     | 0.00%             | 2028-10-30      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205065513.SRDLC                                     | 205065513.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19376 | PA      | $20114.49     | 0.00%             | 2028-11-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 192192717.SRDLC                                     | 192192717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5607 | PA      | $5556.98      | 0.00%             | 2027-08-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 192545623.SRDLC                                     | 192545623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5698 | PA      | $5818.37      | 0.00%             | 2027-08-17      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 206566334.SRDLC                                     | 206566334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3816 | PA      | $3772.47      | 0.00%             | 2027-02-07      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 206597289.SRDLC                                     | 206597289.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9955 | PA      | $9760.74      | 0.00%             | 2027-02-12      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| 204122257.SRDLC                                     | 204122257.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9663 | PA      | $9744.48      | 0.00%             | 2027-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204334859.SRDLC                                     | 204334859.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11235 | PA      | $11000.65     | 0.00%             | 2028-10-12      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 207395613.SRDLC                                     | 207395613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5050 | PA      | $4548.51      | 0.00%             | 2027-07-28      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207490555.SRDLC                                     | 207490555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2665 | PA      | $2569.67      | 0.00%             | 2027-04-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214267099.SRDLC                                     | 214267099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19091 | PA      | $12675.88     | 0.00%             | 2028-02-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214849844.SRDLC                                     | 214849844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15839 | PA      | $15552.15     | 0.00%             | 2029-03-19      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 195915447.SRDLC                                     | 195915447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4979 | PA      | $4966.19      | 0.00%             | 2026-11-29      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 203384876.SRDLC                                     | 203384876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19710 | PA      | $19432.86     | 0.00%             | 2028-08-03      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 8867456.SRDSQ                                       | 8867456.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6168 | PA      | $5954.94      | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9064240.SRDSQ                                       | 9064240.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27242 | PA      | $5380.17      | 0.00%             | 2026-11-08      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 192565665.SRDLC                                     | 192565665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10173 | PA      | $10853.13     | 0.00%             | 2028-03-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192796294.SRDLC                                     | 192796294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3230 | PA      | $338.55       | 0.00%             | 2025-09-01      | Fixed         | 9.09%                 | Yes           |                  3 | On Loan: No      |
| 193956137.SRDLC                                     | 193956137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16665 | PA      | $1746.51      | 0.00%             | 2027-10-27      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 194073006.SRDLC                                     | 194073006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3667 | PA      | $3701.08      | 0.00%             | 2027-09-05      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204744907.SRDLC                                     | 204744907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1141 | PA      | $1145.79      | 0.00%             | 2026-11-19      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205199889.SRDLC                                     | 205199889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2566 | PA      | $2566.81      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| L3391351.SRDUP                                      | L3391351.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2292 | PA      | $2306.10      | 0.00%             | 2027-09-11      | Fixed         | 21.08%                | Yes           |                  3 | On Loan: No      |
| L3401321.SRDUP                                      | L3401321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1418 | PA      | $1419.86      | 0.00%             | 2027-09-06      | Fixed         | 15.57%                | Yes           |                  3 | On Loan: No      |
| 205240998.SRDLC                                     | 205240998.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4364 | PA      | $4373.17      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205837984.SRDLC                                     | 205837984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5010 | PA      | $4955.66      | 0.00%             | 2026-12-28      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 203520321.SRDLC                                     | 203520321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4637 | PA      | $4595.32      | 0.00%             | 2026-08-11      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 204214468.SRDLC                                     | 204214468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10874 | PA      | $10683.08     | 0.00%             | 2027-12-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207601979.SRDLC                                     | 207601979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9406 | PA      | $985.77       | 0.00%             | 2028-04-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207924509.SRDLC                                     | 207924509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8661 | PA      | $907.67       | 0.00%             | 2029-04-23      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 204517405.SRDLC                                     | 204517405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4664 | PA      | $4659.51      | 0.00%             | 2028-10-02      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204673717.SRDLC                                     | 204673717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13337 | PA      | $13170.77     | 0.00%             | 2026-10-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 192413613.SRDLC                                     | 192413613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       252 | PA      | $26.42        | 0.00%             | 2024-11-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203656810.SRDLC                                     | 203656810.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16778 | PA      | $16849.19     | 0.00%             | 2027-08-15      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204404676.SRDLC                                     | 204404676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       295 | PA      | $116.07       | 0.00%             | 2025-11-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204537671.SRDLC                                     | 204537671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5589 | PA      | $5512.92      | 0.00%             | 2026-10-01      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 191151335.SRDLC                                     | 191151335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6324 | PA      | $662.72       | 0.00%             | 2027-07-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 191275722.SRDLC                                     | 191275722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       361 | PA      | $37.83        | 0.00%             | 2025-07-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 206607851.SRDLC                                     | 206607851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10237 | PA      | $10045.94     | 0.00%             | 2028-02-28      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 206726735.SRDLC                                     | 206726735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2228 | PA      | $2175.45      | 0.00%             | 2027-02-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193025123.SRDLC                                     | 193025123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5156 | PA      | $540.40       | 0.00%             | 2025-08-29      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 193085767.SRDLC                                     | 193085767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       383 | PA      | $154.72       | 0.00%             | 2025-11-30      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 195518264.SRDLC                                     | 195518264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17663 | PA      | $1851.09      | 0.00%             | 2027-11-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 195620530.SRDLC                                     | 195620530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        75 | PA      | $75.63        | 0.00%             | 2025-11-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204136555.SRDLC                                     | 204136555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16495 | PA      | $16256.54     | 0.00%             | 2028-09-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205154048.SRDLC                                     | 205154048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1833 | PA      | $1831.51      | 0.00%             | 2025-11-22      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 187315282.SRDLC                                     | 187315282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8321 | PA      | $872.07       | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187518225.SRDLC                                     | 187518225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3012 | PA      | $315.63       | 0.00%             | 2027-03-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205233420.SRDLC                                     | 205233420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3348 | PA      | $935.46       | 0.00%             | 2026-11-17      | Fixed         | 29.28%                | Yes           |                  3 | On Loan: No      |
| 205240259.SRDLC                                     | 205240259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22058 | PA      | $2311.64      | 0.00%             | 2028-11-28      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204533254.SRDLC                                     | 204533254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4467 | PA      | $4624.67      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204697173.SRDLC                                     | 204697173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1912 | PA      | $1919.99      | 0.00%             | 2026-11-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 188687759.SRDLC                                     | 188687759.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5720 | PA      | $5692.69      | 0.00%             | 2027-04-22      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191274191.SRDLC                                     | 191274191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4024 | PA      | $421.72       | 0.00%             | 2025-08-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206520552.SRDLC                                     | 206520552.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       202 | PA      | $201.60       | 0.00%             | 2026-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206543526.SRDLC                                     | 206543526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1437 | PA      | $1432.77      | 0.00%             | 2026-02-05      | Fixed         | 9.21%                 | Yes           |                  3 | On Loan: No      |
| 204833610.SRDLC                                     | 204833610.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16978 | PA      | $16649.44     | 0.00%             | 2028-10-23      | Fixed         | 19.00%                | Yes           |                  3 | On Loan: No      |
| 204848035.SRDLC                                     | 204848035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2644 | PA      | $2674.68      | 0.00%             | 2026-10-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211241719.SRDLC                                     | 211241719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1657 | PA      | $1587.72      | 0.00%             | 2028-10-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211252774.SRDLC                                     | 211252774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6485 | PA      | $6342.98      | 0.00%             | 2026-10-03      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 203935388.SRDLC                                     | 203935388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21489 | PA      | $1361.09      | 0.00%             | 2028-09-05      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 203947876.SRDLC                                     | 203947876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9842 | PA      | $9881.24      | 0.00%             | 2027-09-12      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 192771675.SRDLC                                     | 192771675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8831 | PA      | $9040.94      | 0.00%             | 2027-08-22      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 193070371.SRDLC                                     | 193070371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3984 | PA      | $4179.11      | 0.00%             | 2028-05-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204368204.SRDLC                                     | 204368204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $833.96       | 0.00%             | 2026-10-13      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 204721182.SRDLC                                     | 204721182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12134 | PA      | $1271.67      | 0.00%             | 2028-11-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187721323.SRDLC                                     | 187721323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2875 | PA      | $517.94       | 0.00%             | 2027-09-15      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 187999901.SRDLC                                     | 187999901.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1394 | PA      | $146.06       | 0.00%             | 2026-04-04      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 193085811.SRDLC                                     | 193085811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3485 | PA      | $3537.49      | 0.00%             | 2027-08-31      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194541112.SRDLC                                     | 194541112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       880 | PA      | $873.59       | 0.00%             | 2025-11-03      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 9300188.SRDSQ                                       | 9300188.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6840 | PA      | $6503.87      | 0.00%             | 2027-01-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9325742.SRDSQ                                       | 9325742.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25213 | PA      | $23597.35     | 0.00%             | 2027-01-10      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 193413820.SRDLC                                     | 193413820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4666 | PA      | $0.00         | 0.00%             | 2027-10-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193845623.SRDLC                                     | 193845623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5808 | PA      | $608.72       | 0.00%             | 2027-09-30      | Fixed         | 20.24%                | Yes           |                  3 | On Loan: No      |
| 205179450.SRDLC                                     | 205179450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       189 | PA      | $189.23       | 0.00%             | 2025-11-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205213309.SRDLC                                     | 205213309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       587 | PA      | $600.27       | 0.00%             | 2026-11-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206576695.SRDLC                                     | 206576695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5708 | PA      | $5670.22      | 0.00%             | 2027-02-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206585240.SRDLC                                     | 206585240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7854 | PA      | $7627.39      | 0.00%             | 2027-02-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211495900.SRDLC                                     | 211495900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4488 | PA      | $4218.29      | 0.00%             | 2027-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211518352.SRDLC                                     | 211518352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8893 | PA      | $8442.01      | 0.00%             | 2029-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206906819.SRDLC                                     | 206906819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3627 | PA      | $3565.76      | 0.00%             | 2028-02-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207132650.SRDLC                                     | 207132650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10732 | PA      | $10585.47     | 0.00%             | 2029-03-11      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 204658916.SRDLC                                     | 204658916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7349 | PA      | $1260.06      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204659474.SRDLC                                     | 204659474.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9980 | PA      | $9873.11      | 0.00%             | 2026-10-16      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205007700.SRDLC                                     | 205007700.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       735 | PA      | $587.84       | 0.00%             | 2026-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205086200.SRDLC                                     | 205086200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2154 | PA      | $2153.37      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 194593499.SRDLC                                     | 194593499.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       662 | PA      | $659.86       | 0.00%             | 2026-03-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 195123243.SRDLC                                     | 195123243.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8042 | PA      | $8569.12      | 0.00%             | 2028-02-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211646516.SRDLC                                     | 211646516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5422 | PA      | $5133.96      | 0.00%             | 2027-10-31      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211666657.SRDLC                                     | 211666657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8790 | PA      | $8296.72      | 0.00%             | 2027-10-08      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 205193486.SRDLC                                     | 205193486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       961 | PA      | $954.59       | 0.00%             | 2026-11-08      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205202993.SRDLC                                     | 205202993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4714 | PA      | $4901.27      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 191813026.SRDLC                                     | 191813026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2721 | PA      | $2786.61      | 0.00%             | 2027-07-01      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 192131702.SRDLC                                     | 192131702.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7421 | PA      | $7366.12      | 0.00%             | 2027-08-15      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| 205295666.SRDLC                                     | 205295666.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5405 | PA      | $5442.86      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205790767.SRDLC                                     | 205790767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5269 | PA      | $5194.21      | 0.00%             | 2026-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207903003.SRDLC                                     | 207903003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9809 | PA      | $1821.57      | 0.00%             | 2028-04-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207927675.SRDLC                                     | 207927675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       431 | PA      | $428.04       | 0.00%             | 2026-04-24      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187847747.SRDLC                                     | 187847747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $200.62       | 0.00%             | 2026-04-04      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 188906118.SRDLC                                     | 188906118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7096 | PA      | $7051.69      | 0.00%             | 2027-04-28      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 205102113.SRDLC                                     | 205102113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10462 | PA      | $1096.46      | 0.00%             | 2027-03-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205130783.SRDLC                                     | 205130783.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       536 | PA      | $530.74       | 0.00%             | 2027-04-09      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187691527.SRDLC                                     | 187691527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3796 | PA      | $397.78       | 0.00%             | 2027-03-28      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 187793104.SRDLC                                     | 187793104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5086 | PA      | $944.50       | 0.00%             | 2025-03-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204788715.SRDLC                                     | 204788715.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8991 | PA      | $8879.04      | 0.00%             | 2026-11-20      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 204981093.SRDLC                                     | 204981093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6365 | PA      | $6341.01      | 0.00%             | 2026-11-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 195391011.SRDLC                                     | 195391011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3338 | PA      | $349.80       | 0.00%             | 2027-11-04      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 203504176.SRDLC                                     | 203504176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1846 | PA      | $1878.09      | 0.00%             | 2026-08-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| DRB5380409.SRDUP                                    | DRB5380409.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28638 | PA      | $27867.67     | 0.00%             | 2030-05-22      | Fixed         | 18.90%                | Yes           |                  3 | On Loan: No      |
| DRB5385222.SRDUP                                    | DRB5385222.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10897 | PA      | $10382.97     | 0.00%             | 2030-05-23      | Fixed         | 32.04%                | Yes           |                  3 | On Loan: No      |
| 205069689.SRDLC                                     | 205069689.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17645 | PA      | $17302.67     | 0.00%             | 2028-11-19      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 205077424.SRDLC                                     | 205077424.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1631 | PA      | $1608.91      | 0.00%             | 2026-11-13      | Fixed         | 13.36%                | Yes           |                  3 | On Loan: No      |
| 191628288.SRDLC                                     | 191628288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1161 | PA      | $1195.56      | 0.00%             | 2026-07-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194424781.SRDLC                                     | 194424781.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3077 | PA      | $322.46       | 0.00%             | 2024-10-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 187984558.SRDLC                                     | 187984558.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       366 | PA      | $38.36        | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 191000884.SRDLC                                     | 191000884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7937 | PA      | $8346.85      | 0.00%             | 2027-07-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191559588.SRDLC                                     | 191559588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3244 | PA      | $3446.80      | 0.00%             | 2027-07-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191616350.SRDLC                                     | 191616350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3175 | PA      | $3367.74      | 0.00%             | 2027-07-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207938063.SRDLC                                     | 207938063.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2139 | PA      | $2067.94      | 0.00%             | 2027-04-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210577054.SRDLC                                     | 210577054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4324 | PA      | $4063.95      | 0.00%             | 2027-09-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 191849583.SRDLC                                     | 191849583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7611 | PA      | $7616.45      | 0.00%             | 2027-08-01      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 192885568.SRDLC                                     | 192885568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       127 | PA      | $30.86        | 0.00%             | 2025-11-25      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206585690.SRDLC                                     | 206585690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4431 | PA      | $4300.88      | 0.00%             | 2027-02-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206843128.SRDLC                                     | 206843128.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $1807.01      | 0.00%             | 2027-02-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210681276.SRDLC                                     | 210681276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8849 | PA      | $8364.42      | 0.00%             | 2027-09-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210968412.SRDLC                                     | 210968412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2144 | PA      | $2037.17      | 0.00%             | 2027-09-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 191462872.SRDLC                                     | 191462872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2676 | PA      | $446.04       | 0.00%             | 2027-07-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194852386.SRDLC                                     | 194852386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10294 | PA      | $10835.11     | 0.00%             | 2027-11-02      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203515589.SRDLC                                     | 203515589.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       615 | PA      | $609.66       | 0.00%             | 2026-08-09      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203576237.SRDLC                                     | 203576237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5802 | PA      | $6098.02      | 0.00%             | 2028-08-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 204062213.SRDLC                                     | 204062213.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21305 | PA      | $2232.75      | 0.00%             | 2028-09-18      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 204322219.SRDLC                                     | 204322219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4478 | PA      | $2965.13      | 0.00%             | 2028-10-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204791068.SRDLC                                     | 204791068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3760 | PA      | $3756.26      | 0.00%             | 2027-10-27      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 204854168.SRDLC                                     | 204854168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2432 | PA      | $2436.47      | 0.00%             | 2026-11-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| CBM3910144.SRDUP                                    | CBM3910144.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2478 | PA      | $2506.51      | 0.00%             | 2028-08-02      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| CBM5181237.SRDUP                                    | CBM5181237.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5854 | PA      | $5669.10      | 0.00%             | 2030-04-04      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| 187014518.SRDLC                                     | 187014518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11782 | PA      | $11652.20     | 0.00%             | 2027-03-16      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 187453785.SRDLC                                     | 187453785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16536 | PA      | $1732.92      | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187448298.SRDLC                                     | 187448298.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        70 | PA      | $7.28         | 0.00%             | 2025-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187515980.SRDLC                                     | 187515980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4165 | PA      | $4398.40      | 0.00%             | 2027-03-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203419163.SRDLC                                     | 203419163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7480 | PA      | $7418.05      | 0.00%             | 2026-08-07      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 203634690.SRDLC                                     | 203634690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2826 | PA      | $2759.47      | 0.00%             | 2027-02-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2024-1 Class B                                              | CUSIP: 00485YAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3950000 | PA      | $3948025.00   | 0.20%             | 2025-11-07      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2025-X1                            | CUSIP: 00834M103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10300 | PA      | $454063.09    | 0.02%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 193514957.SRDLC                                     | 193514957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17062 | PA      | $17393.62     | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 193814373.SRDLC                                     | 193814373.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       591 | PA      | $61.91        | 0.00%             | 2026-01-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191628206.SRDLC                                     | 191628206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10197 | PA      | $10813.90     | 0.00%             | 2027-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192292509.SRDLC                                     | 192292509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3854 | PA      | $403.91       | 0.00%             | 2025-08-24      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 204753016.SRDLC                                     | 204753016.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20769 | PA      | $2176.56      | 0.00%             | 2028-11-27      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 204920573.SRDLC                                     | 204920573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18032 | PA      | $1889.76      | 0.00%             | 2026-11-09      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205088340.SRDLC                                     | 205088340.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2605 | PA      | $2616.06      | 0.00%             | 2027-11-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205195775.SRDLC                                     | 205195775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17535 | PA      | $4672.02      | 0.00%             | 2027-11-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 207003022.SRDLC                                     | 207003022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6693 | PA      | $6477.11      | 0.00%             | 2027-03-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207009130.SRDLC                                     | 207009130.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4012 | PA      | $3947.88      | 0.00%             | 2027-03-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211112008.SRDLC                                     | 211112008.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       745 | PA      | $702.74       | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211115354.SRDLC                                     | 211115354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6418 | PA      | $672.63       | 0.00%             | 2029-09-25      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205564462.SRDLC                                     | 205564462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13280 | PA      | $13081.92     | 0.00%             | 2026-12-07      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 205900577.SRDLC                                     | 205900577.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10477 | PA      | $10371.92     | 0.00%             | 2026-12-25      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 203451595.SRDLC                                     | 203451595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1198.19      | 0.00%             | 2026-08-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203545003.SRDLC                                     | 203545003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $199.47       | 0.00%             | 2026-08-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205238405.SRDLC                                     | 205238405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4997 | PA      | $5095.59      | 0.00%             | 2026-11-17      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| 205293278.SRDLC                                     | 205293278.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7134 | PA      | $747.69       | 0.00%             | 2027-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211033906.SRDLC                                     | 211033906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3946 | PA      | $3754.20      | 0.00%             | 2027-09-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211273087.SRDLC                                     | 211273087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $3729.03      | 0.00%             | 2027-10-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 192441361.SRDLC                                     | 192441361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8328 | PA      | $1454.65      | 0.00%             | 2028-02-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192759832.SRDLC                                     | 192759832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12636 | PA      | $12910.05     | 0.00%             | 2027-08-31      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2024-X1                            | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45355 | PA      | $385057.71    | 0.02%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2023-1 Class A                                              | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   6334000 | PA      | $6615863.00   | 0.34%             | 2026-06-07      | Floating      | 12.93%                | Yes           |                  2 | On Loan: No      |
| 192193246.SRDLC                                     | 192193246.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       597 | PA      | $62.54        | 0.00%             | 2025-08-08      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 192252952.SRDLC                                     | 192252952.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4066 | PA      | $4301.02      | 0.00%             | 2028-05-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211278427.SRDLC                                     | 211278427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5924 | PA      | $5583.20      | 0.00%             | 2027-10-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211458360.SRDLC                                     | 211458360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9520 | PA      | $997.69       | 0.00%             | 2029-10-09      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 205900664.SRDLC                                     | 205900664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10702 | PA      | $10522.85     | 0.00%             | 2028-12-28      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 206322505.SRDLC                                     | 206322505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6447 | PA      | $1451.21      | 0.00%             | 2028-02-07      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204271092.SRDLC                                     | 204271092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24755 | PA      | $24430.96     | 0.00%             | 2028-09-25      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 204787395.SRDLC                                     | 204787395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2696 | PA      | $2701.75      | 0.00%             | 2026-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204357965.SRDLC                                     | 204357965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9382 | PA      | $9398.73      | 0.00%             | 2027-10-03      | Fixed         | 10.46%                | Yes           |                  3 | On Loan: No      |
| 204685321.SRDLC                                     | 204685321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3219 | PA      | $3189.51      | 0.00%             | 2026-10-17      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211317961.SRDLC                                     | 211317961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10917 | PA      | $10698.43     | 0.00%             | 2026-10-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211336616.SRDLC                                     | 211336616.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4707 | PA      | $4462.26      | 0.00%             | 2027-10-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211490380.SRDLC                                     | 211490380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28064 | PA      | $27324.66     | 0.00%             | 2027-10-17      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211532703.SRDLC                                     | 211532703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1837 | PA      | $1736.00      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 203987377.SRDLC                                     | 203987377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5054 | PA      | $5006.39      | 0.00%             | 2026-09-06      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204187223.SRDLC                                     | 204187223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7601 | PA      | $7895.94      | 0.00%             | 2028-09-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204637099.SRDLC                                     | 204637099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10753 | PA      | $11091.74     | 0.00%             | 2028-11-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204992817.SRDLC                                     | 204992817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       799 | PA      | $217.01       | 0.00%             | 2026-11-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206595670.SRDLC                                     | 206595670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7101 | PA      | $6999.08      | 0.00%             | 2027-02-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206650488.SRDLC                                     | 206650488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17458 | PA      | $17171.09     | 0.00%             | 2027-02-26      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 193491097.SRDLC                                     | 193491097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $4110.70      | 0.00%             | 2028-04-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 193900889.SRDLC                                     | 193900889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10555 | PA      | $10686.78     | 0.00%             | 2027-09-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 195262520.SRDLC                                     | 195262520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19008 | PA      | $18763.23     | 0.00%             | 2027-11-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 195269918.SRDLC                                     | 195269918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3008 | PA      | $3020.41      | 0.00%             | 2027-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 203666719.SRDLC                                     | 203666719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1809 | PA      | $1796.86      | 0.00%             | 2026-08-29      | Fixed         | 12.73%                | Yes           |                  3 | On Loan: No      |
| 203830171.SRDLC                                     | 203830171.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16267 | PA      | $15987.46     | 0.00%             | 2028-08-31      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 207175512.SRDLC                                     | 207175512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2246 | PA      | $2208.68      | 0.00%             | 2027-02-28      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207645534.SRDLC                                     | 207645534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1894 | PA      | $1798.93      | 0.00%             | 2027-08-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 195028406.SRDLC                                     | 195028406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3437 | PA      | $3691.43      | 0.00%             | 2027-10-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 195252772.SRDLC                                     | 195252772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3220 | PA      | $337.45       | 0.00%             | 2027-11-07      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 206859256.SRDLC                                     | 206859256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4884 | PA      | $4871.59      | 0.00%             | 2029-02-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 206866684.SRDLC                                     | 206866684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       312 | PA      | $166.76       | 0.00%             | 2027-02-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206706801.SRDLC                                     | 206706801.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1675 | PA      | $1682.48      | 0.00%             | 2026-02-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206757734.SRDLC                                     | 206757734.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7909 | PA      | $7730.82      | 0.00%             | 2027-02-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206438545.SRDLC                                     | 206438545.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2665 | PA      | $2661.41      | 0.00%             | 2028-02-08      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 206471742.SRDLC                                     | 206471742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5676 | PA      | $594.87       | 0.00%             | 2029-02-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204673769.SRDLC                                     | 204673769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8368 | PA      | $876.93       | 0.00%             | 2028-10-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204827760.SRDLC                                     | 204827760.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1719 | PA      | $1703.16      | 0.00%             | 2026-11-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204508979.SRDLC                                     | 204508979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4515 | PA      | $4525.05      | 0.00%             | 2026-10-24      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204653543.SRDLC                                     | 204653543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2427 | PA      | $2445.46      | 0.00%             | 2026-10-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204730607.SRDLC                                     | 204730607.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5285 | PA      | $5502.37      | 0.00%             | 2028-10-17      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 204744165.SRDLC                                     | 204744165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4292 | PA      | $4337.92      | 0.00%             | 2027-10-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204862844.SRDLC                                     | 204862844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       667 | PA      | $676.18       | 0.00%             | 2026-11-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204903264.SRDLC                                     | 204903264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $892.26       | 0.00%             | 2026-11-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205956116.SRDLC                                     | 205956116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19621 | PA      | $19508.12     | 0.00%             | 2028-12-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206587341.SRDLC                                     | 206587341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       475 | PA      | $473.76       | 0.00%             | 2026-02-08      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207683985.SRDLC                                     | 207683985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2142 | PA      | $2153.24      | 0.00%             | 2026-04-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207930227.SRDLC                                     | 207930227.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18047 | PA      | $16917.03     | 0.00%             | 2028-04-24      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 210583421.SRDLC                                     | 210583421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2901 | PA      | $2751.17      | 0.00%             | 2028-09-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210666303.SRDLC                                     | 210666303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2444 | PA      | $2334.44      | 0.00%             | 2028-09-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206800288.SRDLC                                     | 206800288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7260 | PA      | $7069.07      | 0.00%             | 2027-02-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206858805.SRDLC                                     | 206858805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10547 | PA      | $10232.73     | 0.00%             | 2028-03-10      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 203504303.SRDLC                                     | 203504303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13140 | PA      | $12992.58     | 0.00%             | 2028-08-16      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 203862370.SRDLC                                     | 203862370.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6151 | PA      | $6107.68      | 0.00%             | 2026-08-28      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211352512.SRDLC                                     | 211352512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17873 | PA      | $16921.88     | 0.00%             | 2027-10-08      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211421917.SRDLC                                     | 211421917.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10614 | PA      | $9940.43      | 0.00%             | 2029-10-07      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 204938062.SRDLC                                     | 204938062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2682 | PA      | $2681.57      | 0.00%             | 2026-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204939156.SRDLC                                     | 204939156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2734 | PA      | $2776.50      | 0.00%             | 2026-11-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3335386.SRDUP                                     | FW3335386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2473 | PA      | $2519.49      | 0.00%             | 2027-08-25      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| FW4008510.SRDUP                                     | FW4008510.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1894 | PA      | $1909.91      | 0.00%             | 2028-10-06      | Fixed         | 29.01%                | Yes           |                  3 | On Loan: No      |
| 214961642.SRDLC                                     | 214961642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9430 | PA      | $8947.44      | 0.00%             | 2030-03-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215089586.SRDLC                                     | 215089586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5959 | PA      | $5858.93      | 0.00%             | 2028-03-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203479073.SRDLC                                     | 203479073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23352 | PA      | $23019.12     | 0.00%             | 2028-08-07      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 203521395.SRDLC                                     | 203521395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27107 | PA      | $26919.91     | 0.00%             | 2028-08-22      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 211437381.SRDLC                                     | 211437381.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10347 | PA      | $9777.11      | 0.00%             | 2029-10-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211613974.SRDLC                                     | 211613974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14671 | PA      | $14422.87     | 0.00%             | 2027-10-17      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 187493017.SRDLC                                     | 187493017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7399 | PA      | $775.40       | 0.00%             | 2028-06-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187625273.SRDLC                                     | 187625273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2580 | PA      | $2756.46      | 0.00%             | 2027-03-24      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204984636.SRDLC                                     | 204984636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1420 | PA      | $1418.47      | 0.00%             | 2026-11-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205005922.SRDLC                                     | 205005922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2350 | PA      | $2372.99      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204981046.SRDLC                                     | 204981046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7216 | PA      | $7338.28      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205010193.SRDLC                                     | 205010193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10337 | PA      | $10190.40     | 0.00%             | 2028-11-24      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 203474872.SRDLC                                     | 203474872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $412.04       | 0.00%             | 2028-08-11      | Fixed         | 24.74%                | Yes           |                  3 | On Loan: No      |
| 203669529.SRDLC                                     | 203669529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5982 | PA      | $5937.97      | 0.00%             | 2026-08-21      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 203573713.SRDLC                                     | 203573713.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1443 | PA      | $1464.86      | 0.00%             | 2027-08-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203614218.SRDLC                                     | 203614218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $5408.91      | 0.00%             | 2026-08-14      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 192876522.SRDLC                                     | 192876522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4447 | PA      | $4767.61      | 0.00%             | 2027-08-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192982092.SRDLC                                     | 192982092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4230 | PA      | $4291.88      | 0.00%             | 2027-08-29      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 211603115.SRDLC                                     | 211603115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10337 | PA      | $9762.67      | 0.00%             | 2027-10-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211607519.SRDLC                                     | 211607519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9550 | PA      | $9030.45      | 0.00%             | 2027-10-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW5175682.SRDUP                                     | FW5175682.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11287 | PA      | $10583.62     | 0.00%             | 2030-04-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4425                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -59 | NC      | $-33630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205077541.SRDLC                                     | 205077541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1789 | PA      | $1430.30      | 0.00%             | 2027-04-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205177928.SRDLC                                     | 205177928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7857 | PA      | $8157.32      | 0.00%             | 2028-11-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212361733.SRDLC                                     | 212361733.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2702 | PA      | $2643.62      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212474168.SRDLC                                     | 212474168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1804 | PA      | $1766.45      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207124193.SRDLC                                     | 207124193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10793 | PA      | $10754.75     | 0.00%             | 2028-03-15      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 207182667.SRDLC                                     | 207182667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3407 | PA      | $3317.62      | 0.00%             | 2027-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205162304.SRDLC                                     | 205162304.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2334 | PA      | $2372.57      | 0.00%             | 2026-11-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205224878.SRDLC                                     | 205224878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15796 | PA      | $1655.37      | 0.00%             | 2027-11-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 187755875.SRDLC                                     | 187755875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       970 | PA      | $180.16       | 0.00%             | 2025-03-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187780746.SRDLC                                     | 187780746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4388 | PA      | $459.89       | 0.00%             | 2027-10-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211665392.SRDLC                                     | 211665392.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17294 | PA      | $17002.56     | 0.00%             | 2027-10-17      | Fixed         | 7.66%                 | Yes           |                  3 | On Loan: No      |
| 211882128.SRDLC                                     | 211882128.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $482.63       | 0.00%             | 2027-10-28      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212488949.SRDLC                                     | 212488949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1569 | PA      | $1487.46      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212522626.SRDLC                                     | 212522626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8085 | PA      | $7617.48      | 0.00%             | 2027-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205205108.SRDLC                                     | 205205108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7045 | PA      | $7181.28      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205226666.SRDLC                                     | 205226666.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10004 | PA      | $1048.38      | 0.00%             | 2027-05-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203936470.SRDLC                                     | 203936470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9372 | PA      | $9293.30      | 0.00%             | 2026-09-11      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 204015411.SRDLC                                     | 204015411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7557 | PA      | $7475.43      | 0.00%             | 2026-09-08      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 215278526.SRDLC                                     | 215278526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3868 | PA      | $3769.27      | 0.00%             | 2027-04-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215751828.SRDLC                                     | 215751828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6039 | PA      | $5768.43      | 0.00%             | 2028-04-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204351331.SRDLC                                     | 204351331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9557 | PA      | $9646.32      | 0.00%             | 2026-09-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204354172.SRDLC                                     | 204354172.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4397 | PA      | $245.15       | 0.00%             | 2026-10-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4430                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-25200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4435                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-10260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 194921409.SRDLC                                     | 194921409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5072 | PA      | $5428.00      | 0.00%             | 2027-10-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 203246842.SRDLC                                     | 203246842.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2933 | PA      | $2985.66      | 0.00%             | 2026-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205165983.SRDLC                                     | 205165983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2070 | PA      | $2065.41      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205180990.SRDLC                                     | 205180990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2791 | PA      | $2821.51      | 0.00%             | 2026-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187835742.SRDLC                                     | 187835742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3086 | PA      | $323.39       | 0.00%             | 2025-04-07      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 187926595.SRDLC                                     | 187926595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $310.07       | 0.00%             | 2025-04-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 213469359.SRDLC                                     | 213469359.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25705 | PA      | $25241.36     | 0.00%             | 2029-01-17      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 213718938.SRDLC                                     | 213718938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8975 | PA      | $8457.98      | 0.00%             | 2028-01-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207187282.SRDLC                                     | 207187282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8206 | PA      | $859.96       | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207215838.SRDLC                                     | 207215838.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7271 | PA      | $1294.01      | 0.00%             | 2027-03-26      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215925906.SRDLC                                     | 215925906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12395 | PA      | $2028.56      | 0.00%             | 2028-04-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 216169944.SRDLC                                     | 216169944.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9181 | PA      | $8743.51      | 0.00%             | 2028-04-29      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 193348242.SRDLC                                     | 193348242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4279 | PA      | $4520.97      | 0.00%             | 2027-09-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 195008403.SRDLC                                     | 195008403.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4857 | PA      | $509.05       | 0.00%             | 2027-10-04      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| 204121557.SRDLC                                     | 204121557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2372 | PA      | $2406.52      | 0.00%             | 2027-09-21      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204151143.SRDLC                                     | 204151143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3774 | PA      | $3743.90      | 0.00%             | 2026-09-26      | Fixed         | 11.62%                | Yes           |                  3 | On Loan: No      |
| 214003369.SRDLC                                     | 214003369.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8187 | PA      | $7882.43      | 0.00%             | 2029-01-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214326122.SRDLC                                     | 214326122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10448 | PA      | $10280.95     | 0.00%             | 2029-02-12      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 205003766.SRDLC                                     | 205003766.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7978 | PA      | $8039.34      | 0.00%             | 2027-11-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205230930.SRDLC                                     | 205230930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1930 | PA      | $1962.19      | 0.00%             | 2027-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204587454.SRDLC                                     | 204587454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19450 | PA      | $20224.28     | 0.00%             | 2028-10-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204674882.SRDLC                                     | 204674882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10225 | PA      | $2787.37      | 0.00%             | 2027-10-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205059061.SRDLC                                     | 205059061.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5085 | PA      | $1392.16      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205111949.SRDLC                                     | 205111949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2951 | PA      | $3003.47      | 0.00%             | 2026-11-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207222770.SRDLC                                     | 207222770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5553 | PA      | $5385.47      | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207613225.SRDLC                                     | 207613225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7610 | PA      | $7538.46      | 0.00%             | 2029-04-05      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 187620736.SRDLC                                     | 187620736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6973 | PA      | $730.81       | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187642052.SRDLC                                     | 187642052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2372 | PA      | $2551.20      | 0.00%             | 2027-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203966956.SRDLC                                     | 203966956.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8759 | PA      | $8622.39      | 0.00%             | 2028-09-05      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204006194.SRDLC                                     | 204006194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8455 | PA      | $8372.08      | 0.00%             | 2028-09-11      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211933523.SRDLC                                     | 211933523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       760 | PA      | $746.62       | 0.00%             | 2026-11-12      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212272608.SRDLC                                     | 212272608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4460 | PA      | $4227.52      | 0.00%             | 2027-11-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 216636792.SRDLC                                     | 216636792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4937 | PA      | $4694.36      | 0.00%             | 2028-05-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 218628338.SRDLC                                     | 218628338.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13994 | PA      | $13570.50     | 0.00%             | 2027-08-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203709129.SRDLC                                     | 203709129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3075 | PA      | $3052.13      | 0.00%             | 2026-08-21      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203717864.SRDLC                                     | 203717864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5458 | PA      | $5413.57      | 0.00%             | 2026-08-25      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 210745731.SRDLC                                     | 210745731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15019 | PA      | $14341.25     | 0.00%             | 2028-09-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211194401.SRDLC                                     | 211194401.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7967 | PA      | $7715.36      | 0.00%             | 2027-10-09      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205170737.SRDLC                                     | 205170737.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5356 | PA      | $5448.70      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205193746.SRDLC                                     | 205193746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3518 | PA      | $3521.33      | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204622779.SRDLC                                     | 204622779.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12658 | PA      | $11894.81     | 0.00%             | 2027-02-25      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204695288.SRDLC                                     | 204695288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4827 | PA      | $4923.03      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204764423.SRDLC                                     | 204764423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23017 | PA      | $4854.12      | 0.00%             | 2028-11-16      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 204793641.SRDLC                                     | 204793641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22022 | PA      | $22019.03     | 0.00%             | 2027-10-23      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 188118276.SRDLC                                     | 188118276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18317 | PA      | $1919.63      | 0.00%             | 2027-04-29      | Fixed         | 14.09%                | Yes           |                  3 | On Loan: No      |
| 191860902.SRDLC                                     | 191860902.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2572 | PA      | $269.57       | 0.00%             | 2025-07-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203454135.SRDLC                                     | 203454135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5040 | PA      | $5044.71      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 203486393.SRDLC                                     | 203486393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6351 | PA      | $6267.62      | 0.00%             | 2028-08-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214354497.SRDLC                                     | 214354497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12386 | PA      | $11818.87     | 0.00%             | 2030-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214367727.SRDLC                                     | 214367727.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       994 | PA      | $942.03       | 0.00%             | 2028-02-13      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212289297.SRDLC                                     | 212289297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19408 | PA      | $19146.01     | 0.00%             | 2028-11-18      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 212368248.SRDLC                                     | 212368248.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5960 | PA      | $5651.55      | 0.00%             | 2027-11-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 192143725.SRDLC                                     | 192143725.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       999 | PA      | $1014.29      | 0.00%             | 2027-08-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192590629.SRDLC                                     | 192590629.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1708 | PA      | $179.02       | 0.00%             | 2025-09-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204789670.SRDLC                                     | 204789670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10719 | PA      | $10639.58     | 0.00%             | 2026-10-20      | Fixed         | 14.64%                | Yes           |                  3 | On Loan: No      |
| 204821585.SRDLC                                     | 204821585.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4577 | PA      | $4543.78      | 0.00%             | 2026-10-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 218899765.SRDLC                                     | 218899765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10788 | PA      | $10431.47     | 0.00%             | 2030-08-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219049738.SRDLC                                     | 219049738.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6241 | PA      | $6013.05      | 0.00%             | 2028-08-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 203626073.SRDLC                                     | 203626073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9933 | PA      | $9968.22      | 0.00%             | 2027-08-31      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 203711930.SRDLC                                     | 203711930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1121.58      | 0.00%             | 2026-08-21      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205239922.SRDLC                                     | 205239922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3230 | PA      | $3249.51      | 0.00%             | 2026-11-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205347416.SRDLC                                     | 205347416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7703 | PA      | $7625.83      | 0.00%             | 2026-11-20      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| 219064419.SRDLC                                     | 219064419.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1347 | PA      | $1291.29      | 0.00%             | 2028-08-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219141627.SRDLC                                     | 219141627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $1803.86      | 0.00%             | 2028-08-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 192634375.SRDLC                                     | 192634375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7554 | PA      | $2534.01      | 0.00%             | 2026-04-17      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 193696796.SRDLC                                     | 193696796.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11484 | PA      | $12243.26     | 0.00%             | 2027-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205246713.SRDLC                                     | 205246713.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5531 | PA      | $5385.22      | 0.00%             | 2027-03-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 205286184.SRDLC                                     | 205286184.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10549 | PA      | $10539.71     | 0.00%             | 2027-11-16      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205232683.SRDLC                                     | 205232683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3116 | PA      | $3138.79      | 0.00%             | 2026-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205283960.SRDLC                                     | 205283960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1635.36      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214419541.SRDLC                                     | 214419541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8444 | PA      | $7974.11      | 0.00%             | 2028-02-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214425237.SRDLC                                     | 214425237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28582 | PA      | $28199.24     | 0.00%             | 2031-02-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 204970758.SRDLC                                     | 204970758.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23855 | PA      | $23912.90     | 0.00%             | 2027-11-14      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205083411.SRDLC                                     | 205083411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4839 | PA      | $4819.11      | 0.00%             | 2026-11-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205175555.SRDLC                                     | 205175555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       566 | PA      | $574.39       | 0.00%             | 2026-11-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205211602.SRDLC                                     | 205211602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2388 | PA      | $2385.39      | 0.00%             | 2026-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219149297.SRDLC                                     | 219149297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10487 | PA      | $10178.33     | 0.00%             | 2028-08-18      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 219827694.SRDLC                                     | 219827694.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14842 | PA      | $14358.42     | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 203810114.SRDLC                                     | 203810114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4172 | PA      | $4142.74      | 0.00%             | 2026-08-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 204862412.SRDLC                                     | 204862412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23475 | PA      | $2460.13      | 0.00%             | 2028-10-27      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3914229.SRDUP                                      | L3914229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2976 | PA      | $2986.61      | 0.00%             | 2028-08-04      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L3955821.SRDUP                                      | L3955821.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       196 | PA      | $195.50       | 0.00%             | 2026-09-05      | Fixed         | 15.08%                | Yes           |                  3 | On Loan: No      |
| 205052261.SRDLC                                     | 205052261.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9357 | PA      | $9696.25      | 0.00%             | 2028-11-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205135627.SRDLC                                     | 205135627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19638 | PA      | $2058.08      | 0.00%             | 2027-11-01      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 204983913.SRDLC                                     | 204983913.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4307 | PA      | $4301.96      | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205232546.SRDLC                                     | 205232546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6207 | PA      | $6309.01      | 0.00%             | 2027-11-30      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214864050.SRDLC                                     | 214864050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23224 | PA      | $22852.95     | 0.00%             | 2031-03-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214865836.SRDLC                                     | 214865836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13841 | PA      | $13060.63     | 0.00%             | 2030-03-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205550138.SRDLC                                     | 205550138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9135 | PA      | $9035.18      | 0.00%             | 2026-12-05      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 205599754.SRDLC                                     | 205599754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23156 | PA      | $23112.29     | 0.00%             | 2027-12-07      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 214874341.SRDLC                                     | 214874341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5435 | PA      | $5166.93      | 0.00%             | 2029-03-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215032465.SRDLC                                     | 215032465.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34179 | PA      | $32500.08     | 0.00%             | 2030-04-01      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205602301.SRDLC                                     | 205602301.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21833 | PA      | $21288.30     | 0.00%             | 2028-12-07      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 205746711.SRDLC                                     | 205746711.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2526 | PA      | $1799.63      | 0.00%             | 2027-08-15      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| 204982351.SRDLC                                     | 204982351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19653 | PA      | $20172.40     | 0.00%             | 2028-11-03      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204993748.SRDLC                                     | 204993748.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $851.17       | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215092099.SRDLC                                     | 215092099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14035 | PA      | $13779.91     | 0.00%             | 2029-03-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 215142719.SRDLC                                     | 215142719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22841 | PA      | $21570.14     | 0.00%             | 2030-04-07      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204575583.SRDLC                                     | 204575583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4129 | PA      | $4131.53      | 0.00%             | 2026-10-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204629248.SRDLC                                     | 204629248.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2756 | PA      | $2709.35      | 0.00%             | 2028-10-13      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205482003.SRDLC                                     | 205482003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7611 | PA      | $7623.26      | 0.00%             | 2027-12-07      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205968238.SRDLC                                     | 205968238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7615 | PA      | $7417.71      | 0.00%             | 2027-01-02      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219974923.SRDLC                                     | 219974923.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2895 | PA      | $2835.48      | 0.00%             | 2027-09-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 219982296.SRDLC                                     | 219982296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4908 | PA      | $4747.39      | 0.00%             | 2028-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193919332.SRDLC                                     | 193919332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4530 | PA      | $474.77       | 0.00%             | 2025-10-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194455826.SRDLC                                     | 194455826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11253 | PA      | $2709.21      | 0.00%             | 2027-10-11      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 205277977.SRDLC                                     | 205277977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9048 | PA      | $9461.06      | 0.00%             | 2028-11-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205335681.SRDLC                                     | 205335681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       160 | PA      | $159.87       | 0.00%             | 2025-11-20      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205055970.SRDLC                                     | 205055970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $1394.00      | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205102159.SRDLC                                     | 205102159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1844 | PA      | $1875.05      | 0.00%             | 2026-11-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205480377.SRDLC                                     | 205480377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6518 | PA      | $6417.60      | 0.00%             | 2026-12-11      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205886423.SRDLC                                     | 205886423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2834 | PA      | $2788.75      | 0.00%             | 2027-01-02      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| DRB4999560.SRDUP                                    | DRB4999560.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       958 | PA      | $900.46       | 0.00%             | 2030-02-04      | Fixed         | 25.87%                | Yes           |                  3 | On Loan: No      |
| DRB5008894.SRDUP                                    | DRB5008894.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5515 | PA      | $5130.45      | 0.00%             | 2030-02-07      | Fixed         | 31.62%                | Yes           |                  3 | On Loan: No      |
| 204976337.SRDLC                                     | 204976337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5916 | PA      | $5937.91      | 0.00%             | 2027-11-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205008355.SRDLC                                     | 205008355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14728 | PA      | $14326.45     | 0.00%             | 2030-05-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204534263.SRDLC                                     | 204534263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1234 | PA      | $1233.70      | 0.00%             | 2026-10-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204672903.SRDLC                                     | 204672903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2167 | PA      | $2173.96      | 0.00%             | 2026-03-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205130277.SRDLC                                     | 205130277.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4086 | PA      | $4091.78      | 0.00%             | 2026-11-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205249328.SRDLC                                     | 205249328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5050 | PA      | $5134.70      | 0.00%             | 2027-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204717857.SRDLC                                     | 204717857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1686 | PA      | $1695.72      | 0.00%             | 2027-10-31      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204971844.SRDLC                                     | 204971844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4240 | PA      | $4196.24      | 0.00%             | 2026-11-02      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 204852757.SRDLC                                     | 204852757.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2547 | PA      | $2545.56      | 0.00%             | 2027-10-24      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205040207.SRDLC                                     | 205040207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4439 | PA      | $4426.62      | 0.00%             | 2028-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204979163.SRDLC                                     | 204979163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9022 | PA      | $9354.50      | 0.00%             | 2028-11-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205101214.SRDLC                                     | 205101214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24858 | PA      | $24425.86     | 0.00%             | 2028-11-20      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| L4008799.SRDUP                                      | L4008799.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4767 | PA      | $4782.65      | 0.00%             | 2028-10-06      | Fixed         | 17.73%                | Yes           |                  3 | On Loan: No      |
| L4009761.SRDUP                                      | L4009761.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $402.19       | 0.00%             | 2026-10-06      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 206472440.SRDLC                                     | 206472440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $401.74       | 0.00%             | 2026-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206572374.SRDLC                                     | 206572374.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21476 | PA      | $20675.97     | 0.00%             | 2029-08-13      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207769625.SRDLC                                     | 207769625.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3001 | PA      | $2908.08      | 0.00%             | 2028-04-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207774063.SRDLC                                     | 207774063.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1278 | PA      | $1265.74      | 0.00%             | 2026-04-26      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 212534647.SRDLC                                     | 212534647.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5997 | PA      | $5870.90      | 0.00%             | 2029-11-25      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 213648208.SRDLC                                     | 213648208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12343 | PA      | $11650.55     | 0.00%             | 2028-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205240488.SRDLC                                     | 205240488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7169 | PA      | $7234.89      | 0.00%             | 2026-11-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205271826.SRDLC                                     | 205271826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2818 | PA      | $2881.78      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194714833.SRDLC                                     | 194714833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3609 | PA      | $378.20       | 0.00%             | 2027-10-04      | Fixed         | 22.01%                | Yes           |                  3 | On Loan: No      |
| 195427018.SRDLC                                     | 195427018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5522 | PA      | $578.74       | 0.00%             | 2027-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205138029.SRDLC                                     | 205138029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11785 | PA      | $12253.18     | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205147581.SRDLC                                     | 205147581.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7605 | PA      | $7440.05      | 0.00%             | 2028-11-09      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 207918393.SRDLC                                     | 207918393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3765 | PA      | $3632.31      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211032801.SRDLC                                     | 211032801.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10632 | PA      | $9994.15      | 0.00%             | 2028-10-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211280825.SRDLC                                     | 211280825.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16898 | PA      | $16231.54     | 0.00%             | 2029-09-25      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 211311537.SRDLC                                     | 211311537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20715 | PA      | $2170.90      | 0.00%             | 2027-10-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206341755.SRDLC                                     | 206341755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7833 | PA      | $7620.21      | 0.00%             | 2027-02-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206385009.SRDLC                                     | 206385009.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12339 | PA      | $12056.49     | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206957919.SRDLC                                     | 206957919.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8100 | PA      | $7877.56      | 0.00%             | 2028-03-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206979916.SRDLC                                     | 206979916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14107 | PA      | $13737.50     | 0.00%             | 2027-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203986859.SRDLC                                     | 203986859.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3993 | PA      | $418.42       | 0.00%             | 2028-09-05      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 204134551.SRDLC                                     | 204134551.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7614 | PA      | $7881.89      | 0.00%             | 2028-09-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205041398.SRDLC                                     | 205041398.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8479 | PA      | $8679.32      | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 205057809.SRDLC                                     | 205057809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       219 | PA      | $218.83       | 0.00%             | 2025-11-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class A                                              | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   8519000 | PA      | $8995638.05   | 0.47%             | 2027-06-07      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class B                                              | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   9383000 | PA      | $10068897.30  | 0.52%             | 2027-06-07      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| 206310285.SRDLC                                     | 206310285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6037 | PA      | $5951.90      | 0.00%             | 2027-02-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206564726.SRDLC                                     | 206564726.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       580 | PA      | $534.98       | 0.00%             | 2026-07-07      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204292960.SRDLC                                     | 204292960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11401 | PA      | $11943.61     | 0.00%             | 2028-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204660104.SRDLC                                     | 204660104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17358 | PA      | $17732.64     | 0.00%             | 2028-10-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205101961.SRDLC                                     | 205101961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $2580.97      | 0.00%             | 2026-11-06      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 205102147.SRDLC                                     | 205102147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4434 | PA      | $4435.29      | 0.00%             | 2026-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211818156.SRDLC                                     | 211818156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12800 | PA      | $12316.24     | 0.00%             | 2028-10-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212237741.SRDLC                                     | 212237741.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15106 | PA      | $15006.60     | 0.00%             | 2028-11-12      | Fixed         | 7.07%                 | Yes           |                  3 | On Loan: No      |
| 206491916.SRDLC                                     | 206491916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14435 | PA      | $3526.79      | 0.00%             | 2027-02-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206501055.SRDLC                                     | 206501055.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10938 | PA      | $1146.26      | 0.00%             | 2027-02-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205225897.SRDLC                                     | 205225897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9606 | PA      | $9581.92      | 0.00%             | 2026-11-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205525021.SRDLC                                     | 205525021.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5965 | PA      | $5831.01      | 0.00%             | 2026-12-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205196994.SRDLC                                     | 205196994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4039 | PA      | $3983.18      | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205230663.SRDLC                                     | 205230663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3128 | PA      | $3177.42      | 0.00%             | 2027-11-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 220015672.SRDLC                                     | 220015672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5793 | PA      | $5651.34      | 0.00%             | 2027-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 220063800.SRDLC                                     | 220063800.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5797 | PA      | $5655.95      | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206603510.SRDLC                                     | 206603510.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21297 | PA      | $20551.36     | 0.00%             | 2029-07-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206764336.SRDLC                                     | 206764336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17565 | PA      | $17303.75     | 0.00%             | 2027-02-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class C                                              | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   7588000 | PA      | $7972332.20   | 0.41%             | 2026-06-07      | Floating      | 15.73%                | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust                                                           | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6140674.12   | 0.32%             | 2028-08-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 205229467.SRDLC                                     | 205229467.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7045 | PA      | $7194.50      | 0.00%             | 2026-11-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205229904.SRDLC                                     | 205229904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11785 | PA      | $12274.04     | 0.00%             | 2028-11-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205245422.SRDLC                                     | 205245422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4774 | PA      | $4989.55      | 0.00%             | 2028-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206321574.SRDLC                                     | 206321574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2272 | PA      | $2262.08      | 0.00%             | 2028-02-05      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 187741210.SRDLC                                     | 187741210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       636 | PA      | $173.39       | 0.00%             | 2025-11-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187857140.SRDLC                                     | 187857140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3479 | PA      | $3603.62      | 0.00%             | 2028-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206529525.SRDLC                                     | 206529525.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       418 | PA      | $418.33       | 0.00%             | 2026-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206539701.SRDLC                                     | 206539701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7939 | PA      | $7744.75      | 0.00%             | 2027-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205182458.SRDLC                                     | 205182458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       427 | PA      | $427.19       | 0.00%             | 2026-11-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205198463.SRDLC                                     | 205198463.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7569 | PA      | $7686.21      | 0.00%             | 2027-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205907525.SRDLC                                     | 205907525.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3810 | PA      | $3744.80      | 0.00%             | 2027-01-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205920066.SRDLC                                     | 205920066.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12048 | PA      | $11846.80     | 0.00%             | 2029-01-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203732053.SRDLC                                     | 203732053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4288 | PA      | $4251.51      | 0.00%             | 2026-08-25      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 204166856.SRDLC                                     | 204166856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9025 | PA      | $8877.24      | 0.00%             | 2028-09-20      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 212494426.SRDLC                                     | 212494426.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7407 | PA      | $776.29       | 0.00%             | 2029-11-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 212543418.SRDLC                                     | 212543418.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8735 | PA      | $8385.12      | 0.00%             | 2028-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206795411.SRDLC                                     | 206795411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23041 | PA      | $22467.32     | 0.00%             | 2029-02-20      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 206851374.SRDLC                                     | 206851374.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3257 | PA      | $3132.11      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2024-1 Class A-1                                         | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    730000 | PA      | $758470.00    | 0.04%             | 2027-06-07      | Floating      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2024-1 Class B-1                                         | CUSIP: 037987AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    979000 | PA      | $1044397.20   | 0.05%             | 2027-06-07      | Floating      | 12.21%                | Yes           |                  2 | On Loan: No      |
| 205240957.SRDLC                                     | 205240957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8207 | PA      | $8100.75      | 0.00%             | 2026-11-26      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205299614.SRDLC                                     | 205299614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14705 | PA      | $14665.36     | 0.00%             | 2027-12-10      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 7724845.SRDSQ                                       | 7724845.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       691 | PA      | $511.54       | 0.00%             | 2025-10-26      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8339333.SRDSQ                                       | 8339333.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2808 | PA      | $1729.45      | 0.00%             | 2026-04-30      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 188071537.SRDLC                                     | 188071537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8959 | PA      | $8901.49      | 0.00%             | 2027-04-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 192373124.SRDLC                                     | 192373124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       347 | PA      | $36.33        | 0.00%             | 2026-08-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206290598.SRDLC                                     | 206290598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7507 | PA      | $4427.96      | 0.00%             | 2029-11-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206305187.SRDLC                                     | 206305187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4033 | PA      | $3920.83      | 0.00%             | 2027-02-09      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207054733.SRDLC                                     | 207054733.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10340 | PA      | $9227.96      | 0.00%             | 2027-09-18      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207185942.SRDLC                                     | 207185942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23338 | PA      | $22891.26     | 0.00%             | 2029-03-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205403601.SRDLC                                     | 205403601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9469 | PA      | $9364.35      | 0.00%             | 2026-11-27      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 205527978.SRDLC                                     | 205527978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3090 | PA      | $3068.97      | 0.00%             | 2027-12-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class B-1                                         | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    844000 | PA      | $873751.00    | 0.05%             | 2026-06-08      | Floating      | 11.12%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class C-1                                         | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2842000 | PA      | $2966479.60   | 0.15%             | 2026-06-08      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| 207490408.SRDLC                                     | 207490408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20431 | PA      | $20191.62     | 0.00%             | 2027-03-20      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 207664379.SRDLC                                     | 207664379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4519 | PA      | $4362.66      | 0.00%             | 2028-04-11      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 192608111.SRDLC                                     | 192608111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4040 | PA      | $4286.53      | 0.00%             | 2027-08-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 193722521.SRDLC                                     | 193722521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13899 | PA      | $14872.31     | 0.00%             | 2027-09-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206415213.SRDLC                                     | 206415213.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9695 | PA      | $9320.15      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206447651.SRDLC                                     | 206447651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3908 | PA      | $3794.64      | 0.00%             | 2028-02-02      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 207299205.SRDLC                                     | 207299205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9447 | PA      | $9042.18      | 0.00%             | 2027-04-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207556646.SRDLC                                     | 207556646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6720 | PA      | $6526.88      | 0.00%             | 2027-04-07      | Fixed         | 29.39%                | Yes           |                  3 | On Loan: No      |
| 206882488.SRDLC                                     | 206882488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9406 | PA      | $9255.04      | 0.00%             | 2027-02-28      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 206971632.SRDLC                                     | 206971632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2259 | PA      | $120.36       | 0.00%             | 2026-03-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206469647.SRDLC                                     | 206469647.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2487 | PA      | $2412.18      | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206506205.SRDLC                                     | 206506205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9205 | PA      | $7684.67      | 0.00%             | 2028-08-08      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 205435903.SRDLC                                     | 205435903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6569 | PA      | $6469.13      | 0.00%             | 2028-11-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 205570754.SRDLC                                     | 205570754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18106 | PA      | $17757.86     | 0.00%             | 2028-12-13      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 207184669.SRDLC                                     | 207184669.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4965 | PA      | $4816.73      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207236121.SRDLC                                     | 207236121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3074 | PA      | $2994.72      | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204204050.SRDLC                                     | 204204050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1055 | PA      | $1052.73      | 0.00%             | 2026-09-29      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 204998015.SRDLC                                     | 204998015.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16034 | PA      | $16010.52     | 0.00%             | 2027-11-07      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 203516782.SRDLC                                     | 203516782.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4797 | PA      | $4759.93      | 0.00%             | 2026-08-10      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 203981929.SRDLC                                     | 203981929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4293 | PA      | $4251.57      | 0.00%             | 2026-09-05      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| 194699714.SRDLC                                     | 194699714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       444 | PA      | $46.53        | 0.00%             | 2025-10-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 194767039.SRDLC                                     | 194767039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11339 | PA      | $1188.36      | 0.00%             | 2028-10-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Aragonite Re Ltd.                                   | Aragonite Re 2024-1 Class A                                          | CUSIP: 03851YAA7<br>LEI: 254900LF29LPMNPHA287 | Long             | DBT              | CORP              | BM        |    931000 | PA      | $962700.55    | 0.05%             | 2027-04-07      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-1 Class A                                           | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   2589000 | PA      | $2803628.10   | 0.15%             | 2027-05-07      | Floating      | 14.06%                | Yes           |                  2 | On Loan: No      |
| 211056527.SRDLC                                     | 211056527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2172 | PA      | $2087.68      | 0.00%             | 2028-09-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211324695.SRDLC                                     | 211324695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23911 | PA      | $22581.73     | 0.00%             | 2030-07-31      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205579914.SRDLC                                     | 205579914.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14502 | PA      | $14243.46     | 0.00%             | 2028-12-19      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205885466.SRDLC                                     | 205885466.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13568 | PA      | $1421.97      | 0.00%             | 2028-12-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211028650.SRDLC                                     | 211028650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29848 | PA      | $29635.27     | 0.00%             | 2028-09-23      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211148763.SRDLC                                     | 211148763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4577 | PA      | $4287.26      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206776480.SRDLC                                     | 206776480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3118 | PA      | $326.80       | 0.00%             | 2028-02-16      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 207138091.SRDLC                                     | 207138091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2137 | PA      | $223.91       | 0.00%             | 2028-04-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205038192.SRDLC                                     | 205038192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3652 | PA      | $3644.41      | 0.00%             | 2026-11-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205203557.SRDLC                                     | 205203557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16365 | PA      | $10710.30     | 0.00%             | 2028-11-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206542346.SRDLC                                     | 206542346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1638 | PA      | $1614.09      | 0.00%             | 2027-02-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206642961.SRDLC                                     | 206642961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11885 | PA      | $11657.45     | 0.00%             | 2027-02-09      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205154276.SRDLC                                     | 205154276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2148 | PA      | $2185.36      | 0.00%             | 2026-11-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205195334.SRDLC                                     | 205195334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5055 | PA      | $5030.00      | 0.00%             | 2026-11-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-2 Class A                                           | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   1051000 | PA      | $1114585.50   | 0.06%             | 2028-01-07      | Floating      | 12.36%                | Yes           |                  2 | On Loan: No      |
| Ashera Re Ltd.                                      | Ashera Re 2024-1 Class A                                             | CUSIP: 04401RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    758000 | PA      | $781081.10    | 0.04%             | 2027-04-07      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| 206716141.SRDLC                                     | 206716141.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1111 | PA      | $1108.19      | 0.00%             | 2026-02-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 206817054.SRDLC                                     | 206817054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10737 | PA      | $10590.86     | 0.00%             | 2027-02-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205200491.SRDLC                                     | 205200491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5510 | PA      | $0.00         | 0.00%             | 2027-11-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205208973.SRDLC                                     | 205208973.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2876 | PA      | $301.40       | 0.00%             | 2026-11-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 195283712.SRDLC                                     | 195283712.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5119 | PA      | $5394.89      | 0.00%             | 2027-11-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203311377.SRDLC                                     | 203311377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3145 | PA      | $329.63       | 0.00%             | 2026-08-14      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 207576184.SRDLC                                     | 207576184.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1023 | PA      | $1012.83      | 0.00%             | 2026-04-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 210876224.SRDLC                                     | 210876224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3123 | PA      | $3104.16      | 0.00%             | 2026-09-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207542120.SRDLC                                     | 207542120.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5157 | PA      | $4974.61      | 0.00%             | 2028-04-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 210051844.SRDLC                                     | 210051844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3642 | PA      | $3573.13      | 0.00%             | 2026-09-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 206475013.SRDLC                                     | 206475013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8008 | PA      | $7855.92      | 0.00%             | 2027-02-23      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206491318.SRDLC                                     | 206491318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5866 | PA      | $5684.32      | 0.00%             | 2027-02-06      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 8647176.SRDSQ                                       | 8647176.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $990.09       | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8779489.SRDSQ                                       | 8779489.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       176 | PA      | $172.93       | 0.00%             | 2026-08-27      | Fixed         | 4.70%                 | Yes           |                  3 | On Loan: No      |
| 203495199.SRDLC                                     | 203495199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27712 | PA      | $27180.11     | 0.00%             | 2028-08-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 203499985.SRDLC                                     | 203499985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2603 | PA      | $2582.03      | 0.00%             | 2026-08-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205228025.SRDLC                                     | 205228025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15289 | PA      | $15380.87     | 0.00%             | 2028-04-30      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205231608.SRDLC                                     | 205231608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2955 | PA      | $309.65       | 0.00%             | 2028-11-30      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205232686.SRDLC                                     | 205232686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7886 | PA      | $8194.82      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205594260.SRDLC                                     | 205594260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5718 | PA      | $919.52       | 0.00%             | 2026-12-07      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205438003.SRDLC                                     | 205438003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9881 | PA      | $9775.19      | 0.00%             | 2026-11-29      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205687455.SRDLC                                     | 205687455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7496 | PA      | $7279.81      | 0.00%             | 2028-12-20      | Fixed         | 20.23%                | Yes           |                  3 | On Loan: No      |
| 207170097.SRDLC                                     | 207170097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9589 | PA      | $9259.89      | 0.00%             | 2027-03-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 207246435.SRDLC                                     | 207246435.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8563 | PA      | $8481.53      | 0.00%             | 2027-03-18      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 203990508.SRDLC                                     | 203990508.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4581 | PA      | $4776.01      | 0.00%             | 2028-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204187639.SRDLC                                     | 204187639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33815 | PA      | $3543.84      | 0.00%             | 2029-05-15      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| DRB5177469.SRDUP                                    | DRB5177469.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5539 | PA      | $5196.13      | 0.00%             | 2030-04-03      | Fixed         | 30.43%                | Yes           |                  3 | On Loan: No      |
| DRB5181331.SRDUP                                    | DRB5181331.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2401 | PA      | $2255.41      | 0.00%             | 2028-04-04      | Fixed         | 30.15%                | Yes           |                  3 | On Loan: No      |
| 206819391.SRDLC                                     | 206819391.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5445 | PA      | $5304.14      | 0.00%             | 2029-02-23      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 206869869.SRDLC                                     | 206869869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11196 | PA      | $10933.24     | 0.00%             | 2029-02-23      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 204557255.SRDLC                                     | 204557255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3079 | PA      | $3112.27      | 0.00%             | 2026-10-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204720778.SRDLC                                     | 204720778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25857 | PA      | $25135.86     | 0.00%             | 2028-10-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206554697.SRDLC                                     | 206554697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12494 | PA      | $8455.21      | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206583934.SRDLC                                     | 206583934.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7063 | PA      | $740.18       | 0.00%             | 2028-02-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 203779390.SRDLC                                     | 203779390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7839 | PA      | $7893.82      | 0.00%             | 2027-08-22      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204131981.SRDLC                                     | 204131981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9615 | PA      | $9448.17      | 0.00%             | 2028-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 192333734.SRDLC                                     | 192333734.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5448 | PA      | $570.94       | 0.00%             | 2027-09-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 192420352.SRDLC                                     | 192420352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20169 | PA      | $17143.73     | 0.00%             | 2028-03-27      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206570543.SRDLC                                     | 206570543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6547 | PA      | $5237.96      | 0.00%             | 2026-02-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206666226.SRDLC                                     | 206666226.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9102 | PA      | $8987.33      | 0.00%             | 2029-02-19      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 206995219.SRDLC                                     | 206995219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3483 | PA      | $3488.49      | 0.00%             | 2026-03-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210644014.SRDLC                                     | 210644014.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6764 | PA      | $6438.87      | 0.00%             | 2027-09-24      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205824159.SRDLC                                     | 205824159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4967 | PA      | $4917.54      | 0.00%             | 2026-12-26      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 206496148.SRDLC                                     | 206496148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9769 | PA      | $9471.37      | 0.00%             | 2027-02-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L4011256.SRDUP                                      | L4011256.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13983 | PA      | $14054.75     | 0.00%             | 2028-10-10      | Fixed         | 22.34%                | Yes           |                  3 | On Loan: No      |
| L4012878.SRDUP                                      | L4012878.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16356 | PA      | $16417.35     | 0.00%             | 2028-10-10      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| 211489874.SRDLC                                     | 211489874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9274 | PA      | $8806.94      | 0.00%             | 2029-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211706352.SRDLC                                     | 211706352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7730 | PA      | $810.11       | 0.00%             | 2029-10-22      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 207618630.SRDLC                                     | 207618630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3607 | PA      | $3520.07      | 0.00%             | 2027-04-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207623639.SRDLC                                     | 207623639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11113 | PA      | $10667.49     | 0.00%             | 2027-04-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211032556.SRDLC                                     | 211032556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9126 | PA      | $8652.66      | 0.00%             | 2028-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211153580.SRDLC                                     | 211153580.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15741 | PA      | $14938.16     | 0.00%             | 2029-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205533806.SRDLC                                     | 205533806.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27358 | PA      | $26759.74     | 0.00%             | 2028-12-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205698369.SRDLC                                     | 205698369.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7304 | PA      | $7316.56      | 0.00%             | 2027-12-21      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| L4998620.SRDUP                                      | L4998620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3524 | PA      | $3410.03      | 0.00%             | 2030-02-04      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| L5179616.SRDUP                                      | L5179616.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3733 | PA      | $3616.46      | 0.00%             | 2030-04-03      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| 204148665.SRDLC                                     | 204148665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27336 | PA      | $27161.07     | 0.00%             | 2028-09-22      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 204594269.SRDLC                                     | 204594269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5485 | PA      | $5477.99      | 0.00%             | 2026-10-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205132600.SRDLC                                     | 205132600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10998 | PA      | $10995.47     | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205199490.SRDLC                                     | 205199490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6306 | PA      | $5904.10      | 0.00%             | 2027-03-14      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206841881.SRDLC                                     | 206841881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2206.53      | 0.00%             | 2027-02-26      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 207032620.SRDLC                                     | 207032620.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8464 | PA      | $8211.11      | 0.00%             | 2027-03-08      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206769267.SRDLC                                     | 206769267.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25385 | PA      | $24868.44     | 0.00%             | 2029-02-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 206811341.SRDLC                                     | 206811341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17586 | PA      | $1843.05      | 0.00%             | 2029-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204893917.SRDLC                                     | 204893917.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18856 | PA      | $19675.01     | 0.00%             | 2028-11-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204974371.SRDLC                                     | 204974371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4611 | PA      | $4766.18      | 0.00%             | 2028-11-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206439955.SRDLC                                     | 206439955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9041 | PA      | $8840.95      | 0.00%             | 2028-02-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206487273.SRDLC                                     | 206487273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4842 | PA      | $4769.41      | 0.00%             | 2027-02-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205738721.SRDLC                                     | 205738721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5816 | PA      | $5753.31      | 0.00%             | 2026-12-20      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205853914.SRDLC                                     | 205853914.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       128 | PA      | $128.92       | 0.00%             | 2025-12-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211788018.SRDLC                                     | 211788018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8837 | PA      | $8730.89      | 0.00%             | 2027-10-23      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 212090690.SRDLC                                     | 212090690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5204 | PA      | $4942.05      | 0.00%             | 2028-11-08      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5383034.SRDUP                                    | DRB5383034.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9609 | PA      | $9223.39      | 0.00%             | 2030-05-23      | Fixed         | 21.21%                | Yes           |                  3 | On Loan: No      |
| DRB5383911.SRDUP                                    | DRB5383911.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3365 | PA      | $3205.02      | 0.00%             | 2030-05-23      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| 204680377.SRDLC                                     | 204680377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2153 | PA      | $2160.65      | 0.00%             | 2026-10-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204781074.SRDLC                                     | 204781074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11627 | PA      | $1218.52      | 0.00%             | 2026-11-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207015979.SRDLC                                     | 207015979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3436 | PA      | $3375.05      | 0.00%             | 2027-03-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207855493.SRDLC                                     | 207855493.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       343 | PA      | $340.19       | 0.00%             | 2027-04-29      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205762892.SRDLC                                     | 205762892.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9586 | PA      | $9485.09      | 0.00%             | 2026-12-19      | Fixed         | 7.40%                 | Yes           |                  3 | On Loan: No      |
| 205786549.SRDLC                                     | 205786549.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       664 | PA      | $663.12       | 0.00%             | 2025-12-26      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 204786280.SRDLC                                     | 204786280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2833 | PA      | $2847.66      | 0.00%             | 2027-10-23      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204950557.SRDLC                                     | 204950557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        45 | PA      | $44.88        | 0.00%             | 2025-11-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 207743999.SRDLC                                     | 207743999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6957 | PA      | $6675.95      | 0.00%             | 2027-04-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210574040.SRDLC                                     | 210574040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5790 | PA      | $5440.03      | 0.00%             | 2027-09-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212195852.SRDLC                                     | 212195852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5997 | PA      | $5630.59      | 0.00%             | 2027-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212247989.SRDLC                                     | 212247989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4495 | PA      | $4275.81      | 0.00%             | 2028-11-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205113789.SRDLC                                     | 205113789.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1898 | PA      | $242.72       | 0.00%             | 2026-06-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205132565.SRDLC                                     | 205132565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6862 | PA      | $6990.17      | 0.00%             | 2026-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212559322.SRDLC                                     | 212559322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2258 | PA      | $2206.93      | 0.00%             | 2026-11-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213685048.SRDLC                                     | 213685048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3263 | PA      | $3195.51      | 0.00%             | 2027-01-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| DRB5581899.SRDUP                                    | DRB5581899.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $1512.08      | 0.00%             | 2030-07-01      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3302922.SRDUP                                     | FW3302922.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       682 | PA      | $698.49       | 0.00%             | 2027-07-22      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| 205633598.SRDLC                                     | 205633598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23721 | PA      | $23681.60     | 0.00%             | 2027-12-14      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205660331.SRDLC                                     | 205660331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12259 | PA      | $12205.71     | 0.00%             | 2027-12-20      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204953638.SRDLC                                     | 204953638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5556 | PA      | $5472.51      | 0.00%             | 2026-11-02      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 204987832.SRDLC                                     | 204987832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3342 | PA      | $2673.31      | 0.00%             | 2026-11-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205831428.SRDLC                                     | 205831428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       662 | PA      | $660.74       | 0.00%             | 2025-12-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 206344696.SRDLC                                     | 206344696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5345 | PA      | $5246.58      | 0.00%             | 2029-02-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3309752.SRDUP                                     | FW3309752.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2973 | PA      | $3047.73      | 0.00%             | 2027-07-26      | Fixed         | 27.05%                | Yes           |                  3 | On Loan: No      |
| FW3331708.SRDUP                                     | FW3331708.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1540 | PA      | $1536.74      | 0.00%             | 2027-08-04      | Fixed         | 12.35%                | Yes           |                  3 | On Loan: No      |
| 204011210.SRDLC                                     | 204011210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4797 | PA      | $4740.55      | 0.00%             | 2026-09-11      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204136163.SRDLC                                     | 204136163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       387 | PA      | $388.47       | 0.00%             | 2026-09-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204435865.SRDLC                                     | 204435865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8941 | PA      | $8828.94      | 0.00%             | 2026-10-10      | Fixed         | 11.62%                | Yes           |                  3 | On Loan: No      |
| 204930383.SRDLC                                     | 204930383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15301 | PA      | $15280.28     | 0.00%             | 2027-11-03      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206385770.SRDLC                                     | 206385770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25520 | PA      | $24785.79     | 0.00%             | 2029-02-05      | Fixed         | 11.75%                | Yes           |                  3 | On Loan: No      |
| 206487459.SRDLC                                     | 206487459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1730 | PA      | $1726.21      | 0.00%             | 2026-02-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204560285.SRDLC                                     | 204560285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       304 | PA      | $304.27       | 0.00%             | 2025-11-12      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204746318.SRDLC                                     | 204746318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2605 | PA      | $2610.22      | 0.00%             | 2026-10-31      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205179773.SRDLC                                     | 205179773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4799 | PA      | $4670.55      | 0.00%             | 2028-11-16      | Fixed         | 19.98%                | Yes           |                  3 | On Loan: No      |
| 205198404.SRDLC                                     | 205198404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7579 | PA      | $7492.16      | 0.00%             | 2026-11-20      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 207818370.SRDLC                                     | 207818370.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3978 | PA      | $3824.23      | 0.00%             | 2029-04-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207862608.SRDLC                                     | 207862608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6281 | PA      | $6032.64      | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210653683.SRDLC                                     | 210653683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10825 | PA      | $10270.48     | 0.00%             | 2029-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210691999.SRDLC                                     | 210691999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8044 | PA      | $7711.25      | 0.00%             | 2027-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211196227.SRDLC                                     | 211196227.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9950 | PA      | $9546.13      | 0.00%             | 2028-10-11      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211259011.SRDLC                                     | 211259011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2734 | PA      | $2671.20      | 0.00%             | 2026-10-03      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205076889.SRDLC                                     | 205076889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       445 | PA      | $445.40       | 0.00%             | 2026-11-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205174880.SRDLC                                     | 205174880.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       107 | PA      | $107.89       | 0.00%             | 2025-11-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 206514655.SRDLC                                     | 206514655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1826.19      | 0.00%             | 2027-02-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206520129.SRDLC                                     | 206520129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4577 | PA      | $4464.50      | 0.00%             | 2027-02-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 207988250.SRDLC                                     | 207988250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1779.16      | 0.00%             | 2028-04-29      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210484039.SRDLC                                     | 210484039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9091 | PA      | $8937.80      | 0.00%             | 2027-09-13      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 206462868.SRDLC                                     | 206462868.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16249 | PA      | $15969.62     | 0.00%             | 2029-02-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206505676.SRDLC                                     | 206505676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3067 | PA      | $3025.76      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205074461.SRDLC                                     | 205074461.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4428 | PA      | $464.06       | 0.00%             | 2028-11-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205171503.SRDLC                                     | 205171503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2810 | PA      | $2884.06      | 0.00%             | 2027-12-28      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211342346.SRDLC                                     | 211342346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11798 | PA      | $11669.94     | 0.00%             | 2028-10-31      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 211400872.SRDLC                                     | 211400872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3020 | PA      | $2861.40      | 0.00%             | 2027-10-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| Astro Re Pte. Ltd.                                  | Astro Re 2021-1 Class A                                              | CUSIP: 04638WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    417000 | PA      | $208500.00    | 0.01%             | 2029-07-08      | Floating      | 4.36%                 | Yes           |                  3 | On Loan: No      |
| Atlas Capital DAC                                   | Atlas Capital DAC 2024-1 Class A                                     | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    267000 | PA      | $296890.65    | 0.02%             | 2027-06-08      | Floating      | 16.48%                | Yes           |                  2 | On Loan: No      |
| 213709895.SRDLC                                     | 213709895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16770 | PA      | $16481.26     | 0.00%             | 2029-01-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 213729137.SRDLC                                     | 213729137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10483 | PA      | $9931.99      | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205250406.SRDLC                                     | 205250406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6518 | PA      | $6537.91      | 0.00%             | 2026-12-02      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205345601.SRDLC                                     | 205345601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14563 | PA      | $14289.46     | 0.00%             | 2028-11-26      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| FW3910184.SRDUP                                     | FW3910184.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       728 | PA      | $738.21       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW3911585.SRDUP                                     | FW3911585.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12506 | PA      | $12664.46     | 0.00%             | 2028-08-18      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| 211405303.SRDLC                                     | 211405303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7483 | PA      | $7102.07      | 0.00%             | 2027-10-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211449537.SRDLC                                     | 211449537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13484 | PA      | $12725.37     | 0.00%             | 2027-10-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207903452.SRDLC                                     | 207903452.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1277 | PA      | $1264.04      | 0.00%             | 2026-04-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 210715912.SRDLC                                     | 210715912.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4838 | PA      | $286.00       | 0.00%             | 2027-09-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206561292.SRDLC                                     | 206561292.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9907 | PA      | $9899.42      | 0.00%             | 2028-02-13      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 207204843.SRDLC                                     | 207204843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10142 | PA      | $9945.90      | 0.00%             | 2029-03-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205172850.SRDLC                                     | 205172850.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3581 | PA      | $375.27       | 0.00%             | 2026-11-13      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205226018.SRDLC                                     | 205226018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16102 | PA      | $16158.29     | 0.00%             | 2027-11-13      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 192646300.SRDLC                                     | 192646300.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2599 | PA      | $272.35       | 0.00%             | 2026-04-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192776777.SRDLC                                     | 192776777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        77 | PA      | $76.40        | 0.00%             | 2025-11-11      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| 211455458.SRDLC                                     | 211455458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10677 | PA      | $10118.99     | 0.00%             | 2027-10-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211501855.SRDLC                                     | 211501855.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9433 | PA      | $8943.48      | 0.00%             | 2027-10-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 210736180.SRDLC                                     | 210736180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13810 | PA      | $13575.37     | 0.00%             | 2027-09-13      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 210821865.SRDLC                                     | 210821865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11561 | PA      | $10961.03     | 0.00%             | 2029-10-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204784436.SRDLC                                     | 204784436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2194 | PA      | $2248.00      | 0.00%             | 2026-10-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204790332.SRDLC                                     | 204790332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3867 | PA      | $4032.20      | 0.00%             | 2028-10-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210671265.SRDLC                                     | 210671265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11697 | PA      | $10738.08     | 0.00%             | 2028-01-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210751795.SRDLC                                     | 210751795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15601 | PA      | $15429.32     | 0.00%             | 2027-09-29      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| L5587975.SRDUP                                      | L5587975.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3958 | PA      | $3914.61      | 0.00%             | 2030-07-02      | Fixed         | 14.21%                | Yes           |                  3 | On Loan: No      |
| 186892953.SRDLC                                     | 186892953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7344 | PA      | $7266.75      | 0.00%             | 2027-03-07      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 205520029.SRDLC                                     | 205520029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25422 | PA      | $2664.20      | 0.00%             | 2028-12-11      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205686700.SRDLC                                     | 205686700.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8987 | PA      | $8902.42      | 0.00%             | 2028-01-10      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 207295338.SRDLC                                     | 207295338.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10307 | PA      | $9909.88      | 0.00%             | 2029-04-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207686565.SRDLC                                     | 207686565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3982 | PA      | $3884.70      | 0.00%             | 2028-04-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211426571.SRDLC                                     | 211426571.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8647 | PA      | $8265.77      | 0.00%             | 2028-10-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211446570.SRDLC                                     | 211446570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17974 | PA      | $1430.33      | 0.00%             | 2027-10-10      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 215627056.SRDLC                                     | 215627056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8354 | PA      | $7903.76      | 0.00%             | 2028-04-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215902056.SRDLC                                     | 215902056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13365 | PA      | $12785.58     | 0.00%             | 2030-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205257303.SRDLC                                     | 205257303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4230 | PA      | $4187.27      | 0.00%             | 2026-11-06      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205336896.SRDLC                                     | 205336896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17500 | PA      | $17572.88     | 0.00%             | 2027-11-20      | Fixed         | 12.70%                | Yes           |                  3 | On Loan: No      |
| 207180107.SRDLC                                     | 207180107.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15859 | PA      | $15301.19     | 0.00%             | 2027-04-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207452833.SRDLC                                     | 207452833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7802 | PA      | $817.70       | 0.00%             | 2027-04-01      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211582447.SRDLC                                     | 211582447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16514 | PA      | $15666.38     | 0.00%             | 2029-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211619073.SRDLC                                     | 211619073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11044 | PA      | $10439.00     | 0.00%             | 2027-10-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204864290.SRDLC                                     | 204864290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16846 | PA      | $16631.40     | 0.00%             | 2028-10-25      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205074337.SRDLC                                     | 205074337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7081 | PA      | $7289.48      | 0.00%             | 2028-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207140260.SRDLC                                     | 207140260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10200 | PA      | $9911.54      | 0.00%             | 2027-03-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207626764.SRDLC                                     | 207626764.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3582 | PA      | $3543.11      | 0.00%             | 2026-04-27      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205385821.SRDLC                                     | 205385821.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14817 | PA      | $1552.77      | 0.00%             | 2027-11-27      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205801149.SRDLC                                     | 205801149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27440 | PA      | $2875.76      | 0.00%             | 2028-12-31      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205151091.SRDLC                                     | 205151091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1943 | PA      | $1964.18      | 0.00%             | 2027-11-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205174771.SRDLC                                     | 205174771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       791 | PA      | $789.44       | 0.00%             | 2026-11-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211677125.SRDLC                                     | 211677125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16331 | PA      | $13901.72     | 0.00%             | 2029-03-31      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211773210.SRDLC                                     | 211773210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6654 | PA      | $6416.85      | 0.00%             | 2029-10-22      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 216314938.SRDLC                                     | 216314938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6998 | PA      | $6647.11      | 0.00%             | 2029-05-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 216597744.SRDLC                                     | 216597744.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14739 | PA      | $14012.91     | 0.00%             | 2028-05-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 207487765.SRDLC                                     | 207487765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14486 | PA      | $14008.81     | 0.00%             | 2028-04-01      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207508898.SRDLC                                     | 207508898.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13822 | PA      | $1448.58      | 0.00%             | 2028-04-02      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213843811.SRDLC                                     | 213843811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18680 | PA      | $17814.99     | 0.00%             | 2030-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 214653489.SRDLC                                     | 214653489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3258 | PA      | $746.89       | 0.00%             | 2029-03-28      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207755005.SRDLC                                     | 207755005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       292 | PA      | $289.71       | 0.00%             | 2026-04-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207984224.SRDLC                                     | 207984224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3888 | PA      | $3801.15      | 0.00%             | 2028-04-29      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 208022793.SRDLC                                     | 208022793.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10835 | PA      | $1739.12      | 0.00%             | 2029-04-29      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 210749225.SRDLC                                     | 210749225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7392 | PA      | $7018.94      | 0.00%             | 2027-09-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211319517.SRDLC                                     | 211319517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3703 | PA      | $3482.28      | 0.00%             | 2027-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211450360.SRDLC                                     | 211450360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3723 | PA      | $3503.01      | 0.00%             | 2027-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205234543.SRDLC                                     | 205234543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2154 | PA      | $2160.72      | 0.00%             | 2026-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205692531.SRDLC                                     | 205692531.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22122 | PA      | $22166.75     | 0.00%             | 2027-12-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 207683802.SRDLC                                     | 207683802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3611 | PA      | $3467.55      | 0.00%             | 2027-04-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207764031.SRDLC                                     | 207764031.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4754 | PA      | $4402.47      | 0.00%             | 2027-09-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 210731592.SRDLC                                     | 210731592.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6139 | PA      | $5821.19      | 0.00%             | 2027-09-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210917097.SRDLC                                     | 210917097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6936 | PA      | $6817.09      | 0.00%             | 2027-10-15      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205743917.SRDLC                                     | 205743917.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5385 | PA      | $5328.11      | 0.00%             | 2026-12-21      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 205792655.SRDLC                                     | 205792655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10772 | PA      | $10866.63     | 0.00%             | 2028-12-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207794060.SRDLC                                     | 207794060.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7531 | PA      | $7255.63      | 0.00%             | 2028-04-30      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 207904669.SRDLC                                     | 207904669.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16925 | PA      | $1773.78      | 0.00%             | 2029-01-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205912903.SRDLC                                     | 205912903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1965 | PA      | $1982.66      | 0.00%             | 2025-12-29      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205950302.SRDLC                                     | 205950302.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12065 | PA      | $1264.37      | 0.00%             | 2028-01-02      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 8817428.SRDSQ                                       | 8817428.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2807 | PA      | $2744.82      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8818656.SRDSQ                                       | 8818656.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2003 | PA      | $1947.61      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205247561.SRDLC                                     | 205247561.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5786 | PA      | $5786.06      | 0.00%             | 2027-11-30      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205283846.SRDLC                                     | 205283846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5795 | PA      | $5738.40      | 0.00%             | 2026-11-16      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 218853362.SRDLC                                     | 218853362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8318 | PA      | $8131.10      | 0.00%             | 2027-08-14      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219104175.SRDLC                                     | 219104175.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3713 | PA      | $3629.19      | 0.00%             | 2027-08-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205822350.SRDLC                                     | 205822350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15569 | PA      | $15607.53     | 0.00%             | 2027-12-26      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205827522.SRDLC                                     | 205827522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15238 | PA      | $14920.87     | 0.00%             | 2028-12-31      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 206986371.SRDLC                                     | 206986371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7570 | PA      | $7511.38      | 0.00%             | 2027-03-25      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207474306.SRDLC                                     | 207474306.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       895 | PA      | $864.11       | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205227451.SRDLC                                     | 205227451.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1418 | PA      | $1442.37      | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205243791.SRDLC                                     | 205243791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1582 | PA      | $1580.39      | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 210789570.SRDLC                                     | 210789570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5251 | PA      | $5020.16      | 0.00%             | 2028-09-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210827194.SRDLC                                     | 210827194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2387 | PA      | $2312.53      | 0.00%             | 2027-09-30      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205829874.SRDLC                                     | 205829874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11489 | PA      | $11372.07     | 0.00%             | 2026-12-27      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205873690.SRDLC                                     | 205873690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18029 | PA      | $17721.53     | 0.00%             | 2028-12-21      | Fixed         | 10.76%                | Yes           |                  3 | On Loan: No      |
| 205794864.SRDLC                                     | 205794864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3899 | PA      | $3911.85      | 0.00%             | 2026-12-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205800320.SRDLC                                     | 205800320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8042 | PA      | $7978.00      | 0.00%             | 2029-01-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211005401.SRDLC                                     | 211005401.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3218 | PA      | $3169.09      | 0.00%             | 2028-10-04      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 211290987.SRDLC                                     | 211290987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5551 | PA      | $5255.62      | 0.00%             | 2027-10-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205247435.SRDLC                                     | 205247435.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       131 | PA      | $131.00       | 0.00%             | 2025-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205254709.SRDLC                                     | 205254709.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1686 | PA      | $1698.05      | 0.00%             | 2027-05-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4440                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-22260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jan26C 4.5                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-45420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212376456.SRDLC                                     | 212376456.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       700 | PA      | $683.53       | 0.00%             | 2026-11-18      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 213606716.SRDLC                                     | 213606716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11815 | PA      | $11270.52     | 0.00%             | 2028-01-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 213758346.SRDLC                                     | 213758346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16652 | PA      | $16504.32     | 0.00%             | 2029-01-21      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 214026091.SRDLC                                     | 214026091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32089 | PA      | $31535.08     | 0.00%             | 2028-02-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 210777253.SRDLC                                     | 210777253.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12583 | PA      | $12021.47     | 0.00%             | 2028-09-11      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210854805.SRDLC                                     | 210854805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11080 | PA      | $10616.24     | 0.00%             | 2027-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205807964.SRDLC                                     | 205807964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19854 | PA      | $20001.38     | 0.00%             | 2028-12-20      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 205847386.SRDLC                                     | 205847386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9034 | PA      | $8881.75      | 0.00%             | 2028-12-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 210701867.SRDLC                                     | 210701867.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       714 | PA      | $675.75       | 0.00%             | 2027-09-09      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210770407.SRDLC                                     | 210770407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14156 | PA      | $13438.24     | 0.00%             | 2027-10-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207747299.SRDLC                                     | 207747299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       252 | PA      | $250.64       | 0.00%             | 2026-04-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207819257.SRDLC                                     | 207819257.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28052 | PA      | $27826.27     | 0.00%             | 2028-04-24      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 8843674.SRDSQ                                       | 8843674.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5311 | PA      | $5096.08      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845660.SRDSQ                                       | 8845660.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4283 | PA      | $3487.90      | 0.00%             | 2026-09-15      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 210779658.SRDLC                                     | 210779658.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       617 | PA      | $610.74       | 0.00%             | 2026-09-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210852675.SRDLC                                     | 210852675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5132 | PA      | $4826.78      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 205064784.SRDLC                                     | 205064784.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27603 | PA      | $27021.64     | 0.00%             | 2028-11-15      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 205124664.SRDLC                                     | 205124664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1351 | PA      | $1355.90      | 0.00%             | 2026-11-13      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210930811.SRDLC                                     | 210930811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1943 | PA      | $1909.22      | 0.00%             | 2027-10-02      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211043036.SRDLC                                     | 211043036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3282 | PA      | $3208.73      | 0.00%             | 2026-10-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 204902189.SRDLC                                     | 204902189.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4396 | PA      | $4503.09      | 0.00%             | 2027-10-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204938682.SRDLC                                     | 204938682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2208 | PA      | $2210.06      | 0.00%             | 2026-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW3960562.SRDUP                                     | FW3960562.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4857 | PA      | $4846.11      | 0.00%             | 2028-09-05      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| FW5009923.SRDUP                                     | FW5009923.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8911 | PA      | $8631.32      | 0.00%             | 2030-02-14      | Fixed         | 21.45%                | Yes           |                  3 | On Loan: No      |
| 219106456.SRDLC                                     | 219106456.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4810 | PA      | $4612.72      | 0.00%             | 2028-08-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219981610.SRDLC                                     | 219981610.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15868 | PA      | $15381.26     | 0.00%             | 2030-09-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8845904.SRDSQ                                       | 8845904.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4167 | PA      | $2421.68      | 0.00%             | 2026-09-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8870438.SRDSQ                                       | 8870438.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $3350.24      | 0.00%             | 2026-09-21      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 194256083.SRDLC                                     | 194256083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2982 | PA      | $3030.12      | 0.00%             | 2026-10-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 203487312.SRDLC                                     | 203487312.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24058 | PA      | $24397.04     | 0.00%             | 2027-09-01      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 210603757.SRDLC                                     | 210603757.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6054 | PA      | $5716.33      | 0.00%             | 2027-09-05      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211039695.SRDLC                                     | 211039695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1468 | PA      | $1387.05      | 0.00%             | 2027-10-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211308691.SRDLC                                     | 211308691.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9949 | PA      | $9383.08      | 0.00%             | 2029-10-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211454763.SRDLC                                     | 211454763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21752 | PA      | $18926.57     | 0.00%             | 2028-04-10      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| Baldwin Re Ltd.                                     | Baldwin Re 2023-1 Class A                                            | CUSIP: 05826BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    446000 | PA      | $463349.40    | 0.02%             | 2027-07-07      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                     | Baldwin Re 2025-1 Class A                                            | CUSIP: 05826BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2551000 | PA      | $2621790.25   | 0.14%             | 2029-07-09      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| 204973013.SRDLC                                     | 204973013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $4056.06      | 0.00%             | 2028-11-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205143579.SRDLC                                     | 205143579.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8454 | PA      | $8620.70      | 0.00%             | 2028-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 72                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -5 | NC      | $-31.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 64.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -18 | NC      | $-337.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8876248.SRDSQ                                       | 8876248.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1477 | PA      | $1416.07      | 0.00%             | 2026-09-23      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8884922.SRDSQ                                       | 8884922.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3107 | PA      | $2771.48      | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205166096.SRDLC                                     | 205166096.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9348 | PA      | $9648.78      | 0.00%             | 2028-11-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205178421.SRDLC                                     | 205178421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5450 | PA      | $5656.00      | 0.00%             | 2028-11-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 210894902.SRDLC                                     | 210894902.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5346 | PA      | $5161.16      | 0.00%             | 2028-09-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210902138.SRDLC                                     | 210902138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8579 | PA      | $8140.14      | 0.00%             | 2027-09-17      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206452090.SRDLC                                     | 206452090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7403 | PA      | $7207.21      | 0.00%             | 2029-02-12      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206494780.SRDLC                                     | 206494780.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2762 | PA      | $2739.67      | 0.00%             | 2027-02-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 220049568.SRDLC                                     | 220049568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4944 | PA      | $4839.99      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8136871.SRDSQ                                       | 8136871.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1447 | PA      | $1338.71      | 0.00%             | 2026-02-28      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 211086805.SRDLC                                     | 211086805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19565 | PA      | $18672.78     | 0.00%             | 2029-09-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211126420.SRDLC                                     | 211126420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4254 | PA      | $4160.15      | 0.00%             | 2026-10-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211380995.SRDLC                                     | 211380995.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5808 | PA      | $5488.68      | 0.00%             | 2028-10-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211532862.SRDLC                                     | 211532862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4880 | PA      | $4644.41      | 0.00%             | 2027-10-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 210870663.SRDLC                                     | 210870663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3539 | PA      | $3398.29      | 0.00%             | 2027-09-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210898416.SRDLC                                     | 210898416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1519 | PA      | $1495.80      | 0.00%             | 2026-09-25      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -68 | NC      | $-3400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 64.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -52 | NC      | $-5850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206066173.SRDLC                                     | 206066173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9697 | PA      | $9550.36      | 0.00%             | 2029-02-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206247231.SRDLC                                     | 206247231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2789 | PA      | $2753.85      | 0.00%             | 2027-02-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211171397.SRDLC                                     | 211171397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10997 | PA      | $10359.53     | 0.00%             | 2027-10-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211205884.SRDLC                                     | 211205884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       554 | PA      | $541.02       | 0.00%             | 2026-10-02      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 205133678.SRDLC                                     | 205133678.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8755 | PA      | $8515.43      | 0.00%             | 2028-11-15      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| 205180381.SRDLC                                     | 205180381.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1367 | PA      | $1390.78      | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jan26C 4.55                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-43404.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jan26C 4.6                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -74 | NC      | $-255744.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 211463330.SRDLC                                     | 211463330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8696 | PA      | $8263.21      | 0.00%             | 2029-10-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211466024.SRDLC                                     | 211466024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3761 | PA      | $3578.92      | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206380636.SRDLC                                     | 206380636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20228 | PA      | $19782.28     | 0.00%             | 2029-02-14      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 206542335.SRDLC                                     | 206542335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7025 | PA      | $6835.24      | 0.00%             | 2027-01-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2023-1 Class A                                              | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1708000 | PA      | $1784689.20   | 0.09%             | 2026-05-26      | Floating      | 16.27%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2023-1 Class B                                              | CUSIP: 07304LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1709000 | PA      | $1822990.30   | 0.09%             | 2026-05-26      | Floating      | 22.92%                | Yes           |                  2 | On Loan: No      |
| 9609356.SRDSQ                                       | 9609356.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       538 | PA      | $525.03       | 0.00%             | 2027-01-29      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9748688.SRDSQ                                       | 9748688.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18836 | PA      | $17347.68     | 0.00%             | 2027-03-02      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 205279335.SRDLC                                     | 205279335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3595 | PA      | $3593.00      | 0.00%             | 2027-12-05      | Fixed         | 13.23%                | Yes           |                  3 | On Loan: No      |
| 205312683.SRDLC                                     | 205312683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9825 | PA      | $9662.52      | 0.00%             | 2028-11-17      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2024-1 Class A                                              | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2456000 | PA      | $2619446.80   | 0.14%             | 2027-04-30      | Floating      | 12.19%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2024-1 Class B                                              | CUSIP: 07304LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    623000 | PA      | $697199.30    | 0.04%             | 2027-04-30      | Floating      | 22.36%                | Yes           |                  2 | On Loan: No      |
| 214186313.SRDLC                                     | 214186313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14571 | PA      | $14001.07     | 0.00%             | 2030-02-05      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214916462.SRDLC                                     | 214916462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9722 | PA      | $1018.84      | 0.00%             | 2030-11-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205287954.SRDLC                                     | 205287954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1736 | PA      | $1734.47      | 0.00%             | 2027-11-16      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205291372.SRDLC                                     | 205291372.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6692 | PA      | $6630.08      | 0.00%             | 2026-11-30      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8362798.SRDSQ                                       | 8362798.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        45 | PA      | $33.40        | 0.00%             | 2026-05-07      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8610150.SRDSQ                                       | 8610150.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       484 | PA      | $370.39       | 0.00%             | 2026-07-11      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 211499792.SRDLC                                     | 211499792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10262 | PA      | $10125.45     | 0.00%             | 2028-10-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211561011.SRDLC                                     | 211561011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15655 | PA      | $14885.29     | 0.00%             | 2029-10-16      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206818207.SRDLC                                     | 206818207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       528 | PA      | $55.32        | 0.00%             | 2026-03-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211023811.SRDLC                                     | 211023811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1494 | PA      | $1466.60      | 0.00%             | 2026-09-23      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205937979.SRDLC                                     | 205937979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       393 | PA      | $392.41       | 0.00%             | 2026-01-02      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206749512.SRDLC                                     | 206749512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5701 | PA      | $5584.53      | 0.00%             | 2028-02-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9837526.SRDSQ                                       | 9837526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7167 | PA      | $6765.77      | 0.00%             | 2027-03-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910777.SRDUP                                    | CBM3910777.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3287 | PA      | $3325.73      | 0.00%             | 2028-08-02      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| 8787393.SRDSQ                                       | 8787393.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1643 | PA      | $1583.96      | 0.00%             | 2026-08-28      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8794238.SRDSQ                                       | 8794238.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10209 | PA      | $9688.61      | 0.00%             | 2026-09-03      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 205282222.SRDLC                                     | 205282222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19739 | PA      | $20543.81     | 0.00%             | 2028-11-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205341522.SRDLC                                     | 205341522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2026 | PA      | $1998.32      | 0.00%             | 2026-11-21      | Fixed         | 12.62%                | Yes           |                  3 | On Loan: No      |
| 210742365.SRDLC                                     | 210742365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4287 | PA      | $4074.48      | 0.00%             | 2027-09-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210748068.SRDLC                                     | 210748068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20688 | PA      | $3263.70      | 0.00%             | 2028-09-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213612896.SRDLC                                     | 213612896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3313 | PA      | $3225.17      | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213670201.SRDLC                                     | 213670201.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2124 | PA      | $1591.95      | 0.00%             | 2027-01-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211172694.SRDLC                                     | 211172694.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7067 | PA      | $6671.51      | 0.00%             | 2029-10-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211194297.SRDLC                                     | 211194297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17284 | PA      | $16907.15     | 0.00%             | 2030-10-25      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2023-1 Class A                                         | CUSIP: 096003AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3484000 | PA      | $3594442.80   | 0.19%             | 2027-01-08      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2023-1 Class B                                         | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4241000 | PA      | $4457715.10   | 0.23%             | 2027-01-08      | Floating      | 11.84%                | Yes           |                  2 | On Loan: No      |
| 211064875.SRDLC                                     | 211064875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32686 | PA      | $31961.50     | 0.00%             | 2029-10-17      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211120285.SRDLC                                     | 211120285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7536 | PA      | $7145.30      | 0.00%             | 2027-10-09      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 212096512.SRDLC                                     | 212096512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4598 | PA      | $4291.00      | 0.00%             | 2027-11-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212534812.SRDLC                                     | 212534812.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15091 | PA      | $14995.73     | 0.00%             | 2028-11-20      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 8799494.SRDSQ                                       | 8799494.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4191 | PA      | $4039.28      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8809861.SRDSQ                                       | 8809861.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       511 | PA      | $488.84       | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205244002.SRDLC                                     | 205244002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11174 | PA      | $11253.56     | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205247816.SRDLC                                     | 205247816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13328 | PA      | $13915.17     | 0.00%             | 2028-11-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206851125.SRDLC                                     | 206851125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8169 | PA      | $8057.65      | 0.00%             | 2027-02-22      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206939430.SRDLC                                     | 206939430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22351 | PA      | $22262.55     | 0.00%             | 2028-02-27      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| 205220327.SRDLC                                     | 205220327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1151 | PA      | $1156.14      | 0.00%             | 2026-11-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205232144.SRDLC                                     | 205232144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17373 | PA      | $17496.30     | 0.00%             | 2029-05-16      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 203738755.SRDLC                                     | 203738755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       621 | PA      | $615.80       | 0.00%             | 2026-08-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 204310629.SRDLC                                     | 204310629.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4151 | PA      | $4255.04      | 0.00%             | 2026-09-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8845029.SRDSQ                                       | 8845029.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2564 | PA      | $2501.22      | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8865022.SRDSQ                                       | 8865022.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1943 | PA      | $1863.58      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205217769.SRDLC                                     | 205217769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3168 | PA      | $3135.94      | 0.00%             | 2026-11-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 205227335.SRDLC                                     | 205227335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4501 | PA      | $4403.39      | 0.00%             | 2028-05-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 207922466.SRDLC                                     | 207922466.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8927 | PA      | $7772.21      | 0.00%             | 2027-08-23      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207977522.SRDLC                                     | 207977522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       947 | PA      | $948.27       | 0.00%             | 2026-04-29      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jan26C 4.75                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-30200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jan26C 4.8                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-57760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8875356.SRDSQ                                       | 8875356.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4203 | PA      | $3800.24      | 0.00%             | 2026-09-22      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8875945.SRDSQ                                       | 8875945.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20023 | PA      | $3593.46      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206329395.SRDLC                                     | 206329395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       584 | PA      | $580.97       | 0.00%             | 2026-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206463307.SRDLC                                     | 206463307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4218 | PA      | $4095.01      | 0.00%             | 2027-02-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207112547.SRDLC                                     | 207112547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19946 | PA      | $19530.77     | 0.00%             | 2029-03-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207158731.SRDLC                                     | 207158731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8200 | PA      | $8059.52      | 0.00%             | 2029-03-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205313312.SRDLC                                     | 205313312.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4539 | PA      | $4493.26      | 0.00%             | 2026-11-30      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205316746.SRDLC                                     | 205316746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6314 | PA      | $6228.86      | 0.00%             | 2026-11-20      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 213915764.SRDLC                                     | 213915764.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4987 | PA      | $4695.44      | 0.00%             | 2028-02-01      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214261676.SRDLC                                     | 214261676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17030 | PA      | $16225.60     | 0.00%             | 2030-02-10      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 205794055.SRDLC                                     | 205794055.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8932 | PA      | $8729.68      | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205823042.SRDLC                                     | 205823042.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8307 | PA      | $8167.18      | 0.00%             | 2028-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205799041.SRDLC                                     | 205799041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1938 | PA      | $1925.29      | 0.00%             | 2026-05-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205911522.SRDLC                                     | 205911522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7375 | PA      | $7162.82      | 0.00%             | 2027-01-10      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213685112.SRDLC                                     | 213685112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4030 | PA      | $3931.58      | 0.00%             | 2027-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 213829962.SRDLC                                     | 213829962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8004 | PA      | $7604.37      | 0.00%             | 2028-01-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214962533.SRDLC                                     | 214962533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10444 | PA      | $9836.80      | 0.00%             | 2028-03-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214993123.SRDLC                                     | 214993123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20568 | PA      | $19327.42     | 0.00%             | 2028-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205266680.SRDLC                                     | 205266680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11058 | PA      | $11475.40     | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205403668.SRDLC                                     | 205403668.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14586 | PA      | $14282.72     | 0.00%             | 2028-11-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 207230763.SRDLC                                     | 207230763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2318 | PA      | $2244.77      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207431911.SRDLC                                     | 207431911.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3037 | PA      | $3010.25      | 0.00%             | 2027-03-28      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 3.8                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-330150.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 3.85                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -344 | NC      | $-1404208.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| 205187159.SRDLC                                     | 205187159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7797 | PA      | $7719.36      | 0.00%             | 2027-05-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205208042.SRDLC                                     | 205208042.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6809 | PA      | $6732.84      | 0.00%             | 2026-11-13      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 205495061.SRDLC                                     | 205495061.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16932 | PA      | $16716.03     | 0.00%             | 2026-12-05      | Fixed         | 9.61%                 | Yes           |                  3 | On Loan: No      |
| 205790694.SRDLC                                     | 205790694.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2386 | PA      | $2344.16      | 0.00%             | 2026-12-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211169264.SRDLC                                     | 211169264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10348 | PA      | $9797.88      | 0.00%             | 2028-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211254638.SRDLC                                     | 211254638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7209 | PA      | $6835.59      | 0.00%             | 2027-10-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -214 | NC      | $-45475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 65.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -101 | NC      | $-36612.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211461344.SRDLC                                     | 211461344.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6816 | PA      | $6442.43      | 0.00%             | 2029-10-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211516025.SRDLC                                     | 211516025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2856 | PA      | $2838.16      | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207179660.SRDLC                                     | 207179660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8160 | PA      | $855.16       | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207255490.SRDLC                                     | 207255490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11446 | PA      | $11365.57     | 0.00%             | 2027-03-18      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 205392450.SRDLC                                     | 205392450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9385 | PA      | $9376.33      | 0.00%             | 2027-11-27      | Fixed         | 9.71%                 | Yes           |                  3 | On Loan: No      |
| 205477027.SRDLC                                     | 205477027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6316 | PA      | $6239.04      | 0.00%             | 2026-11-29      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 205845842.SRDLC                                     | 205845842.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4417 | PA      | $4376.07      | 0.00%             | 2026-12-28      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 205893356.SRDLC                                     | 205893356.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4391 | PA      | $4413.02      | 0.00%             | 2026-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 65.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -189 | NC      | $-108675.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -319 | NC      | $-346912.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 205921450.SRDLC                                     | 205921450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14850 | PA      | $14493.41     | 0.00%             | 2028-01-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206243225.SRDLC                                     | 206243225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6095 | PA      | $638.78       | 0.00%             | 2029-02-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207757122.SRDLC                                     | 207757122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2855.85      | 0.00%             | 2027-04-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207962203.SRDLC                                     | 207962203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3030 | PA      | $3055.07      | 0.00%             | 2026-04-26      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211153200.SRDLC                                     | 211153200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13164 | PA      | $12672.06     | 0.00%             | 2028-09-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211187540.SRDLC                                     | 211187540.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8895 | PA      | $8674.35      | 0.00%             | 2026-10-16      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205389121.SRDLC                                     | 205389121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5982 | PA      | $5841.69      | 0.00%             | 2028-12-05      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205586282.SRDLC                                     | 205586282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8368 | PA      | $8270.92      | 0.00%             | 2026-12-20      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 210492609.SRDLC                                     | 210492609.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5961 | PA      | $5683.89      | 0.00%             | 2028-09-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210661857.SRDLC                                     | 210661857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11026 | PA      | $10338.11     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206595617.SRDLC                                     | 206595617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $986.93       | 0.00%             | 2026-02-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206818133.SRDLC                                     | 206818133.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10267 | PA      | $10025.47     | 0.00%             | 2027-02-28      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 207586483.SRDLC                                     | 207586483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13496 | PA      | $12965.83     | 0.00%             | 2029-04-11      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207902617.SRDLC                                     | 207902617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6785 | PA      | $6584.63      | 0.00%             | 2029-04-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206513832.SRDLC                                     | 206513832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       414 | PA      | $411.79       | 0.00%             | 2026-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206560310.SRDLC                                     | 206560310.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4278 | PA      | $4264.33      | 0.00%             | 2026-02-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205145072.SRDLC                                     | 205145072.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13951 | PA      | $14457.22     | 0.00%             | 2028-11-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205164406.SRDLC                                     | 205164406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1802 | PA      | $1820.03      | 0.00%             | 2026-11-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211265210.SRDLC                                     | 211265210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13803 | PA      | $3381.56      | 0.00%             | 2028-10-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211350375.SRDLC                                     | 211350375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2235 | PA      | $2106.28      | 0.00%             | 2027-10-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206500285.SRDLC                                     | 206500285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15706 | PA      | $1645.96      | 0.00%             | 2027-08-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206541642.SRDLC                                     | 206541642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2473 | PA      | $2394.88      | 0.00%             | 2027-02-06      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207987441.SRDLC                                     | 207987441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3318 | PA      | $3305.85      | 0.00%             | 2026-04-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 210602254.SRDLC                                     | 210602254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22084 | PA      | $20943.97     | 0.00%             | 2029-10-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 210766442.SRDLC                                     | 210766442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16967 | PA      | $15943.24     | 0.00%             | 2027-10-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210904655.SRDLC                                     | 210904655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12290 | PA      | $11665.67     | 0.00%             | 2028-09-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210753773.SRDLC                                     | 210753773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12066 | PA      | $11432.38     | 0.00%             | 2029-09-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210801791.SRDLC                                     | 210801791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5625 | PA      | $5331.55      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207978373.SRDLC                                     | 207978373.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12434 | PA      | $12171.75     | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210341609.SRDLC                                     | 210341609.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10021 | PA      | $9474.59      | 0.00%             | 2027-09-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211487568.SRDLC                                     | 211487568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10727 | PA      | $10120.36     | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211509078.SRDLC                                     | 211509078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3939 | PA      | $3887.88      | 0.00%             | 2028-10-15      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211802885.SRDLC                                     | 211802885.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9606 | PA      | $9484.38      | 0.00%             | 2027-10-23      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211810054.SRDLC                                     | 211810054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27238 | PA      | $26802.83     | 0.00%             | 2027-10-29      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206620378.SRDLC                                     | 206620378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9244 | PA      | $9108.84      | 0.00%             | 2027-02-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 206660441.SRDLC                                     | 206660441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4688 | PA      | $4534.65      | 0.00%             | 2029-02-12      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 211448302.SRDLC                                     | 211448302.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23881 | PA      | $22389.74     | 0.00%             | 2029-10-10      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 211509193.SRDLC                                     | 211509193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10402 | PA      | $9862.51      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207461718.SRDLC                                     | 207461718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32448 | PA      | $31325.79     | 0.00%             | 2029-04-05      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 207915481.SRDLC                                     | 207915481.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2907 | PA      | $504.55       | 0.00%             | 2028-09-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206581528.SRDLC                                     | 206581528.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1044 | PA      | $1013.24      | 0.00%             | 2027-02-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207079145.SRDLC                                     | 207079145.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15543 | PA      | $15256.51     | 0.00%             | 2029-03-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206471807.SRDLC                                     | 206471807.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2813 | PA      | $2782.69      | 0.00%             | 2027-02-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206509020.SRDLC                                     | 206509020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7171 | PA      | $6991.45      | 0.00%             | 2027-02-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210935275.SRDLC                                     | 210935275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4222 | PA      | $1177.89      | 0.00%             | 2026-09-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211166372.SRDLC                                     | 211166372.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5877 | PA      | $5543.39      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205172819.SRDLC                                     | 205172819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1007 | PA      | $1017.03      | 0.00%             | 2027-11-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205174429.SRDLC                                     | 205174429.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11367 | PA      | $11804.82     | 0.00%             | 2028-11-13      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 205830413.SRDLC                                     | 205830413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8629 | PA      | $8735.73      | 0.00%             | 2028-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205839530.SRDLC                                     | 205839530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5599 | PA      | $5493.35      | 0.00%             | 2028-12-22      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 207203419.SRDLC                                     | 207203419.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2342 | PA      | $2317.53      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207438976.SRDLC                                     | 207438976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3003 | PA      | $2932.02      | 0.00%             | 2027-04-05      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 66.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -148 | NC      | $-205350.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 66.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -320 | NC      | $-540000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 211581281.SRDLC                                     | 211581281.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5832 | PA      | $5786.26      | 0.00%             | 2028-10-23      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 211618533.SRDLC                                     | 211618533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5423 | PA      | $5177.35      | 0.00%             | 2029-10-27      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205733468.SRDLC                                     | 205733468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3623 | PA      | $3588.00      | 0.00%             | 2026-12-14      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 206460018.SRDLC                                     | 206460018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30849 | PA      | $29891.61     | 0.00%             | 2029-02-22      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-1 Class A                                         | CUSIP: 09610NAA0<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    507000 | PA      | $534935.70    | 0.03%             | 2028-06-07      | Floating      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| 186457043.SRDLC                                     | 186457043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1509 | PA      | $1495.95      | 0.00%             | 2027-02-22      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 206968435.SRDLC                                     | 206968435.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9993 | PA      | $1047.26      | 0.00%             | 2029-03-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207169379.SRDLC                                     | 207169379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12439 | PA      | $12231.46     | 0.00%             | 2029-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211510701.SRDLC                                     | 211510701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23055 | PA      | $22616.87     | 0.00%             | 2030-11-12      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211538746.SRDLC                                     | 211538746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19714 | PA      | $18766.13     | 0.00%             | 2029-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206469523.SRDLC                                     | 206469523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4828 | PA      | $4761.49      | 0.00%             | 2027-02-20      | Fixed         | 10.37%                | Yes           |                  3 | On Loan: No      |
| 206478779.SRDLC                                     | 206478779.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4029 | PA      | $3971.16      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207451472.SRDLC                                     | 207451472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12660 | PA      | $12220.64     | 0.00%             | 2029-04-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207799221.SRDLC                                     | 207799221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6005 | PA      | $5909.87      | 0.00%             | 2027-04-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212318956.SRDLC                                     | 212318956.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5606 | PA      | $5342.67      | 0.00%             | 2028-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212476233.SRDLC                                     | 212476233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11383 | PA      | $10737.20     | 0.00%             | 2027-11-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 207634856.SRDLC                                     | 207634856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8375 | PA      | $8124.11      | 0.00%             | 2029-04-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207923143.SRDLC                                     | 207923143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2889 | PA      | $2780.15      | 0.00%             | 2027-04-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 66.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -40 | NC      | $-80000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3320357.SRDUP                                      | L3320357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1133 | PA      | $1131.25      | 0.00%             | 2027-08-01      | Fixed         | 11.47%                | Yes           |                  3 | On Loan: No      |
| 205747984.SRDLC                                     | 205747984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20864 | PA      | $20493.96     | 0.00%             | 2028-12-18      | Fixed         | 11.09%                | Yes           |                  3 | On Loan: No      |
| 206433173.SRDLC                                     | 206433173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17908 | PA      | $17687.19     | 0.00%             | 2027-02-08      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211549129.SRDLC                                     | 211549129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8749 | PA      | $916.91       | 0.00%             | 2027-10-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211555492.SRDLC                                     | 211555492.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18284 | PA      | $17391.11     | 0.00%             | 2028-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206257499.SRDLC                                     | 206257499.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5025 | PA      | $0.00         | 0.00%             | 2027-02-08      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 206259826.SRDLC                                     | 206259826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $5030.33      | 0.00%             | 2027-02-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206495230.SRDLC                                     | 206495230.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6646 | PA      | $4921.28      | 0.00%             | 2028-02-05      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206602173.SRDLC                                     | 206602173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $808.28       | 0.00%             | 2027-02-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214254305.SRDLC                                     | 214254305.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26922 | PA      | $25555.71     | 0.00%             | 2030-02-12      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 214466685.SRDLC                                     | 214466685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18192 | PA      | $18035.59     | 0.00%             | 2029-02-19      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 204588836.SRDLC                                     | 204588836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        43 | PA      | $43.08        | 0.00%             | 2025-11-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204860745.SRDLC                                     | 204860745.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10194 | PA      | $10280.69     | 0.00%             | 2027-11-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211641850.SRDLC                                     | 211641850.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4605 | PA      | $4270.54      | 0.00%             | 2029-10-31      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211772043.SRDLC                                     | 211772043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4708 | PA      | $4463.06      | 0.00%             | 2027-10-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210837454.SRDLC                                     | 210837454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7410 | PA      | $6991.38      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210963744.SRDLC                                     | 210963744.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9268 | PA      | $1446.06      | 0.00%             | 2029-10-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 212529272.SRDLC                                     | 212529272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6253 | PA      | $5939.83      | 0.00%             | 2029-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213663584.SRDLC                                     | 213663584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1264.57      | 0.00%             | 2029-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 193847911.SRDLC                                     | 193847911.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1180 | PA      | $123.65       | 0.00%             | 2025-09-23      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| 194126529.SRDLC                                     | 194126529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3437 | PA      | $3655.18      | 0.00%             | 2027-10-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206470671.SRDLC                                     | 206470671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7804 | PA      | $817.88       | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206504857.SRDLC                                     | 206504857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2382 | PA      | $2309.90      | 0.00%             | 2027-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212050834.SRDLC                                     | 212050834.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       928 | PA      | $866.11       | 0.00%             | 2027-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212093389.SRDLC                                     | 212093389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4831 | PA      | $4563.81      | 0.00%             | 2027-11-05      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214995661.SRDLC                                     | 214995661.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5033 | PA      | $4802.90      | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215286200.SRDLC                                     | 215286200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6465 | PA      | $6141.01      | 0.00%             | 2029-04-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210972851.SRDLC                                     | 210972851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1450 | PA      | $1377.58      | 0.00%             | 2027-09-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211017064.SRDLC                                     | 211017064.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2129 | PA      | $2025.74      | 0.00%             | 2027-09-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211205774.SRDLC                                     | 211205774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8508 | PA      | $8010.02      | 0.00%             | 2027-10-18      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211377197.SRDLC                                     | 211377197.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4470 | PA      | $4225.96      | 0.00%             | 2027-10-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 195694244.SRDLC                                     | 195694244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11267 | PA      | $9278.88      | 0.00%             | 2027-11-06      | Fixed         | 15.79%                | Yes           |                  3 | On Loan: No      |
| 205649098.SRDLC                                     | 205649098.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11031 | PA      | $10867.51     | 0.00%             | 2027-01-03      | Fixed         | 11.09%                | Yes           |                  3 | On Loan: No      |
| 210935505.SRDLC                                     | 210935505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13486 | PA      | $12844.69     | 0.00%             | 2029-09-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211094158.SRDLC                                     | 211094158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6680 | PA      | $6574.75      | 0.00%             | 2026-10-04      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 207800233.SRDLC                                     | 207800233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3910 | PA      | $3773.93      | 0.00%             | 2027-04-25      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210575699.SRDLC                                     | 210575699.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11079 | PA      | $10449.88     | 0.00%             | 2027-09-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211201442.SRDLC                                     | 211201442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1479 | PA      | $1429.39      | 0.00%             | 2028-09-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211416703.SRDLC                                     | 211416703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1862 | PA      | $1759.42      | 0.00%             | 2027-10-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213675774.SRDLC                                     | 213675774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1769 | PA      | $1670.16      | 0.00%             | 2028-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 213710808.SRDLC                                     | 213710808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4831 | PA      | $4577.48      | 0.00%             | 2028-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8876835.SRDSQ                                       | 8876835.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5838 | PA      | $732.13       | 0.00%             | 2026-09-23      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8881139.SRDSQ                                       | 8881139.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       142 | PA      | $138.75       | 0.00%             | 2026-09-25      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 206530265.SRDLC                                     | 206530265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5530 | PA      | $5459.50      | 0.00%             | 2027-02-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206551118.SRDLC                                     | 206551118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5635 | PA      | $5528.02      | 0.00%             | 2029-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212445795.SRDLC                                     | 212445795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1955 | PA      | $1832.09      | 0.00%             | 2027-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212542093.SRDLC                                     | 212542093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2033 | PA      | $2014.76      | 0.00%             | 2026-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211433000.SRDLC                                     | 211433000.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9407 | PA      | $8919.13      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211451177.SRDLC                                     | 211451177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3809 | PA      | $3759.46      | 0.00%             | 2026-10-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205167571.SRDLC                                     | 205167571.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15941 | PA      | $16126.82     | 0.00%             | 2027-12-06      | Fixed         | 19.96%                | Yes           |                  3 | On Loan: No      |
| 205177570.SRDLC                                     | 205177570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9748 | PA      | $9729.06      | 0.00%             | 2026-11-23      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204986421.SRDLC                                     | 204986421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13981 | PA      | $13748.89     | 0.00%             | 2028-11-24      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205054967.SRDLC                                     | 205054967.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5782 | PA      | $5722.98      | 0.00%             | 2026-11-13      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 211417119.SRDLC                                     | 211417119.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $1734.78      | 0.00%             | 2027-10-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 211468131.SRDLC                                     | 211468131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9598 | PA      | $2374.60      | 0.00%             | 2028-10-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211074353.SRDLC                                     | 211074353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4541 | PA      | $4333.53      | 0.00%             | 2029-09-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211168038.SRDLC                                     | 211168038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18071 | PA      | $17012.24     | 0.00%             | 2027-10-03      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211604314.SRDLC                                     | 211604314.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19113 | PA      | $17903.12     | 0.00%             | 2027-11-13      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211880263.SRDLC                                     | 211880263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35079 | PA      | $33973.00     | 0.00%             | 2027-10-28      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 211222017.SRDLC                                     | 211222017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17795 | PA      | $16835.90     | 0.00%             | 2027-10-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211318207.SRDLC                                     | 211318207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14752 | PA      | $13941.75     | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211830260.SRDLC                                     | 211830260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5954 | PA      | $5796.53      | 0.00%             | 2029-10-28      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211962006.SRDLC                                     | 211962006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1205 | PA      | $1175.99      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210786782.SRDLC                                     | 210786782.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2635 | PA      | $2600.55      | 0.00%             | 2026-09-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 210890387.SRDLC                                     | 210890387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2141 | PA      | $2104.40      | 0.00%             | 2026-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206926761.SRDLC                                     | 206926761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15367 | PA      | $14862.70     | 0.00%             | 2029-08-01      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 206966762.SRDLC                                     | 206966762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7143 | PA      | $6900.05      | 0.00%             | 2029-03-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211513717.SRDLC                                     | 211513717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21478 | PA      | $21105.41     | 0.00%             | 2027-10-11      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 211619478.SRDLC                                     | 211619478.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1248.87      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210662274.SRDLC                                     | 210662274.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11217 | PA      | $10675.94     | 0.00%             | 2027-09-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 210785323.SRDLC                                     | 210785323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3112 | PA      | $2972.79      | 0.00%             | 2029-09-11      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 206577804.SRDLC                                     | 206577804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1075 | PA      | $1069.84      | 0.00%             | 2026-02-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206592283.SRDLC                                     | 206592283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27117 | PA      | $2841.85      | 0.00%             | 2027-02-20      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 207355424.SRDLC                                     | 207355424.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6080 | PA      | $6024.74      | 0.00%             | 2027-03-21      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 207462446.SRDLC                                     | 207462446.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4650 | PA      | $4491.64      | 0.00%             | 2029-04-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211052835.SRDLC                                     | 211052835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10736 | PA      | $10219.19     | 0.00%             | 2027-09-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211275320.SRDLC                                     | 211275320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5535 | PA      | $5414.03      | 0.00%             | 2026-10-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211470422.SRDLC                                     | 211470422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17472 | PA      | $16503.75     | 0.00%             | 2029-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211529795.SRDLC                                     | 211529795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1094 | PA      | $1071.09      | 0.00%             | 2026-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215232271.SRDLC                                     | 215232271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6642 | PA      | $6479.14      | 0.00%             | 2028-03-26      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| 215572399.SRDLC                                     | 215572399.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7721 | PA      | $7326.22      | 0.00%             | 2028-04-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205185236.SRDLC                                     | 205185236.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18974 | PA      | $19741.26     | 0.00%             | 2028-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205252251.SRDLC                                     | 205252251.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2346 | PA      | $2357.13      | 0.00%             | 2028-06-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206472529.SRDLC                                     | 206472529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10892 | PA      | $10622.93     | 0.00%             | 2027-02-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206515662.SRDLC                                     | 206515662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4223 | PA      | $442.56       | 0.00%             | 2027-02-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206760970.SRDLC                                     | 206760970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1647 | PA      | $1640.07      | 0.00%             | 2028-02-20      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 207493587.SRDLC                                     | 207493587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       613 | PA      | $596.07       | 0.00%             | 2027-04-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211882008.SRDLC                                     | 211882008.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9401 | PA      | $9171.60      | 0.00%             | 2027-11-01      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 212520627.SRDLC                                     | 212520627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3489 | PA      | $3291.51      | 0.00%             | 2027-11-20      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 205235746.SRDLC                                     | 205235746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6237 | PA      | $6167.94      | 0.00%             | 2026-11-13      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205377136.SRDLC                                     | 205377136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6101 | PA      | $6201.14      | 0.00%             | 2027-11-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214275783.SRDLC                                     | 214275783.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13341 | PA      | $13034.38     | 0.00%             | 2030-02-10      | Fixed         | 8.32%                 | Yes           |                  3 | On Loan: No      |
| 214945970.SRDLC                                     | 214945970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8521 | PA      | $8050.71      | 0.00%             | 2028-03-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211250724.SRDLC                                     | 211250724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4518 | PA      | $4243.72      | 0.00%             | 2029-10-01      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 211281862.SRDLC                                     | 211281862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7493 | PA      | $7041.89      | 0.00%             | 2027-10-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211201960.SRDLC                                     | 211201960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1590 | PA      | $1588.03      | 0.00%             | 2026-09-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211426973.SRDLC                                     | 211426973.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7521 | PA      | $7137.31      | 0.00%             | 2027-10-11      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215411978.SRDLC                                     | 215411978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8837 | PA      | $8238.95      | 0.00%             | 2028-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215495208.SRDLC                                     | 215495208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9218 | PA      | $8762.87      | 0.00%             | 2029-04-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205241226.SRDLC                                     | 205241226.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6760 | PA      | $6786.31      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205276547.SRDLC                                     | 205276547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4487 | PA      | $4518.55      | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219012908.SRDLC                                     | 219012908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14644 | PA      | $13934.42     | 0.00%             | 2030-08-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219052242.SRDLC                                     | 219052242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11519 | PA      | $6241.34      | 0.00%             | 2029-08-14      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 211324245.SRDLC                                     | 211324245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7346 | PA      | $6923.98      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211827137.SRDLC                                     | 211827137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21611 | PA      | $20846.56     | 0.00%             | 2029-10-24      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211617872.SRDLC                                     | 211617872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4105 | PA      | $3928.06      | 0.00%             | 2028-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211866440.SRDLC                                     | 211866440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5357 | PA      | $5216.11      | 0.00%             | 2026-11-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| L3325187.SRDUP                                      | L3325187.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1516 | PA      | $1516.07      | 0.00%             | 2027-08-02      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| L3335049.SRDUP                                      | L3335049.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1225 | PA      | $1239.44      | 0.00%             | 2027-08-05      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| 211830375.SRDLC                                     | 211830375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3788 | PA      | $3577.10      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212087175.SRDLC                                     | 212087175.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3030 | PA      | $2846.34      | 0.00%             | 2027-11-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 9044512.SRDSQ                                       | 9044512.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8756 | PA      | $8206.91      | 0.00%             | 2026-11-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9045580.SRDSQ                                       | 9045580.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4415 | PA      | $4063.93      | 0.00%             | 2026-11-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 207581402.SRDLC                                     | 207581402.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $3835.11      | 0.00%             | 2028-04-08      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 210655031.SRDLC                                     | 210655031.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4438 | PA      | $4204.43      | 0.00%             | 2029-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205323519.SRDLC                                     | 205323519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10525 | PA      | $10566.33     | 0.00%             | 2027-11-17      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205564070.SRDLC                                     | 205564070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3644 | PA      | $3651.53      | 0.00%             | 2027-12-22      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 215562293.SRDLC                                     | 215562293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8011 | PA      | $7463.42      | 0.00%             | 2028-04-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219946026.SRDLC                                     | 219946026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17849 | PA      | $17302.60     | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219970782.SRDLC                                     | 219970782.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9928 | PA      | $9674.91      | 0.00%             | 2030-09-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 219975236.SRDLC                                     | 219975236.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19550 | PA      | $19066.80     | 0.00%             | 2028-09-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206526855.SRDLC                                     | 206526855.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12468 | PA      | $12162.22     | 0.00%             | 2029-02-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 206534483.SRDLC                                     | 206534483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15779 | PA      | $15584.97     | 0.00%             | 2029-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211471928.SRDLC                                     | 211471928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $1041.65      | 0.00%             | 2027-04-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211523730.SRDLC                                     | 211523730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6137 | PA      | $6055.86      | 0.00%             | 2026-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212359337.SRDLC                                     | 212359337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3110 | PA      | $3062.85      | 0.00%             | 2026-11-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212410244.SRDLC                                     | 212410244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4589 | PA      | $4333.96      | 0.00%             | 2027-11-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 9102280.SRDSQ                                       | 9102280.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22676 | PA      | $21162.44     | 0.00%             | 2026-11-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9317576.SRDSQ                                       | 9317576.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4601 | PA      | $4375.10      | 0.00%             | 2027-01-09      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 205295371.SRDLC                                     | 205295371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4213 | PA      | $398.69       | 0.00%             | 2026-11-26      | Fixed         | 13.86%                | Yes           |                  3 | On Loan: No      |
| 205563622.SRDLC                                     | 205563622.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       601 | PA      | $593.92       | 0.00%             | 2026-12-05      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 206528520.SRDLC                                     | 206528520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1899 | PA      | $454.00       | 0.00%             | 2028-02-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206547049.SRDLC                                     | 206547049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5981 | PA      | $5822.06      | 0.00%             | 2027-02-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206562575.SRDLC                                     | 206562575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12219 | PA      | $1280.60      | 0.00%             | 2027-02-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206570640.SRDLC                                     | 206570640.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       338 | PA      | $53.63        | 0.00%             | 2026-02-08      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 9350427.SRDSQ                                       | 9350427.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6207 | PA      | $5709.93      | 0.00%             | 2027-01-17      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9363597.SRDSQ                                       | 9363597.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6364 | PA      | $5848.08      | 0.00%             | 2027-01-21      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 210871549.SRDLC                                     | 210871549.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4476 | PA      | $4247.91      | 0.00%             | 2029-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210919268.SRDLC                                     | 210919268.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10938 | PA      | $10307.68     | 0.00%             | 2028-09-17      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 210973397.SRDLC                                     | 210973397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3739 | PA      | $3506.87      | 0.00%             | 2027-10-02      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211248796.SRDLC                                     | 211248796.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1094 | PA      | $1068.07      | 0.00%             | 2026-10-01      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 206636289.SRDLC                                     | 206636289.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1822 | PA      | $1802.19      | 0.00%             | 2026-06-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206675765.SRDLC                                     | 206675765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5308 | PA      | $5180.50      | 0.00%             | 2027-02-12      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205073559.SRDLC                                     | 205073559.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5427 | PA      | $4341.88      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205083237.SRDLC                                     | 205083237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5010 | PA      | $525.05       | 0.00%             | 2028-11-07      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 9587391.SRDSQ                                       | 9587391.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2884 | PA      | $2747.26      | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9742042.SRDSQ                                       | 9742042.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3043 | PA      | $2299.02      | 0.00%             | 2027-02-28      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 212224062.SRDLC                                     | 212224062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8494 | PA      | $8099.05      | 0.00%             | 2028-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212270931.SRDLC                                     | 212270931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2564 | PA      | $2452.24      | 0.00%             | 2028-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207135412.SRDLC                                     | 207135412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30833 | PA      | $30296.52     | 0.00%             | 2029-03-19      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 207177400.SRDLC                                     | 207177400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5436 | PA      | $5264.95      | 0.00%             | 2027-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206578166.SRDLC                                     | 206578166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5003 | PA      | $524.35       | 0.00%             | 2027-02-08      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206594606.SRDLC                                     | 206594606.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8009 | PA      | $839.36       | 0.00%             | 2029-02-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211468089.SRDLC                                     | 211468089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7083 | PA      | $6915.91      | 0.00%             | 2026-10-11      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211582963.SRDLC                                     | 211582963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8721 | PA      | $8289.14      | 0.00%             | 2029-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212568909.SRDLC                                     | 212568909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8723 | PA      | $8583.84      | 0.00%             | 2027-11-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213641455.SRDLC                                     | 213641455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3964 | PA      | $3780.02      | 0.00%             | 2028-01-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211796468.SRDLC                                     | 211796468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12478 | PA      | $11834.97     | 0.00%             | 2027-10-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211941845.SRDLC                                     | 211941845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7169 | PA      | $751.36       | 0.00%             | 2027-11-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 9748031.SRDSQ                                       | 9748031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2229 | PA      | $2112.26      | 0.00%             | 2027-03-02      | Fixed         | 5.96%                 | Yes           |                  3 | On Loan: No      |
| 9749976.SRDSQ                                       | 9749976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2481 | PA      | $2334.30      | 0.00%             | 2027-03-02      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 212057088.SRDLC                                     | 212057088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1551 | PA      | $162.52       | 0.00%             | 2027-05-05      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 212129603.SRDLC                                     | 212129603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7771 | PA      | $7662.64      | 0.00%             | 2028-11-20      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 207146346.SRDLC                                     | 207146346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4201 | PA      | $4101.90      | 0.00%             | 2029-03-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207224170.SRDLC                                     | 207224170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5766 | PA      | $5530.21      | 0.00%             | 2027-09-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212038815.SRDLC                                     | 212038815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3887 | PA      | $3769.56      | 0.00%             | 2029-11-04      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212216568.SRDLC                                     | 212216568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3595 | PA      | $3379.49      | 0.00%             | 2027-11-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211833043.SRDLC                                     | 211833043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34093 | PA      | $32913.36     | 0.00%             | 2029-10-25      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 211887025.SRDLC                                     | 211887025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17683 | PA      | $17308.99     | 0.00%             | 2029-10-28      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 212031731.SRDLC                                     | 212031731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1537 | PA      | $1438.31      | 0.00%             | 2027-11-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212042445.SRDLC                                     | 212042445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8011 | PA      | $7787.14      | 0.00%             | 2027-11-04      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 9754152.SRDSQ                                       | 9754152.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18511 | PA      | $17499.13     | 0.00%             | 2027-03-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9798086.SRDSQ                                       | 9798086.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2860 | PA      | $2657.66      | 0.00%             | 2027-03-15      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 211581875.SRDLC                                     | 211581875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6684 | PA      | $6600.93      | 0.00%             | 2026-10-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212000556.SRDLC                                     | 212000556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4140 | PA      | $3880.81      | 0.00%             | 2028-11-06      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 212618843.SRDLC                                     | 212618843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18577 | PA      | $18309.02     | 0.00%             | 2027-11-25      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 213308773.SRDLC                                     | 213308773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3293 | PA      | $3222.75      | 0.00%             | 2027-01-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211491439.SRDLC                                     | 211491439.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       828 | PA      | $810.21       | 0.00%             | 2026-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211562556.SRDLC                                     | 211562556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5818 | PA      | $5670.14      | 0.00%             | 2026-10-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 213939105.SRDLC                                     | 213939105.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10328 | PA      | $10152.48     | 0.00%             | 2029-01-27      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214004035.SRDLC                                     | 214004035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4001 | PA      | $3811.34      | 0.00%             | 2028-01-28      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 9814116.SRDSQ                                       | 9814116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1721 | PA      | $1622.78      | 0.00%             | 2027-03-18      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9818932.SRDSQ                                       | 9818932.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6273 | PA      | $5535.52      | 0.00%             | 2027-03-19      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| 207970149.SRDLC                                     | 207970149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6326 | PA      | $6123.63      | 0.00%             | 2028-04-29      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210678182.SRDLC                                     | 210678182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13084 | PA      | $12359.27     | 0.00%             | 2029-09-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9836525.SRDSQ                                       | 9836525.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3832 | PA      | $3611.59      | 0.00%             | 2027-03-24      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| CBM3909880.SRDUP                                    | CBM3909880.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1550 | PA      | $1553.22      | 0.00%             | 2028-08-02      | Fixed         | 25.58%                | Yes           |                  3 | On Loan: No      |
| 206603083.SRDLC                                     | 206603083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25606 | PA      | $24913.03     | 0.00%             | 2029-02-07      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 206799674.SRDLC                                     | 206799674.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7067 | PA      | $6944.40      | 0.00%             | 2028-02-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212098276.SRDLC                                     | 212098276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28353 | PA      | $27718.11     | 0.00%             | 2029-11-13      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 212162245.SRDLC                                     | 212162245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14340 | PA      | $14011.84     | 0.00%             | 2026-11-20      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913475.SRDUP                                    | CBM3913475.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13727 | PA      | $13798.93     | 0.00%             | 2028-08-04      | Fixed         | 20.52%                | Yes           |                  3 | On Loan: No      |
| CBM3960264.SRDUP                                    | CBM3960264.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8683 | PA      | $4705.67      | 0.00%             | 2029-02-10      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| 212367294.SRDLC                                     | 212367294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3636 | PA      | $3433.98      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212438214.SRDLC                                     | 212438214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8440 | PA      | $7953.25      | 0.00%             | 2027-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219972157.SRDLC                                     | 219972157.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14673 | PA      | $14304.54     | 0.00%             | 2028-09-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 220013587.SRDLC                                     | 220013587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19753 | PA      | $19153.21     | 0.00%             | 2029-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211648664.SRDLC                                     | 211648664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7436 | PA      | $7403.15      | 0.00%             | 2026-10-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211948493.SRDLC                                     | 211948493.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4270 | PA      | $4042.85      | 0.00%             | 2028-11-05      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206502908.SRDLC                                     | 206502908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8502 | PA      | $8350.74      | 0.00%             | 2029-02-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206540932.SRDLC                                     | 206540932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1054 | PA      | $1022.46      | 0.00%             | 2027-02-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207482053.SRDLC                                     | 207482053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1315 | PA      | $1302.40      | 0.00%             | 2026-04-18      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| 207504166.SRDLC                                     | 207504166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2133 | PA      | $2111.82      | 0.00%             | 2026-04-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| CBM3910035.SRDUP                                    | CBM3910035.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       715 | PA      | $709.31       | 0.00%             | 2026-08-02      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| CBM3910113.SRDUP                                    | CBM3910113.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2201 | PA      | $650.85       | 0.00%             | 2028-08-02      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| CBM4008144.SRDUP                                    | CBM4008144.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6044 | PA      | $6094.25      | 0.00%             | 2028-10-06      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| CBM4010323.SRDUP                                    | CBM4010323.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2374 | PA      | $2389.33      | 0.00%             | 2028-10-10      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| 206970932.SRDLC                                     | 206970932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15191 | PA      | $14842.73     | 0.00%             | 2029-02-28      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 207181343.SRDLC                                     | 207181343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5890 | PA      | $5817.13      | 0.00%             | 2029-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206917295.SRDLC                                     | 206917295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6718 | PA      | $6581.16      | 0.00%             | 2029-02-26      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 207473817.SRDLC                                     | 207473817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1007 | PA      | $1003.35      | 0.00%             | 2026-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206908138.SRDLC                                     | 206908138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       253 | PA      | $255.01       | 0.00%             | 2026-02-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207222163.SRDLC                                     | 207222163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5078 | PA      | $4945.34      | 0.00%             | 2027-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212089191.SRDLC                                     | 212089191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15380 | PA      | $14576.25     | 0.00%             | 2027-11-01      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212118735.SRDLC                                     | 212118735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5085 | PA      | $4782.24      | 0.00%             | 2029-10-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3911897.SRDUP                                    | CBM3911897.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       896 | PA      | $894.30       | 0.00%             | 2026-08-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| CBM3913412.SRDUP                                    | CBM3913412.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11581 | PA      | $11552.81     | 0.00%             | 2028-08-04      | Fixed         | 14.09%                | Yes           |                  3 | On Loan: No      |
| 207204933.SRDLC                                     | 207204933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11268 | PA      | $11028.91     | 0.00%             | 2028-03-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207219726.SRDLC                                     | 207219726.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2759 | PA      | $2668.13      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214250766.SRDLC                                     | 214250766.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6949 | PA      | $6797.55      | 0.00%             | 2027-02-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214377660.SRDLC                                     | 214377660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11970 | PA      | $11434.73     | 0.00%             | 2030-02-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207557225.SRDLC                                     | 207557225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2460 | PA      | $2396.86      | 0.00%             | 2027-04-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 207807405.SRDLC                                     | 207807405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       853 | PA      | $844.47       | 0.00%             | 2026-04-18      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 212438980.SRDLC                                     | 212438980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15589 | PA      | $14514.26     | 0.00%             | 2030-05-27      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 212444137.SRDLC                                     | 212444137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21014 | PA      | $19933.40     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 220031255.SRDLC                                     | 220031255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10673 | PA      | $10362.46     | 0.00%             | 2028-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 7730116.SRDSQ                                       | 7730116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1310 | PA      | $533.95       | 0.00%             | 2025-10-26      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| CBM5181393.SRDUP                                    | CBM5181393.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1084 | PA      | $1014.31      | 0.00%             | 2030-04-04      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| DRB5001698.SRDUP                                    | DRB5001698.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5696 | PA      | $5292.84      | 0.00%             | 2030-02-05      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| 212191378.SRDLC                                     | 212191378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11473 | PA      | $1202.34      | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212500484.SRDLC                                     | 212500484.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1379 | PA      | $1298.66      | 0.00%             | 2027-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213629074.SRDLC                                     | 213629074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5254 | PA      | $4985.00      | 0.00%             | 2030-02-15      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 213672263.SRDLC                                     | 213672263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4126 | PA      | $3876.71      | 0.00%             | 2028-01-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 8349346.SRDSQ                                       | 8349346.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       902 | PA      | $872.43       | 0.00%             | 2026-05-04      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8373579.SRDSQ                                       | 8373579.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2432 | PA      | $983.86       | 0.00%             | 2026-05-12      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 211032214.SRDLC                                     | 211032214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13370 | PA      | $12793.23     | 0.00%             | 2029-09-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211217872.SRDLC                                     | 211217872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11664 | PA      | $1792.73      | 0.00%             | 2027-10-09      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 207515918.SRDLC                                     | 207515918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6806 | PA      | $6545.73      | 0.00%             | 2029-04-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207704649.SRDLC                                     | 207704649.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2816 | PA      | $2793.49      | 0.00%             | 2026-04-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210930182.SRDLC                                     | 210930182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18055 | PA      | $17128.24     | 0.00%             | 2027-09-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211198383.SRDLC                                     | 211198383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2698 | PA      | $2651.14      | 0.00%             | 2026-09-30      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 207525423.SRDLC                                     | 207525423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4220 | PA      | $4073.38      | 0.00%             | 2029-04-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207952174.SRDLC                                     | 207952174.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6390 | PA      | $6153.61      | 0.00%             | 2027-04-26      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213685796.SRDLC                                     | 213685796.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4346 | PA      | $4145.31      | 0.00%             | 2028-01-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213696869.SRDLC                                     | 213696869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19860 | PA      | $19194.31     | 0.00%             | 2030-01-21      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 205686889.SRDLC                                     | 205686889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16325 | PA      | $16073.40     | 0.00%             | 2027-05-28      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205948541.SRDLC                                     | 205948541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3024 | PA      | $2946.78      | 0.00%             | 2027-01-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207222679.SRDLC                                     | 207222679.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11177 | PA      | $10889.92     | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207779178.SRDLC                                     | 207779178.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2311 | PA      | $2247.62      | 0.00%             | 2028-04-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 212530790.SRDLC                                     | 212530790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1166 | PA      | $1139.46      | 0.00%             | 2026-11-20      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 212540163.SRDLC                                     | 212540163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1020 | PA      | $967.44       | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM3954098.SRDUP                                    | CBM3954098.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1949 | PA      | $1932.73      | 0.00%             | 2026-09-01      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| CBM4011033.SRDUP                                    | CBM4011033.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1722 | PA      | $1718.32      | 0.00%             | 2028-10-10      | Fixed         | 15.46%                | Yes           |                  3 | On Loan: No      |
| 211886136.SRDLC                                     | 211886136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19995 | PA      | $19765.54     | 0.00%             | 2028-10-28      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211923265.SRDLC                                     | 211923265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6293 | PA      | $5958.61      | 0.00%             | 2027-11-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215691157.SRDLC                                     | 215691157.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22739 | PA      | $21739.29     | 0.00%             | 2029-04-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 216054791.SRDLC                                     | 216054791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14980 | PA      | $14550.39     | 0.00%             | 2027-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206577088.SRDLC                                     | 206577088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21231 | PA      | $2225.00      | 0.00%             | 2029-02-08      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 206772476.SRDLC                                     | 206772476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7230 | PA      | $7174.06      | 0.00%             | 2029-02-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187143408.SRDLC                                     | 187143408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13920 | PA      | $13815.11     | 0.00%             | 2027-03-14      | Fixed         | 12.34%                | Yes           |                  3 | On Loan: No      |
| 187671142.SRDLC                                     | 187671142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3605 | PA      | $3690.73      | 0.00%             | 2027-04-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205109661.SRDLC                                     | 205109661.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14283 | PA      | $14214.65     | 0.00%             | 2029-08-24      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 205195966.SRDLC                                     | 205195966.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7897 | PA      | $8198.79      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211269307.SRDLC                                     | 211269307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4041 | PA      | $3804.47      | 0.00%             | 2027-10-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211270232.SRDLC                                     | 211270232.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1409 | PA      | $1379.64      | 0.00%             | 2026-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212213030.SRDLC                                     | 212213030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6059 | PA      | $6005.46      | 0.00%             | 2028-11-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212427134.SRDLC                                     | 212427134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11208 | PA      | $1848.38      | 0.00%             | 2029-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212189767.SRDLC                                     | 212189767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12470 | PA      | $12308.79     | 0.00%             | 2028-11-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212260739.SRDLC                                     | 212260739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6751 | PA      | $6439.28      | 0.00%             | 2028-11-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| CBM5187073.SRDUP                                    | CBM5187073.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4583 | PA      | $4293.43      | 0.00%             | 2030-04-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| CBM5585817.SRDUP                                    | CBM5585817.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1250 | PA      | $1197.76      | 0.00%             | 2030-07-02      | Fixed         | 27.60%                | Yes           |                  3 | On Loan: No      |
| 212139079.SRDLC                                     | 212139079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11496 | PA      | $10866.44     | 0.00%             | 2029-11-20      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212487831.SRDLC                                     | 212487831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11617 | PA      | $11100.58     | 0.00%             | 2029-11-28      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 213716975.SRDLC                                     | 213716975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20488 | PA      | $19466.37     | 0.00%             | 2029-01-01      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 213728351.SRDLC                                     | 213728351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30904 | PA      | $30370.09     | 0.00%             | 2028-01-17      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212286537.SRDLC                                     | 212286537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4545 | PA      | $4290.99      | 0.00%             | 2027-11-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212294050.SRDLC                                     | 212294050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       681 | PA      | $669.82       | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210841861.SRDLC                                     | 210841861.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23632 | PA      | $23086.06     | 0.00%             | 2030-09-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211179216.SRDLC                                     | 211179216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7426 | PA      | $6985.42      | 0.00%             | 2027-10-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213787010.SRDLC                                     | 213787010.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10682 | PA      | $10551.77     | 0.00%             | 2028-01-22      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 213966703.SRDLC                                     | 213966703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17102 | PA      | $16472.73     | 0.00%             | 2029-01-27      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212417176.SRDLC                                     | 212417176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5722 | PA      | $5355.48      | 0.00%             | 2027-11-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212521296.SRDLC                                     | 212521296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4483 | PA      | $4199.79      | 0.00%             | 2028-12-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB4987083.SRDUP                                    | DRB4987083.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6341 | PA      | $5886.38      | 0.00%             | 2030-02-03      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB4999529.SRDUP                                    | DRB4999529.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1778 | PA      | $1651.59      | 0.00%             | 2030-02-04      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| 211476560.SRDLC                                     | 211476560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2649 | PA      | $2593.27      | 0.00%             | 2026-10-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 211495534.SRDLC                                     | 211495534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3519 | PA      | $3331.60      | 0.00%             | 2027-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210406417.SRDLC                                     | 210406417.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23581 | PA      | $23178.38     | 0.00%             | 2027-09-16      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 210702231.SRDLC                                     | 210702231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       543 | PA      | $536.84       | 0.00%             | 2026-09-16      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212753383.SRDLC                                     | 212753383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14250 | PA      | $13742.37     | 0.00%             | 2028-12-08      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 213719115.SRDLC                                     | 213719115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2398 | PA      | $2347.73      | 0.00%             | 2027-01-16      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 219993866.SRDLC                                     | 219993866.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16357 | PA      | $16030.78     | 0.00%             | 2027-09-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 220001339.SRDLC                                     | 220001339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9870 | PA      | $9621.20      | 0.00%             | 2029-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206174764.SRDLC                                     | 206174764.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5574 | PA      | $5418.76      | 0.00%             | 2027-02-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206373201.SRDLC                                     | 206373201.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4930 | PA      | $4844.14      | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205368104.SRDLC                                     | 205368104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2222 | PA      | $2193.45      | 0.00%             | 2026-11-26      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205395360.SRDLC                                     | 205395360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11720 | PA      | $11760.17     | 0.00%             | 2027-11-27      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| 213750027.SRDLC                                     | 213750027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6962 | PA      | $6803.17      | 0.00%             | 2027-01-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214326252.SRDLC                                     | 214326252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8207 | PA      | $7848.18      | 0.00%             | 2028-02-12      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 207611503.SRDLC                                     | 207611503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       566 | PA      | $554.30       | 0.00%             | 2027-04-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210300770.SRDLC                                     | 210300770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4130 | PA      | $4082.32      | 0.00%             | 2026-09-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5001264.SRDUP                                    | DRB5001264.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8138 | PA      | $7562.62      | 0.00%             | 2030-02-05      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| DRB5002911.SRDUP                                    | DRB5002911.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9065 | PA      | $4754.70      | 0.00%             | 2030-02-05      | Fixed         | 30.33%                | Yes           |                  3 | On Loan: No      |
| 188506333.SRDLC                                     | 188506333.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6131 | PA      | $6064.95      | 0.00%             | 2027-04-18      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 188651498.SRDLC                                     | 188651498.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2830 | PA      | $2800.28      | 0.00%             | 2027-04-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 213681388.SRDLC                                     | 213681388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3790 | PA      | $3730.24      | 0.00%             | 2027-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213726035.SRDLC                                     | 213726035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16589 | PA      | $11295.78     | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211246418.SRDLC                                     | 211246418.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8336 | PA      | $557.26       | 0.00%             | 2027-10-03      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211403342.SRDLC                                     | 211403342.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5194 | PA      | $4886.39      | 0.00%             | 2027-10-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191766386.SRDLC                                     | 191766386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1731 | PA      | $181.45       | 0.00%             | 2025-07-25      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 192930139.SRDLC                                     | 192930139.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10286 | PA      | $1077.94      | 0.00%             | 2027-08-26      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| 193402913.SRDLC                                     | 193402913.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2091 | PA      | $219.16       | 0.00%             | 2025-09-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204685459.SRDLC                                     | 204685459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4389 | PA      | $459.95       | 0.00%             | 2028-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212784247.SRDLC                                     | 212784247.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20345 | PA      | $19673.93     | 0.00%             | 2029-12-02      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 213556046.SRDLC                                     | 213556046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9328 | PA      | $8872.93      | 0.00%             | 2030-01-05      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| DRB5007289.SRDUP                                    | DRB5007289.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7318 | PA      | $6803.84      | 0.00%             | 2030-02-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5009426.SRDUP                                    | DRB5009426.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19440 | PA      | $18497.57     | 0.00%             | 2030-02-07      | Fixed         | 19.52%                | Yes           |                  3 | On Loan: No      |
| 207864432.SRDLC                                     | 207864432.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7555 | PA      | $791.81       | 0.00%             | 2028-04-19      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210556319.SRDLC                                     | 210556319.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7917 | PA      | $7491.40      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 3.9                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -691 | NC      | $-2610598.00  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 3.95                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -845 | NC      | $-2950740.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| 205708881.SRDLC                                     | 205708881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4238 | PA      | $4186.04      | 0.00%             | 2026-12-13      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205848381.SRDLC                                     | 205848381.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9534 | PA      | $9424.06      | 0.00%             | 2026-12-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211259280.SRDLC                                     | 211259280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2100 | PA      | $1996.85      | 0.00%             | 2028-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211266602.SRDLC                                     | 211266602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1143 | PA      | $1079.83      | 0.00%             | 2027-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205213504.SRDLC                                     | 205213504.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       890 | PA      | $93.30        | 0.00%             | 2025-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205223049.SRDLC                                     | 205223049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28191 | PA      | $27476.62     | 0.00%             | 2028-12-07      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211003550.SRDLC                                     | 211003550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10781 | PA      | $10216.71     | 0.00%             | 2027-09-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211094375.SRDLC                                     | 211094375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3589 | PA      | $3403.76      | 0.00%             | 2027-10-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205627622.SRDLC                                     | 205627622.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3349 | PA      | $3310.02      | 0.00%             | 2026-12-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 206693787.SRDLC                                     | 206693787.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3564 | PA      | $3471.10      | 0.00%             | 2028-02-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212498228.SRDLC                                     | 212498228.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2373 | PA      | $2325.51      | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214266361.SRDLC                                     | 214266361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11881 | PA      | $11347.48     | 0.00%             | 2030-02-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206888755.SRDLC                                     | 206888755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5181 | PA      | $5061.74      | 0.00%             | 2027-02-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207080362.SRDLC                                     | 207080362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13371 | PA      | $12927.74     | 0.00%             | 2027-03-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214167645.SRDLC                                     | 214167645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19741 | PA      | $19088.27     | 0.00%             | 2030-02-12      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214279186.SRDLC                                     | 214279186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25897 | PA      | $24790.09     | 0.00%             | 2031-02-25      | Fixed         | 21.25%                | Yes           |                  3 | On Loan: No      |
| 211569258.SRDLC                                     | 211569258.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3909 | PA      | $411.94       | 0.00%             | 2027-10-01      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211603051.SRDLC                                     | 211603051.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2199 | PA      | $2081.54      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211466328.SRDLC                                     | 211466328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8296 | PA      | $8116.39      | 0.00%             | 2026-10-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211678176.SRDLC                                     | 211678176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5781 | PA      | $5507.50      | 0.00%             | 2028-10-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5002561.SRDUP                                    | DRB5002561.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4836 | PA      | $4616.29      | 0.00%             | 2028-02-05      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| DRB5009733.SRDUP                                    | DRB5009733.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4029 | PA      | $3747.46      | 0.00%             | 2030-02-07      | Fixed         | 31.54%                | Yes           |                  3 | On Loan: No      |
| 211420784.SRDLC                                     | 211420784.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8240 | PA      | $7728.63      | 0.00%             | 2027-10-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211490039.SRDLC                                     | 211490039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4845 | PA      | $4586.12      | 0.00%             | 2027-10-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212369277.SRDLC                                     | 212369277.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15179 | PA      | $14338.99     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212440716.SRDLC                                     | 212440716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12555 | PA      | $10092.31     | 0.00%             | 2029-03-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 220056904.SRDLC                                     | 220056904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4726 | PA      | $4595.03      | 0.00%             | 2028-09-16      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 220340789.SRDLC                                     | 220340789.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14718 | PA      | $14335.62     | 0.00%             | 2028-09-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214394838.SRDLC                                     | 214394838.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       708 | PA      | $689.50       | 0.00%             | 2027-02-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214409478.SRDLC                                     | 214409478.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9450 | PA      | $9292.43      | 0.00%             | 2029-02-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 213715053.SRDLC                                     | 213715053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14058 | PA      | $13360.19     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214207899.SRDLC                                     | 214207899.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8633 | PA      | $447.30       | 0.00%             | 2027-02-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210563588.SRDLC                                     | 210563588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4753 | PA      | $4454.59      | 0.00%             | 2027-09-08      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 210707174.SRDLC                                     | 210707174.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17689 | PA      | $16797.58     | 0.00%             | 2029-09-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214700094.SRDLC                                     | 214700094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11541 | PA      | $11345.37     | 0.00%             | 2028-03-14      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214959465.SRDLC                                     | 214959465.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9790 | PA      | $9454.51      | 0.00%             | 2029-03-12      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| DRB5010119.SRDUP                                    | DRB5010119.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1546 | PA      | $1439.03      | 0.00%             | 2030-02-07      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| DRB5385329.SRDUP                                    | DRB5385329.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2142.32      | 0.00%             | 2030-05-23      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| 211628722.SRDLC                                     | 211628722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       837 | PA      | $826.41       | 0.00%             | 2026-10-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211643865.SRDLC                                     | 211643865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6619 | PA      | $6273.54      | 0.00%             | 2027-10-18      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 210573115.SRDLC                                     | 210573115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25067 | PA      | $23940.37     | 0.00%             | 2029-09-15      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| 210772424.SRDLC                                     | 210772424.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1530 | PA      | $1506.03      | 0.00%             | 2026-09-10      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3342371.SRDUP                                      | L3342371.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       448 | PA      | $447.84       | 0.00%             | 2027-08-09      | Fixed         | 13.72%                | Yes           |                  3 | On Loan: No      |
| L3344681.SRDUP                                      | L3344681.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7545 | PA      | $7558.76      | 0.00%             | 2027-08-10      | Fixed         | 15.35%                | Yes           |                  3 | On Loan: No      |
| 205860298.SRDLC                                     | 205860298.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        94 | PA      | $94.79        | 0.00%             | 2025-12-26      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206787116.SRDLC                                     | 206787116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4550.77      | 0.00%             | 2027-02-20      | Fixed         | 13.23%                | Yes           |                  3 | On Loan: No      |
| DRB5177178.SRDUP                                    | DRB5177178.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5826 | PA      | $5445.30      | 0.00%             | 2030-04-03      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| DRB5177294.SRDUP                                    | DRB5177294.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       866 | PA      | $829.02       | 0.00%             | 2028-04-03      | Fixed         | 22.85%                | Yes           |                  3 | On Loan: No      |
| 213790472.SRDLC                                     | 213790472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3936 | PA      | $3875.12      | 0.00%             | 2027-01-21      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 213836423.SRDLC                                     | 213836423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8286 | PA      | $8234.60      | 0.00%             | 2027-01-21      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 214969334.SRDLC                                     | 214969334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       761 | PA      | $739.20       | 0.00%             | 2027-03-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214978908.SRDLC                                     | 214978908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6187 | PA      | $6001.95      | 0.00%             | 2027-03-24      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 213759653.SRDLC                                     | 213759653.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22328 | PA      | $21668.90     | 0.00%             | 2030-01-21      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214776290.SRDLC                                     | 214776290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4364 | PA      | $4089.82      | 0.00%             | 2028-03-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211260000.SRDLC                                     | 211260000.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4225 | PA      | $3997.30      | 0.00%             | 2027-10-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211278522.SRDLC                                     | 211278522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2927 | PA      | $2757.12      | 0.00%             | 2027-10-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211593483.SRDLC                                     | 211593483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2799 | PA      | $2753.14      | 0.00%             | 2026-10-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211667220.SRDLC                                     | 211667220.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7263 | PA      | $7144.04      | 0.00%             | 2027-10-24      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206937677.SRDLC                                     | 206937677.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6620 | PA      | $6391.75      | 0.00%             | 2027-03-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207038216.SRDLC                                     | 207038216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11177 | PA      | $10997.59     | 0.00%             | 2027-03-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205858271.SRDLC                                     | 205858271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4365 | PA      | $4316.00      | 0.00%             | 2026-12-26      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205873132.SRDLC                                     | 205873132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14922 | PA      | $14956.12     | 0.00%             | 2027-12-27      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212187695.SRDLC                                     | 212187695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3261 | PA      | $3079.29      | 0.00%             | 2027-11-23      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213655343.SRDLC                                     | 213655343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4401 | PA      | $4316.44      | 0.00%             | 2027-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 206636457.SRDLC                                     | 206636457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2591 | PA      | $2518.73      | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206814439.SRDLC                                     | 206814439.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1657 | PA      | $1646.39      | 0.00%             | 2026-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206385223.SRDLC                                     | 206385223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12324 | PA      | $12126.14     | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206472984.SRDLC                                     | 206472984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1230 | PA      | $1227.52      | 0.00%             | 2026-02-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205217188.SRDLC                                     | 205217188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9920 | PA      | $9831.15      | 0.00%             | 2026-11-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205257162.SRDLC                                     | 205257162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $3279.96      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214336503.SRDLC                                     | 214336503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1367 | PA      | $1355.45      | 0.00%             | 2027-02-13      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 214337041.SRDLC                                     | 214337041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17288 | PA      | $16737.61     | 0.00%             | 2029-02-14      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| 206483928.SRDLC                                     | 206483928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       995 | PA      | $989.96       | 0.00%             | 2026-02-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206502104.SRDLC                                     | 206502104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16363 | PA      | $16162.06     | 0.00%             | 2029-02-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211088593.SRDLC                                     | 211088593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10067 | PA      | $9666.13      | 0.00%             | 2028-09-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211106910.SRDLC                                     | 211106910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4659 | PA      | $2928.97      | 0.00%             | 2027-10-06      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 214959332.SRDLC                                     | 214959332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19597 | PA      | $18597.44     | 0.00%             | 2030-03-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215060676.SRDLC                                     | 215060676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15103 | PA      | $14446.57     | 0.00%             | 2028-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211178003.SRDLC                                     | 211178003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3982 | PA      | $1000.57      | 0.00%             | 2028-10-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211256027.SRDLC                                     | 211256027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8005 | PA      | $7556.54      | 0.00%             | 2029-10-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 214054361.SRDLC                                     | 214054361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       723 | PA      | $706.94       | 0.00%             | 2027-02-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214233719.SRDLC                                     | 214233719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23763 | PA      | $3603.81      | 0.00%             | 2030-02-12      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5385551.SRDUP                                    | DRB5385551.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1066 | PA      | $971.89       | 0.00%             | 2030-05-23      | Fixed         | 28.18%                | Yes           |                  3 | On Loan: No      |
| DRB5580891.SRDUP                                    | DRB5580891.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4361 | PA      | $4255.79      | 0.00%             | 2030-07-01      | Fixed         | 30.33%                | Yes           |                  3 | On Loan: No      |
| 211249345.SRDLC                                     | 211249345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6217 | PA      | $5860.19      | 0.00%             | 2027-10-22      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211257423.SRDLC                                     | 211257423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3634 | PA      | $3314.50      | 0.00%             | 2028-03-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210877890.SRDLC                                     | 210877890.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3968 | PA      | $3726.71      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 210935362.SRDLC                                     | 210935362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4936 | PA      | $4688.44      | 0.00%             | 2027-09-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211671848.SRDLC                                     | 211671848.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7521 | PA      | $7183.33      | 0.00%             | 2027-10-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212097847.SRDLC                                     | 212097847.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2367 | PA      | $2304.59      | 0.00%             | 2026-11-05      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214360707.SRDLC                                     | 214360707.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4142 | PA      | $3968.95      | 0.00%             | 2028-02-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214365974.SRDLC                                     | 214365974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       799 | PA      | $786.02       | 0.00%             | 2028-02-14      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| DRB5178973.SRDUP                                    | DRB5178973.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47092 | PA      | $44579.82     | 0.00%             | 2030-04-03      | Fixed         | 21.91%                | Yes           |                  3 | On Loan: No      |
| DRB5193218.SRDUP                                    | DRB5193218.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33554 | PA      | $31574.16     | 0.00%             | 2028-04-07      | Fixed         | 26.38%                | Yes           |                  3 | On Loan: No      |
| 8612535.SRDSQ                                       | 8612535.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3288 | PA      | $2568.27      | 0.00%             | 2026-07-13      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8636140.SRDSQ                                       | 8636140.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       445 | PA      | $84.62        | 0.00%             | 2026-07-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 205348634.SRDLC                                     | 205348634.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11744 | PA      | $11549.86     | 0.00%             | 2028-11-22      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205618379.SRDLC                                     | 205618379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17899 | PA      | $17940.20     | 0.00%             | 2027-12-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| DRB5581239.SRDUP                                    | DRB5581239.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $159.76       | 0.00%             | 2030-07-01      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| DRB5584987.SRDUP                                    | DRB5584987.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2051 | PA      | $1965.10      | 0.00%             | 2030-07-02      | Fixed         | 29.27%                | Yes           |                  3 | On Loan: No      |
| 206884712.SRDLC                                     | 206884712.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2087 | PA      | $2032.63      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206890382.SRDLC                                     | 206890382.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7512 | PA      | $7287.00      | 0.00%             | 2028-03-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-II Class 3                                       | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1105000 | PA      | $1159366.00   | 0.06%             | 2027-12-06      | Floating      | 12.50%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 14                                       | CUSIP: 76119YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2858000 | PA      | $2880721.10   | 0.15%             | 2026-06-06      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| 214444425.SRDLC                                     | 214444425.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18208 | PA      | $17929.61     | 0.00%             | 2029-02-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214490995.SRDLC                                     | 214490995.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24245 | PA      | $23530.79     | 0.00%             | 2028-02-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 211638298.SRDLC                                     | 211638298.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4269 | PA      | $4099.34      | 0.00%             | 2028-10-27      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 212076054.SRDLC                                     | 212076054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2144 | PA      | $2092.97      | 0.00%             | 2026-11-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212537818.SRDLC                                     | 212537818.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9561 | PA      | $1001.95      | 0.00%             | 2029-11-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213680875.SRDLC                                     | 213680875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11533 | PA      | $11381.46     | 0.00%             | 2028-01-17      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 206702234.SRDLC                                     | 206702234.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1951 | PA      | $1941.48      | 0.00%             | 2026-02-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206835180.SRDLC                                     | 206835180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4502 | PA      | $4436.78      | 0.00%             | 2028-02-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212085057.SRDLC                                     | 212085057.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31783 | PA      | $30270.96     | 0.00%             | 2029-11-05      | Fixed         | 16.00%                | Yes           |                  3 | On Loan: No      |
| 212175279.SRDLC                                     | 212175279.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18378 | PA      | $17329.57     | 0.00%             | 2029-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215641184.SRDLC                                     | 215641184.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18966 | PA      | $18041.25     | 0.00%             | 2030-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 218557670.SRDLC                                     | 218557670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3848 | PA      | $3688.48      | 0.00%             | 2028-08-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214350262.SRDLC                                     | 214350262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6640 | PA      | $6372.13      | 0.00%             | 2029-02-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214459809.SRDLC                                     | 214459809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14621 | PA      | $14153.14     | 0.00%             | 2028-02-20      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 219820287.SRDLC                                     | 219820287.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6901.91      | 0.00%             | 2027-09-09      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 219831076.SRDLC                                     | 219831076.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5392 | PA      | $5235.32      | 0.00%             | 2028-09-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211282870.SRDLC                                     | 211282870.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5929 | PA      | $621.34       | 0.00%             | 2029-10-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211359222.SRDLC                                     | 211359222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6583 | PA      | $689.93       | 0.00%             | 2029-10-08      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206866112.SRDLC                                     | 206866112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11196 | PA      | $10947.54     | 0.00%             | 2029-02-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 207345337.SRDLC                                     | 207345337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $1328.43      | 0.00%             | 2026-04-22      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214394526.SRDLC                                     | 214394526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5492 | PA      | $5095.41      | 0.00%             | 2028-05-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214422367.SRDLC                                     | 214422367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17934 | PA      | $4341.47      | 0.00%             | 2027-02-19      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214983348.SRDLC                                     | 214983348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8501 | PA      | $8111.45      | 0.00%             | 2029-03-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 215005389.SRDLC                                     | 215005389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7584 | PA      | $7202.08      | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205266365.SRDLC                                     | 205266365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8122 | PA      | $7995.61      | 0.00%             | 2028-11-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205379996.SRDLC                                     | 205379996.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19569 | PA      | $19217.34     | 0.00%             | 2028-11-24      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -796 | NC      | $-2565508.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4.05                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -628 | NC      | $-1865160.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5585858.SRDUP                                    | DRB5585858.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1106 | PA      | $1075.06      | 0.00%             | 2028-07-02      | Fixed         | 22.40%                | Yes           |                  3 | On Loan: No      |
| FW3319852.SRDUP                                     | FW3319852.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2394 | PA      | $2420.59      | 0.00%             | 2027-08-01      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| L3391613.SRDUP                                      | L3391613.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2863 | PA      | $2903.01      | 0.00%             | 2027-09-01      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| L3957528.SRDUP                                      | L3957528.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33129 | PA      | $33051.70     | 0.00%             | 2028-09-05      | Fixed         | 16.67%                | Yes           |                  3 | On Loan: No      |
| 8789780.SRDSQ                                       | 8789780.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1857 | PA      | $1808.43      | 0.00%             | 2026-09-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8801067.SRDSQ                                       | 8801067.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1276 | PA      | $1241.04      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211446071.SRDLC                                     | 211446071.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5311 | PA      | $5037.74      | 0.00%             | 2029-10-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211488922.SRDLC                                     | 211488922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1143 | PA      | $1086.81      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2022-1 Class A                                          | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    483963 | PA      | $181486.04    | 0.01%             | 2030-06-06      | Floating      | 4.35%                 | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class A                                          | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    764000 | PA      | $804988.60    | 0.04%             | 2026-06-06      | Floating      | 14.35%                | Yes           |                  2 | On Loan: No      |
| 212436646.SRDLC                                     | 212436646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15172 | PA      | $1589.99      | 0.00%             | 2029-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212446188.SRDLC                                     | 212446188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       942 | PA      | $892.48       | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213705392.SRDLC                                     | 213705392.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13644 | PA      | $1812.92      | 0.00%             | 2028-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214132206.SRDLC                                     | 214132206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43481 | PA      | $41984.34     | 0.00%             | 2029-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8838190.SRDSQ                                       | 8838190.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4514 | PA      | $750.63       | 0.00%             | 2026-09-13      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8845130.SRDSQ                                       | 8845130.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2047 | PA      | $1989.87      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213508920.SRDLC                                     | 213508920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6492 | PA      | $6187.77      | 0.00%             | 2030-01-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 213569278.SRDLC                                     | 213569278.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9705 | PA      | $9230.47      | 0.00%             | 2028-01-24      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214185820.SRDLC                                     | 214185820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7253 | PA      | $7131.88      | 0.00%             | 2029-02-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214213204.SRDLC                                     | 214213204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6316 | PA      | $6215.22      | 0.00%             | 2027-02-12      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 215063854.SRDLC                                     | 215063854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7535 | PA      | $7164.61      | 0.00%             | 2028-03-25      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215113633.SRDLC                                     | 215113633.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13746 | PA      | $13105.84     | 0.00%             | 2030-03-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214989910.SRDLC                                     | 214989910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3690 | PA      | $3569.02      | 0.00%             | 2027-03-06      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215013395.SRDLC                                     | 215013395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4337 | PA      | $4187.24      | 0.00%             | 2029-03-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class B                                          | CUSIP: 45833UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    436000 | PA      | $463795.00    | 0.02%             | 2026-06-06      | Floating      | 17.17%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class C                                          | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    764000 | PA      | $824929.00    | 0.04%             | 2026-06-06      | Floating      | 21.08%                | Yes           |                  2 | On Loan: No      |
| 213759605.SRDLC                                     | 213759605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8170 | PA      | $7800.69      | 0.00%             | 2028-02-13      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213958313.SRDLC                                     | 213958313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9779 | PA      | $9510.92      | 0.00%             | 2028-02-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211104348.SRDLC                                     | 211104348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10727 | PA      | $10652.09     | 0.00%             | 2028-09-25      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211117798.SRDLC                                     | 211117798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3556 | PA      | $3350.71      | 0.00%             | 2028-09-26      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 215020161.SRDLC                                     | 215020161.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32284 | PA      | $30856.38     | 0.00%             | 2030-03-17      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 215962292.SRDLC                                     | 215962292.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15775 | PA      | $15042.91     | 0.00%             | 2030-04-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211023462.SRDLC                                     | 211023462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3397 | PA      | $3341.77      | 0.00%             | 2026-09-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211109405.SRDLC                                     | 211109405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2290 | PA      | $2240.46      | 0.00%             | 2026-10-02      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214908057.SRDLC                                     | 214908057.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8479 | PA      | $7946.65      | 0.00%             | 2028-03-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214954111.SRDLC                                     | 214954111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19108 | PA      | $18798.36     | 0.00%             | 2028-03-19      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| FW3337613.SRDUP                                     | FW3337613.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       980 | PA      | $330.97       | 0.00%             | 2027-08-08      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| FW3389292.SRDUP                                     | FW3389292.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1209 | PA      | $1221.33      | 0.00%             | 2027-09-01      | Fixed         | 29.40%                | Yes           |                  3 | On Loan: No      |
| 211256696.SRDLC                                     | 211256696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4620 | PA      | $4350.74      | 0.00%             | 2027-10-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211283933.SRDLC                                     | 211283933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6716 | PA      | $6329.16      | 0.00%             | 2027-10-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214528488.SRDLC                                     | 214528488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1351 | PA      | $1346.27      | 0.00%             | 2027-02-25      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 215094011.SRDLC                                     | 215094011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11401 | PA      | $11257.39     | 0.00%             | 2029-03-27      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 214059674.SRDLC                                     | 214059674.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16191 | PA      | $15587.91     | 0.00%             | 2028-02-10      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 214286283.SRDLC                                     | 214286283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4853 | PA      | $4683.90      | 0.00%             | 2028-02-15      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| L4008507.SRDUP                                      | L4008507.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3379 | PA      | $3373.85      | 0.00%             | 2028-10-16      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| L5378091.SRDUP                                      | L5378091.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6878 | PA      | $6691.48      | 0.00%             | 2030-05-22      | Fixed         | 23.67%                | Yes           |                  3 | On Loan: No      |
| 207148926.SRDLC                                     | 207148926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21006 | PA      | $20687.49     | 0.00%             | 2027-03-13      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 207659022.SRDLC                                     | 207659022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11433 | PA      | $1886.39      | 0.00%             | 2028-04-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213365097.SRDLC                                     | 213365097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13970 | PA      | $13337.40     | 0.00%             | 2030-01-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213765758.SRDLC                                     | 213765758.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10966 | PA      | $10471.39     | 0.00%             | 2028-01-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 207176648.SRDLC                                     | 207176648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2610 | PA      | $2526.99      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207268640.SRDLC                                     | 207268640.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10744 | PA      | $10556.11     | 0.00%             | 2029-04-15      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| 214361732.SRDLC                                     | 214361732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9670 | PA      | $1013.40      | 0.00%             | 2028-02-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214363024.SRDLC                                     | 214363024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1061 | PA      | $1033.34      | 0.00%             | 2027-02-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214363872.SRDLC                                     | 214363872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4541 | PA      | $4348.83      | 0.00%             | 2029-02-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214804232.SRDLC                                     | 214804232.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $980.51       | 0.00%             | 2028-03-06      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 207192864.SRDLC                                     | 207192864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1085 | PA      | $1053.09      | 0.00%             | 2027-03-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 207637239.SRDLC                                     | 207637239.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7163 | PA      | $750.69       | 0.00%             | 2028-04-12      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215041882.SRDLC                                     | 215041882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4541 | PA      | $4338.79      | 0.00%             | 2029-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215243503.SRDLC                                     | 215243503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5024 | PA      | $4884.55      | 0.00%             | 2027-04-01      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206463820.SRDLC                                     | 206463820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11325 | PA      | $1186.90      | 0.00%             | 2027-02-05      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206530264.SRDLC                                     | 206530264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4028 | PA      | $3899.89      | 0.00%             | 2027-02-06      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| FW3394816.SRDUP                                     | FW3394816.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1880 | PA      | $1905.59      | 0.00%             | 2027-09-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3541761.SRDUP                                     | FW3541761.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2820 | PA      | $2844.74      | 0.00%             | 2027-11-01      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| 211408646.SRDLC                                     | 211408646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3619 | PA      | $3461.79      | 0.00%             | 2027-10-16      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 211427630.SRDLC                                     | 211427630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18981 | PA      | $17671.59     | 0.00%             | 2029-10-31      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211836705.SRDLC                                     | 211836705.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22267 | PA      | $21492.88     | 0.00%             | 2029-10-25      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 212077440.SRDLC                                     | 212077440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5770 | PA      | $5640.24      | 0.00%             | 2026-11-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214125339.SRDLC                                     | 214125339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33957 | PA      | $33158.38     | 0.00%             | 2030-02-04      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214398546.SRDLC                                     | 214398546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17761 | PA      | $17018.48     | 0.00%             | 2030-02-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214391883.SRDLC                                     | 214391883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10327 | PA      | $9920.08      | 0.00%             | 2030-02-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214746996.SRDLC                                     | 214746996.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1054 | PA      | $986.37       | 0.00%             | 2028-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214973769.SRDLC                                     | 214973769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4455 | PA      | $4343.28      | 0.00%             | 2027-03-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 214997114.SRDLC                                     | 214997114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20972 | PA      | $20012.24     | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206477262.SRDLC                                     | 206477262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3461 | PA      | $3456.38      | 0.00%             | 2026-01-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206479282.SRDLC                                     | 206479282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       940 | PA      | $941.05       | 0.00%             | 2026-02-05      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207756636.SRDLC                                     | 207756636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4077 | PA      | $3965.63      | 0.00%             | 2029-03-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210631102.SRDLC                                     | 210631102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22664 | PA      | $22373.28     | 0.00%             | 2028-09-06      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 7694704.SRDSQ                                       | 7694704.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       555 | PA      | $334.61       | 0.00%             | 2025-10-16      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8205869.SRDSQ                                       | 8205869.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1907 | PA      | $756.76       | 0.00%             | 2026-03-20      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 219957731.SRDLC                                     | 219957731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9916 | PA      | $9612.56      | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220038708.SRDLC                                     | 220038708.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3864 | PA      | $3770.63      | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207369529.SRDLC                                     | 207369529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10647 | PA      | $9979.27      | 0.00%             | 2028-04-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 207526774.SRDLC                                     | 207526774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3003 | PA      | $2955.08      | 0.00%             | 2026-08-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214627560.SRDLC                                     | 214627560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32930 | PA      | $32354.90     | 0.00%             | 2028-03-07      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 214913562.SRDLC                                     | 214913562.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11264 | PA      | $10905.95     | 0.00%             | 2027-03-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211488248.SRDLC                                     | 211488248.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       552 | PA      | $543.63       | 0.00%             | 2026-10-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211493683.SRDLC                                     | 211493683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6487 | PA      | $6091.54      | 0.00%             | 2028-10-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 215565817.SRDLC                                     | 215565817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9552 | PA      | $9098.69      | 0.00%             | 2030-04-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215665074.SRDLC                                     | 215665074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11455 | PA      | $10753.05     | 0.00%             | 2028-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211118029.SRDLC                                     | 211118029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13975 | PA      | $13396.47     | 0.00%             | 2028-09-30      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211187954.SRDLC                                     | 211187954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7435 | PA      | $6990.57      | 0.00%             | 2027-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206541256.SRDLC                                     | 206541256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6909 | PA      | $6752.40      | 0.00%             | 2029-02-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206543673.SRDLC                                     | 206543673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12719 | PA      | $12318.17     | 0.00%             | 2027-02-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L5381651.SRDUP                                      | L5381651.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2945 | PA      | $581.30       | 0.00%             | 2030-05-22      | Fixed         | 22.36%                | Yes           |                  3 | On Loan: No      |
| L5383698.SRDUP                                      | L5383698.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7043 | PA      | $6833.59      | 0.00%             | 2028-05-23      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| 214825761.SRDLC                                     | 214825761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18312 | PA      | $3996.57      | 0.00%             | 2029-03-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214862539.SRDLC                                     | 214862539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7623 | PA      | $7390.19      | 0.00%             | 2027-03-10      | Fixed         | 27.98%                | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class D                                          | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1554000 | PA      | $1702802.49   | 0.09%             | 2026-06-06      | Floating      | 26.65%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class B-2                                    | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    535000 | PA      | $563060.75    | 0.03%             | 2028-06-06      | Floating      | 13.55%                | Yes           |                  2 | On Loan: No      |
| 211289069.SRDLC                                     | 211289069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2083 | PA      | $1980.27      | 0.00%             | 2028-10-07      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211364212.SRDLC                                     | 211364212.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8720 | PA      | $8509.17      | 0.00%             | 2027-10-07      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 212376699.SRDLC                                     | 212376699.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4136 | PA      | $3764.90      | 0.00%             | 2028-03-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 212378754.SRDLC                                     | 212378754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3271 | PA      | $3066.68      | 0.00%             | 2028-11-03      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 214622402.SRDLC                                     | 214622402.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36427 | PA      | $34871.81     | 0.00%             | 2030-02-26      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214709090.SRDLC                                     | 214709090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21352 | PA      | $20142.13     | 0.00%             | 2028-03-07      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211191410.SRDLC                                     | 211191410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6679 | PA      | $6509.27      | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211290470.SRDLC                                     | 211290470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3341 | PA      | $3258.00      | 0.00%             | 2026-10-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8390554.SRDSQ                                       | 8390554.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1305 | PA      | $176.74       | 0.00%             | 2026-05-18      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8416503.SRDSQ                                       | 8416503.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       709 | PA      | $383.62       | 0.00%             | 2026-05-25      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 214943005.SRDLC                                     | 214943005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18516 | PA      | $17634.83     | 0.00%             | 2030-03-17      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215017730.SRDLC                                     | 215017730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7224 | PA      | $6902.93      | 0.00%             | 2029-03-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211015059.SRDLC                                     | 211015059.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1626 | PA      | $1559.71      | 0.00%             | 2028-09-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211078007.SRDLC                                     | 211078007.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7140 | PA      | $820.32       | 0.00%             | 2028-05-23      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4.3                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-96700.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.25                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-18000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215097311.SRDLC                                     | 215097311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27908 | PA      | $6248.94      | 0.00%             | 2029-03-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215714134.SRDLC                                     | 215714134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6170 | PA      | $6017.54      | 0.00%             | 2027-04-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215406828.SRDLC                                     | 215406828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4364 | PA      | $4216.43      | 0.00%             | 2027-04-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215739221.SRDLC                                     | 215739221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23028 | PA      | $22002.83     | 0.00%             | 2030-04-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8593564.SRDSQ                                       | 8593564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1537 | PA      | $273.51       | 0.00%             | 2026-07-07      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8790392.SRDSQ                                       | 8790392.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       403 | PA      | $367.90       | 0.00%             | 2026-09-02      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| DRB5378219.SRDUP                                    | DRB5378219.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6061 | PA      | $5770.83      | 0.00%             | 2030-05-22      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| DRB5381418.SRDUP                                    | DRB5381418.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $1008.84      | 0.00%             | 2030-05-22      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| 206559604.SRDLC                                     | 206559604.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5832 | PA      | $5724.89      | 0.00%             | 2027-02-13      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 206701696.SRDLC                                     | 206701696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7583 | PA      | $7397.65      | 0.00%             | 2027-02-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214998632.SRDLC                                     | 214998632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13990 | PA      | $13680.84     | 0.00%             | 2031-03-14      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 215015755.SRDLC                                     | 215015755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29002 | PA      | $28506.38     | 0.00%             | 2029-03-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 8846200.SRDSQ                                       | 8846200.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2346 | PA      | $2072.43      | 0.00%             | 2026-09-16      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8869309.SRDSQ                                       | 8869309.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33585 | PA      | $12630.05     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205121268.SRDLC                                     | 205121268.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2251 | PA      | $2251.71      | 0.00%             | 2026-11-12      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205243385.SRDLC                                     | 205243385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4909 | PA      | $4987.72      | 0.00%             | 2027-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 207559433.SRDLC                                     | 207559433.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4590 | PA      | $4404.11      | 0.00%             | 2027-04-04      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210660091.SRDLC                                     | 210660091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21897 | PA      | $20880.14     | 0.00%             | 2029-09-16      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211527092.SRDLC                                     | 211527092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3279 | PA      | $3100.47      | 0.00%             | 2027-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211536578.SRDLC                                     | 211536578.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4188 | PA      | $1095.38      | 0.00%             | 2026-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class C                                      | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1637000 | PA      | $1747824.90   | 0.09%             | 2028-06-06      | Floating      | 16.05%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class D                                      | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1008000 | PA      | $1157688.00   | 0.06%             | 2027-06-06      | Floating      | 29.30%                | Yes           |                  2 | On Loan: No      |
| 206531534.SRDLC                                     | 206531534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9171 | PA      | $8922.29      | 0.00%             | 2028-02-09      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 206573975.SRDLC                                     | 206573975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17189 | PA      | $14183.41     | 0.00%             | 2029-07-08      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| L5384099.SRDUP                                      | L5384099.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8253 | PA      | $8033.14      | 0.00%             | 2030-05-23      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| L5579248.SRDUP                                      | L5579248.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4384 | PA      | $4281.80      | 0.00%             | 2030-07-01      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| 205456765.SRDLC                                     | 205456765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       225 | PA      | $224.77       | 0.00%             | 2025-11-29      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205810883.SRDLC                                     | 205810883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8261 | PA      | $8118.29      | 0.00%             | 2028-12-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 215029777.SRDLC                                     | 215029777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18163 | PA      | $17346.29     | 0.00%             | 2029-03-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 218466628.SRDLC                                     | 218466628.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14726 | PA      | $14149.31     | 0.00%             | 2030-08-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219049027.SRDLC                                     | 219049027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6757 | PA      | $6438.37      | 0.00%             | 2028-08-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219051018.SRDLC                                     | 219051018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10799 | PA      | $10359.06     | 0.00%             | 2030-08-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211472079.SRDLC                                     | 211472079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16962 | PA      | $16388.12     | 0.00%             | 2029-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211486185.SRDLC                                     | 211486185.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4520 | PA      | $743.20       | 0.00%             | 2027-02-25      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211156883.SRDLC                                     | 211156883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15060 | PA      | $14235.87     | 0.00%             | 2027-10-02      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211295480.SRDLC                                     | 211295480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10697 | PA      | $10062.29     | 0.00%             | 2027-10-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB5381726.SRDUP                                    | DRB5381726.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8227 | PA      | $7883.34      | 0.00%             | 2030-05-22      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| DRB5576448.SRDUP                                    | DRB5576448.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14580 | PA      | $14088.47     | 0.00%             | 2030-07-01      | Fixed         | 30.73%                | Yes           |                  3 | On Loan: No      |
| 220072719.SRDLC                                     | 220072719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9920 | PA      | $9598.99      | 0.00%             | 2030-09-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2023-1                | Eden Re II 2023-1 Class B                                            | CUSIP: 27955GAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     19431 | PA      | $241208.34    | 0.01%             | 2027-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 210856415.SRDLC                                     | 210856415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20742 | PA      | $19886.09     | 0.00%             | 2028-09-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211210839.SRDLC                                     | 211210839.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2838 | PA      | $2655.01      | 0.00%             | 2028-10-02      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 206581264.SRDLC                                     | 206581264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8755 | PA      | $917.48       | 0.00%             | 2029-03-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206674497.SRDLC                                     | 206674497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15342 | PA      | $14923.21     | 0.00%             | 2029-02-26      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 8869727.SRDSQ                                       | 8869727.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3932 | PA      | $3810.65      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869753.SRDSQ                                       | 8869753.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29514 | PA      | $28434.67     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213391111.SRDLC                                     | 213391111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5728 | PA      | $5396.67      | 0.00%             | 2028-01-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213578196.SRDLC                                     | 213578196.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12823 | PA      | $12609.62     | 0.00%             | 2029-01-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219062888.SRDLC                                     | 219062888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18954 | PA      | $18271.11     | 0.00%             | 2029-08-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219081471.SRDLC                                     | 219081471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19223 | PA      | $18437.00     | 0.00%             | 2028-08-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205451696.SRDLC                                     | 205451696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5596 | PA      | $5469.41      | 0.00%             | 2028-12-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205648007.SRDLC                                     | 205648007.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6097 | PA      | $6117.00      | 0.00%             | 2027-12-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215620033.SRDLC                                     | 215620033.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8313 | PA      | $7909.41      | 0.00%             | 2029-04-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215622279.SRDLC                                     | 215622279.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22377 | PA      | $12929.97     | 0.00%             | 2029-04-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206802964.SRDLC                                     | 206802964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5664 | PA      | $5658.82      | 0.00%             | 2028-02-20      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| 206834470.SRDLC                                     | 206834470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       615 | PA      | $615.32       | 0.00%             | 2026-02-24      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211493894.SRDLC                                     | 211493894.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8114 | PA      | $7667.95      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211495256.SRDLC                                     | 211495256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11195 | PA      | $10532.52     | 0.00%             | 2028-10-24      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 214430915.SRDLC                                     | 214430915.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9891 | PA      | $9501.51      | 0.00%             | 2029-02-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214612023.SRDLC                                     | 214612023.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1813 | PA      | $1806.49      | 0.00%             | 2030-03-19      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 214969747.SRDLC                                     | 214969747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41491 | PA      | $40789.76     | 0.00%             | 2028-03-17      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 215033800.SRDLC                                     | 215033800.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13410 | PA      | $12792.21     | 0.00%             | 2029-03-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211507655.SRDLC                                     | 211507655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4547 | PA      | $4296.78      | 0.00%             | 2027-10-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211565457.SRDLC                                     | 211565457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1118 | PA      | $1104.19      | 0.00%             | 2026-10-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211891052.SRDLC                                     | 211891052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4313 | PA      | $4119.78      | 0.00%             | 2028-11-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 212522323.SRDLC                                     | 212522323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5447 | PA      | $5165.28      | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207752990.SRDLC                                     | 207752990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8874 | PA      | $8535.01      | 0.00%             | 2029-04-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207832196.SRDLC                                     | 207832196.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5502 | PA      | $5298.36      | 0.00%             | 2027-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211245612.SRDLC                                     | 211245612.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13389 | PA      | $12679.99     | 0.00%             | 2028-10-01      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211489395.SRDLC                                     | 211489395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7688 | PA      | $7289.65      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205829476.SRDLC                                     | 205829476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6844 | PA      | $6774.77      | 0.00%             | 2026-12-22      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 206496350.SRDLC                                     | 206496350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9448 | PA      | $9284.35      | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207213262.SRDLC                                     | 207213262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7919 | PA      | $7797.59      | 0.00%             | 2027-03-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207228981.SRDLC                                     | 207228981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7080 | PA      | $6973.58      | 0.00%             | 2029-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215016518.SRDLC                                     | 215016518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13135 | PA      | $12535.65     | 0.00%             | 2029-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215046852.SRDLC                                     | 215046852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22815 | PA      | $21830.17     | 0.00%             | 2029-03-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211880623.SRDLC                                     | 211880623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21601 | PA      | $20513.70     | 0.00%             | 2029-10-31      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212073316.SRDLC                                     | 212073316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2243 | PA      | $2099.52      | 0.00%             | 2027-11-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219089581.SRDLC                                     | 219089581.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2879 | PA      | $2773.76      | 0.00%             | 2028-08-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219581364.SRDLC                                     | 219581364.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7272 | PA      | $7029.78      | 0.00%             | 2030-09-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 206702193.SRDLC                                     | 206702193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13805 | PA      | $1446.73      | 0.00%             | 2027-02-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206862550.SRDLC                                     | 206862550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31300 | PA      | $30515.86     | 0.00%             | 2029-02-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8871441.SRDSQ                                       | 8871441.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1763 | PA      | $1174.65      | 0.00%             | 2026-09-21      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8881462.SRDSQ                                       | 8881462.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6630 | PA      | $4727.42      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 211499476.SRDLC                                     | 211499476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20450 | PA      | $13231.40     | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211513223.SRDLC                                     | 211513223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19347 | PA      | $2027.52      | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215691751.SRDLC                                     | 215691751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7211 | PA      | $6872.93      | 0.00%             | 2029-04-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215706222.SRDLC                                     | 215706222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15883 | PA      | $15299.09     | 0.00%             | 2027-04-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215472192.SRDLC                                     | 215472192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8289 | PA      | $7760.40      | 0.00%             | 2028-04-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215576256.SRDLC                                     | 215576256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11074 | PA      | $10602.55     | 0.00%             | 2029-04-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5577902.SRDUP                                    | DRB5577902.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1100.78      | 0.00%             | 2030-07-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| DRB5579052.SRDUP                                    | DRB5579052.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2248 | PA      | $2194.99      | 0.00%             | 2030-07-01      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| 214801876.SRDLC                                     | 214801876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27289 | PA      | $26295.37     | 0.00%             | 2030-03-19      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 214810770.SRDLC                                     | 214810770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35132 | PA      | $34662.47     | 0.00%             | 2029-03-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 8884404.SRDSQ                                       | 8884404.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4029 | PA      | $3259.76      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8894107.SRDSQ                                       | 8894107.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $892.74       | 0.00%             | 2026-09-27      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 212212202.SRDLC                                     | 212212202.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15363 | PA      | $14597.97     | 0.00%             | 2029-11-12      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 212254897.SRDLC                                     | 212254897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13605 | PA      | $12854.88     | 0.00%             | 2029-11-12      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205879390.SRDLC                                     | 205879390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17514 | PA      | $1835.52      | 0.00%             | 2028-12-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210905432.SRDLC                                     | 210905432.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6004 | PA      | $5891.56      | 0.00%             | 2026-09-16      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 215689206.SRDLC                                     | 215689206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4137 | PA      | $3980.59      | 0.00%             | 2027-05-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 215828649.SRDLC                                     | 215828649.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8860 | PA      | $8476.22      | 0.00%             | 2029-04-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219142874.SRDLC                                     | 219142874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9596 | PA      | $9254.15      | 0.00%             | 2028-08-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219171094.SRDLC                                     | 219171094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20916 | PA      | $20329.64     | 0.00%             | 2029-08-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5579533.SRDUP                                    | DRB5579533.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1172 | PA      | $1132.37      | 0.00%             | 2030-07-01      | Fixed         | 27.79%                | Yes           |                  3 | On Loan: No      |
| DRB5580083.SRDUP                                    | DRB5580083.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1072 | PA      | $1035.69      | 0.00%             | 2030-07-01      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| 213803743.SRDLC                                     | 213803743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16111 | PA      | $15363.79     | 0.00%             | 2030-01-21      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 213937786.SRDLC                                     | 213937786.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7825 | PA      | $7623.42      | 0.00%             | 2028-01-27      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 206862452.SRDLC                                     | 206862452.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3253 | PA      | $3199.58      | 0.00%             | 2028-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206985352.SRDLC                                     | 206985352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1176 | PA      | $1140.07      | 0.00%             | 2027-03-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212508198.SRDLC                                     | 212508198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4840 | PA      | $4468.53      | 0.00%             | 2027-12-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213647543.SRDLC                                     | 213647543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7635 | PA      | $0.00         | 0.00%             | 2030-01-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213600778.SRDLC                                     | 213600778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1337 | PA      | $1304.28      | 0.00%             | 2027-01-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213685225.SRDLC                                     | 213685225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2664 | PA      | $2608.91      | 0.00%             | 2027-01-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 219889448.SRDLC                                     | 219889448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5398 | PA      | $5224.49      | 0.00%             | 2028-09-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219934553.SRDLC                                     | 219934553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5619 | PA      | $5484.03      | 0.00%             | 2027-09-30      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 215051416.SRDLC                                     | 215051416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5805 | PA      | $5666.67      | 0.00%             | 2028-03-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 215155702.SRDLC                                     | 215155702.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33150 | PA      | $32321.97     | 0.00%             | 2028-03-21      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214926596.SRDLC                                     | 214926596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15382 | PA      | $14983.56     | 0.00%             | 2028-03-17      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214941586.SRDLC                                     | 214941586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13716 | PA      | $13431.87     | 0.00%             | 2029-03-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211598872.SRDLC                                     | 211598872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21308 | PA      | $20594.61     | 0.00%             | 2027-10-17      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211681648.SRDLC                                     | 211681648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8140 | PA      | $7749.69      | 0.00%             | 2029-10-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210915345.SRDLC                                     | 210915345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2557 | PA      | $2512.72      | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211170147.SRDLC                                     | 211170147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5068.26      | 0.00%             | 2029-10-01      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 9107116.SRDSQ                                       | 9107116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34077 | PA      | $33070.50     | 0.00%             | 2026-11-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9129610.SRDSQ                                       | 9129610.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7925 | PA      | $7042.17      | 0.00%             | 2026-11-26      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 215871655.SRDLC                                     | 215871655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5594 | PA      | $5389.23      | 0.00%             | 2029-04-29      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 216700823.SRDLC                                     | 216700823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11733 | PA      | $11084.67     | 0.00%             | 2030-05-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 213961982.SRDLC                                     | 213961982.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4050 | PA      | $3839.72      | 0.00%             | 2028-01-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214000266.SRDLC                                     | 214000266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10304 | PA      | $10200.83     | 0.00%             | 2027-01-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210702472.SRDLC                                     | 210702472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3123 | PA      | $2956.52      | 0.00%             | 2027-09-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210740533.SRDLC                                     | 210740533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4679 | PA      | $3742.86      | 0.00%             | 2026-09-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 216674455.SRDLC                                     | 216674455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5828 | PA      | $5639.27      | 0.00%             | 2027-05-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 218832046.SRDLC                                     | 218832046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24504 | PA      | $23697.74     | 0.00%             | 2030-08-14      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210468260.SRDLC                                     | 210468260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18696 | PA      | $1959.29      | 0.00%             | 2027-09-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210490291.SRDLC                                     | 210490291.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12691 | PA      | $12184.80     | 0.00%             | 2029-09-04      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 214920162.SRDLC                                     | 214920162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4674 | PA      | $4435.26      | 0.00%             | 2030-03-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214991259.SRDLC                                     | 214991259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5150 | PA      | $4826.27      | 0.00%             | 2028-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 215213146.SRDLC                                     | 215213146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35437 | PA      | $34372.45     | 0.00%             | 2029-03-24      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 215595722.SRDLC                                     | 215595722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5236 | PA      | $4948.85      | 0.00%             | 2028-04-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214156062.SRDLC                                     | 214156062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17578 | PA      | $16994.04     | 0.00%             | 2028-02-05      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 214258951.SRDLC                                     | 214258951.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2454 | PA      | $2346.43      | 0.00%             | 2028-02-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| FW3292200.SRDUP                                     | FW3292200.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1605 | PA      | $1624.81      | 0.00%             | 2027-07-19      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| FW3292504.SRDUP                                     | FW3292504.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1551 | PA      | $1569.42      | 0.00%             | 2027-07-19      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| 215030645.SRDLC                                     | 215030645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8627 | PA      | $8094.33      | 0.00%             | 2028-03-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 216433429.SRDLC                                     | 216433429.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7188 | PA      | $6759.81      | 0.00%             | 2028-05-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211266776.SRDLC                                     | 211266776.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3084 | PA      | $2915.91      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211451716.SRDLC                                     | 211451716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6713 | PA      | $6324.96      | 0.00%             | 2027-10-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219067071.SRDLC                                     | 219067071.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17513 | PA      | $16862.48     | 0.00%             | 2030-07-31      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219076967.SRDLC                                     | 219076967.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3228 | PA      | $3109.23      | 0.00%             | 2029-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212424233.SRDLC                                     | 212424233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1205 | PA      | $1185.08      | 0.00%             | 2026-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212464205.SRDLC                                     | 212464205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5182 | PA      | $4913.56      | 0.00%             | 2027-11-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211878341.SRDLC                                     | 211878341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9102 | PA      | $8611.03      | 0.00%             | 2029-11-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211891641.SRDLC                                     | 211891641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4256 | PA      | $446.06       | 0.00%             | 2026-11-12      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                | Eden Re II 2022-1 Class A                                            | CUSIP: 27955KAA1<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     20352 | PA      | $18188.17     | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                | Eden Re II 2022-1 Class B                                            | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     18588 | PA      | $37589.75     | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 213726891.SRDLC                                     | 213726891.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10117 | PA      | $9644.23      | 0.00%             | 2030-01-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213728961.SRDLC                                     | 213728961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22693 | PA      | $21609.09     | 0.00%             | 2030-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213713328.SRDLC                                     | 213713328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18657 | PA      | $17754.37     | 0.00%             | 2030-01-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213729987.SRDLC                                     | 213729987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4794 | PA      | $4598.80      | 0.00%             | 2028-01-22      | Fixed         | 18.04%                | Yes           |                  3 | On Loan: No      |
| 212546500.SRDLC                                     | 212546500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1176 | PA      | $1149.03      | 0.00%             | 2026-11-20      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212571011.SRDLC                                     | 212571011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6372 | PA      | $6103.79      | 0.00%             | 2029-01-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213736560.SRDLC                                     | 213736560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1673 | PA      | $1629.94      | 0.00%             | 2027-01-21      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 213766610.SRDLC                                     | 213766610.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22054 | PA      | $21463.02     | 0.00%             | 2028-01-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 216179664.SRDLC                                     | 216179664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12588 | PA      | $12118.47     | 0.00%             | 2030-04-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 216549408.SRDLC                                     | 216549408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8329 | PA      | $8003.04      | 0.00%             | 2029-05-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211371056.SRDLC                                     | 211371056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10782 | PA      | $10231.38     | 0.00%             | 2029-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211372872.SRDLC                                     | 211372872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13569 | PA      | $13091.02     | 0.00%             | 2029-10-07      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215831152.SRDLC                                     | 215831152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23203 | PA      | $21931.73     | 0.00%             | 2029-05-05      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 216030434.SRDLC                                     | 216030434.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4414 | PA      | $4237.39      | 0.00%             | 2029-04-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219958036.SRDLC                                     | 219958036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1570 | PA      | $1519.33      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219958454.SRDLC                                     | 219958454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6845 | PA      | $6614.90      | 0.00%             | 2030-09-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214359946.SRDLC                                     | 214359946.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8928 | PA      | $8546.50      | 0.00%             | 2029-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214843091.SRDLC                                     | 214843091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2345 | PA      | $2217.26      | 0.00%             | 2028-03-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210257743.SRDLC                                     | 210257743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6722 | PA      | $6470.94      | 0.00%             | 2027-09-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210777533.SRDLC                                     | 210777533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13614 | PA      | $12961.48     | 0.00%             | 2029-09-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219077423.SRDLC                                     | 219077423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2385 | PA      | $2313.33      | 0.00%             | 2028-08-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219080388.SRDLC                                     | 219080388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13485 | PA      | $12856.50     | 0.00%             | 2028-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3304697.SRDUP                                     | FW3304697.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       823 | PA      | $844.71       | 0.00%             | 2027-07-25      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| FW3309830.SRDUP                                     | FW3309830.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3058 | PA      | $3073.50      | 0.00%             | 2027-07-26      | Fixed         | 14.70%                | Yes           |                  3 | On Loan: No      |
| Vitality Re XIII Limited                            | Vitality Re XIII 2022 Class B                                        | CUSIP: 92849MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    615000 | PA      | $615092.25    | 0.03%             | 2026-01-06      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| 9315120.SRDSQ                                       | 9315120.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25244 | PA      | $24094.96     | 0.00%             | 2027-01-09      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 214883819.SRDLC                                     | 214883819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29006 | PA      | $28225.27     | 0.00%             | 2028-03-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214952170.SRDLC                                     | 214952170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6850 | PA      | $6415.24      | 0.00%             | 2028-02-29      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219968804.SRDLC                                     | 219968804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6940 | PA      | $6728.27      | 0.00%             | 2030-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219972448.SRDLC                                     | 219972448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12000 | PA      | $11477.59     | 0.00%             | 2030-09-30      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 8793207.SRDSQ                                       | 8793207.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8776 | PA      | $1275.99      | 0.00%             | 2026-09-03      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8794193.SRDSQ                                       | 8794193.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $877.99       | 0.00%             | 2026-09-03      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| FW3320408.SRDUP                                     | FW3320408.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1202 | PA      | $1207.54      | 0.00%             | 2027-08-01      | Fixed         | 26.48%                | Yes           |                  3 | On Loan: No      |
| FW3324933.SRDUP                                     | FW3324933.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       977 | PA      | $990.52       | 0.00%             | 2027-08-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| 211577712.SRDLC                                     | 211577712.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14345 | PA      | $3122.17      | 0.00%             | 2029-10-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211579918.SRDLC                                     | 211579918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22350 | PA      | $21963.57     | 0.00%             | 2027-10-15      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 215006981.SRDLC                                     | 215006981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14086 | PA      | $13399.14     | 0.00%             | 2030-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215602457.SRDLC                                     | 215602457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3102 | PA      | $3025.79      | 0.00%             | 2027-04-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219156162.SRDLC                                     | 219156162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3747 | PA      | $3615.98      | 0.00%             | 2028-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219194604.SRDLC                                     | 219194604.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5288 | PA      | $5074.60      | 0.00%             | 2028-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213945371.SRDLC                                     | 213945371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21106 | PA      | $20767.44     | 0.00%             | 2029-01-27      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213947687.SRDLC                                     | 213947687.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5136 | PA      | $4914.37      | 0.00%             | 2028-01-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212488555.SRDLC                                     | 212488555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3047 | PA      | $2876.90      | 0.00%             | 2027-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212488930.SRDLC                                     | 212488930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3102 | PA      | $2943.79      | 0.00%             | 2027-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211312935.SRDLC                                     | 211312935.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18950 | PA      | $17789.19     | 0.00%             | 2027-10-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211316728.SRDLC                                     | 211316728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7124 | PA      | $6738.69      | 0.00%             | 2027-10-04      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 219104028.SRDLC                                     | 219104028.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8843 | PA      | $8519.05      | 0.00%             | 2030-08-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219140808.SRDLC                                     | 219140808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21706 | PA      | $21025.80     | 0.00%             | 2031-08-18      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| FW3328211.SRDUP                                     | FW3328211.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $479.84       | 0.00%             | 2027-08-03      | Fixed         | 23.94%                | Yes           |                  3 | On Loan: No      |
| FW3344314.SRDUP                                     | FW3344314.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4463 | PA      | $4526.03      | 0.00%             | 2027-08-12      | Fixed         | 21.81%                | Yes           |                  3 | On Loan: No      |
| 9801337.SRDSQ                                       | 9801337.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4899 | PA      | $4628.16      | 0.00%             | 2027-03-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9801846.SRDSQ                                       | 9801846.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3083 | PA      | $2504.64      | 0.00%             | 2027-03-16      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 220045987.SRDLC                                     | 220045987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3920 | PA      | $3806.56      | 0.00%             | 2028-09-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 7670512.SRDSQ                                       | 7670512.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       795 | PA      | $472.76       | 0.00%             | 2025-10-08      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 215689992.SRDLC                                     | 215689992.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8744 | PA      | $8285.08      | 0.00%             | 2028-04-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215975238.SRDLC                                     | 215975238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2198 | PA      | $2078.37      | 0.00%             | 2028-04-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213958723.SRDLC                                     | 213958723.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3267 | PA      | $3054.00      | 0.00%             | 2028-01-31      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213979062.SRDLC                                     | 213979062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6601 | PA      | $6490.77      | 0.00%             | 2028-01-27      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| 212491957.SRDLC                                     | 212491957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2273 | PA      | $2146.26      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212495119.SRDLC                                     | 212495119.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $1212.49      | 0.00%             | 2026-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207602179.SRDLC                                     | 207602179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15725 | PA      | $1648.03      | 0.00%             | 2029-04-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 207726770.SRDLC                                     | 207726770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11010 | PA      | $10645.34     | 0.00%             | 2028-04-12      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8342936.SRDSQ                                       | 8342936.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2053 | PA      | $1784.14      | 0.00%             | 2026-05-01      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8349446.SRDSQ                                       | 8349446.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4588 | PA      | $2437.89      | 0.00%             | 2026-05-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 9821563.SRDSQ                                       | 9821563.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5175 | PA      | $4879.67      | 0.00%             | 2027-03-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3911766.SRDUP                                    | CBM3911766.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       883 | PA      | $894.38       | 0.00%             | 2028-08-03      | Fixed         | 27.45%                | Yes           |                  3 | On Loan: No      |
| FW3345176.SRDUP                                     | FW3345176.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14587 | PA      | $8768.89      | 0.00%             | 2028-01-10      | Fixed         | 25.55%                | Yes           |                  3 | On Loan: No      |
| FW3392184.SRDUP                                     | FW3392184.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5693 | PA      | $827.81       | 0.00%             | 2027-09-15      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| 213726964.SRDLC                                     | 213726964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11537 | PA      | $10991.54     | 0.00%             | 2030-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213795416.SRDLC                                     | 213795416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11758 | PA      | $11600.72     | 0.00%             | 2027-01-27      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 8354584.SRDSQ                                       | 8354584.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1632 | PA      | $1602.25      | 0.00%             | 2026-05-06      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8367004.SRDSQ                                       | 8367004.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $157.94       | 0.00%             | 2026-05-08      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 216363385.SRDLC                                     | 216363385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4253 | PA      | $4053.81      | 0.00%             | 2029-05-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219061582.SRDLC                                     | 219061582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5913 | PA      | $5673.17      | 0.00%             | 2030-08-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212315272.SRDLC                                     | 212315272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8508 | PA      | $8101.16      | 0.00%             | 2028-11-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212351572.SRDLC                                     | 212351572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11771 | PA      | $11149.96     | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213795526.SRDLC                                     | 213795526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13667 | PA      | $12971.72     | 0.00%             | 2030-01-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214245781.SRDLC                                     | 214245781.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7384 | PA      | $7107.77      | 0.00%             | 2028-02-10      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 219149186.SRDLC                                     | 219149186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $6160.77      | 0.00%             | 2030-08-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219970141.SRDLC                                     | 219970141.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6519 | PA      | $6320.55      | 0.00%             | 2029-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214008205.SRDLC                                     | 214008205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10019 | PA      | $9408.54      | 0.00%             | 2028-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214243131.SRDLC                                     | 214243131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3564 | PA      | $3437.79      | 0.00%             | 2028-02-07      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8368794.SRDSQ                                       | 8368794.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2076 | PA      | $746.78       | 0.00%             | 2026-05-09      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8399102.SRDSQ                                       | 8399102.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       264 | PA      | $192.41       | 0.00%             | 2026-05-20      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| FW3499853.SRDUP                                     | FW3499853.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1385 | PA      | $1414.95      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3500951.SRDUP                                     | FW3500951.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3447 | PA      | $3548.66      | 0.00%             | 2027-10-13      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| 210955738.SRDLC                                     | 210955738.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27659 | PA      | $27273.15     | 0.00%             | 2028-10-07      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211057701.SRDLC                                     | 211057701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12313 | PA      | $12118.15     | 0.00%             | 2026-09-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 219003790.SRDLC                                     | 219003790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21784 | PA      | $21125.95     | 0.00%             | 2030-08-25      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219063436.SRDLC                                     | 219063436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5732 | PA      | $5560.17      | 0.00%             | 2028-08-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219077556.SRDLC                                     | 219077556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4236 | PA      | $4059.33      | 0.00%             | 2028-08-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219095468.SRDLC                                     | 219095468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6824 | PA      | $4370.85      | 0.00%             | 2028-08-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3910117.SRDUP                                     | FW3910117.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2040.89      | 0.00%             | 2029-01-17      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| FW3957680.SRDUP                                     | FW3957680.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12457 | PA      | $4407.88      | 0.00%             | 2027-02-05      | Fixed         | 23.50%                | Yes           |                  3 | On Loan: No      |
| 219810511.SRDLC                                     | 219810511.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8927 | PA      | $8652.60      | 0.00%             | 2030-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219914753.SRDLC                                     | 219914753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3165 | PA      | $3062.19      | 0.00%             | 2029-09-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8789818.SRDSQ                                       | 8789818.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1585 | PA      | $1521.69      | 0.00%             | 2026-09-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8792437.SRDSQ                                       | 8792437.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2581 | PA      | $2216.20      | 0.00%             | 2026-09-03      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 212381874.SRDLC                                     | 212381874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7916 | PA      | $7545.72      | 0.00%             | 2028-11-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212383662.SRDLC                                     | 212383662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15260 | PA      | $14257.74     | 0.00%             | 2027-11-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214862707.SRDLC                                     | 214862707.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16361 | PA      | $15969.01     | 0.00%             | 2030-03-10      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214905149.SRDLC                                     | 214905149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27262 | PA      | $26831.14     | 0.00%             | 2028-03-22      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 213320450.SRDLC                                     | 213320450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4487 | PA      | $4253.92      | 0.00%             | 2028-01-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213688224.SRDLC                                     | 213688224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4622 | PA      | $4407.07      | 0.00%             | 2030-01-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 220001067.SRDLC                                     | 220001067.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2943 | PA      | $2848.74      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 220016560.SRDLC                                     | 220016560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10092 | PA      | $9793.44      | 0.00%             | 2028-09-01      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210756555.SRDLC                                     | 210756555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4891 | PA      | $19.08        | 0.00%             | 2027-09-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210784237.SRDLC                                     | 210784237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8253 | PA      | $7862.51      | 0.00%             | 2028-09-11      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8793012.SRDSQ                                       | 8793012.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2749 | PA      | $2195.86      | 0.00%             | 2026-09-03      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8807780.SRDSQ                                       | 8807780.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3945 | PA      | $2307.24      | 0.00%             | 2026-09-06      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 219114928.SRDLC                                     | 219114928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       929 | PA      | $908.16       | 0.00%             | 2027-08-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 219127450.SRDLC                                     | 219127450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10079 | PA      | $9719.49      | 0.00%             | 2028-08-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 218950535.SRDLC                                     | 218950535.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4501 | PA      | $4357.56      | 0.00%             | 2029-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219042284.SRDLC                                     | 219042284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11222 | PA      | $10873.38     | 0.00%             | 2027-08-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW3961016.SRDUP                                     | FW3961016.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       758 | PA      | $767.42       | 0.00%             | 2028-09-06      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW4008499.SRDUP                                     | FW4008499.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2595 | PA      | $2622.29      | 0.00%             | 2028-10-10      | Fixed         | 23.63%                | Yes           |                  3 | On Loan: No      |
| 211495397.SRDLC                                     | 211495397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7616 | PA      | $7228.76      | 0.00%             | 2029-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212111590.SRDLC                                     | 212111590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21117 | PA      | $20217.31     | 0.00%             | 2028-11-11      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 214920168.SRDLC                                     | 214920168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6841 | PA      | $6483.09      | 0.00%             | 2028-03-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214920909.SRDLC                                     | 214920909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1698.27      | 0.00%             | 2029-03-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 212437043.SRDLC                                     | 212437043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4096 | PA      | $3905.12      | 0.00%             | 2028-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212533756.SRDLC                                     | 212533756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9417 | PA      | $8930.75      | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219140517.SRDLC                                     | 219140517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3169 | PA      | $3055.52      | 0.00%             | 2028-08-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219556068.SRDLC                                     | 219556068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3845 | PA      | $3748.45      | 0.00%             | 2029-09-17      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 8820214.SRDSQ                                       | 8820214.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7987 | PA      | $7712.80      | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8827388.SRDSQ                                       | 8827388.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7123 | PA      | $6960.96      | 0.00%             | 2026-09-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 211318547.SRDLC                                     | 211318547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8887 | PA      | $8357.51      | 0.00%             | 2027-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211499191.SRDLC                                     | 211499191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13258 | PA      | $3534.59      | 0.00%             | 2026-10-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211650428.SRDLC                                     | 211650428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11004 | PA      | $10542.97     | 0.00%             | 2028-10-18      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 211678113.SRDLC                                     | 211678113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $1766.64      | 0.00%             | 2027-10-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215090365.SRDLC                                     | 215090365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5227 | PA      | $5146.78      | 0.00%             | 2028-03-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 216098294.SRDLC                                     | 216098294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3379 | PA      | $3198.33      | 0.00%             | 2028-04-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211546763.SRDLC                                     | 211546763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14161 | PA      | $1484.08      | 0.00%             | 2027-10-31      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211656467.SRDLC                                     | 211656467.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3673 | PA      | $3477.15      | 0.00%             | 2027-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Kendall Re Ltd.                                     | Kendall Re 2024-1 Class A                                            | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2738000 | PA      | $2879143.90   | 0.15%             | 2027-04-30      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2021-2 Class A-2                                  | CUSIP: 49407PAH3<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    782000 | PA      | $817190.00    | 0.04%             | 2026-04-20      | Floating      | 15.11%                | Yes           |                  2 | On Loan: No      |
| 213144753.SRDLC                                     | 213144753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9558 | PA      | $9072.34      | 0.00%             | 2030-01-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213669584.SRDLC                                     | 213669584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3240 | PA      | $3090.17      | 0.00%             | 2028-01-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211991181.SRDLC                                     | 211991181.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1796 | PA      | $1747.57      | 0.00%             | 2027-10-31      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 212085491.SRDLC                                     | 212085491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5401 | PA      | $5059.68      | 0.00%             | 2028-11-04      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211324445.SRDLC                                     | 211324445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3608 | PA      | $3405.52      | 0.00%             | 2027-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211393108.SRDLC                                     | 211393108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $5080.76      | 0.00%             | 2029-10-08      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 219986798.SRDLC                                     | 219986798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11819 | PA      | $11433.55     | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219992058.SRDLC                                     | 219992058.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9930 | PA      | $9591.60      | 0.00%             | 2030-09-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 207010768.SRDLC                                     | 207010768.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3135 | PA      | $2961.91      | 0.00%             | 2027-05-25      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207537736.SRDLC                                     | 207537736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $926.54       | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207742153.SRDLC                                     | 207742153.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1691 | PA      | $1550.51      | 0.00%             | 2026-07-09      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 207919387.SRDLC                                     | 207919387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8811 | PA      | $2288.64      | 0.00%             | 2028-10-23      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211524009.SRDLC                                     | 211524009.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7454 | PA      | $7018.98      | 0.00%             | 2027-10-22      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211660730.SRDLC                                     | 211660730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3725 | PA      | $3520.37      | 0.00%             | 2027-10-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class A                                      | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   5738000 | PA      | $6167202.40   | 0.32%             | 2027-05-13      | Floating      | 14.38%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class B                                      | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   5842000 | PA      | $6270802.80   | 0.32%             | 2027-05-13      | Floating      | 15.38%                | Yes           |                  2 | On Loan: No      |
| 213953272.SRDLC                                     | 213953272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1725 | PA      | $1654.17      | 0.00%             | 2028-01-29      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214780454.SRDLC                                     | 214780454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18029 | PA      | $17621.06     | 0.00%             | 2030-03-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 219969513.SRDLC                                     | 219969513.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6703 | PA      | $6568.88      | 0.00%             | 2027-09-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 220028413.SRDLC                                     | 220028413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $2029.56      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8875914.SRDSQ                                       | 8875914.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4263 | PA      | $3577.54      | 0.00%             | 2026-09-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8882110.SRDSQ                                       | 8882110.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3466 | PA      | $3023.89      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 220043526.SRDLC                                     | 220043526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13720 | PA      | $13322.98     | 0.00%             | 2028-09-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 220344139.SRDLC                                     | 220344139.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13694 | PA      | $13394.23     | 0.00%             | 2028-09-26      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214358332.SRDLC                                     | 214358332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19066 | PA      | $18189.08     | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214519597.SRDLC                                     | 214519597.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13873 | PA      | $13651.47     | 0.00%             | 2029-02-24      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212289900.SRDLC                                     | 212289900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14306 | PA      | $3691.91      | 0.00%             | 2029-11-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212381896.SRDLC                                     | 212381896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14731 | PA      | $14391.89     | 0.00%             | 2026-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206556205.SRDLC                                     | 206556205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6106 | PA      | $639.95       | 0.00%             | 2027-06-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206569108.SRDLC                                     | 206569108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16744 | PA      | $15768.59     | 0.00%             | 2028-02-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 8890760.SRDSQ                                       | 8890760.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15193 | PA      | $13779.70     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8896300.SRDSQ                                       | 8896300.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7078 | PA      | $6439.95      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213672690.SRDLC                                     | 213672690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19428 | PA      | $18601.14     | 0.00%             | 2030-01-25      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214022921.SRDLC                                     | 214022921.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       869 | PA      | $232.91       | 0.00%             | 2028-01-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 7677408.SRDSQ                                       | 7677408.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5128 | PA      | $402.05       | 0.00%             | 2025-10-10      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 8338896.SRDSQ                                       | 8338896.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3007 | PA      | $2574.86      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 214841209.SRDLC                                     | 214841209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3572 | PA      | $3350.20      | 0.00%             | 2028-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 215479965.SRDLC                                     | 215479965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3170 | PA      | $3061.44      | 0.00%             | 2027-04-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210681237.SRDLC                                     | 210681237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11427 | PA      | $10915.31     | 0.00%             | 2028-09-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210880758.SRDLC                                     | 210880758.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4034 | PA      | $535.78       | 0.00%             | 2026-09-16      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 9051070.SRDSQ                                       | 9051070.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11082 | PA      | $10644.89     | 0.00%             | 2026-11-06      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9318572.SRDSQ                                       | 9318572.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7179 | PA      | $6905.85      | 0.00%             | 2027-01-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214678805.SRDLC                                     | 214678805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5463 | PA      | $5398.91      | 0.00%             | 2027-03-19      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 214978920.SRDLC                                     | 214978920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18730 | PA      | $17822.00     | 0.00%             | 2030-03-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214332862.SRDLC                                     | 214332862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7602 | PA      | $5831.14      | 0.00%             | 2027-02-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214545734.SRDLC                                     | 214545734.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22774 | PA      | $22502.28     | 0.00%             | 2028-02-24      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 212030685.SRDLC                                     | 212030685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26562 | PA      | $25818.97     | 0.00%             | 2027-11-30      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 212264601.SRDLC                                     | 212264601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13619 | PA      | $12859.40     | 0.00%             | 2029-11-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2021-2 Class B-2                                  | CUSIP: 49407PAJ9<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    348000 | PA      | $351480.00    | 0.02%             | 2026-04-20      | Floating      | 8.72%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro III Re Limited                          | Kilimanjaro III Re 2021-2 Class C-2                                  | CUSIP: 49407PAK6<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |    319000 | PA      | $321871.00    | 0.02%             | 2026-04-20      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| 212447916.SRDLC                                     | 212447916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7746 | PA      | $7355.62      | 0.00%             | 2027-11-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212526407.SRDLC                                     | 212526407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2031 | PA      | $1959.74      | 0.00%             | 2027-11-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8377466.SRDSQ                                       | 8377466.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2024 | PA      | $437.20       | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8391450.SRDSQ                                       | 8391450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       196 | PA      | $189.34       | 0.00%             | 2026-05-18      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| L5582746.SRDUP                                      | L5582746.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2045 | PA      | $1997.66      | 0.00%             | 2030-07-01      | Fixed         | 22.80%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUTURE   Jan26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-6474.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4011146.SRDUP                                     | FW4011146.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3772 | PA      | $820.18       | 0.00%             | 2026-10-10      | Fixed         | 25.63%                | Yes           |                  3 | On Loan: No      |
| FW4011987.SRDUP                                     | FW4011987.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1268 | PA      | $1285.17      | 0.00%             | 2028-10-10      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| 9337070.SRDSQ                                       | 9337070.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6824 | PA      | $6227.46      | 0.00%             | 2027-01-14      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9338715.SRDSQ                                       | 9338715.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19753 | PA      | $18818.71     | 0.00%             | 2027-01-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212473125.SRDLC                                     | 212473125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6849 | PA      | $6735.17      | 0.00%             | 2027-11-19      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 212557371.SRDLC                                     | 212557371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4517 | PA      | $4292.53      | 0.00%             | 2029-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 214952664.SRDLC                                     | 214952664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10414 | PA      | $9882.68      | 0.00%             | 2030-03-14      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 215051825.SRDLC                                     | 215051825.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6162 | PA      | $5855.76      | 0.00%             | 2030-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 216632056.SRDLC                                     | 216632056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1655 | PA      | $1600.40      | 0.00%             | 2027-05-21      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219051998.SRDLC                                     | 219051998.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $904.58       | 0.00%             | 2027-08-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| Kilimanjaro II Re Limited                           | Kilimanjaro II Re 2025-1 Class C-1                                   | CUSIP: 49407QAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    316000 | PA      | $323362.80    | 0.02%             | 2029-07-09      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Limited                           | Kilimanjaro II Re 2025-2 Class C-2                                   | CUSIP: 49407QAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    316000 | PA      | $324389.80    | 0.02%             | 2030-07-08      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| 216576368.SRDLC                                     | 216576368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5638 | PA      | $5398.53      | 0.00%             | 2029-05-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 218946762.SRDLC                                     | 218946762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13029 | PA      | $12656.63     | 0.00%             | 2027-08-14      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215753200.SRDLC                                     | 215753200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8762 | PA      | $8342.07      | 0.00%             | 2028-04-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 218157462.SRDLC                                     | 218157462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9700 | PA      | $9318.16      | 0.00%             | 2029-07-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| FW5009498.SRDUP                                     | FW5009498.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1424 | PA      | $1362.28      | 0.00%             | 2030-02-07      | Fixed         | 19.28%                | Yes           |                  3 | On Loan: No      |
| FW5187709.SRDUP                                     | FW5187709.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2837.05      | 0.00%             | 2028-04-07      | Fixed         | 18.82%                | Yes           |                  3 | On Loan: No      |
| 211500343.SRDLC                                     | 211500343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4953 | PA      | $4709.77      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211534714.SRDLC                                     | 211534714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2066 | PA      | $1786.97      | 0.00%             | 2029-03-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 219156243.SRDLC                                     | 219156243.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12338 | PA      | $11937.66     | 0.00%             | 2028-08-05      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 220066275.SRDLC                                     | 220066275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5804 | PA      | $5651.85      | 0.00%             | 2027-09-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219026308.SRDLC                                     | 219026308.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4877 | PA      | $4693.25      | 0.00%             | 2029-08-13      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219167691.SRDLC                                     | 219167691.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4602 | PA      | $4438.33      | 0.00%             | 2028-08-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211025387.SRDLC                                     | 211025387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4798 | PA      | $4187.54      | 0.00%             | 2028-02-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211030084.SRDLC                                     | 211030084.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1755 | PA      | $1723.50      | 0.00%             | 2026-09-23      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 212104255.SRDLC                                     | 212104255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11672 | PA      | $11068.58     | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212372136.SRDLC                                     | 212372136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10030 | PA      | $9515.78      | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211605590.SRDLC                                     | 211605590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4470 | PA      | $4218.65      | 0.00%             | 2027-10-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211680129.SRDLC                                     | 211680129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14697 | PA      | $14473.76     | 0.00%             | 2028-11-05      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 219993407.SRDLC                                     | 219993407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6414 | PA      | $6194.17      | 0.00%             | 2030-09-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 220060797.SRDLC                                     | 220060797.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8685 | PA      | $8475.48      | 0.00%             | 2027-09-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 9346014.SRDSQ                                       | 9346014.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2022 | PA      | $1873.92      | 0.00%             | 2027-01-16      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 9378105.SRDSQ                                       | 9378105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10774 | PA      | $9209.91      | 0.00%             | 2027-01-24      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 219053567.SRDLC                                     | 219053567.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14356 | PA      | $13917.37     | 0.00%             | 2028-08-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 219081678.SRDLC                                     | 219081678.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15172 | PA      | $14615.31     | 0.00%             | 2030-08-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3913360.SRDUP                                     | FW3913360.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1450 | PA      | $545.60       | 0.00%             | 2026-08-04      | Fixed         | 18.96%                | Yes           |                  3 | On Loan: No      |
| FW4008543.SRDUP                                     | FW4008543.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5523 | PA      | $3079.21      | 0.00%             | 2029-03-06      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| 219096204.SRDLC                                     | 219096204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1401 | PA      | $1357.17      | 0.00%             | 2027-08-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219148864.SRDLC                                     | 219148864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9772 | PA      | $9414.70      | 0.00%             | 2029-08-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219109620.SRDLC                                     | 219109620.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24735 | PA      | $23698.08     | 0.00%             | 2031-08-15      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| 220016996.SRDLC                                     | 220016996.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4886 | PA      | $4764.12      | 0.00%             | 2028-09-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLN/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $739286.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1845                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-2400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207754058.SRDLC                                     | 207754058.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       967 | PA      | $965.51       | 0.00%             | 2026-04-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210760894.SRDLC                                     | 210760894.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10994 | PA      | $1152.15      | 0.00%             | 2027-10-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 9749962.SRDSQ                                       | 9749962.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       759 | PA      | $678.13       | 0.00%             | 2027-03-02      | Fixed         | 5.51%                 | Yes           |                  3 | On Loan: No      |
| 9753963.SRDSQ                                       | 9753963.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2727 | PA      | $2583.06      | 0.00%             | 2027-03-03      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 212373222.SRDLC                                     | 212373222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5001 | PA      | $4743.29      | 0.00%             | 2029-11-18      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 213665420.SRDLC                                     | 213665420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16480 | PA      | $15717.58     | 0.00%             | 2030-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211699716.SRDLC                                     | 211699716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8324 | PA      | $8184.67      | 0.00%             | 2027-10-21      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212095046.SRDLC                                     | 212095046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2527 | PA      | $2421.96      | 0.00%             | 2028-11-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| L3292188.SRDUP                                      | L3292188.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       738 | PA      | $746.68       | 0.00%             | 2027-07-19      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3320189.SRDUP                                      | L3320189.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       812 | PA      | $816.29       | 0.00%             | 2027-08-01      | Fixed         | 23.86%                | Yes           |                  3 | On Loan: No      |
| 206589724.SRDLC                                     | 206589724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5475 | PA      | $5415.48      | 0.00%             | 2027-02-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206730152.SRDLC                                     | 206730152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1781 | PA      | $1424.91      | 0.00%             | 2026-04-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219848878.SRDLC                                     | 219848878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       969 | PA      | $941.04       | 0.00%             | 2027-09-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219983857.SRDLC                                     | 219983857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6813 | PA      | $6606.56      | 0.00%             | 2029-09-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215405112.SRDLC                                     | 215405112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       880 | PA      | $824.69       | 0.00%             | 2028-04-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215621317.SRDLC                                     | 215621317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7947 | PA      | $7536.04      | 0.00%             | 2030-04-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211715137.SRDLC                                     | 211715137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5231 | PA      | $5143.81      | 0.00%             | 2027-10-23      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211741577.SRDLC                                     | 211741577.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22834 | PA      | $21294.97     | 0.00%             | 2029-10-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2024-1 Class AA                                           | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1648000 | PA      | $1709223.20   | 0.09%             | 2027-07-08      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class AAA                                          | CUSIP: 36779CAM8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    888000 | PA      | $900565.20    | 0.05%             | 2028-07-07      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| 220389600.SRDLC                                     | 220389600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5879 | PA      | $5734.07      | 0.00%             | 2028-09-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 7576739.SRDSQ                                       | 7576739.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     58454 | PA      | $35694.11     | 0.00%             | 2025-09-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 9773807.SRDSQ                                       | 9773807.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2817 | PA      | $2647.95      | 0.00%             | 2027-03-08      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| CBM3908661.SRDUP                                    | CBM3908661.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3692 | PA      | $1134.89      | 0.00%             | 2028-08-02      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| L3320380.SRDUP                                      | L3320380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8983 | PA      | $8977.33      | 0.00%             | 2027-08-01      | Fixed         | 16.07%                | Yes           |                  3 | On Loan: No      |
| L3324226.SRDUP                                      | L3324226.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       549 | PA      | $552.12       | 0.00%             | 2027-08-03      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| 210934519.SRDLC                                     | 210934519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16677 | PA      | $8894.69      | 0.00%             | 2029-10-09      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211240181.SRDLC                                     | 211240181.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       500 | PA      | $492.08       | 0.00%             | 2026-10-07      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215670875.SRDLC                                     | 215670875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1487.42      | 0.00%             | 2028-04-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 216146970.SRDLC                                     | 216146970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4189 | PA      | $3999.91      | 0.00%             | 2028-04-29      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| FW4008804.SRDUP                                     | FW4008804.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $991.43       | 0.00%             | 2028-10-06      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW4012120.SRDUP                                     | FW4012120.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1123 | PA      | $1137.06      | 0.00%             | 2029-03-10      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1850                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -58 | NC      | $-13340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1860                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-4200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 218869541.SRDLC                                     | 218869541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14544 | PA      | $13980.58     | 0.00%             | 2029-08-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219067752.SRDLC                                     | 219067752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9732 | PA      | $9371.95      | 0.00%             | 2030-08-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219098034.SRDLC                                     | 219098034.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9608 | PA      | $9216.15      | 0.00%             | 2028-08-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219159285.SRDLC                                     | 219159285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4816 | PA      | $4666.45      | 0.00%             | 2028-08-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212722882.SRDLC                                     | 212722882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20871 | PA      | $20333.74     | 0.00%             | 2029-12-02      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 213653532.SRDLC                                     | 213653532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       816 | PA      | $764.09       | 0.00%             | 2028-01-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class C                                      | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4309200.00   | 0.22%             | 2027-05-13      | Floating      | 16.63%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class A                                      | CUSIP: 30014LAT1<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   5334000 | PA      | $5631103.80   | 0.29%             | 2028-05-19      | Floating      | 12.55%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-1 Class A                                        | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    415000 | PA      | $431019.00    | 0.02%             | 2027-04-07      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-1 Class B                                        | CUSIP: 80001QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    518000 | PA      | $537787.60    | 0.03%             | 2027-04-07      | Floating      | 19.70%                | Yes           |                  2 | On Loan: No      |
| 214187491.SRDLC                                     | 214187491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1767 | PA      | $1757.17      | 0.00%             | 2027-02-18      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 214304440.SRDLC                                     | 214304440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5168 | PA      | $5107.98      | 0.00%             | 2028-02-19      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| 8200390.SRDSQ                                       | 8200390.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2283 | PA      | $2175.17      | 0.00%             | 2026-03-19      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8342960.SRDSQ                                       | 8342960.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       687 | PA      | $678.28       | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM3913152.SRDUP                                    | CBM3913152.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3157 | PA      | $3196.30      | 0.00%             | 2028-08-04      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| CBM3913451.SRDUP                                    | CBM3913451.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15895 | PA      | $15944.20     | 0.00%             | 2028-08-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Kizuna Re III Pte. Ltd.                             | Kizuna Re III 2024-1 Class A                                         | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |    403000 | PA      | $409669.65    | 0.02%             | 2029-04-09      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                      | Lendingpoint 2022-C Asset Securitization Trust                       | CUSIP: 525919AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $829940.61    | 0.04%             | 2030-02-15      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| L3335309.SRDUP                                      | L3335309.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       492 | PA      | $498.58       | 0.00%             | 2027-08-05      | Fixed         | 21.34%                | Yes           |                  3 | On Loan: No      |
| L3337038.SRDUP                                      | L3337038.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       666 | PA      | $666.20       | 0.00%             | 2027-08-08      | Fixed         | 13.11%                | Yes           |                  3 | On Loan: No      |
| 219071520.SRDLC                                     | 219071520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7687 | PA      | $7471.71      | 0.00%             | 2028-08-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219084783.SRDLC                                     | 219084783.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1916 | PA      | $1846.65      | 0.00%             | 2028-08-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215008702.SRDLC                                     | 215008702.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3763 | PA      | $3645.93      | 0.00%             | 2027-03-28      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215012017.SRDLC                                     | 215012017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10321 | PA      | $9915.56      | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8372482.SRDSQ                                       | 8372482.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       692 | PA      | $160.12       | 0.00%             | 2026-05-12      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8396072.SRDSQ                                       | 8396072.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       436 | PA      | $432.33       | 0.00%             | 2026-05-19      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM3914140.SRDUP                                    | CBM3914140.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2316 | PA      | $2312.19      | 0.00%             | 2026-08-04      | Fixed         | 20.37%                | Yes           |                  3 | On Loan: No      |
| CBM4008130.SRDUP                                    | CBM4008130.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7904 | PA      | $7866.94      | 0.00%             | 2029-03-06      | Fixed         | 27.12%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1865                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-1025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1875                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-7980.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3340846.SRDUP                                      | L3340846.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6810 | PA      | $6820.94      | 0.00%             | 2027-08-09      | Fixed         | 14.80%                | Yes           |                  3 | On Loan: No      |
| L3344380.SRDUP                                      | L3344380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8227 | PA      | $8242.06      | 0.00%             | 2027-08-10      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| 219095081.SRDLC                                     | 219095081.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4859 | PA      | $4685.41      | 0.00%             | 2028-08-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219175387.SRDLC                                     | 219175387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2723 | PA      | $2647.05      | 0.00%             | 2027-08-25      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P13 | CUSIP: 52610UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218765 | PA      | $3919073.26   | 0.20%             | 2040-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P8  | CUSIP: 52611B107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166600 | PA      | $5254125.47   | 0.27%             | 2040-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 206734020.SRDLC                                     | 206734020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8157 | PA      | $7952.19      | 0.00%             | 2029-02-15      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206799568.SRDLC                                     | 206799568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5350 | PA      | $5169.51      | 0.00%             | 2027-02-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211254411.SRDLC                                     | 211254411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15299 | PA      | $14389.18     | 0.00%             | 2029-10-01      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211322999.SRDLC                                     | 211322999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7435 | PA      | $6990.57      | 0.00%             | 2027-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213662442.SRDLC                                     | 213662442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3551 | PA      | $3375.94      | 0.00%             | 2028-01-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213711251.SRDLC                                     | 213711251.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16176 | PA      | $15323.10     | 0.00%             | 2028-01-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM5008121.SRDUP                                    | CBM5008121.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6561 | PA      | $6103.12      | 0.00%             | 2030-02-07      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| CBM5181360.SRDUP                                    | CBM5181360.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1171 | PA      | $228.16       | 0.00%             | 2030-04-04      | Fixed         | 27.85%                | Yes           |                  3 | On Loan: No      |
| 214004509.SRDLC                                     | 214004509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6181 | PA      | $6078.23      | 0.00%             | 2028-01-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214071173.SRDLC                                     | 214071173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4132 | PA      | $3938.05      | 0.00%             | 2028-01-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215105035.SRDLC                                     | 215105035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18328 | PA      | $17662.68     | 0.00%             | 2030-03-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 215690065.SRDLC                                     | 215690065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1590 | PA      | $1537.43      | 0.00%             | 2027-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214089573.SRDLC                                     | 214089573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       784 | PA      | $746.85       | 0.00%             | 2028-01-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214160953.SRDLC                                     | 214160953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33673 | PA      | $33072.72     | 0.00%             | 2029-02-06      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 8592658.SRDSQ                                       | 8592658.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       625 | PA      | $606.49       | 0.00%             | 2026-07-06      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8787155.SRDSQ                                       | 8787155.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2952 | PA      | $2726.20      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211121307.SRDLC                                     | 211121307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11972 | PA      | $2058.48      | 0.00%             | 2027-09-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211137813.SRDLC                                     | 211137813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6762 | PA      | $6426.23      | 0.00%             | 2027-09-15      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 215023503.SRDLC                                     | 215023503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9937 | PA      | $9495.20      | 0.00%             | 2029-03-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 215096966.SRDLC                                     | 215096966.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11215 | PA      | $10950.40     | 0.00%             | 2028-03-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| L3391489.SRDUP                                      | L3391489.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3537 | PA      | $3558.66      | 0.00%             | 2027-09-01      | Fixed         | 23.36%                | Yes           |                  3 | On Loan: No      |
| L3540501.SRDUP                                      | L3540501.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9597 | PA      | $9587.82      | 0.00%             | 2027-11-01      | Fixed         | 17.42%                | Yes           |                  3 | On Loan: No      |
| DRB4996939.SRDUP                                    | DRB4996939.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9350 | PA      | $2498.24      | 0.00%             | 2030-02-03      | Fixed         | 21.19%                | Yes           |                  3 | On Loan: No      |
| DRB5004072.SRDUP                                    | DRB5004072.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2506 | PA      | $2335.55      | 0.00%             | 2030-02-05      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| 8195780.SRDSQ                                       | 8195780.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       373 | PA      | $123.74       | 0.00%             | 2026-03-18      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8375337.SRDSQ                                       | 8375337.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29609 | PA      | $2321.36      | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 207183671.SRDLC                                     | 207183671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5916 | PA      | $620.05       | 0.00%             | 2029-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207185311.SRDLC                                     | 207185311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3292 | PA      | $3242.61      | 0.00%             | 2027-03-12      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 8798280.SRDSQ                                       | 8798280.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       236 | PA      | $226.89       | 0.00%             | 2026-09-04      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8816040.SRDSQ                                       | 8816040.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1321 | PA      | $1232.64      | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| FW5008321.SRDUP                                     | FW5008321.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5466 | PA      | $5296.37      | 0.00%             | 2030-02-07      | Fixed         | 15.64%                | Yes           |                  3 | On Loan: No      |
| FW5008644.SRDUP                                     | FW5008644.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14996 | PA      | $14263.81     | 0.00%             | 2030-02-07      | Fixed         | 22.13%                | Yes           |                  3 | On Loan: No      |
| 207724482.SRDLC                                     | 207724482.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2812 | PA      | $2783.52      | 0.00%             | 2026-04-16      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207886285.SRDLC                                     | 207886285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3707 | PA      | $3557.86      | 0.00%             | 2027-04-30      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 214298273.SRDLC                                     | 214298273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5821 | PA      | $5520.40      | 0.00%             | 2028-02-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214475552.SRDLC                                     | 214475552.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12460 | PA      | $12270.15     | 0.00%             | 2029-02-19      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 219979173.SRDLC                                     | 219979173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24790 | PA      | $24031.39     | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219985742.SRDLC                                     | 219985742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5930 | PA      | $5739.17      | 0.00%             | 2029-09-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3910266.SRDUP                                      | L3910266.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31364 | PA      | $31472.77     | 0.00%             | 2028-08-02      | Fixed         | 13.67%                | Yes           |                  3 | On Loan: No      |
| L3955838.SRDUP                                      | L3955838.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23797 | PA      | $6601.74      | 0.00%             | 2028-09-05      | Fixed         | 17.72%                | Yes           |                  3 | On Loan: No      |
| DRB5009782.SRDUP                                    | DRB5009782.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3142 | PA      | $2924.85      | 0.00%             | 2030-02-07      | Fixed         | 25.69%                | Yes           |                  3 | On Loan: No      |
| DRB5176827.SRDUP                                    | DRB5176827.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       828 | PA      | $791.68       | 0.00%             | 2030-04-03      | Fixed         | 26.86%                | Yes           |                  3 | On Loan: No      |
| 218035840.SRDLC                                     | 218035840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14524 | PA      | $13933.00     | 0.00%             | 2029-07-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 219103155.SRDLC                                     | 219103155.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3737 | PA      | $3638.92      | 0.00%             | 2027-08-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219658416.SRDLC                                     | 219658416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24827 | PA      | $24012.89     | 0.00%             | 2030-09-17      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219955913.SRDLC                                     | 219955913.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16670 | PA      | $16137.27     | 0.00%             | 2028-09-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207891634.SRDLC                                     | 207891634.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18261 | PA      | $16948.91     | 0.00%             | 2030-01-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 210646883.SRDLC                                     | 210646883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9109 | PA      | $8688.89      | 0.00%             | 2028-09-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219987878.SRDLC                                     | 219987878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4884 | PA      | $4763.92      | 0.00%             | 2028-09-16      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 219990611.SRDLC                                     | 219990611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7197 | PA      | $7007.36      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L3960552.SRDUP                                      | L3960552.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6981 | PA      | $7015.01      | 0.00%             | 2028-09-20      | Fixed         | 20.34%                | Yes           |                  3 | On Loan: No      |
| L4008385.SRDUP                                      | L4008385.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3497 | PA      | $3482.78      | 0.00%             | 2028-10-06      | Fixed         | 14.87%                | Yes           |                  3 | On Loan: No      |
| DRB5186077.SRDUP                                    | DRB5186077.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17486 | PA      | $16730.46     | 0.00%             | 2028-04-07      | Fixed         | 22.05%                | Yes           |                  3 | On Loan: No      |
| DRB5380048.SRDUP                                    | DRB5380048.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5336 | PA      | $5058.39      | 0.00%             | 2028-05-22      | Fixed         | 30.54%                | Yes           |                  3 | On Loan: No      |
| 214355038.SRDLC                                     | 214355038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12358 | PA      | $11718.65     | 0.00%             | 2028-02-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214360653.SRDLC                                     | 214360653.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7086 | PA      | $6899.01      | 0.00%             | 2027-02-13      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 219540611.SRDLC                                     | 219540611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12914 | PA      | $12552.60     | 0.00%             | 2031-09-16      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| Nakama Re Ltd.                                      | Nakama Re 2023-1 Class 2                                             | CUSIP: 62983QAP8<br>LEI: 2549003ZFVVVVKMRJ633 | Long             | DBT              | CORP              | BM        |    667000 | PA      | $695014.00    | 0.04%             | 2028-05-09      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust 2025-P9         | CUSIP: 52611E105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202500 | PA      | $5108908.83   | 0.26%             | 2040-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P10 | CUSIP: 52611FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132800 | PA      | $2732947.67   | 0.14%             | 2040-09-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 7680211.SRDSQ                                       | 7680211.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       186 | PA      | $72.24        | 0.00%             | 2025-10-10      | Fixed         | 5.45%                 | Yes           |                  3 | On Loan: No      |
| 8173998.SRDSQ                                       | 8173998.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1762 | PA      | $473.63       | 0.00%             | 2026-03-11      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| FW5180751.SRDUP                                     | FW5180751.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14960 | PA      | $14230.87     | 0.00%             | 2030-04-04      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| FW5384024.SRDUP                                     | FW5384024.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4064 | PA      | $368.77       | 0.00%             | 2030-05-23      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| 214886338.SRDLC                                     | 214886338.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1036.79      | 0.00%             | 2028-06-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 215263140.SRDLC                                     | 215263140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2222 | PA      | $2121.17      | 0.00%             | 2029-04-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L4009943.SRDUP                                      | L4009943.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16512 | PA      | $16575.15     | 0.00%             | 2028-10-15      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| L4011423.SRDUP                                      | L4011423.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9355 | PA      | $9380.75      | 0.00%             | 2028-10-10      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| DRB5381077.SRDUP                                    | DRB5381077.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2303 | PA      | $2181.24      | 0.00%             | 2030-05-22      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| DRB5382413.SRDUP                                    | DRB5382413.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23237 | PA      | $4587.60      | 0.00%             | 2030-05-22      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| 220047936.SRDLC                                     | 220047936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9719 | PA      | $9365.06      | 0.00%             | 2028-09-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 220064770.SRDLC                                     | 220064770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7817 | PA      | $7624.51      | 0.00%             | 2028-09-16      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212073519.SRDLC                                     | 212073519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15933 | PA      | $15004.20     | 0.00%             | 2029-11-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212223334.SRDLC                                     | 212223334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19672 | PA      | $19235.97     | 0.00%             | 2030-11-12      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 1                                        | CUSIP: 62984JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4855000 | PA      | $4855728.25   | 0.25%             | 2026-10-13      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 2                                        | CUSIP: 62984JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2013000 | PA      | $2023870.20   | 0.10%             | 2026-10-13      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| L4996550.SRDUP                                      | L4996550.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3320 | PA      | $3114.03      | 0.00%             | 2030-02-04      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L4998181.SRDUP                                      | L4998181.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4110 | PA      | $3905.05      | 0.00%             | 2030-02-04      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| DRB5385000.SRDUP                                    | DRB5385000.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3633 | PA      | $3454.11      | 0.00%             | 2030-05-23      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| DRB5385155.SRDUP                                    | DRB5385155.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       930 | PA      | $925.99       | 0.00%             | 2030-05-23      | Fixed         | 32.05%                | Yes           |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P12 | CUSIP: 52611KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182700 | PA      | $3276281.26   | 0.17%             | 2040-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P15 | CUSIP: 52611LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341653 | PA      | $6222747.54   | 0.32%             | 2040-12-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 7518060.SRDSQ                                       | 7518060.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10077 | PA      | $790.04       | 0.00%             | 2025-08-21      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 7636855.SRDSQ                                       | 7636855.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       658 | PA      | $51.56        | 0.00%             | 2025-09-28      | Fixed         | 4.76%                 | Yes           |                  3 | On Loan: No      |
| DRB5385802.SRDUP                                    | DRB5385802.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2152.65      | 0.00%             | 2030-05-23      | Fixed         | 31.33%                | Yes           |                  3 | On Loan: No      |
| DRB5581272.SRDUP                                    | DRB5581272.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1930 | PA      | $1848.48      | 0.00%             | 2030-07-01      | Fixed         | 30.64%                | Yes           |                  3 | On Loan: No      |
| 219967297.SRDLC                                     | 219967297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14827 | PA      | $14349.18     | 0.00%             | 2029-09-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 219981959.SRDLC                                     | 219981959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9797 | PA      | $9597.48      | 0.00%             | 2028-09-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8216854.SRDSQ                                       | 8216854.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4509 | PA      | $1512.26      | 0.00%             | 2026-03-25      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8340131.SRDSQ                                       | 8340131.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1639 | PA      | $1386.34      | 0.00%             | 2026-04-30      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| Nakama Re Ltd.                                      | Nakama Re 2025-1 Class 1                                             | CUSIP: 62984JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    582000 | PA      | $587441.70    | 0.03%             | 2030-04-23      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2023-1 Class A                                       | CUSIP: 63901CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2252000 | PA      | $2339490.20   | 0.12%             | 2026-12-07      | Floating      | 13.80%                | Yes           |                  2 | On Loan: No      |
| L5003993.SRDUP                                      | L5003993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10278 | PA      | $2029.78      | 0.00%             | 2030-02-05      | Fixed         | 23.01%                | Yes           |                  3 | On Loan: No      |
| L5009807.SRDUP                                      | L5009807.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4319 | PA      | $376.66       | 0.00%             | 2030-02-07      | Fixed         | 21.02%                | Yes           |                  3 | On Loan: No      |
| Lightning Re Ltd.                                   | Lightning Re 2023-1 Class A                                          | CUSIP: 532242AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9452000 | PA      | $9726580.60   | 0.50%             | 2026-03-31      | Floating      | 14.88%                | Yes           |                  2 | On Loan: No      |
| Liongate Re DAC                                     | Liongate Re DAC                                                      | CUSIP: 53625HAA4<br>LEI: 635400XWDC4YQUGGO620 | Long             | DBT              | CORP              | IE        |    468000 | PA      | $469427.40    | 0.02%             | 2028-04-25      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| 211266825.SRDLC                                     | 211266825.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4399 | PA      | $4142.33      | 0.00%             | 2027-10-03      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211414070.SRDLC                                     | 211414070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13567 | PA      | $12864.31     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211462436.SRDLC                                     | 211462436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1640 | PA      | $1439.84      | 0.00%             | 2027-01-13      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211507102.SRDLC                                     | 211507102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2773 | PA      | $2713.95      | 0.00%             | 2026-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8391677.SRDSQ                                       | 8391677.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16396 | PA      | $1285.46      | 0.00%             | 2026-05-18      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8648028.SRDSQ                                       | 8648028.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1962 | PA      | $1861.01      | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 214690170.SRDLC                                     | 214690170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2564 | PA      | $404.24       | 0.00%             | 2027-03-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214818924.SRDLC                                     | 214818924.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20972 | PA      | $20017.41     | 0.00%             | 2028-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215734274.SRDLC                                     | 215734274.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4921 | PA      | $4713.55      | 0.00%             | 2028-04-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 216037590.SRDLC                                     | 216037590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17255 | PA      | $16530.34     | 0.00%             | 2028-04-24      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2023-1 Class B                                       | CUSIP: 63901CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    624000 | PA      | $656354.40    | 0.03%             | 2026-12-07      | Floating      | 17.30%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2024-1 Class A                                       | CUSIP: 63901CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    686000 | PA      | $779433.20    | 0.04%             | 2028-06-07      | Floating      | 19.09%                | Yes           |                  2 | On Loan: No      |
| DRB5581289.SRDUP                                    | DRB5581289.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1267 | PA      | $1224.85      | 0.00%             | 2030-07-01      | Fixed         | 25.64%                | Yes           |                  3 | On Loan: No      |
| DRB5587170.SRDUP                                    | DRB5587170.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8323 | PA      | $7979.37      | 0.00%             | 2030-07-02      | Fixed         | 30.80%                | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class B                                      | CUSIP: 30014LAU8<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   4890000 | PA      | $5157483.00   | 0.27%             | 2028-05-19      | Floating      | 13.55%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class C                                      | CUSIP: 30014LAV6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   5927000 | PA      | $6274618.55   | 0.32%             | 2028-05-19      | Floating      | 15.05%                | Yes           |                  2 | On Loan: No      |
| 8380856.SRDSQ                                       | 8380856.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9005 | PA      | $6360.27      | 0.00%             | 2026-05-14      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8604203.SRDSQ                                       | 8604203.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5105 | PA      | $4816.05      | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212485749.SRDLC                                     | 212485749.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1621.63      | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212486970.SRDLC                                     | 212486970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4238 | PA      | $4016.39      | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Locke Tavern Re Ltd.                                | Locke Tavern Re 2023-1 Class A                                       | CUSIP: 539694AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1705000 | PA      | $1724351.75   | 0.09%             | 2026-04-09      | Floating      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| Long Point Re IV Ltd                                | Long Point Re IV 2022-1 Class A                                      | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6929000 | PA      | $7036053.05   | 0.36%             | 2026-06-01      | Floating      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| L5010156.SRDUP                                      | L5010156.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3113 | PA      | $2923.91      | 0.00%             | 2030-02-07      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| L5010221.SRDUP                                      | L5010221.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3142 | PA      | $2924.91      | 0.00%             | 2030-02-07      | Fixed         | 23.03%                | Yes           |                  3 | On Loan: No      |
| 8658833.SRDSQ                                       | 8658833.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5054 | PA      | $2487.84      | 0.00%             | 2026-07-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8822076.SRDSQ                                       | 8822076.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2370 | PA      | $2260.31      | 0.00%             | 2026-09-11      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2025-1 Class A                                       | CUSIP: 63901CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3047000 | PA      | $3229820.00   | 0.17%             | 2029-01-16      | Floating      | 15.35%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2025-2 Class A                                       | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    845000 | PA      | $889320.25    | 0.05%             | 2029-04-10      | Floating      | 13.55%                | Yes           |                  2 | On Loan: No      |
| 218822427.SRDLC                                     | 218822427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24628 | PA      | $23569.06     | 0.00%             | 2030-08-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 219858483.SRDLC                                     | 219858483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4613 | PA      | $4518.75      | 0.00%             | 2027-09-16      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class D                                      | CUSIP: 30014LAW4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   3556000 | PA      | $3785717.60   | 0.20%             | 2028-05-19      | Floating      | 16.80%                | Yes           |                  2 | On Loan: No      |
| Finca Re Ltd                                        | Finca Re 2025-1 Class A                                              | CUSIP: 31771QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    582000 | PA      | $602748.30    | 0.03%             | 2028-06-07      | Floating      | 9.05%                 | Yes           |                  2 | On Loan: No      |
| FW3298166.SRDUP                                     | FW3298166.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       574 | PA      | $83.48        | 0.00%             | 2027-07-21      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW3305175.SRDUP                                     | FW3305175.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1518 | PA      | $1556.62      | 0.00%             | 2027-07-25      | Fixed         | 29.64%                | Yes           |                  3 | On Loan: No      |
| L5010735.SRDUP                                      | L5010735.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38017 | PA      | $36800.74     | 0.00%             | 2030-02-07      | Fixed         | 15.07%                | Yes           |                  3 | On Loan: No      |
| L5177389.SRDUP                                      | L5177389.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11388 | PA      | $10889.19     | 0.00%             | 2028-04-03      | Fixed         | 19.78%                | Yes           |                  3 | On Loan: No      |
| 8838649.SRDSQ                                       | 8838649.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       225 | PA      | $219.74       | 0.00%             | 2026-09-13      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8840601.SRDSQ                                       | 8840601.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3065 | PA      | $2981.11      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| Long Walk Reinsurance Ltd.                          | Long Walk Re 2024-1 Class A                                          | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    482000 | PA      | $486603.10    | 0.03%             | 2026-01-30      | Floating      | 14.10%                | Yes           |                  2 | On Loan: No      |
| Longleaf Pine Re Ltd.                               | Longleaf Pine Re 2024-1 Class A                                      | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2307000 | PA      | $2575419.45   | 0.13%             | 2027-05-25      | Floating      | 21.81%                | Yes           |                  2 | On Loan: No      |
| L5179039.SRDUP                                      | L5179039.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35637 | PA      | $33891.82     | 0.00%             | 2030-04-03      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| L5181286.SRDUP                                      | L5181286.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3206 | PA      | $3036.36      | 0.00%             | 2030-04-04      | Fixed         | 22.62%                | Yes           |                  3 | On Loan: No      |
| First American Government Obli                      | First American Government Obligations Fund                           | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  48799509 | NS      | $48799508.61  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Coast Re IV Ltd.                              | First Coast Re IV 2025-1 Class B                                     | CUSIP: 31969UAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    335000 | PA      | $349237.50    | 0.02%             | 2028-03-10      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| 8632295.SRDSQ                                       | 8632295.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6046 | PA      | $4632.30      | 0.00%             | 2026-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8633485.SRDSQ                                       | 8633485.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       883 | PA      | $861.07       | 0.00%             | 2026-07-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211249264.SRDLC                                     | 211249264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1713 | PA      | $1693.66      | 0.00%             | 2026-10-01      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211339278.SRDLC                                     | 211339278.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1524 | PA      | $1442.17      | 0.00%             | 2027-10-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class C2                                           | CUSIP: 36779CAN6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   3235000 | PA      | $3393353.25   | 0.18%             | 2027-07-07      | Floating      | 13.30%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class AA                                           | CUSIP: 36779CAP1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1459000 | PA      | $1443461.65   | 0.07%             | 2025-12-22      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| FW3336986.SRDUP                                     | FW3336986.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       700 | PA      | $714.25       | 0.00%             | 2027-08-08      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| FW3391954.SRDUP                                     | FW3391954.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       407 | PA      | $59.19        | 0.00%             | 2027-09-01      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| 211438328.SRDLC                                     | 211438328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12452 | PA      | $11840.58     | 0.00%             | 2028-10-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211489937.SRDLC                                     | 211489937.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11325 | PA      | $10775.03     | 0.00%             | 2027-10-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8867697.SRDSQ                                       | 8867697.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       341 | PA      | $330.13       | 0.00%             | 2026-09-20      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8869499.SRDSQ                                       | 8869499.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10322 | PA      | $9983.08      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211346931.SRDLC                                     | 211346931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8381 | PA      | $8239.21      | 0.00%             | 2027-10-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211373193.SRDLC                                     | 211373193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21451 | PA      | $20416.42     | 0.00%             | 2029-10-04      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class C1                                           | CUSIP: 36779CAR7<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1014000 | PA      | $1001274.30   | 0.05%             | 2025-12-22      | Floating      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-2 Class A                                            | CUSIP: 36779CAS5<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1299000 | PA      | $1349271.30   | 0.07%             | 2028-07-07      | Floating      | 10.86%                | Yes           |                  2 | On Loan: No      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class A                                        | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    586000 | PA      | $599741.70    | 0.03%             | 2026-07-08      | Floating      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class B                                        | CUSIP: 547915AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2392000 | PA      | $2462205.20   | 0.13%             | 2026-07-08      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| FW3499709.SRDUP                                     | FW3499709.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       908 | PA      | $923.20       | 0.00%             | 2028-03-13      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| FW3500211.SRDUP                                     | FW3500211.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4963 | PA      | $4969.22      | 0.00%             | 2027-10-13      | Fixed         | 12.15%                | Yes           |                  3 | On Loan: No      |
| 211854729.SRDLC                                     | 211854729.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7247 | PA      | $7160.96      | 0.00%             | 2027-10-25      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 212291473.SRDLC                                     | 212291473.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17687 | PA      | $16705.24     | 0.00%             | 2029-11-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8878305.SRDSQ                                       | 8878305.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3150 | PA      | $402.35       | 0.00%             | 2026-09-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8890429.SRDSQ                                       | 8890429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4160 | PA      | $4031.13      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8392817.SRDSQ                                       | 8392817.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41787 | PA      | $3276.07      | 0.00%             | 2026-05-18      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8423837.SRDSQ                                       | 8423837.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       696 | PA      | $281.03       | 0.00%             | 2026-05-26      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| FW3913393.SRDUP                                     | FW3913393.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $926.12       | 0.00%             | 2026-08-04      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| FW4012710.SRDUP                                     | FW4012710.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12662 | PA      | $12635.31     | 0.00%             | 2028-10-10      | Fixed         | 15.44%                | Yes           |                  3 | On Loan: No      |
| L5188144.SRDUP                                      | L5188144.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2732 | PA      | $2639.47      | 0.00%             | 2028-04-07      | Fixed         | 14.96%                | Yes           |                  3 | On Loan: No      |
| L5383869.SRDUP                                      | L5383869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5303 | PA      | $5086.03      | 0.00%             | 2030-05-23      | Fixed         | 18.05%                | Yes           |                  3 | On Loan: No      |
| 212525173.SRDLC                                     | 212525173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       929 | PA      | $872.59       | 0.00%             | 2027-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212553178.SRDLC                                     | 212553178.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $709.92       | 0.00%             | 2027-11-20      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| Luca Re Ltd.                                        | Luca Re 2025-1 Class A                                               | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |    431000 | PA      | $430396.60    | 0.02%             | 2028-07-22      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                              | Marlette Funding Trust 2022-2                                        | CUSIP: 57107LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861334 | PA      | $859555.05    | 0.04%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| 9042530.SRDSQ                                       | 9042530.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2079 | PA      | $1971.23      | 0.00%             | 2026-11-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9067877.SRDSQ                                       | 9067877.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1433 | PA      | $1208.99      | 0.00%             | 2026-11-09      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 219985068.SRDLC                                     | 219985068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4413 | PA      | $4270.20      | 0.00%             | 2028-09-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 220020040.SRDLC                                     | 220020040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12737 | PA      | $12321.87     | 0.00%             | 2028-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 7513046.SRDSQ                                       | 7513046.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9754 | PA      | $4544.65      | 0.00%             | 2025-08-20      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 7639816.SRDSQ                                       | 7639816.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7445 | PA      | $5017.06      | 0.00%             | 2025-09-29      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| Northshore Re II Limited                            | Northshore Re II 2025-1 Class A                                      | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1893000 | PA      | $1924613.10   | 0.10%             | 2028-04-07      | Floating      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class A                                             | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2977000 | PA      | $3021952.70   | 0.16%             | 2029-02-26      | Floating      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| 9102068.SRDSQ                                       | 9102068.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2193 | PA      | $2123.58      | 0.00%             | 2026-11-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9274372.SRDSQ                                       | 9274372.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3275 | PA      | $3066.79      | 0.00%             | 2026-12-29      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW4998246.SRDUP                                     | FW4998246.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19005 | PA      | $915.76       | 0.00%             | 2030-02-04      | Fixed         | 32.10%                | Yes           |                  3 | On Loan: No      |
| FW5181273.SRDUP                                     | FW5181273.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11080 | PA      | $10589.95     | 0.00%             | 2030-09-04      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| 213825221.SRDLC                                     | 213825221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18236 | PA      | $17930.83     | 0.00%             | 2029-01-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214078710.SRDLC                                     | 214078710.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9074 | PA      | $8689.47      | 0.00%             | 2029-02-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class B                                             | CUSIP: 675951AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    438000 | PA      | $456768.30    | 0.02%             | 2029-02-26      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2024-1 Class A                                               | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1828000 | PA      | $1949653.40   | 0.10%             | 2027-06-07      | Floating      | 13.50%                | Yes           |                  2 | On Loan: No      |
| 213504137.SRDLC                                     | 213504137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12059 | PA      | $11422.95     | 0.00%             | 2028-01-14      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 213886954.SRDLC                                     | 213886954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22968 | PA      | $21873.94     | 0.00%             | 2030-02-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8596599.SRDSQ                                       | 8596599.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4023 | PA      | $3839.66      | 0.00%             | 2026-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8637303.SRDSQ                                       | 8637303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2912 | PA      | $2809.86      | 0.00%             | 2026-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW5381867.SRDUP                                     | FW5381867.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4047 | PA      | $3662.15      | 0.00%             | 2030-05-22      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| FW5384680.SRDUP                                     | FW5384680.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16887 | PA      | $16158.10     | 0.00%             | 2030-05-23      | Fixed         | 23.24%                | Yes           |                  3 | On Loan: No      |
| L5385840.SRDUP                                      | L5385840.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10220 | PA      | $9773.65      | 0.00%             | 2030-05-23      | Fixed         | 19.51%                | Yes           |                  3 | On Loan: No      |
| L5580030.SRDUP                                      | L5580030.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3538 | PA      | $3493.71      | 0.00%             | 2028-07-01      | Fixed         | 13.97%                | Yes           |                  3 | On Loan: No      |
| 9295166.SRDSQ                                       | 9295166.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4837 | PA      | $4611.51      | 0.00%             | 2027-01-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9298994.SRDSQ                                       | 9298994.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8890 | PA      | $8600.97      | 0.00%             | 2027-01-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Marlette Funding Trust                              | Marlette Funding Trust 2023-3                                        | CUSIP: 57109R100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3840 | PA      | $487126.28    | 0.03%             | 2033-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Marlette Pass-Through Master T                      | Marlette Pass-Through Master Trust Series 2025-03A                   | CUSIP: 571146AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35325628 | PA      | $34801091.79  | 1.80%             | 2055-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 214086410.SRDLC                                     | 214086410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9901 | PA      | $9713.60      | 0.00%             | 2027-01-31      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214200280.SRDLC                                     | 214200280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25395 | PA      | $25042.43     | 0.00%             | 2028-02-07      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2025-1 Class A                                               | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1817000 | PA      | $1916844.15   | 0.10%             | 2028-06-07      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-II Class 5                                       | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3232000 | PA      | $3412507.20   | 0.18%             | 2027-12-06      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| FW5583634.SRDUP                                     | FW5583634.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3081 | PA      | $3018.06      | 0.00%             | 2028-07-02      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| L3292269.SRDUP                                      | L3292269.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3807 | PA      | $3870.92      | 0.00%             | 2027-07-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214886249.SRDLC                                     | 214886249.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33459 | PA      | $32826.35     | 0.00%             | 2029-03-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 215107730.SRDLC                                     | 215107730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9675 | PA      | $2364.51      | 0.00%             | 2029-04-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 9299692.SRDSQ                                       | 9299692.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1533 | PA      | $1437.51      | 0.00%             | 2027-01-03      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 9300663.SRDSQ                                       | 9300663.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3620 | PA      | $3389.05      | 0.00%             | 2027-01-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214266519.SRDLC                                     | 214266519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12116 | PA      | $11807.68     | 0.00%             | 2027-02-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214789264.SRDLC                                     | 214789264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4137 | PA      | $4063.73      | 0.00%             | 2028-03-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| L5581162.SRDUP                                      | L5581162.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46573 | PA      | $46116.66     | 0.00%             | 2028-07-01      | Fixed         | 13.50%                | Yes           |                  3 | On Loan: No      |
| 186208596.SRDLC                                     | 186208596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9337 | PA      | $9178.90      | 0.00%             | 2027-02-16      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-I Class 14                                       | CUSIP: 76091BAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    651000 | PA      | $652269.45    | 0.03%             | 2028-06-06      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-I Class 13                                       | CUSIP: 76091DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    669000 | PA      | $691980.15    | 0.04%             | 2029-06-06      | Floating      | 16.80%                | Yes           |                  2 | On Loan: No      |
| L3305259.SRDUP                                      | L3305259.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1430 | PA      | $1462.66      | 0.00%             | 2027-12-25      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| L3309888.SRDUP                                      | L3309888.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2477 | PA      | $2488.66      | 0.00%             | 2027-07-26      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 8336777.SRDSQ                                       | 8336777.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $911.61       | 0.00%             | 2026-04-30      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8350944.SRDSQ                                       | 8350944.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19165 | PA      | $11222.25     | 0.00%             | 2026-05-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| Maschpark Re Ltd.                                   | Maschpark Re 2024-1 Class A                                          | CUSIP: 574591AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    338000 | PA      | $347971.00    | 0.02%             | 2028-01-10      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re SR2020-2 Class A                                       | CUSIP: 577092AD1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    523037 | PA      | $418429.76    | 0.02%             | 2027-01-08      | Floating      | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 214958026.SRDLC                                     | 214958026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6636 | PA      | $6280.09      | 0.00%             | 2030-03-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215003562.SRDLC                                     | 215003562.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5965 | PA      | $5646.33      | 0.00%             | 2028-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211440483.SRDLC                                     | 211440483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5562 | PA      | $846.35       | 0.00%             | 2029-10-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211449835.SRDLC                                     | 211449835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12756 | PA      | $12101.11     | 0.00%             | 2027-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-I Class 14                                       | CUSIP: 76091DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1820000 | PA      | $1880424.00   | 0.10%             | 2029-06-06      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-I Class 15                                       | CUSIP: 76091DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2526000 | PA      | $2594580.90   | 0.13%             | 2029-06-06      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| 215414520.SRDLC                                     | 215414520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5433 | PA      | $5374.84      | 0.00%             | 2027-03-31      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 215497951.SRDLC                                     | 215497951.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9807 | PA      | $730.64       | 0.00%             | 2030-04-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3328315.SRDUP                                      | L3328315.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4485 | PA      | $4532.07      | 0.00%             | 2027-08-03      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| L3332372.SRDUP                                      | L3332372.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4333 | PA      | $4325.96      | 0.00%             | 2027-08-04      | Fixed         | 11.30%                | Yes           |                  3 | On Loan: No      |
| 215027030.SRDLC                                     | 215027030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12854 | PA      | $12056.99     | 0.00%             | 2028-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215522497.SRDLC                                     | 215522497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18491 | PA      | $17702.76     | 0.00%             | 2029-04-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-II Class 2                                       | CUSIP: 76091JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1038000 | PA      | $1038000.00   | 0.05%             | 2029-12-06      | Floating      | 14.05%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-II Class 5                                       | CUSIP: 76091JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1038000 | PA      | $1038000.00   | 0.05%             | 2029-12-06      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| PAR Issuer Trust                                    | PAR 2025-1 Issuer Trust                                              | CUSIP: 69888YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8395880 | PA      | $8330080.98   | 0.43%             | 2032-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Pelican IV Re Ltd.                                  | Pelican IV Re 2021-1 Class B                                         | CUSIP: 705809AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    315307 | PA      | $1592.30      | 0.00%             | 2027-05-07      | Floating      | 4.30%                 | Yes           |                  3 | On Loan: No      |
| 8776635.SRDSQ                                       | 8776635.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     68566 | PA      | $66390.52     | 0.00%             | 2026-08-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8790632.SRDSQ                                       | 8790632.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1268 | PA      | $1065.74      | 0.00%             | 2026-09-02      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| L3335328.SRDUP                                      | L3335328.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7468 | PA      | $7559.83      | 0.00%             | 2027-08-05      | Fixed         | 22.19%                | Yes           |                  3 | On Loan: No      |
| L3337218.SRDUP                                      | L3337218.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2879 | PA      | $2902.54      | 0.00%             | 2027-08-08      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| 215650477.SRDLC                                     | 215650477.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2761 | PA      | $2631.69      | 0.00%             | 2029-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 216024587.SRDLC                                     | 216024587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8889 | PA      | $8632.98      | 0.00%             | 2027-04-24      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215528873.SRDLC                                     | 215528873.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8795 | PA      | $8239.97      | 0.00%             | 2028-04-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215780420.SRDLC                                     | 215780420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9205 | PA      | $8814.20      | 0.00%             | 2029-04-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 220067539.SRDLC                                     | 220067539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9893 | PA      | $9706.99      | 0.00%             | 2030-09-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 8191427.SRDSQ                                       | 8191427.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1023 | PA      | $831.60       | 0.00%             | 2026-03-17      | Fixed         | 5.67%                 | Yes           |                  3 | On Loan: No      |
| 219987234.SRDLC                                     | 219987234.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6934 | PA      | $6744.14      | 0.00%             | 2030-09-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219987722.SRDLC                                     | 219987722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1179 | PA      | $1135.94      | 0.00%             | 2028-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8800855.SRDSQ                                       | 8800855.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1576 | PA      | $1545.11      | 0.00%             | 2026-09-05      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8815940.SRDSQ                                       | 8815940.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       826 | PA      | $780.27       | 0.00%             | 2026-09-09      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| L3342537.SRDUP                                      | L3342537.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1269 | PA      | $1278.97      | 0.00%             | 2027-08-09      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3391362.SRDUP                                      | L3391362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22694 | PA      | $22696.31     | 0.00%             | 2027-09-01      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| 216074413.SRDLC                                     | 216074413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3138 | PA      | $2987.99      | 0.00%             | 2028-04-28      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 216175719.SRDLC                                     | 216175719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10756 | PA      | $10288.66     | 0.00%             | 2028-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re SR2021-1 Class A                                       | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2219000 | PA      | $2222994.20   | 0.12%             | 2025-12-08      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re SR2023-1 Class CYB-A                                   | CUSIP: 577092AV1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2698000 | PA      | $2712839.00   | 0.14%             | 2026-01-08      | Floating      | 15.86%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 2                                       | CUSIP: 76112AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    706000 | PA      | $761244.50    | 0.04%             | 2028-12-06      | Floating      | 17.22%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 3                                       | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2361000 | PA      | $2454141.45   | 0.13%             | 2028-12-06      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| 211513375.SRDLC                                     | 211513375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3033 | PA      | $2897.24      | 0.00%             | 2028-10-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211641271.SRDLC                                     | 211641271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4654 | PA      | $4309.18      | 0.00%             | 2029-11-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3401351.SRDUP                                      | L3401351.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11395 | PA      | $11466.96     | 0.00%             | 2027-09-06      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| L3402602.SRDUP                                      | L3402602.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6851 | PA      | $6857.84      | 0.00%             | 2027-09-06      | Fixed         | 17.98%                | Yes           |                  3 | On Loan: No      |
| 219092190.SRDLC                                     | 219092190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3721 | PA      | $3617.25      | 0.00%             | 2027-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219139724.SRDLC                                     | 219139724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4371 | PA      | $4208.41      | 0.00%             | 2029-08-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class A                                         | CUSIP: 577092AW9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    592000 | PA      | $599104.00    | 0.03%             | 2028-02-04      | Floating      | 10.86%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class B                                         | CUSIP: 577092AX7<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    904000 | PA      | $933380.00    | 0.05%             | 2028-02-04      | Floating      | 16.11%                | Yes           |                  2 | On Loan: No      |
| 9326269.SRDSQ                                       | 9326269.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10808 | PA      | $9163.81      | 0.00%             | 2027-01-11      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9587038.SRDSQ                                       | 9587038.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6143 | PA      | $5221.37      | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219996400.SRDLC                                     | 219996400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2292 | PA      | $2221.99      | 0.00%             | 2029-09-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 220045573.SRDLC                                     | 220045573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9793 | PA      | $9481.30      | 0.00%             | 2029-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 4                                       | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1910000 | PA      | $1986304.50   | 0.10%             | 2028-12-06      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 11                                       | CUSIP: 76114NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1906000 | PA      | $95395.30     | 0.00%             | 2028-06-06      | Floating      | 3.90%                 | Yes           |                  3 | On Loan: No      |
| 211679180.SRDLC                                     | 211679180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4640 | PA      | $486.28       | 0.00%             | 2029-10-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211701112.SRDLC                                     | 211701112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18922 | PA      | $18678.48     | 0.00%             | 2028-10-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211482353.SRDLC                                     | 211482353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4665 | PA      | $4453.84      | 0.00%             | 2028-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211654305.SRDLC                                     | 211654305.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6013 | PA      | $5668.67      | 0.00%             | 2027-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3907695.SRDUP                                      | L3907695.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23544 | PA      | $23496.30     | 0.00%             | 2028-08-02      | Fixed         | 14.79%                | Yes           |                  3 | On Loan: No      |
| L4007525.SRDUP                                      | L4007525.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16814 | PA      | $16873.42     | 0.00%             | 2028-10-10      | Fixed         | 12.42%                | Yes           |                  3 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class A                                          | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1404000 | PA      | $1440293.40   | 0.07%             | 2026-07-08      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class B                                          | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4639000 | PA      | $4802292.80   | 0.25%             | 2026-07-08      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| 220057360.SRDLC                                     | 220057360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2369 | PA      | $2309.84      | 0.00%             | 2029-09-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 220071121.SRDLC                                     | 220071121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5415 | PA      | $5280.81      | 0.00%             | 2029-09-17      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 9642903.SRDSQ                                       | 9642903.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140524 | PA      | $132749.04    | 0.01%             | 2027-02-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9757629.SRDSQ                                       | 9757629.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1801 | PA      | $1468.70      | 0.00%             | 2027-03-04      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 214356553.SRDLC                                     | 214356553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1933 | PA      | $1753.24      | 0.00%             | 2027-06-13      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 214443804.SRDLC                                     | 214443804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9172 | PA      | $8661.18      | 0.00%             | 2028-02-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212528704.SRDLC                                     | 212528704.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5365 | PA      | $5091.32      | 0.00%             | 2029-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212536891.SRDLC                                     | 212536891.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17436 | PA      | $16661.78     | 0.00%             | 2028-11-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L4010303.SRDUP                                      | L4010303.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5054 | PA      | $5085.52      | 0.00%             | 2028-10-10      | Fixed         | 18.89%                | Yes           |                  3 | On Loan: No      |
| L5008595.SRDUP                                      | L5008595.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4642 | PA      | $4496.28      | 0.00%             | 2030-02-07      | Fixed         | 15.72%                | Yes           |                  3 | On Loan: No      |
| 211836473.SRDLC                                     | 211836473.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12339 | PA      | $12070.32     | 0.00%             | 2030-10-24      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 211867631.SRDLC                                     | 211867631.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9600 | PA      | $8990.24      | 0.00%             | 2029-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2024-1 Class A                                          | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    955000 | PA      | $985942.00    | 0.05%             | 2027-07-08      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2025-1 Class A                                          | CUSIP: 57839MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2941000 | PA      | $3008201.85   | 0.16%             | 2028-07-07      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| 7708982.SRDSQ                                       | 7708982.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       328 | PA      | $221.59       | 0.00%             | 2025-10-22      | Fixed         | 5.54%                 | Yes           |                  3 | On Loan: No      |
| 8362786.SRDSQ                                       | 8362786.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $1067.06      | 0.00%             | 2026-05-07      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 9838690.SRDSQ                                       | 9838690.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28800 | PA      | $26898.58     | 0.00%             | 2027-03-24      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| CBM3910941.SRDUP                                    | CBM3910941.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2399 | PA      | $2428.35      | 0.00%             | 2028-08-02      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| 214483440.SRDLC                                     | 214483440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30219 | PA      | $29732.23     | 0.00%             | 2029-02-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214864130.SRDLC                                     | 214864130.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8212 | PA      | $8055.69      | 0.00%             | 2029-03-10      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| 212147696.SRDLC                                     | 212147696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3295 | PA      | $3095.57      | 0.00%             | 2027-11-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212437727.SRDLC                                     | 212437727.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30020 | PA      | $29653.56     | 0.00%             | 2027-11-21      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| L5177406.SRDUP                                      | L5177406.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9434 | PA      | $9118.30      | 0.00%             | 2028-04-03      | Fixed         | 16.36%                | Yes           |                  3 | On Loan: No      |
| L5177464.SRDUP                                      | L5177464.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4803 | PA      | $4532.71      | 0.00%             | 2030-04-03      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| 8368134.SRDSQ                                       | 8368134.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2305 | PA      | $2028.78      | 0.00%             | 2026-05-08      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8368782.SRDSQ                                       | 8368782.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       266 | PA      | $261.47       | 0.00%             | 2026-05-09      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| CBM3913301.SRDUP                                    | CBM3913301.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1242 | PA      | $1258.72      | 0.00%             | 2028-08-04      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| CBM4012523.SRDUP                                    | CBM4012523.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1494 | PA      | $1511.48      | 0.00%             | 2028-10-10      | Fixed         | 30.32%                | Yes           |                  3 | On Loan: No      |
| 8820346.SRDSQ                                       | 8820346.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2383 | PA      | $1607.22      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8856410.SRDSQ                                       | 8856410.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46650 | PA      | $9077.11      | 0.00%             | 2026-09-18      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-3 Class A                                           | CUSIP: 59013FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4839000 | PA      | $5126678.55   | 0.27%             | 2028-07-07      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-4 Class A                                           | CUSIP: 59013HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4986000 | PA      | $5174969.40   | 0.27%             | 2028-07-07      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| 219995120.SRDLC                                     | 219995120.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4976 | PA      | $4796.85      | 0.00%             | 2031-09-15      | Fixed         | 31.24%                | Yes           |                  3 | On Loan: No      |
| 220006403.SRDLC                                     | 220006403.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4135 | PA      | $4053.26      | 0.00%             | 2027-09-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213559151.SRDLC                                     | 213559151.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10435 | PA      | $9889.39      | 0.00%             | 2028-01-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 213668415.SRDLC                                     | 213668415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10623 | PA      | $10002.78     | 0.00%             | 2028-01-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8543676.SRDSQ                                       | 8543676.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2051 | PA      | $1952.00      | 0.00%             | 2026-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8602229.SRDSQ                                       | 8602229.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1113 | PA      | $1087.63      | 0.00%             | 2026-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2023-1 Class A                                           | CUSIP: 59013MAH5<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1850000 | PA      | $1933897.50   | 0.10%             | 2026-07-07      | Floating      | 12.26%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2023-2 Class A                                           | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2121000 | PA      | $2247941.85   | 0.12%             | 2026-07-07      | Floating      | 14.35%                | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 12                                       | CUSIP: 76114NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1458000 | PA      | $765450.00    | 0.04%             | 2028-06-06      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-I Class 13                                       | CUSIP: 76133XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2758000 | PA      | $1447950.00   | 0.07%             | 2027-06-06      | Floating      | 14.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1890                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-680.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1895                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8344562.SRDSQ                                       | 8344562.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3319 | PA      | $3240.58      | 0.00%             | 2026-05-02      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8790065.SRDSQ                                       | 8790065.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4931 | PA      | $4735.77      | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9081110.SRDSQ                                       | 9081110.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       716 | PA      | $115.85       | 0.00%             | 2026-11-13      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 9128990.SRDSQ                                       | 9128990.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2319 | PA      | $2233.82      | 0.00%             | 2026-11-25      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 213711874.SRDLC                                     | 213711874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1062 | PA      | $1020.74      | 0.00%             | 2029-01-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214144363.SRDLC                                     | 214144363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14111 | PA      | $14016.55     | 0.00%             | 2027-02-05      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 218707975.SRDLC                                     | 218707975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9623 | PA      | $9223.47      | 0.00%             | 2028-08-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 218994142.SRDLC                                     | 218994142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14457 | PA      | $13800.89     | 0.00%             | 2028-08-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 219070840.SRDLC                                     | 219070840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7692 | PA      | $7377.97      | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219087701.SRDLC                                     | 219087701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       965 | PA      | $919.36       | 0.00%             | 2028-08-14      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8377415.SRDSQ                                       | 8377415.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5324 | PA      | $3542.82      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8421674.SRDSQ                                       | 8421674.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13124 | PA      | $9049.17      | 0.00%             | 2026-05-26      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8612662.SRDSQ                                       | 8612662.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5533 | PA      | $5419.16      | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8650925.SRDSQ                                       | 8650925.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1433 | PA      | $634.41       | 0.00%             | 2026-07-25      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-1 Class A                                           | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2675000 | PA      | $2836570.00   | 0.15%             | 2027-07-07      | Floating      | 11.35%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-2 Class A                                           | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   3410000 | PA      | $3623466.00   | 0.19%             | 2027-07-07      | Floating      | 12.63%                | Yes           |                  2 | On Loan: No      |
| 214193858.SRDLC                                     | 214193858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8063 | PA      | $7691.24      | 0.00%             | 2029-02-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214405777.SRDLC                                     | 214405777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28355 | PA      | $27843.25     | 0.00%             | 2031-02-26      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-I Class 14                                       | CUSIP: 76133XAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4611000 | PA      | $4719819.60   | 0.24%             | 2027-06-06      | Floating      | 10.56%                | Yes           |                  2 | On Loan: No      |
| Riverfront Re Ltd                                   | Riverfront Re 2025 Class A                                           | CUSIP: 76870YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1457000 | PA      | $1535678.00   | 0.08%             | 2029-01-08      | Floating      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| CBM4014422.SRDUP                                    | CBM4014422.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       469 | PA      | $466.73       | 0.00%             | 2028-10-10      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| CBM4998058.SRDUP                                    | CBM4998058.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2926 | PA      | $2734.93      | 0.00%             | 2030-02-04      | Fixed         | 29.22%                | Yes           |                  3 | On Loan: No      |
| 8652246.SRDSQ                                       | 8652246.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1648 | PA      | $1614.75      | 0.00%             | 2026-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8782140.SRDSQ                                       | 8782140.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2288 | PA      | $2198.29      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5177738.SRDUP                                      | L5177738.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1834 | PA      | $1731.50      | 0.00%             | 2030-04-03      | Fixed         | 22.33%                | Yes           |                  3 | On Loan: No      |
| L5178245.SRDUP                                      | L5178245.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1890 | PA      | $1859.08      | 0.00%             | 2028-04-03      | Fixed         | 12.89%                | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-3 Class A                                           | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   5723000 | PA      | $5987116.45   | 0.31%             | 2027-07-07      | Floating      | 12.37%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-1 Class A                                           | CUSIP: 59013MAN2<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1357000 | PA      | $1417250.80   | 0.07%             | 2028-07-07      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| 211742495.SRDLC                                     | 211742495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8328 | PA      | $872.75       | 0.00%             | 2029-10-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 211809160.SRDLC                                     | 211809160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11033 | PA      | $10610.76     | 0.00%             | 2028-11-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214434526.SRDLC                                     | 214434526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8581 | PA      | $8324.90      | 0.00%             | 2030-02-25      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 214613518.SRDLC                                     | 214613518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8022 | PA      | $7896.61      | 0.00%             | 2028-02-25      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8794898.SRDSQ                                       | 8794898.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $1080.90      | 0.00%             | 2026-09-03      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 8810680.SRDSQ                                       | 8810680.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2341 | PA      | $2264.39      | 0.00%             | 2026-09-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 207392814.SRDLC                                     | 207392814.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10034 | PA      | $9710.06      | 0.00%             | 2029-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207522441.SRDLC                                     | 207522441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2329 | PA      | $2306.42      | 0.00%             | 2026-04-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| CBM5582566.SRDUP                                    | CBM5582566.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1857 | PA      | $1795.15      | 0.00%             | 2030-07-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| DRB4996138.SRDUP                                    | DRB4996138.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1388 | PA      | $1340.84      | 0.00%             | 2030-02-03      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| L5179837.SRDUP                                      | L5179837.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29310 | PA      | $27759.16     | 0.00%             | 2030-04-03      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L5180270.SRDUP                                      | L5180270.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4956 | PA      | $4747.35      | 0.00%             | 2028-04-03      | Fixed         | 18.52%                | Yes           |                  3 | On Loan: No      |
| Sabine Re Ltd.                                      | Sabine Re 2024-1 Class A                                             | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |    726000 | PA      | $764042.40    | 0.04%             | 2027-04-07      | Floating      | 12.32%                | Yes           |                  2 | On Loan: No      |
| Sakura Re Ltd.                                      | Sakura Re 2022-1 Class A                                             | CUSIP: 79381MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    685000 | PA      | $696645.00    | 0.04%             | 2026-01-05      | Floating      | 17.30%                | Yes           |                  2 | On Loan: No      |
| 214716149.SRDLC                                     | 214716149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9118 | PA      | $8558.69      | 0.00%             | 2028-03-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214912024.SRDLC                                     | 214912024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32803 | PA      | $32404.95     | 0.00%             | 2028-03-11      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 220033848.SRDLC                                     | 220033848.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14929 | PA      | $14566.62     | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 7723298.SRDSQ                                       | 7723298.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2181 | PA      | $1265.40      | 0.00%             | 2025-10-25      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 8558985.SRDSQ                                       | 8558985.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1665 | PA      | $1636.29      | 0.00%             | 2026-07-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8654058.SRDSQ                                       | 8654058.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1094 | PA      | $839.89       | 0.00%             | 2026-07-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-2 Class A                                           | CUSIP: 59013MAP7<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2346000 | PA      | $2480660.40   | 0.13%             | 2028-07-07      | Floating      | 12.55%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2024-1 Class A                                          | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1096000 | PA      | $1197818.40   | 0.06%             | 2027-06-25      | Floating      | 13.61%                | Yes           |                  2 | On Loan: No      |
| L5381034.SRDUP                                      | L5381034.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4103 | PA      | $3903.37      | 0.00%             | 2030-05-22      | Fixed         | 23.42%                | Yes           |                  3 | On Loan: No      |
| L5382744.SRDUP                                      | L5382744.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6442 | PA      | $6254.39      | 0.00%             | 2030-05-22      | Fixed         | 13.59%                | Yes           |                  3 | On Loan: No      |
| DRB4999415.SRDUP                                    | DRB4999415.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3363 | PA      | $3123.44      | 0.00%             | 2030-02-04      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| DRB4999852.SRDUP                                    | DRB4999852.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2250 | PA      | $2089.92      | 0.00%             | 2030-02-04      | Fixed         | 32.00%                | Yes           |                  3 | On Loan: No      |
| 215054900.SRDLC                                     | 215054900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17149 | PA      | $16317.53     | 0.00%             | 2030-04-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215063836.SRDLC                                     | 215063836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3889 | PA      | $3860.34      | 0.00%             | 2027-03-17      | Fixed         | 5.79%                 | Yes           |                  3 | On Loan: No      |
| 8385598.SRDSQ                                       | 8385598.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5651 | PA      | $5420.31      | 0.00%             | 2026-05-15      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8389003.SRDSQ                                       | 8389003.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       364 | PA      | $313.05       | 0.00%             | 2026-05-17      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8836138.SRDSQ                                       | 8836138.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8995 | PA      | $8585.02      | 0.00%             | 2026-09-13      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8857880.SRDSQ                                       | 8857880.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3978 | PA      | $3867.91      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5004763.SRDUP                                    | DRB5004763.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11865 | PA      | $11140.89     | 0.00%             | 2028-02-06      | Fixed         | 30.89%                | Yes           |                  3 | On Loan: No      |
| DRB5007569.SRDUP                                    | DRB5007569.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1489 | PA      | $1384.60      | 0.00%             | 2030-02-06      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| L5383450.SRDUP                                      | L5383450.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2082 | PA      | $1993.39      | 0.00%             | 2030-05-23      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L5581315.SRDUP                                      | L5581315.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2230 | PA      | $2187.11      | 0.00%             | 2030-07-01      | Fixed         | 19.10%                | Yes           |                  3 | On Loan: No      |
| 219100461.SRDLC                                     | 219100461.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4875 | PA      | $4698.64      | 0.00%             | 2029-08-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219125537.SRDLC                                     | 219125537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5303 | PA      | $5116.00      | 0.00%             | 2029-08-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2025-1 Class A                                          | CUSIP: 608800AJ7<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1619000 | PA      | $1667408.10   | 0.09%             | 2029-01-08      | Floating      | 11.86%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2025-1 Class B                                          | CUSIP: 608800AK4<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1693000 | PA      | $1745652.30   | 0.09%             | 2028-01-07      | Floating      | 14.36%                | Yes           |                  2 | On Loan: No      |
| 215115742.SRDLC                                     | 215115742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9370 | PA      | $691.36       | 0.00%             | 2028-03-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215206393.SRDLC                                     | 215206393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36466 | PA      | $35326.28     | 0.00%             | 2030-03-24      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 8872551.SRDSQ                                       | 8872551.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $223.69       | 0.00%             | 2026-09-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8882512.SRDSQ                                       | 8882512.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4050 | PA      | $3871.55      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5008540.SRDUP                                    | DRB5008540.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18881 | PA      | $18275.61     | 0.00%             | 2030-02-07      | Fixed         | 14.30%                | Yes           |                  3 | On Loan: No      |
| DRB5176310.SRDUP                                    | DRB5176310.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1244 | PA      | $1167.48      | 0.00%             | 2028-04-02      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| L5582065.SRDUP                                      | L5582065.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2432 | PA      | $2375.33      | 0.00%             | 2030-07-01      | Fixed         | 22.96%                | Yes           |                  3 | On Loan: No      |
| L5588830.SRDUP                                      | L5588830.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47119 | PA      | $45514.62     | 0.00%             | 2028-07-02      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| 212543209.SRDLC                                     | 212543209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26472 | PA      | $25220.61     | 0.00%             | 2029-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 213766341.SRDLC                                     | 213766341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36499 | PA      | $35682.20     | 0.00%             | 2031-01-21      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2024-1 Class A                                           | CUSIP: 73110JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1776000 | PA      | $1788254.40   | 0.09%             | 2026-01-07      | Floating      | 16.80%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2024-3 Class A                                           | CUSIP: 73110JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3332000 | PA      | $3434625.60   | 0.18%             | 2028-01-07      | Floating      | 14.30%                | Yes           |                  2 | On Loan: No      |
| 211567724.SRDLC                                     | 211567724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10535 | PA      | $10263.91     | 0.00%             | 2027-10-20      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212094438.SRDLC                                     | 212094438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21128 | PA      | $20233.71     | 0.00%             | 2028-11-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8672958.SRDSQ                                       | 8672958.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     54126 | PA      | $52188.61     | 0.00%             | 2026-07-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8801509.SRDSQ                                       | 8801509.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3576 | PA      | $3497.16      | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 215829947.SRDLC                                     | 215829947.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15325 | PA      | $14348.73     | 0.00%             | 2028-04-30      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 216037317.SRDLC                                     | 216037317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19121 | PA      | $18281.71     | 0.00%             | 2030-04-24      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8416526.SRDSQ                                       | 8416526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1709 | PA      | $1626.23      | 0.00%             | 2026-05-25      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8639647.SRDSQ                                       | 8639647.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       537 | PA      | $526.46       | 0.00%             | 2026-07-22      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1900                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-12000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1925                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -73 | NC      | $-9855.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210832254.SRDLC                                     | 210832254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4506 | PA      | $4387.87      | 0.00%             | 2029-09-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211031283.SRDLC                                     | 211031283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3285 | PA      | $3131.90      | 0.00%             | 2027-09-25      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2023-SFR2 Trust                                 | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1889321.22   | 0.10%             | 2040-10-17      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR3 Trust                                 | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2932942.17   | 0.15%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| 219144498.SRDLC                                     | 219144498.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6871 | PA      | $6647.49      | 0.00%             | 2030-08-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219987623.SRDLC                                     | 219987623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3373 | PA      | $3304.58      | 0.00%             | 2027-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8660861.SRDSQ                                       | 8660861.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2785 | PA      | $2140.74      | 0.00%             | 2026-07-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8807706.SRDSQ                                       | 8807706.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1325 | PA      | $1293.30      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8814156.SRDSQ                                       | 8814156.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6015 | PA      | $5824.50      | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8887833.SRDSQ                                       | 8887833.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1032 | PA      | $1015.24      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8546488.SRDSQ                                       | 8546488.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       878 | PA      | $850.31       | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8610218.SRDSQ                                       | 8610218.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $436.00       | 0.00%             | 2026-07-12      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 216400222.SRDLC                                     | 216400222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11036 | PA      | $10440.92     | 0.00%             | 2030-05-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 216513499.SRDLC                                     | 216513499.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13644 | PA      | $12816.05     | 0.00%             | 2028-05-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214577603.SRDLC                                     | 214577603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21889 | PA      | $21612.77     | 0.00%             | 2028-03-24      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 214794832.SRDLC                                     | 214794832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29287 | PA      | $28185.80     | 0.00%             | 2028-03-06      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 212102293.SRDLC                                     | 212102293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3937 | PA      | $3859.82      | 0.00%             | 2026-11-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212487904.SRDLC                                     | 212487904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10761 | PA      | $10135.06     | 0.00%             | 2027-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8857576.SRDSQ                                       | 8857576.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5137 | PA      | $4976.32      | 0.00%             | 2026-09-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8885015.SRDSQ                                       | 8885015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1702 | PA      | $1671.09      | 0.00%             | 2026-09-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8894516.SRDSQ                                       | 8894516.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       363 | PA      | $351.95       | 0.00%             | 2026-09-27      | Fixed         | 6.08%                 | Yes           |                  3 | On Loan: No      |
| 9032048.SRDSQ                                       | 9032048.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2191 | PA      | $1731.96      | 0.00%             | 2026-11-01      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR10 Trust                                | CUSIP: 74333WAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4177760 | PA      | $3752516.46   | 0.19%             | 2040-12-17      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 8152020.SRDSQ                                       | 8152020.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4065 | PA      | $3798.80      | 0.00%             | 2026-03-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1950                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-5750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1975                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 218627863.SRDLC                                     | 218627863.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13794 | PA      | $13277.95     | 0.00%             | 2030-08-11      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 219050106.SRDLC                                     | 219050106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4612 | PA      | $4421.73      | 0.00%             | 2028-08-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 9061976.SRDSQ                                       | 9061976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1813 | PA      | $1651.69      | 0.00%             | 2026-11-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9342573.SRDSQ                                       | 9342573.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5616 | PA      | $5278.78      | 0.00%             | 2027-01-16      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8887948.SRDSQ                                       | 8887948.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4236 | PA      | $4103.16      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9032834.SRDSQ                                       | 9032834.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1048 | PA      | $1012.11      | 0.00%             | 2026-11-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 211034436.SRDLC                                     | 211034436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4243 | PA      | $4175.86      | 0.00%             | 2026-09-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211144385.SRDLC                                     | 211144385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2514 | PA      | $2469.55      | 0.00%             | 2026-09-30      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 207597961.SRDLC                                     | 207597961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2842 | PA      | $2723.57      | 0.00%             | 2027-04-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 210339559.SRDLC                                     | 210339559.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2605 | PA      | $2477.87      | 0.00%             | 2027-09-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212495275.SRDLC                                     | 212495275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9899 | PA      | $9346.45      | 0.00%             | 2027-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212516141.SRDLC                                     | 212516141.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10563 | PA      | $9957.59      | 0.00%             | 2030-05-19      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 8297616.SRDSQ                                       | 8297616.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    123746 | PA      | $9701.72      | 0.00%             | 2026-04-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8388671.SRDSQ                                       | 8388671.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       101 | PA      | $99.20        | 0.00%             | 2026-05-16      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 219153855.SRDLC                                     | 219153855.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14310 | PA      | $13888.06     | 0.00%             | 2028-08-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219977360.SRDLC                                     | 219977360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24437 | PA      | $23827.47     | 0.00%             | 2028-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 9587579.SRDSQ                                       | 9587579.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30982 | PA      | $29692.70     | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9655096.SRDSQ                                       | 9655096.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    141335 | PA      | $134179.61    | 0.01%             | 2027-02-08      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 2000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-85.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Totara Re Pte. Ltd.                                 | Totara Re Pte. 2023-1                                                | CUSIP: 000000000<br>LEI: 984500B2A09D0F655059 | Long             | DBT              | CORP              | SG        |   3304000 | PA      | $1938830.44   | 0.10%             | 2027-06-08      | Fixed         | 13.38%                | Yes           |                  2 | On Loan: No      |
| 9034005.SRDSQ                                       | 9034005.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17888 | PA      | $17334.22     | 0.00%             | 2026-11-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9046121.SRDSQ                                       | 9046121.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8468 | PA      | $7889.68      | 0.00%             | 2026-11-05      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 214886089.SRDLC                                     | 214886089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9963 | PA      | $9409.83      | 0.00%             | 2028-03-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214981281.SRDLC                                     | 214981281.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13072 | PA      | $12435.21     | 0.00%             | 2030-03-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8610561.SRDSQ                                       | 8610561.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       458 | PA      | $450.21       | 0.00%             | 2026-07-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8613149.SRDSQ                                       | 8613149.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4278 | PA      | $4156.71      | 0.00%             | 2026-07-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 213725771.SRDLC                                     | 213725771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31195 | PA      | $30656.89     | 0.00%             | 2028-01-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213958736.SRDLC                                     | 213958736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1314 | PA      | $1296.53      | 0.00%             | 2027-01-27      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8140218.SRDSQ                                       | 8140218.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       221 | PA      | $189.14       | 0.00%             | 2026-02-28      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8345479.SRDSQ                                       | 8345479.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17889 | PA      | $5073.35      | 0.00%             | 2026-05-03      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 219984530.SRDLC                                     | 219984530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14891 | PA      | $14512.37     | 0.00%             | 2030-09-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 220069280.SRDLC                                     | 220069280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8794 | PA      | $8577.57      | 0.00%             | 2028-09-16      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8610259.SRDSQ                                       | 8610259.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       364 | PA      | $67.24        | 0.00%             | 2026-07-12      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8614013.SRDSQ                                       | 8614013.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $958.38       | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910143.SRDUP                                    | CBM3910143.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       352 | PA      | $351.69       | 0.00%             | 2026-08-02      | Fixed         | 23.88%                | Yes           |                  3 | On Loan: No      |
| CBM4009102.SRDUP                                    | CBM4009102.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3241 | PA      | $3279.48      | 0.00%             | 2028-10-06      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 9122411.SRDSQ                                       | 9122411.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7602 | PA      | $6879.33      | 0.00%             | 2026-11-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32443311.78  | 1.68%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 214004574.SRDLC                                     | 214004574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22879 | PA      | $22002.25     | 0.00%             | 2030-01-31      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214044270.SRDLC                                     | 214044270.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4491 | PA      | $4293.39      | 0.00%             | 2030-01-29      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 8616429.SRDSQ                                       | 8616429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3193 | PA      | $3121.46      | 0.00%             | 2026-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8779311.SRDSQ                                       | 8779311.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3723 | PA      | $3623.92      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 220025582.SRDLC                                     | 220025582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7420 | PA      | $7259.05      | 0.00%             | 2027-09-02      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220035167.SRDLC                                     | 220035167.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4786 | PA      | $4667.47      | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 8364921.SRDSQ                                       | 8364921.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1957 | PA      | $909.69       | 0.00%             | 2026-05-08      | Fixed         | 5.10%                 | Yes           |                  3 | On Loan: No      |
| 8554050.SRDSQ                                       | 8554050.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       116 | PA      | $111.35       | 0.00%             | 2026-07-02      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 211407311.SRDLC                                     | 211407311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17130 | PA      | $16901.83     | 0.00%             | 2027-10-07      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211739637.SRDLC                                     | 211739637.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1895 | PA      | $1513.58      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| CBM5176915.SRDUP                                    | CBM5176915.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5578 | PA      | $5213.54      | 0.00%             | 2030-04-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| DRB4998463.SRDUP                                    | DRB4998463.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3575 | PA      | $3351.85      | 0.00%             | 2028-02-04      | Fixed         | 29.22%                | Yes           |                  3 | On Loan: No      |
| 214350803.SRDLC                                     | 214350803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11633 | PA      | $11138.86     | 0.00%             | 2029-02-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214363639.SRDLC                                     | 214363639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       878 | PA      | $868.00       | 0.00%             | 2027-02-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 9278266.SRDSQ                                       | 9278266.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       722 | PA      | $692.23       | 0.00%             | 2026-12-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Vitality Re XIII Limited                            | Vitality Re XIII 2022 Class A                                        | CUSIP: 92849MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    509000 | PA      | $508872.75    | 0.03%             | 2026-01-06      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| 210549617.SRDLC                                     | 210549617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1989 | PA      | $1872.25      | 0.00%             | 2027-12-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210766065.SRDLC                                     | 210766065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8939 | PA      | $8393.66      | 0.00%             | 2027-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8637166.SRDSQ                                       | 8637166.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $753.78       | 0.00%             | 2026-07-21      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 8783389.SRDSQ                                       | 8783389.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3971 | PA      | $3866.86      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8782227.SRDSQ                                       | 8782227.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2487 | PA      | $2423.82      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8789490.SRDSQ                                       | 8789490.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6882 | PA      | $6678.32      | 0.00%             | 2026-09-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5006726.SRDUP                                    | DRB5006726.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2709 | PA      | $2519.10      | 0.00%             | 2030-02-06      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| DRB5007808.SRDUP                                    | DRB5007808.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7282 | PA      | $6772.66      | 0.00%             | 2030-02-06      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| 214399785.SRDLC                                     | 214399785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14758 | PA      | $14580.94     | 0.00%             | 2028-02-18      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 215013375.SRDLC                                     | 215013375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11434 | PA      | $10740.90     | 0.00%             | 2028-03-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215043453.SRDLC                                     | 215043453.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3059 | PA      | $2975.75      | 0.00%             | 2027-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215215270.SRDLC                                     | 215215270.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14393 | PA      | $14213.83     | 0.00%             | 2029-03-24      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 211037288.SRDLC                                     | 211037288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12076 | PA      | $11517.27     | 0.00%             | 2029-09-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211137639.SRDLC                                     | 211137639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4530 | PA      | $4440.06      | 0.00%             | 2026-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8785634.SRDSQ                                       | 8785634.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4992 | PA      | $4835.55      | 0.00%             | 2026-08-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8792595.SRDSQ                                       | 8792595.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9036 | PA      | $8604.71      | 0.00%             | 2026-09-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9766099.SRDSQ                                       | 9766099.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13362 | PA      | $12089.86     | 0.00%             | 2027-03-05      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9786763.SRDSQ                                       | 9786763.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     92203 | PA      | $85608.89     | 0.00%             | 2027-03-11      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 212531060.SRDLC                                     | 212531060.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13667 | PA      | $12888.83     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213701540.SRDLC                                     | 213701540.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5806 | PA      | $5500.75      | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5008339.SRDUP                                    | DRB5008339.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8255 | PA      | $7678.65      | 0.00%             | 2030-02-07      | Fixed         | 32.27%                | Yes           |                  3 | On Loan: No      |
| DRB5008590.SRDUP                                    | DRB5008590.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1116 | PA      | $1038.38      | 0.00%             | 2030-02-07      | Fixed         | 27.50%                | Yes           |                  3 | On Loan: No      |
| 211263871.SRDLC                                     | 211263871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6332 | PA      | $6272.26      | 0.00%             | 2028-10-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211319132.SRDLC                                     | 211319132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2212 | PA      | $1769.65      | 0.00%             | 2026-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8872229.SRDSQ                                       | 8872229.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       774 | PA      | $632.54       | 0.00%             | 2026-09-21      | Fixed         | 6.08%                 | Yes           |                  3 | On Loan: No      |
| 8888455.SRDSQ                                       | 8888455.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       540 | PA      | $444.89       | 0.00%             | 2026-09-26      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 215103177.SRDLC                                     | 215103177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23686 | PA      | $22473.23     | 0.00%             | 2030-03-31      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215105135.SRDLC                                     | 215105135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34891 | PA      | $34448.10     | 0.00%             | 2029-03-19      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 215100003.SRDLC                                     | 215100003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14158 | PA      | $13899.32     | 0.00%             | 2029-03-19      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 215448186.SRDLC                                     | 215448186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10995 | PA      | $10376.07     | 0.00%             | 2030-04-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8798132.SRDSQ                                       | 8798132.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       372 | PA      | $367.34       | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8813636.SRDSQ                                       | 8813636.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2328 | PA      | $2294.72      | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9795749.SRDSQ                                       | 9795749.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4610 | PA      | $4362.60      | 0.00%             | 2027-03-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910154.SRDUP                                    | CBM3910154.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       407 | PA      | $406.82       | 0.00%             | 2026-08-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| 220455739.SRDLC                                     | 220455739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4836 | PA      | $4730.55      | 0.00%             | 2027-09-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7472065.SRDSQ                                       | 7472065.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $75.04        | 0.00%             | 2025-08-07      | Fixed         | 5.43%                 | Yes           |                  3 | On Loan: No      |
| 187162945.SRDLC                                     | 187162945.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4103 | PA      | $4312.76      | 0.00%             | 2027-03-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 191837686.SRDLC                                     | 191837686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3480 | PA      | $364.68       | 0.00%             | 2025-08-01      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 8820995.SRDSQ                                       | 8820995.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3444 | PA      | $490.52       | 0.00%             | 2026-09-10      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8828254.SRDSQ                                       | 8828254.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11582 | PA      | $7126.15      | 0.00%             | 2026-09-12      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 211321684.SRDLC                                     | 211321684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14455 | PA      | $13674.59     | 0.00%             | 2027-10-03      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211413323.SRDLC                                     | 211413323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17231 | PA      | $16492.69     | 0.00%             | 2028-10-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 215577085.SRDLC                                     | 215577085.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23085 | PA      | $22052.97     | 0.00%             | 2029-04-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215970905.SRDLC                                     | 215970905.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3476 | PA      | $3291.39      | 0.00%             | 2028-04-22      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| CBM3910696.SRDUP                                    | CBM3910696.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1733 | PA      | $1719.79      | 0.00%             | 2026-08-02      | Fixed         | 15.86%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       496 | NC      | $911394.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 8814298.SRDSQ                                       | 8814298.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2105 | PA      | $1794.28      | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8814880.SRDSQ                                       | 8814880.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6400 | PA      | $6181.65      | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8398789.SRDSQ                                       | 8398789.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3060 | PA      | $649.29       | 0.00%             | 2026-05-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8406826.SRDSQ                                       | 8406826.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2684 | PA      | $2643.85      | 0.00%             | 2026-05-21      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8845525.SRDSQ                                       | 8845525.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3209 | PA      | $3057.61      | 0.00%             | 2026-09-15      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8858047.SRDSQ                                       | 8858047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5019 | PA      | $4831.06      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 220049397.SRDLC                                     | 220049397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9755 | PA      | $9448.44      | 0.00%             | 2029-09-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 7491593.SRDSQ                                       | 7491593.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1986 | PA      | $240.66       | 0.00%             | 2025-08-13      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 8845010.SRDSQ                                       | 8845010.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       847 | PA      | $816.39       | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8890027.SRDSQ                                       | 8890027.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31049 | PA      | $24007.41     | 0.00%             | 2026-09-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8356281.SRDSQ                                       | 8356281.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2865 | PA      | $1624.10      | 0.00%             | 2026-05-06      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8381058.SRDSQ                                       | 8381058.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10142 | PA      | $9400.66      | 0.00%             | 2026-05-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 214867297.SRDLC                                     | 214867297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12191 | PA      | $11520.37     | 0.00%             | 2030-03-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214990480.SRDLC                                     | 214990480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4130 | PA      | $4004.77      | 0.00%             | 2027-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211429680.SRDLC                                     | 211429680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4396 | PA      | $4290.74      | 0.00%             | 2026-10-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211452867.SRDLC                                     | 211452867.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2515 | PA      | $2395.43      | 0.00%             | 2028-10-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $37877.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB4996168.SRDUP                                    | DRB4996168.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5554 | PA      | $807.55       | 0.00%             | 2030-02-03      | Fixed         | 31.84%                | Yes           |                  3 | On Loan: No      |
| 8885116.SRDSQ                                       | 8885116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       381 | PA      | $368.81       | 0.00%             | 2026-09-25      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 9055905.SRDSQ                                       | 9055905.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22699 | PA      | $21695.24     | 0.00%             | 2026-11-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 219977135.SRDLC                                     | 219977135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12903 | PA      | $12466.10     | 0.00%             | 2030-09-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219997648.SRDLC                                     | 219997648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3871 | PA      | $3770.60      | 0.00%             | 2027-09-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 216172533.SRDLC                                     | 216172533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12675 | PA      | $2901.92      | 0.00%             | 2030-05-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 216507333.SRDLC                                     | 216507333.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19653 | PA      | $18652.87     | 0.00%             | 2030-05-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8213982.SRDSQ                                       | 8213982.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1057 | PA      | $305.65       | 0.00%             | 2026-03-24      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| 8338216.SRDSQ                                       | 8338216.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       598 | PA      | $590.37       | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8896015.SRDSQ                                       | 8896015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5373 | PA      | $5060.67      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8897977.SRDSQ                                       | 8897977.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4865 | PA      | $4684.36      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5009854.SRDUP                                    | DRB5009854.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1585 | PA      | $1474.59      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| DRB5177274.SRDUP                                    | DRB5177274.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5279 | PA      | $4932.36      | 0.00%             | 2030-04-03      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| 211475080.SRDLC                                     | 211475080.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2540 | PA      | $2498.34      | 0.00%             | 2027-10-10      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211576072.SRDLC                                     | 211576072.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4647 | PA      | $4407.90      | 0.00%             | 2027-10-16      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 9330911.SRDSQ                                       | 9330911.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3125 | PA      | $2495.73      | 0.00%             | 2027-01-12      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9363936.SRDSQ                                       | 9363936.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1730.24      | 0.00%             | 2027-01-21      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 211148091.SRDLC                                     | 211148091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2538 | PA      | $2419.74      | 0.00%             | 2027-09-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211292844.SRDLC                                     | 211292844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2980 | PA      | $2811.20      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 9088501.SRDSQ                                       | 9088501.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3447 | PA      | $3146.88      | 0.00%             | 2026-11-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9268848.SRDSQ                                       | 9268848.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6768 | PA      | $6421.34      | 0.00%             | 2026-12-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 212213665.SRDLC                                     | 212213665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4510 | PA      | $4385.94      | 0.00%             | 2026-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212214928.SRDLC                                     | 212214928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5762 | PA      | $5669.81      | 0.00%             | 2027-11-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 215060686.SRDLC                                     | 215060686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12476 | PA      | $3073.38      | 0.00%             | 2030-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215265357.SRDLC                                     | 215265357.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5319 | PA      | $5230.70      | 0.00%             | 2029-03-26      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| DRB5177180.SRDUP                                    | DRB5177180.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2774 | PA      | $2602.41      | 0.00%             | 2030-04-03      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5178717.SRDUP                                    | DRB5178717.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12562 | PA      | $11906.34     | 0.00%             | 2030-04-03      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| 216619026.SRDLC                                     | 216619026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5228 | PA      | $4911.93      | 0.00%             | 2028-05-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 216676788.SRDLC                                     | 216676788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9303 | PA      | $8910.45      | 0.00%             | 2029-05-21      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| DRB5378415.SRDUP                                    | DRB5378415.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1345 | PA      | $1278.69      | 0.00%             | 2030-05-22      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| DRB5382467.SRDUP                                    | DRB5382467.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5977 | PA      | $5501.13      | 0.00%             | 2030-05-23      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| 8373111.SRDSQ                                       | 8373111.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1931 | PA      | $1191.96      | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8591217.SRDSQ                                       | 8591217.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18823 | PA      | $15752.63     | 0.00%             | 2026-07-06      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 215236299.SRDLC                                     | 215236299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9729 | PA      | $9608.28      | 0.00%             | 2028-03-25      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 215472440.SRDLC                                     | 215472440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5310 | PA      | $4999.27      | 0.00%             | 2028-04-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5382780.SRDUP                                    | DRB5382780.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9999 | PA      | $9671.23      | 0.00%             | 2028-05-23      | Fixed         | 24.18%                | Yes           |                  3 | On Loan: No      |
| DRB5385827.SRDUP                                    | DRB5385827.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3410 | PA      | $3232.87      | 0.00%             | 2030-05-23      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| 218957229.SRDLC                                     | 218957229.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9608 | PA      | $9192.47      | 0.00%             | 2028-08-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219058853.SRDLC                                     | 219058853.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23982 | PA      | $23108.62     | 0.00%             | 2028-08-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212380088.SRDLC                                     | 212380088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2868 | PA      | $2832.82      | 0.00%             | 2027-11-20      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 212536216.SRDLC                                     | 212536216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       922 | PA      | $869.05       | 0.00%             | 2027-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211912482.SRDLC                                     | 211912482.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30016 | PA      | $29073.75     | 0.00%             | 2029-10-28      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 212091831.SRDLC                                     | 212091831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1171 | PA      | $1142.55      | 0.00%             | 2026-11-05      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 9742307.SRDSQ                                       | 9742307.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24280 | PA      | $22793.49     | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9765609.SRDSQ                                       | 9765609.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1754 | PA      | $1627.95      | 0.00%             | 2027-03-05      | Fixed         | 5.49%                 | Yes           |                  3 | On Loan: No      |
| 8808569.SRDSQ                                       | 8808569.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12472 | PA      | $11739.62     | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8817206.SRDSQ                                       | 8817206.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2466 | PA      | $2271.04      | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8609467.SRDSQ                                       | 8609467.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2358 | PA      | $2274.90      | 0.00%             | 2026-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8614633.SRDSQ                                       | 8614633.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2761 | PA      | $2712.22      | 0.00%             | 2026-07-14      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 215740774.SRDLC                                     | 215740774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19099 | PA      | $18127.44     | 0.00%             | 2030-04-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 216645165.SRDLC                                     | 216645165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18898 | PA      | $18284.00     | 0.00%             | 2027-05-21      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5581098.SRDUP                                    | DRB5581098.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44531 | PA      | $44039.04     | 0.00%             | 2030-07-01      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| FW3298539.SRDUP                                     | FW3298539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3610 | PA      | $3604.89      | 0.00%             | 2027-07-21      | Fixed         | 9.98%                 | Yes           |                  3 | On Loan: No      |
| 8883135.SRDSQ                                       | 8883135.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4158 | PA      | $4047.30      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8894527.SRDSQ                                       | 8894527.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1424 | PA      | $1370.91      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9803100.SRDSQ                                       | 9803100.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13612 | PA      | $12694.02     | 0.00%             | 2027-03-16      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 9812255.SRDSQ                                       | 9812255.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6994 | PA      | $6613.53      | 0.00%             | 2027-03-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 215711748.SRDLC                                     | 215711748.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22872 | PA      | $21729.90     | 0.00%             | 2030-04-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 215761636.SRDLC                                     | 215761636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2762 | PA      | $2672.19      | 0.00%             | 2027-04-14      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 220049518.SRDLC                                     | 220049518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7449 | PA      | $7199.31      | 0.00%             | 2030-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 7663746.SRDSQ                                       | 7663746.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       816 | PA      | $568.43       | 0.00%             | 2025-10-04      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 9023542.SRDSQ                                       | 9023542.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9333 | PA      | $9108.54      | 0.00%             | 2026-10-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9041428.SRDSQ                                       | 9041428.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4132 | PA      | $3955.80      | 0.00%             | 2026-11-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219049569.SRDLC                                     | 219049569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1817 | PA      | $1761.85      | 0.00%             | 2029-08-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 219090670.SRDLC                                     | 219090670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7776 | PA      | $7555.89      | 0.00%             | 2029-08-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 213345457.SRDLC                                     | 213345457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3394 | PA      | $3248.18      | 0.00%             | 2029-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213680485.SRDLC                                     | 213680485.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8108 | PA      | $7915.49      | 0.00%             | 2027-01-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8801261.SRDSQ                                       | 8801261.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2662 | PA      | $2420.57      | 0.00%             | 2026-09-05      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8810829.SRDSQ                                       | 8810829.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5784 | PA      | $5634.76      | 0.00%             | 2026-09-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 214844844.SRDLC                                     | 214844844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12884 | PA      | $12178.29     | 0.00%             | 2030-03-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215028857.SRDLC                                     | 215028857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2218 | PA      | $2156.43      | 0.00%             | 2027-03-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| DRB5186094.SRDUP                                    | DRB5186094.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9073 | PA      | $8577.28      | 0.00%             | 2030-04-07      | Fixed         | 22.14%                | Yes           |                  3 | On Loan: No      |
| DRB5380750.SRDUP                                    | DRB5380750.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1175 | PA      | $330.87       | 0.00%             | 2030-05-22      | Fixed         | 31.16%                | Yes           |                  3 | On Loan: No      |
| 8844536.SRDSQ                                       | 8844536.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3862 | PA      | $3787.42      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869200.SRDSQ                                       | 8869200.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4369 | PA      | $3986.49      | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3309519.SRDUP                                     | FW3309519.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1207 | PA      | $1238.63      | 0.00%             | 2027-07-26      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| FW3319846.SRDUP                                     | FW3319846.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8059 | PA      | $8164.86      | 0.00%             | 2027-08-01      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| 211318288.SRDLC                                     | 211318288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13380 | PA      | $12639.43     | 0.00%             | 2029-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211393366.SRDLC                                     | 211393366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1266 | PA      | $1203.84      | 0.00%             | 2028-10-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8151850.SRDSQ                                       | 8151850.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1224 | PA      | $1103.01      | 0.00%             | 2026-03-04      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8199313.SRDSQ                                       | 8199313.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       166 | PA      | $133.10       | 0.00%             | 2026-03-19      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| 9052411.SRDSQ                                       | 9052411.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9084 | PA      | $8705.10      | 0.00%             | 2026-11-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9070646.SRDSQ                                       | 9070646.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2655 | PA      | $1054.31      | 0.00%             | 2026-11-10      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8656596.SRDSQ                                       | 8656596.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3541 | PA      | $3499.53      | 0.00%             | 2026-07-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8782303.SRDSQ                                       | 8782303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13807 | PA      | $13499.88     | 0.00%             | 2026-08-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3337658.SRDUP                                     | FW3337658.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3215 | PA      | $3271.25      | 0.00%             | 2027-08-23      | Fixed         | 27.81%                | Yes           |                  3 | On Loan: No      |
| FW3342553.SRDUP                                     | FW3342553.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1391 | PA      | $1417.17      | 0.00%             | 2027-08-09      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| 8875165.SRDSQ                                       | 8875165.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5704 | PA      | $5600.23      | 0.00%             | 2026-09-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9125771.SRDSQ                                       | 9125771.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8918 | PA      | $8466.34      | 0.00%             | 2026-11-23      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 213977208.SRDLC                                     | 213977208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8942 | PA      | $8643.66      | 0.00%             | 2028-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214245711.SRDLC                                     | 214245711.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8540 | PA      | $5901.03      | 0.00%             | 2028-02-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB5386249.SRDUP                                    | DRB5386249.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3255 | PA      | $3099.04      | 0.00%             | 2030-05-23      | Fixed         | 25.91%                | Yes           |                  3 | On Loan: No      |
| DRB5386256.SRDUP                                    | DRB5386256.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $334.42       | 0.00%             | 2030-05-23      | Fixed         | 32.26%                | Yes           |                  3 | On Loan: No      |
| 219960897.SRDLC                                     | 219960897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5931 | PA      | $5737.98      | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219962762.SRDLC                                     | 219962762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24613 | PA      | $23989.66     | 0.00%             | 2029-09-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| DRB5577485.SRDUP                                    | DRB5577485.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2348 | PA      | $2268.92      | 0.00%             | 2030-07-01      | Fixed         | 30.50%                | Yes           |                  3 | On Loan: No      |
| DRB5579175.SRDUP                                    | DRB5579175.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2555 | PA      | $786.88       | 0.00%             | 2028-07-01      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| 219968778.SRDLC                                     | 219968778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5773 | PA      | $5657.93      | 0.00%             | 2027-09-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 219991826.SRDLC                                     | 219991826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9928 | PA      | $9674.92      | 0.00%             | 2030-09-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 9131093.SRDSQ                                       | 9131093.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       267 | PA      | $261.21       | 0.00%             | 2026-11-27      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| 9271519.SRDSQ                                       | 9271519.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2335 | PA      | $2279.05      | 0.00%             | 2026-12-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 192526019.SRDLC                                     | 192526019.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5043 | PA      | $528.49       | 0.00%             | 2028-04-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 192867016.SRDLC                                     | 192867016.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3011 | PA      | $3043.73      | 0.00%             | 2027-08-25      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| FW3394775.SRDUP                                     | FW3394775.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4080 | PA      | $1353.40      | 0.00%             | 2027-09-02      | Fixed         | 34.16%                | Yes           |                  3 | On Loan: No      |
| FW3500490.SRDUP                                     | FW3500490.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6824 | PA      | $6962.59      | 0.00%             | 2027-10-13      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| 213699659.SRDLC                                     | 213699659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6075 | PA      | $5788.92      | 0.00%             | 2028-07-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 213729191.SRDLC                                     | 213729191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16030 | PA      | $15192.54     | 0.00%             | 2028-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 216409347.SRDLC                                     | 216409347.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14986 | PA      | $12351.00     | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 219112219.SRDLC                                     | 219112219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4800 | PA      | $4625.94      | 0.00%             | 2028-08-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2022-2 Class A                                            | CUSIP: 613752AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    571000 | PA      | $597494.40    | 0.03%             | 2026-04-07      | Floating      | 17.25%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2025-1 Class A                                            | CUSIP: 613752AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    265000 | PA      | $269399.00    | 0.01%             | 2028-04-07      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| 220069803.SRDLC                                     | 220069803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10274 | PA      | $10021.05     | 0.00%             | 2028-09-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 7655211.SRDSQ                                       | 7655211.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8301 | PA      | $650.80       | 0.00%             | 2025-10-03      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 215618762.SRDLC                                     | 215618762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3204 | PA      | $3088.96      | 0.00%             | 2027-04-09      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215775210.SRDLC                                     | 215775210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3022 | PA      | $2945.07      | 0.00%             | 2027-04-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 9274555.SRDSQ                                       | 9274555.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25021 | PA      | $23806.67     | 0.00%             | 2026-12-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9327506.SRDSQ                                       | 9327506.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1581 | PA      | $1525.99      | 0.00%             | 2027-01-11      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 8787289.SRDSQ                                       | 8787289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2532 | PA      | $2216.78      | 0.00%             | 2026-08-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8814976.SRDSQ                                       | 8814976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $633.05       | 0.00%             | 2026-09-08      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 214399038.SRDLC                                     | 214399038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7109 | PA      | $6889.77      | 0.00%             | 2029-02-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214645236.SRDLC                                     | 214645236.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7557 | PA      | $7465.86      | 0.00%             | 2028-02-26      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| FW3542669.SRDUP                                     | FW3542669.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14572 | PA      | $2118.76      | 0.00%             | 2027-11-01      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| FW3913294.SRDUP                                     | FW3913294.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18158 | PA      | $18222.46     | 0.00%             | 2028-08-04      | Fixed         | 13.71%                | Yes           |                  3 | On Loan: No      |
| 219150453.SRDLC                                     | 219150453.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2791 | PA      | $2712.93      | 0.00%             | 2027-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219967989.SRDLC                                     | 219967989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7441 | PA      | $7195.41      | 0.00%             | 2030-09-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 8824088.SRDSQ                                       | 8824088.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4038 | PA      | $3934.64      | 0.00%             | 2026-09-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8841684.SRDSQ                                       | 8841684.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11923 | PA      | $11387.61     | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 211401613.SRDLC                                     | 211401613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2135 | PA      | $2087.84      | 0.00%             | 2026-10-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211432615.SRDLC                                     | 211432615.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17321 | PA      | $17013.54     | 0.00%             | 2027-10-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 8837541.SRDSQ                                       | 8837541.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $1299.60      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8839608.SRDSQ                                       | 8839608.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7979 | PA      | $7568.88      | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9709703.SRDSQ                                       | 9709703.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    124958 | PA      | $118148.14    | 0.01%             | 2027-02-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9732329.SRDSQ                                       | 9732329.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26995 | PA      | $25535.86     | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3913392.SRDUP                                     | FW3913392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32635 | PA      | $33057.22     | 0.00%             | 2028-08-04      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| FW4998470.SRDUP                                     | FW4998470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4308 | PA      | $4094.48      | 0.00%             | 2030-02-19      | Fixed         | 21.87%                | Yes           |                  3 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2024-1 Class B                                         | CUSIP: 89009PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1668000 | PA      | $1708949.40   | 0.09%             | 2028-04-05      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                     | Topanga Re 2021-1 Class A                                            | CUSIP: 89055TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    811000 | PA      | $799240.50    | 0.04%             | 2026-01-08      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| CBM3909905.SRDUP                                    | CBM3909905.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2447 | PA      | $2458.36      | 0.00%             | 2028-08-17      | Fixed         | 21.51%                | Yes           |                  3 | On Loan: No      |
| CBM3910333.SRDUP                                    | CBM3910333.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4229 | PA      | $4221.65      | 0.00%             | 2026-08-02      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| 8864960.SRDSQ                                       | 8864960.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3286 | PA      | $2620.38      | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8875778.SRDSQ                                       | 8875778.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6174 | PA      | $5983.67      | 0.00%             | 2026-09-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 194405751.SRDLC                                     | 194405751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6994 | PA      | $6936.87      | 0.00%             | 2027-10-11      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 204471480.SRDLC                                     | 204471480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2798 | PA      | $2238.69      | 0.00%             | 2027-02-03      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 8385031.SRDSQ                                       | 8385031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8673 | PA      | $679.96       | 0.00%             | 2026-05-15      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8603105.SRDSQ                                       | 8603105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2289 | PA      | $2139.23      | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8849354.SRDSQ                                       | 8849354.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2166 | PA      | $2031.87      | 0.00%             | 2026-09-17      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8869599.SRDSQ                                       | 8869599.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2364 | PA      | $2283.80      | 0.00%             | 2026-09-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 220025285.SRDLC                                     | 220025285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8360 | PA      | $8059.04      | 0.00%             | 2031-09-15      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 220026778.SRDLC                                     | 220026778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10745 | PA      | $10477.99     | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 211512682.SRDLC                                     | 211512682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2691 | PA      | $2545.65      | 0.00%             | 2027-10-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211513749.SRDLC                                     | 211513749.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4714 | PA      | $494.08       | 0.00%             | 2028-02-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212100565.SRDLC                                     | 212100565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4596 | PA      | $4333.16      | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212282102.SRDLC                                     | 212282102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15404 | PA      | $15153.80     | 0.00%             | 2027-11-14      | Fixed         | 7.66%                 | Yes           |                  3 | On Loan: No      |
| 8852824.SRDSQ                                       | 8852824.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       196 | PA      | $186.76       | 0.00%             | 2026-09-18      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8869291.SRDSQ                                       | 8869291.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $390.19       | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8607790.SRDSQ                                       | 8607790.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6902 | PA      | $6800.37      | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8636021.SRDSQ                                       | 8636021.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3025 | PA      | $2843.34      | 0.00%             | 2026-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5587135.SRDUP                                    | DRB5587135.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $5070.59      | 0.00%             | 2030-07-02      | Fixed         | 27.19%                | Yes           |                  3 | On Loan: No      |
| FW3292176.SRDUP                                     | FW3292176.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7621 | PA      | $7790.03      | 0.00%             | 2027-07-19      | Fixed         | 26.96%                | Yes           |                  3 | On Loan: No      |
| 204740773.SRDLC                                     | 204740773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6446 | PA      | $6489.00      | 0.00%             | 2026-10-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 204795406.SRDLC                                     | 204795406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       939 | PA      | $928.32       | 0.00%             | 2026-10-20      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 8875748.SRDSQ                                       | 8875748.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1213.85      | 0.00%             | 2026-09-22      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8881399.SRDSQ                                       | 8881399.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5244 | PA      | $4948.09      | 0.00%             | 2026-09-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| Taranis Reinsurance DAC                             | Taranis Re DAC 2023-1 Class A                                        | CUSIP: 000000000<br>LEI: 635400FQ9HHTLYKADZ22 | Long             | DBT              | CORP              | IE        |    359000 | PA      | $422406.49    | 0.02%             | 2028-01-21      | Floating      | 11.00%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-1 Class B                                         | CUSIP: 09610NAB8<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   1725000 | PA      | $1836952.50   | 0.10%             | 2028-06-07      | Floating      | 12.35%                | Yes           |                  2 | On Loan: No      |
| FW4999539.SRDUP                                     | FW4999539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6780 | PA      | $3537.93      | 0.00%             | 2030-02-04      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| FW4999952.SRDUP                                     | FW4999952.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $946.05       | 0.00%             | 2028-02-14      | Fixed         | 20.32%                | Yes           |                  3 | On Loan: No      |
| 8369459.SRDSQ                                       | 8369459.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1095 | PA      | $1046.24      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8400978.SRDSQ                                       | 8400978.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3518 | PA      | $2671.80      | 0.00%             | 2026-05-20      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 220060153.SRDLC                                     | 220060153.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $1867.79      | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 220328250.SRDLC                                     | 220328250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10858 | PA      | $10592.69     | 0.00%             | 2029-09-25      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210538544.SRDLC                                     | 210538544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7067 | PA      | $6654.75      | 0.00%             | 2027-09-03      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 210944115.SRDLC                                     | 210944115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18923 | PA      | $17857.55     | 0.00%             | 2028-10-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 215486949.SRDLC                                     | 215486949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11617 | PA      | $7258.35      | 0.00%             | 2030-04-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 218950743.SRDLC                                     | 218950743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11832 | PA      | $11365.93     | 0.00%             | 2030-08-18      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2023-1 Class A                                       | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1225000 | PA      | $1240251.25   | 0.06%             | 2026-06-05      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| 9045970.SRDSQ                                       | 9045970.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1242.81      | 0.00%             | 2026-11-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8403362.SRDSQ                                       | 8403362.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7113 | PA      | $557.64       | 0.00%             | 2026-05-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8597237.SRDSQ                                       | 8597237.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5386 | PA      | $5283.03      | 0.00%             | 2026-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 7656952.SRDSQ                                       | 7656952.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       386 | PA      | $174.85       | 0.00%             | 2025-10-03      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 7682319.SRDSQ                                       | 7682319.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $164.37       | 0.00%             | 2025-10-11      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8644813.SRDSQ                                       | 8644813.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        88 | PA      | $85.52        | 0.00%             | 2026-07-23      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 8649429.SRDSQ                                       | 8649429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5028 | PA      | $394.19       | 0.00%             | 2026-07-24      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 9378912.SRDSQ                                       | 9378912.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3300 | PA      | $3142.80      | 0.00%             | 2027-01-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9610515.SRDSQ                                       | 9610515.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4255 | PA      | $4034.98      | 0.00%             | 2027-01-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219095118.SRDLC                                     | 219095118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       977 | PA      | $939.93       | 0.00%             | 2029-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 219118114.SRDLC                                     | 219118114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9760 | PA      | $9398.06      | 0.00%             | 2029-08-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5177269.SRDUP                                    | DRB5177269.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3957 | PA      | $1227.36      | 0.00%             | 2028-04-03      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| DRB5177275.SRDUP                                    | DRB5177275.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2697 | PA      | $2520.97      | 0.00%             | 2030-04-03      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| 204880350.SRDLC                                     | 204880350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7967 | PA      | $8251.28      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205099689.SRDLC                                     | 205099689.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10409 | PA      | $1090.82      | 0.00%             | 2026-03-22      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211515343.SRDLC                                     | 211515343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4346 | PA      | $4286.12      | 0.00%             | 2026-10-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211517925.SRDLC                                     | 211517925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1706 | PA      | $1695.87      | 0.00%             | 2026-10-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 9124453.SRDSQ                                       | 9124453.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3496 | PA      | $3316.55      | 0.00%             | 2026-11-23      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9344429.SRDSQ                                       | 9344429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5715 | PA      | $5441.62      | 0.00%             | 2027-01-16      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| FW5001619.SRDUP                                     | FW5001619.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $2811.52      | 0.00%             | 2030-02-05      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| FW5008517.SRDUP                                     | FW5008517.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1023 | PA      | $952.20       | 0.00%             | 2030-02-07      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| 8806476.SRDSQ                                       | 8806476.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6429 | PA      | $5763.60      | 0.00%             | 2026-09-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8823996.SRDSQ                                       | 8823996.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1902 | PA      | $1851.80      | 0.00%             | 2026-09-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 216640717.SRDLC                                     | 216640717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2012 | PA      | $1947.22      | 0.00%             | 2027-05-21      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 219075762.SRDLC                                     | 219075762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1947 | PA      | $1891.08      | 0.00%             | 2029-08-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM3956685.SRDUP                                    | CBM3956685.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1598 | PA      | $1607.98      | 0.00%             | 2028-09-05      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| CBM5177119.SRDUP                                    | CBM5177119.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1069.52      | 0.00%             | 2030-04-03      | Fixed         | 27.65%                | Yes           |                  3 | On Loan: No      |
| FW5009840.SRDUP                                     | FW5009840.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12538 | PA      | $11665.34     | 0.00%             | 2030-02-07      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| FW5179825.SRDUP                                     | FW5179825.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3230 | PA      | $3029.50      | 0.00%             | 2030-04-03      | Fixed         | 27.30%                | Yes           |                  3 | On Loan: No      |
| 205559006.SRDLC                                     | 205559006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4362 | PA      | $4272.04      | 0.00%             | 2026-12-06      | Fixed         | 13.21%                | Yes           |                  3 | On Loan: No      |
| 205610040.SRDLC                                     | 205610040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1695 | PA      | $1673.74      | 0.00%             | 2026-12-08      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| CBM5178910.SRDUP                                    | CBM5178910.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1131 | PA      | $1056.34      | 0.00%             | 2030-04-03      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| CBM5187939.SRDUP                                    | CBM5187939.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10163 | PA      | $5792.67      | 0.00%             | 2028-04-07      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| 211273104.SRDLC                                     | 211273104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $6641.37      | 0.00%             | 2027-10-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211444662.SRDLC                                     | 211444662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8960 | PA      | $8490.02      | 0.00%             | 2029-10-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 213905576.SRDLC                                     | 213905576.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9272 | PA      | $9169.75      | 0.00%             | 2029-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213913935.SRDLC                                     | 213913935.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8976 | PA      | $8743.16      | 0.00%             | 2028-01-24      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-1 Class C                                         | CUSIP: 09610NAC6<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   1395000 | PA      | $1505344.50   | 0.08%             | 2028-06-07      | Floating      | 15.60%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-2 Class A                                         | CUSIP: 09610NAD4<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   2863000 | PA      | $3072857.90   | 0.16%             | 2027-06-07      | Floating      | 15.88%                | Yes           |                  2 | On Loan: No      |
| 211562123.SRDLC                                     | 211562123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17367 | PA      | $16594.80     | 0.00%             | 2028-10-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211583363.SRDLC                                     | 211583363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6417 | PA      | $6109.46      | 0.00%             | 2027-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9306498.SRDSQ                                       | 9306498.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3643 | PA      | $3511.28      | 0.00%             | 2027-01-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9737917.SRDSQ                                       | 9737917.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $927.17       | 0.00%             | 2027-02-28      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 206608134.SRDLC                                     | 206608134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       522 | PA      | $523.99       | 0.00%             | 2026-02-12      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206666955.SRDLC                                     | 206666955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5214 | PA      | $5139.51      | 0.00%             | 2027-02-12      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 8634562.SRDSQ                                       | 8634562.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1090 | PA      | $1068.60      | 0.00%             | 2026-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8794211.SRDSQ                                       | 8794211.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1441 | PA      | $1141.51      | 0.00%             | 2026-09-03      | Fixed         | 4.70%                 | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR1 Trust                                                 | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1865690.00   | 0.10%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2022-SFR3 Trust                                                 | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1922451.28   | 0.10%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 213912402.SRDLC                                     | 213912402.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7809 | PA      | $7502.45      | 0.00%             | 2029-01-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213944771.SRDLC                                     | 213944771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2133 | PA      | $2086.08      | 0.00%             | 2027-01-27      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212216513.SRDLC                                     | 212216513.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1973 | PA      | $1858.63      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212481257.SRDLC                                     | 212481257.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7002 | PA      | $6645.09      | 0.00%             | 2029-11-19      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 9033015.SRDSQ                                       | 9033015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2053 | PA      | $478.45       | 0.00%             | 2026-11-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9125602.SRDSQ                                       | 9125602.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1763 | PA      | $1553.89      | 0.00%             | 2026-11-23      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9694878.SRDSQ                                       | 9694878.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    101520 | PA      | $95107.74     | 0.00%             | 2027-02-19      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9776101.SRDSQ                                       | 9776101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17058 | PA      | $16102.76     | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5177750.SRDUP                                    | DRB5177750.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8794 | PA      | $8250.33      | 0.00%             | 2030-04-03      | Fixed         | 31.91%                | Yes           |                  3 | On Loan: No      |
| DRB5178200.SRDUP                                    | DRB5178200.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15200 | PA      | $14255.73     | 0.00%             | 2030-04-03      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class A                                            | CUSIP: 09785EAN1<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    481000 | PA      | $474722.95    | 0.02%             | 2026-01-08      | Floating      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class B                                            | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    391000 | PA      | $394949.10    | 0.02%             | 2027-12-19      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| CBM3955814.SRDUP                                    | CBM3955814.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       180 | PA      | $177.79       | 0.00%             | 2028-09-05      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| CBM5001173.SRDUP                                    | CBM5001173.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38818 | PA      | $36916.06     | 0.00%             | 2030-02-05      | Fixed         | 19.44%                | Yes           |                  3 | On Loan: No      |
| 206923791.SRDLC                                     | 206923791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5649 | PA      | $5475.25      | 0.00%             | 2027-03-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207351023.SRDLC                                     | 207351023.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3239 | PA      | $3204.94      | 0.00%             | 2027-04-04      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 219122519.SRDLC                                     | 219122519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3710.31      | 0.00%             | 2028-08-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 219581802.SRDLC                                     | 219581802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4922 | PA      | $4816.71      | 0.00%             | 2028-09-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219119583.SRDLC                                     | 219119583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11504 | PA      | $11090.26     | 0.00%             | 2028-08-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 219129646.SRDLC                                     | 219129646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3897 | PA      | $3758.51      | 0.00%             | 2029-08-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8782871.SRDSQ                                       | 8782871.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5739 | PA      | $2216.99      | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8785597.SRDSQ                                       | 8785597.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1138 | PA      | $924.27       | 0.00%             | 2026-08-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 211455718.SRDLC                                     | 211455718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8686 | PA      | $8277.52      | 0.00%             | 2028-10-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211456925.SRDLC                                     | 211456925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3285 | PA      | $782.20       | 0.00%             | 2027-10-02      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8871388.SRDSQ                                       | 8871388.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1283 | PA      | $1254.32      | 0.00%             | 2026-09-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8873158.SRDSQ                                       | 8873158.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3319 | PA      | $2840.60      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215044633.SRDLC                                     | 215044633.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3768 | PA      | $3648.80      | 0.00%             | 2027-03-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 216135643.SRDLC                                     | 216135643.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9630 | PA      | $9085.73      | 0.00%             | 2028-04-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 220368588.SRDLC                                     | 220368588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5370 | PA      | $5222.29      | 0.00%             | 2031-09-26      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 7723753.SRDSQ                                       | 7723753.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1032 | PA      | $635.11       | 0.00%             | 2025-10-25      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| CBM5382097.SRDUP                                    | CBM5382097.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2043 | PA      | $1938.93      | 0.00%             | 2030-05-23      | Fixed         | 32.32%                | Yes           |                  3 | On Loan: No      |
| DRB5004820.SRDUP                                    | DRB5004820.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2718 | PA      | $2534.44      | 0.00%             | 2030-02-06      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| 8148622.SRDSQ                                       | 8148622.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1078 | PA      | $937.56       | 0.00%             | 2026-03-03      | Fixed         | 4.79%                 | Yes           |                  3 | On Loan: No      |
| 8345242.SRDSQ                                       | 8345242.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1263 | PA      | $1231.38      | 0.00%             | 2026-05-03      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8783833.SRDSQ                                       | 8783833.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1013 | PA      | $974.55       | 0.00%             | 2026-08-27      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8799745.SRDSQ                                       | 8799745.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2053 | PA      | $1737.15      | 0.00%             | 2026-09-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9579121.SRDSQ                                       | 9579121.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7342 | PA      | $6962.64      | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4012018.SRDUP                                    | CBM4012018.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3403 | PA      | $494.78       | 0.00%             | 2028-10-10      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| 211085179.SRDLC                                     | 211085179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7666 | PA      | $7269.46      | 0.00%             | 2029-09-23      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211139852.SRDLC                                     | 211139852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2880 | PA      | $2771.98      | 0.00%             | 2028-09-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 9735674.SRDSQ                                       | 9735674.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1304.12      | 0.00%             | 2027-02-28      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| 9735885.SRDSQ                                       | 9735885.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4362 | PA      | $4140.87      | 0.00%             | 2027-02-28      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 216632552.SRDLC                                     | 216632552.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6689 | PA      | $6454.77      | 0.00%             | 2027-05-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 218928497.SRDLC                                     | 218928497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6410 | PA      | $6136.18      | 0.00%             | 2030-08-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8807451.SRDSQ                                       | 8807451.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5437 | PA      | $5264.78      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8820604.SRDSQ                                       | 8820604.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       530 | PA      | $502.76       | 0.00%             | 2026-09-10      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| DRB5186404.SRDUP                                    | DRB5186404.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13767 | PA      | $12943.11     | 0.00%             | 2030-04-07      | Fixed         | 32.04%                | Yes           |                  3 | On Loan: No      |
| DRB5379965.SRDUP                                    | DRB5379965.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18707 | PA      | $17814.35     | 0.00%             | 2030-05-22      | Fixed         | 31.94%                | Yes           |                  3 | On Loan: No      |
| 220038895.SRDLC                                     | 220038895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14808 | PA      | $14311.01     | 0.00%             | 2030-09-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 220046017.SRDLC                                     | 220046017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7147 | PA      | $6914.04      | 0.00%             | 2030-09-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 9129965.SRDSQ                                       | 9129965.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $3310.32      | 0.00%             | 2026-11-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9131682.SRDSQ                                       | 9131682.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4195 | PA      | $3979.49      | 0.00%             | 2026-11-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214990283.SRDLC                                     | 214990283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7931 | PA      | $7434.59      | 0.00%             | 2028-03-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215429543.SRDLC                                     | 215429543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14646 | PA      | $1443.22      | 0.00%             | 2029-04-03      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 9790852.SRDSQ                                       | 9790852.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6710 | PA      | $6055.35      | 0.00%             | 2027-03-12      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9807126.SRDSQ                                       | 9807126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     51587 | PA      | $46801.88     | 0.00%             | 2027-03-17      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 211610325.SRDLC                                     | 211610325.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13957 | PA      | $13158.55     | 0.00%             | 2029-10-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211621206.SRDLC                                     | 211621206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2286 | PA      | $2178.00      | 0.00%             | 2027-10-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 7483217.SRDSQ                                       | 7483217.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6945 | PA      | $3057.20      | 0.00%             | 2025-08-10      | Fixed         | 5.76%                 | Yes           |                  3 | On Loan: No      |
| 7636782.SRDSQ                                       | 7636782.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       720 | PA      | $334.14       | 0.00%             | 2025-09-28      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| DRB5380113.SRDUP                                    | DRB5380113.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3271 | PA      | $3114.14      | 0.00%             | 2030-05-22      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| DRB5380871.SRDUP                                    | DRB5380871.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9095 | PA      | $8617.63      | 0.00%             | 2030-05-22      | Fixed         | 31.31%                | Yes           |                  3 | On Loan: No      |
| FW3300534.SRDUP                                     | FW3300534.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       629 | PA      | $644.19       | 0.00%             | 2027-07-22      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| FW3302733.SRDUP                                     | FW3302733.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3373 | PA      | $3284.41      | 0.00%             | 2027-12-22      | Fixed         | 26.10%                | Yes           |                  3 | On Loan: No      |
| 8842167.SRDSQ                                       | 8842167.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11002 | PA      | $10729.93     | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8876684.SRDSQ                                       | 8876684.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       981 | PA      | $858.42       | 0.00%             | 2026-09-23      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 211147222.SRDLC                                     | 211147222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16800 | PA      | $16494.67     | 0.00%             | 2027-10-03      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 211226756.SRDLC                                     | 211226756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21440 | PA      | $20217.56     | 0.00%             | 2029-10-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 219991025.SRDLC                                     | 219991025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5890 | PA      | $5675.12      | 0.00%             | 2028-09-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 219994722.SRDLC                                     | 219994722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8913 | PA      | $8746.27      | 0.00%             | 2027-09-15      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| L5589100.SRDUP                                      | L5589100.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44757 | PA      | $43900.74     | 0.00%             | 2030-07-02      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| 186038736.SRDLC                                     | 186038736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2314 | PA      | $242.52       | 0.00%             | 2025-02-25      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 186923646.SRDLC                                     | 186923646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1417 | PA      | $148.45       | 0.00%             | 2025-03-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186981038.SRDLC                                     | 186981038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2672 | PA      | $2828.02      | 0.00%             | 2027-03-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8894734.SRDSQ                                       | 8894734.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       938 | PA      | $917.80       | 0.00%             | 2026-09-27      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8896567.SRDSQ                                       | 8896567.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6070 | PA      | $5798.44      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9744652.SRDSQ                                       | 9744652.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4372 | PA      | $4118.63      | 0.00%             | 2027-03-01      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 9744773.SRDSQ                                       | 9744773.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11826 | PA      | $11120.03     | 0.00%             | 2027-03-01      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 187419334.SRDLC                                     | 187419334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $2661.01      | 0.00%             | 2027-03-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187447743.SRDLC                                     | 187447743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4489 | PA      | $4786.63      | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212226158.SRDLC                                     | 212226158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32220 | PA      | $31765.65     | 0.00%             | 2028-11-12      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| 212377735.SRDLC                                     | 212377735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3809 | PA      | $3594.77      | 0.00%             | 2027-11-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 9042656.SRDSQ                                       | 9042656.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1294 | PA      | $1205.15      | 0.00%             | 2026-11-04      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9349320.SRDSQ                                       | 9349320.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5378 | PA      | $5196.60      | 0.00%             | 2027-01-17      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 9051869.SRDSQ                                       | 9051869.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6921 | PA      | $3678.37      | 0.00%             | 2026-11-06      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 9108907.SRDSQ                                       | 9108907.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5401 | PA      | $5164.68      | 0.00%             | 2026-11-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 212493555.SRDLC                                     | 212493555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1811 | PA      | $1743.22      | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213567263.SRDLC                                     | 213567263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35106 | PA      | $34310.35     | 0.00%             | 2030-01-23      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 220046150.SRDLC                                     | 220046150.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1737 | PA      | $1701.51      | 0.00%             | 2027-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 7663411.SRDSQ                                       | 7663411.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2627 | PA      | $205.92       | 0.00%             | 2025-10-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CBM3910438.SRDUP                                    | CBM3910438.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35328 | PA      | $35421.39     | 0.00%             | 2028-08-02      | Fixed         | 22.29%                | Yes           |                  3 | On Loan: No      |
| CBM3913406.SRDUP                                    | CBM3913406.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1992 | PA      | $1997.44      | 0.00%             | 2028-08-04      | Fixed         | 23.37%                | Yes           |                  3 | On Loan: No      |
| 212282343.SRDLC                                     | 212282343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10651 | PA      | $10105.33     | 0.00%             | 2028-11-28      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212518200.SRDLC                                     | 212518200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22704 | PA      | $21564.75     | 0.00%             | 2029-11-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 187709072.SRDLC                                     | 187709072.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6428 | PA      | $673.68       | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188701267.SRDLC                                     | 188701267.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7897 | PA      | $7868.27      | 0.00%             | 2027-04-21      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| CBM5006370.SRDUP                                    | CBM5006370.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4291 | PA      | $3992.86      | 0.00%             | 2030-02-06      | Fixed         | 31.62%                | Yes           |                  3 | On Loan: No      |
| CBM5178699.SRDUP                                    | CBM5178699.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18329 | PA      | $17128.33     | 0.00%             | 2030-04-18      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| 213578828.SRDLC                                     | 213578828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5274.23      | 0.00%             | 2027-01-27      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213938273.SRDLC                                     | 213938273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21157 | PA      | $20923.47     | 0.00%             | 2029-01-27      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 8347594.SRDSQ                                       | 8347594.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       624 | PA      | $48.91        | 0.00%             | 2026-05-04      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8369610.SRDSQ                                       | 8369610.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7549 | PA      | $4416.22      | 0.00%             | 2026-05-10      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 211530213.SRDLC                                     | 211530213.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23892 | PA      | $22477.95     | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 211649625.SRDLC                                     | 211649625.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6142 | PA      | $6077.73      | 0.00%             | 2026-10-25      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L3295171.SRDUP                                      | L3295171.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       941 | PA      | $944.30       | 0.00%             | 2027-07-20      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| L3295330.SRDUP                                      | L3295330.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11242 | PA      | $11284.82     | 0.00%             | 2027-07-20      | Fixed         | 17.04%                | Yes           |                  3 | On Loan: No      |
| 212378738.SRDLC                                     | 212378738.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7799 | PA      | $7393.93      | 0.00%             | 2027-11-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 212470208.SRDLC                                     | 212470208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13457 | PA      | $12772.74     | 0.00%             | 2029-11-19      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219830383.SRDLC                                     | 219830383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15000 | PA      | $14396.20     | 0.00%             | 2028-09-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 7511286.SRDSQ                                       | 7511286.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1816 | PA      | $142.40       | 0.00%             | 2025-08-19      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| CBM3961210.SRDUP                                    | CBM3961210.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3452 | PA      | $3447.45      | 0.00%             | 2026-09-06      | Fixed         | 12.28%                | Yes           |                  3 | On Loan: No      |
| CBM4011255.SRDUP                                    | CBM4011255.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       436 | PA      | $63.40        | 0.00%             | 2027-04-10      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| 9819638.SRDSQ                                       | 9819638.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3533 | PA      | $3312.19      | 0.00%             | 2027-03-19      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9821373.SRDSQ                                       | 9821373.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5280 | PA      | $4991.68      | 0.00%             | 2027-03-20      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| DRB4998676.SRDUP                                    | DRB4998676.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6421 | PA      | $5967.92      | 0.00%             | 2030-02-04      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| DRB5006382.SRDUP                                    | DRB5006382.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13580 | PA      | $12635.99     | 0.00%             | 2030-02-06      | Fixed         | 27.18%                | Yes           |                  3 | On Loan: No      |
| 8205306.SRDSQ                                       | 8205306.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       517 | PA      | $509.47       | 0.00%             | 2026-03-20      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8347149.SRDSQ                                       | 8347149.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2044 | PA      | $832.86       | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| FW5379954.SRDUP                                     | FW5379954.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19970 | PA      | $19427.16     | 0.00%             | 2030-05-22      | Fixed         | 17.60%                | Yes           |                  3 | On Loan: No      |
| FW5580270.SRDUP                                     | FW5580270.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1436 | PA      | $1415.96      | 0.00%             | 2030-07-01      | Fixed         | 15.83%                | Yes           |                  3 | On Loan: No      |
| 9370067.SRDSQ                                       | 9370067.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48159 | PA      | $45579.92     | 0.00%             | 2027-01-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9459931.SRDSQ                                       | 9459931.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4136 | PA      | $3929.79      | 0.00%             | 2027-01-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9833560.SRDSQ                                       | 9833560.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24785 | PA      | $23250.36     | 0.00%             | 2027-03-24      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9842363.SRDSQ                                       | 9842363.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11979 | PA      | $11162.54     | 0.00%             | 2027-03-25      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9772160.SRDSQ                                       | 9772160.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31170 | PA      | $29495.25     | 0.00%             | 2027-03-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9819591.SRDSQ                                       | 9819591.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2038 | PA      | $1910.14      | 0.00%             | 2027-03-19      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 8802343.SRDSQ                                       | 8802343.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2897 | PA      | $2822.46      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8806265.SRDSQ                                       | 8806265.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4051 | PA      | $3839.38      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215455894.SRDLC                                     | 215455894.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13276 | PA      | $12563.02     | 0.00%             | 2030-04-03      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215912336.SRDLC                                     | 215912336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13420 | PA      | $12858.17     | 0.00%             | 2029-04-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191563994.SRDLC                                     | 191563994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4341 | PA      | $454.92       | 0.00%             | 2027-07-25      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 194899015.SRDLC                                     | 194899015.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10807 | PA      | $11043.47     | 0.00%             | 2027-10-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 212243888.SRDLC                                     | 212243888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4645 | PA      | $4387.61      | 0.00%             | 2027-11-12      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 212485367.SRDLC                                     | 212485367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2955 | PA      | $2886.16      | 0.00%             | 2026-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM5178859.SRDUP                                    | CBM5178859.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1745 | PA      | $1631.12      | 0.00%             | 2030-04-03      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| CBM5382535.SRDUP                                    | CBM5382535.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2487 | PA      | $2381.01      | 0.00%             | 2030-05-23      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| 7727356.SRDSQ                                       | 7727356.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3486 | PA      | $2010.04      | 0.00%             | 2025-10-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8282612.SRDSQ                                       | 8282612.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33159 | PA      | $29409.40     | 0.00%             | 2026-04-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-4                                  | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994064 | PA      | $979163.84    | 0.05%             | 2032-08-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-3                                  | CUSIP: 91683TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3267800 | PA      | $3168573.16   | 0.16%             | 2032-06-20      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| 204006936.SRDLC                                     | 204006936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $1984.48      | 0.00%             | 2026-09-05      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 204670221.SRDLC                                     | 204670221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1398 | PA      | $1402.54      | 0.00%             | 2026-10-19      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 219975630.SRDLC                                     | 219975630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11847 | PA      | $11488.53     | 0.00%             | 2029-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219994882.SRDLC                                     | 219994882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6960 | PA      | $6788.26      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006352.SRDUP                                    | DRB5006352.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10258 | PA      | $9538.11      | 0.00%             | 2030-02-06      | Fixed         | 28.94%                | Yes           |                  3 | On Loan: No      |
| DRB5006786.SRDUP                                    | DRB5006786.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18576 | PA      | $17329.24     | 0.00%             | 2030-02-07      | Fixed         | 30.19%                | Yes           |                  3 | On Loan: No      |
| 213902620.SRDLC                                     | 213902620.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13407 | PA      | $12925.59     | 0.00%             | 2030-01-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213979204.SRDLC                                     | 213979204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44804 | PA      | $43752.18     | 0.00%             | 2030-02-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214233355.SRDLC                                     | 214233355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37086 | PA      | $36332.12     | 0.00%             | 2031-02-07      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214410118.SRDLC                                     | 214410118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14390 | PA      | $13739.47     | 0.00%             | 2030-02-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214100749.SRDLC                                     | 214100749.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2394 | PA      | $2367.19      | 0.00%             | 2028-02-26      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 214257004.SRDLC                                     | 214257004.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28219 | PA      | $27872.19     | 0.00%             | 2027-02-21      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 204983341.SRDLC                                     | 204983341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4647 | PA      | $4666.59      | 0.00%             | 2026-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204985862.SRDLC                                     | 204985862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11130 | PA      | $11117.83     | 0.00%             | 2026-11-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 7673546.SRDSQ                                       | 7673546.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       803 | PA      | $570.16       | 0.00%             | 2025-10-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 7728129.SRDSQ                                       | 7728129.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       540 | PA      | $230.13       | 0.00%             | 2025-10-26      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| DRB5009924.SRDUP                                    | DRB5009924.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5284 | PA      | $4915.93      | 0.00%             | 2030-02-07      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| DRB5010071.SRDUP                                    | DRB5010071.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5235 | PA      | $4912.29      | 0.00%             | 2028-02-07      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| 214275681.SRDLC                                     | 214275681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15737 | PA      | $14989.39     | 0.00%             | 2030-02-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214376667.SRDLC                                     | 214376667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2196 | PA      | $2136.61      | 0.00%             | 2027-02-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9622101.SRDSQ                                       | 9622101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    109755 | PA      | $101190.19    | 0.01%             | 2027-01-31      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9640092.SRDSQ                                       | 9640092.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    191598 | PA      | $182219.95    | 0.01%             | 2027-02-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205071027.SRDLC                                     | 205071027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1495 | PA      | $1491.92      | 0.00%             | 2027-11-19      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205280151.SRDLC                                     | 205280151.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       801 | PA      | $83.89        | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 9125089.SRDSQ                                       | 9125089.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       799 | PA      | $778.16       | 0.00%             | 2026-11-23      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 9133280.SRDSQ                                       | 9133280.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13942 | PA      | $13064.25     | 0.00%             | 2026-11-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5010207.SRDUP                                    | DRB5010207.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1212 | PA      | $1127.36      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| DRB5191856.SRDUP                                    | DRB5191856.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1611 | PA      | $1507.43      | 0.00%             | 2030-04-07      | Fixed         | 28.16%                | Yes           |                  3 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class C                                            | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   1969000 | PA      | $2024821.15   | 0.10%             | 2027-12-19      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd                                | Bridge Street Re 2025-1 Class A                                      | CUSIP: 10807LAA5<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   2680000 | PA      | $2729178.00   | 0.14%             | 2028-01-07      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CBM5381662.SRDUP                                    | CBM5381662.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21917 | PA      | $21187.27     | 0.00%             | 2028-05-22      | Fixed         | 20.15%                | Yes           |                  3 | On Loan: No      |
| CBM5385833.SRDUP                                    | CBM5385833.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3463 | PA      | $3298.97      | 0.00%             | 2030-05-23      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| 8812086.SRDSQ                                       | 8812086.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1697 | PA      | $1652.04      | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815664.SRDSQ                                       | 8815664.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4473 | PA      | $4368.40      | 0.00%             | 2026-09-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5010215.SRDUP                                    | DRB5010215.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2057 | PA      | $1913.32      | 0.00%             | 2030-02-07      | Fixed         | 30.29%                | Yes           |                  3 | On Loan: No      |
| DRB5179298.SRDUP                                    | DRB5179298.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7300 | PA      | $6881.76      | 0.00%             | 2030-04-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 206917551.SRDLC                                     | 206917551.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4680 | PA      | $4556.73      | 0.00%             | 2027-02-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207186771.SRDLC                                     | 207186771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7647 | PA      | $7416.76      | 0.00%             | 2027-03-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214388027.SRDLC                                     | 214388027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16638 | PA      | $15798.81     | 0.00%             | 2028-02-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214838046.SRDLC                                     | 214838046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34904 | PA      | $33638.75     | 0.00%             | 2030-03-10      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| DRB5179925.SRDUP                                    | DRB5179925.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2417 | PA      | $2267.58      | 0.00%             | 2030-04-03      | Fixed         | 30.63%                | Yes           |                  3 | On Loan: No      |
| DRB5376359.SRDUP                                    | DRB5376359.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6534 | PA      | $6223.58      | 0.00%             | 2030-05-23      | Fixed         | 28.93%                | Yes           |                  3 | On Loan: No      |
| 216574912.SRDLC                                     | 216574912.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4804 | PA      | $4578.88      | 0.00%             | 2030-05-21      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219066826.SRDLC                                     | 219066826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1872 | PA      | $1806.77      | 0.00%             | 2027-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.3                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -206 | NC      | $-44290.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.4                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -412 | NC      | $-127720.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 211859957.SRDLC                                     | 211859957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17609 | PA      | $17102.21     | 0.00%             | 2027-11-01      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211863518.SRDLC                                     | 211863518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20409 | PA      | $20201.99     | 0.00%             | 2028-03-28      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 7463664.SRDSQ                                       | 7463664.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5747 | PA      | $1715.34      | 0.00%             | 2025-08-04      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 8157043.SRDSQ                                       | 8157043.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4526 | PA      | $4149.31      | 0.00%             | 2026-03-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 9748255.SRDSQ                                       | 9748255.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10462 | PA      | $9741.88      | 0.00%             | 2027-03-02      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9752419.SRDSQ                                       | 9752419.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4562 | PA      | $4293.16      | 0.00%             | 2027-03-03      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 8369484.SRDSQ                                       | 8369484.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2522 | PA      | $2346.57      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8371481.SRDSQ                                       | 8371481.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12456 | PA      | $12190.29     | 0.00%             | 2026-05-11      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 212523124.SRDLC                                     | 212523124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5852 | PA      | $5562.63      | 0.00%             | 2027-11-28      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 212702290.SRDLC                                     | 212702290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33396 | PA      | $32778.56     | 0.00%             | 2028-12-02      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| DRB5009794.SRDUP                                    | DRB5009794.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2622 | PA      | $2438.66      | 0.00%             | 2030-02-07      | Fixed         | 31.14%                | Yes           |                  3 | On Loan: No      |
| DRB5178932.SRDUP                                    | DRB5178932.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1722 | PA      | $1615.11      | 0.00%             | 2030-04-03      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| 207605863.SRDLC                                     | 207605863.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5793 | PA      | $5709.32      | 0.00%             | 2027-03-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207790546.SRDLC                                     | 207790546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7810 | PA      | $7598.62      | 0.00%             | 2029-04-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB5378339.SRDUP                                    | DRB5378339.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1201.26      | 0.00%             | 2030-05-22      | Fixed         | 31.79%                | Yes           |                  3 | On Loan: No      |
| DRB5578267.SRDUP                                    | DRB5578267.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1270 | PA      | $1226.89      | 0.00%             | 2030-07-01      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| 8417756.SRDSQ                                       | 8417756.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19971 | PA      | $19265.83     | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8543178.SRDSQ                                       | 8543178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7955 | PA      | $4781.29      | 0.00%             | 2026-06-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| DRB5378614.SRDUP                                    | DRB5378614.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3948 | PA      | $3918.76      | 0.00%             | 2030-05-22      | Fixed         | 30.30%                | Yes           |                  3 | On Loan: No      |
| DRB5380049.SRDUP                                    | DRB5380049.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6185 | PA      | $1327.81      | 0.00%             | 2028-05-22      | Fixed         | 29.39%                | Yes           |                  3 | On Loan: No      |
| 8179106.SRDSQ                                       | 8179106.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10545 | PA      | $6528.57      | 0.00%             | 2026-03-12      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8369178.SRDSQ                                       | 8369178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2325.02      | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 219011690.SRDLC                                     | 219011690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5749 | PA      | $5603.39      | 0.00%             | 2028-08-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220048044.SRDLC                                     | 220048044.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4947 | PA      | $4789.23      | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Dec25C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-5250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Dec25P 45                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2023-1 Class A                                       | CUSIP: 13947LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8036000 | PA      | $8238909.00   | 0.43%             | 2026-04-28      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2024-1 Class A                                       | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8342000 | PA      | $8701123.10   | 0.45%             | 2027-04-05      | Floating      | 12.54%                | Yes           |                  2 | On Loan: No      |
| 213493334.SRDLC                                     | 213493334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3578 | PA      | $3424.13      | 0.00%             | 2029-01-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 213791730.SRDLC                                     | 213791730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31295 | PA      | $29636.60     | 0.00%             | 2031-01-09      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 207855963.SRDLC                                     | 207855963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7340 | PA      | $7208.25      | 0.00%             | 2027-04-19      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211098544.SRDLC                                     | 211098544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6695 | PA      | $6383.64      | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| DRB5380114.SRDUP                                    | DRB5380114.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14416 | PA      | $13728.77     | 0.00%             | 2030-05-22      | Fixed         | 32.22%                | Yes           |                  3 | On Loan: No      |
| DRB5380839.SRDUP                                    | DRB5380839.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4705 | PA      | $4576.11      | 0.00%             | 2028-05-22      | Fixed         | 15.56%                | Yes           |                  3 | On Loan: No      |
| 8405683.SRDSQ                                       | 8405683.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3828 | PA      | $2784.27      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8409221.SRDSQ                                       | 8409221.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5210 | PA      | $1440.41      | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.45                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -537 | NC      | $-199227.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.5                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -657 | NC      | $-291051.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 213971269.SRDLC                                     | 213971269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3553 | PA      | $3446.96      | 0.00%             | 2028-01-27      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214143051.SRDLC                                     | 214143051.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8536 | PA      | $8250.72      | 0.00%             | 2028-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 8378012.SRDSQ                                       | 8378012.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12027 | PA      | $11674.79     | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8793280.SRDSQ                                       | 8793280.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5508 | PA      | $4557.94      | 0.00%             | 2026-09-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5382123.SRDUP                                    | DRB5382123.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8949 | PA      | $1851.56      | 0.00%             | 2030-05-22      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| DRB5382571.SRDUP                                    | DRB5382571.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5595 | PA      | $5329.08      | 0.00%             | 2030-05-23      | Fixed         | 29.32%                | Yes           |                  3 | On Loan: No      |
| 211238088.SRDLC                                     | 211238088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17164 | PA      | $16238.53     | 0.00%             | 2029-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211330207.SRDLC                                     | 211330207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7346 | PA      | $6924.24      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 7694917.SRDSQ                                       | 7694917.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       372 | PA      | $177.75       | 0.00%             | 2025-10-16      | Fixed         | 4.75%                 | Yes           |                  3 | On Loan: No      |
| 8647354.SRDSQ                                       | 8647354.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1442 | PA      | $1398.33      | 0.00%             | 2026-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.55                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -515 | NC      | $-271920.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.6                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -165 | NC      | $-103290.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8596822.SRDSQ                                       | 8596822.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1732 | PA      | $1425.19      | 0.00%             | 2026-07-08      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8598655.SRDSQ                                       | 8598655.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13690 | PA      | $12040.58     | 0.00%             | 2026-07-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9271259.SRDSQ                                       | 9271259.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2912 | PA      | $2783.86      | 0.00%             | 2026-12-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9272882.SRDSQ                                       | 9272882.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2889 | PA      | $2815.37      | 0.00%             | 2026-12-28      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5384566.SRDUP                                    | DRB5384566.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11476 | PA      | $10924.54     | 0.00%             | 2030-05-23      | Fixed         | 25.05%                | Yes           |                  3 | On Loan: No      |
| DRB5385450.SRDUP                                    | DRB5385450.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1055 | PA      | $1004.36      | 0.00%             | 2030-05-23      | Fixed         | 27.14%                | Yes           |                  3 | On Loan: No      |
| 212483697.SRDLC                                     | 212483697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4639 | PA      | $4367.05      | 0.00%             | 2027-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212520352.SRDLC                                     | 212520352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5587 | PA      | $5245.24      | 0.00%             | 2028-12-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2025-1 Class A                                       | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8297000 | PA      | $8698574.80   | 0.45%             | 2028-03-13      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| Charles River Re Ltd.                               | Charles River Re 2024-1 Class A                                      | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1805000 | PA      | $1896242.75   | 0.10%             | 2027-05-10      | Floating      | 11.50%                | Yes           |                  2 | On Loan: No      |
| 211460569.SRDLC                                     | 211460569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41032 | PA      | $40060.00     | 0.00%             | 2029-11-07      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 211463323.SRDLC                                     | 211463323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9958 | PA      | $9486.98      | 0.00%             | 2028-10-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| DRB5580322.SRDUP                                    | DRB5580322.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1148 | PA      | $1119.75      | 0.00%             | 2030-07-01      | Fixed         | 23.80%                | Yes           |                  3 | On Loan: No      |
| DRB5580677.SRDUP                                    | DRB5580677.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2681 | PA      | $775.34       | 0.00%             | 2030-07-01      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| 8643790.SRDSQ                                       | 8643790.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7119 | PA      | $1446.52      | 0.00%             | 2026-07-23      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8652018.SRDSQ                                       | 8652018.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $1142.45      | 0.00%             | 2026-07-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -41 | NC      | $-42640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 67.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -140 | NC      | $-137200.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 9298336.SRDSQ                                       | 9298336.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4181 | PA      | $3991.33      | 0.00%             | 2027-01-03      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 9374556.SRDSQ                                       | 9374556.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2528 | PA      | $2235.58      | 0.00%             | 2027-01-24      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 212072441.SRDLC                                     | 212072441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2529 | PA      | $2376.65      | 0.00%             | 2027-11-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212140073.SRDLC                                     | 212140073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13705 | PA      | $12916.51     | 0.00%             | 2029-11-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8809993.SRDSQ                                       | 8809993.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15254 | PA      | $14476.39     | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8857741.SRDSQ                                       | 8857741.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       815 | PA      | $796.22       | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9671767.SRDSQ                                       | 9671767.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    158187 | PA      | $144006.37    | 0.01%             | 2027-02-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9763731.SRDSQ                                       | 9763731.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1457 | PA      | $1377.42      | 0.00%             | 2027-03-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 211487683.SRDLC                                     | 211487683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21051 | PA      | $20062.71     | 0.00%             | 2028-10-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212084048.SRDLC                                     | 212084048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17909 | PA      | $17674.06     | 0.00%             | 2027-11-05      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 212262562.SRDLC                                     | 212262562.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22020 | PA      | $20725.27     | 0.00%             | 2029-11-22      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 212438129.SRDLC                                     | 212438129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       255 | PA      | $251.23       | 0.00%             | 2027-11-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 220001820.SRDLC                                     | 220001820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19780 | PA      | $19245.09     | 0.00%             | 2030-09-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 220070872.SRDLC                                     | 220070872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8946 | PA      | $8696.75      | 0.00%             | 2031-09-17      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| 214892069.SRDLC                                     | 214892069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20648 | PA      | $20292.48     | 0.00%             | 2028-03-12      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 214944395.SRDLC                                     | 214944395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9263 | PA      | $8808.31      | 0.00%             | 2030-03-12      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 212532549.SRDLC                                     | 212532549.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26645 | PA      | $26217.56     | 0.00%             | 2027-11-25      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212535221.SRDLC                                     | 212535221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6843 | PA      | $6464.00      | 0.00%             | 2027-11-20      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| CBM4009136.SRDUP                                    | CBM4009136.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17495 | PA      | $17423.90     | 0.00%             | 2028-10-06      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| CBM4014126.SRDUP                                    | CBM4014126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1704 | PA      | $1706.66      | 0.00%             | 2026-10-10      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| DRB5582608.SRDUP                                    | DRB5582608.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1663 | PA      | $1607.71      | 0.00%             | 2030-07-02      | Fixed         | 30.24%                | Yes           |                  3 | On Loan: No      |
| DRB5583094.SRDUP                                    | DRB5583094.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9676 | PA      | $9452.36      | 0.00%             | 2030-07-02      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW5585390.SRDUP                                     | FW5585390.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21116 | PA      | $20821.75     | 0.00%             | 2030-07-15      | Fixed         | 20.10%                | Yes           |                  3 | On Loan: No      |
| FW5587623.SRDUP                                     | FW5587623.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5460 | PA      | $5334.38      | 0.00%             | 2030-07-02      | Fixed         | 25.82%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.65                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -101 | NC      | $-74538.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.7                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-8660.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chartwell Re Ltd.                                   | Chartwell Re 2025-1 Class A                                          | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   1783000 | PA      | $1863769.90   | 0.10%             | 2028-06-07      | Floating      | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2023-1 Class A                                             | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1170000 | PA      | $1207615.50   | 0.06%             | 2026-06-07      | Floating      | 10.45%                | Yes           |                  2 | On Loan: No      |
| 214525013.SRDLC                                     | 214525013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34537 | PA      | $33985.00     | 0.00%             | 2029-02-24      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214768420.SRDLC                                     | 214768420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14236 | PA      | $13558.27     | 0.00%             | 2030-03-05      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 212463240.SRDLC                                     | 212463240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7599 | PA      | $7154.11      | 0.00%             | 2027-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213951092.SRDLC                                     | 213951092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22414 | PA      | $21980.70     | 0.00%             | 2027-02-01      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| DRB5582506.SRDUP                                    | DRB5582506.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3206 | PA      | $3096.54      | 0.00%             | 2028-07-02      | Fixed         | 25.33%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | S&P500 EMINI FUT  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -306 | NC      | $-1721272.72  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| 8867649.SRDSQ                                       | 8867649.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4384 | PA      | $4177.13      | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9042786.SRDSQ                                       | 9042786.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4895 | PA      | $4314.31      | 0.00%             | 2026-11-04      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 219094923.SRDLC                                     | 219094923.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13806 | PA      | $13251.60     | 0.00%             | 2030-08-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219106811.SRDLC                                     | 219106811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6755 | PA      | $6441.36      | 0.00%             | 2028-08-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2023-1 Class B                                             | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    719000 | PA      | $748119.50    | 0.04%             | 2026-06-07      | Floating      | 12.51%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2024-1 Class A                                             | CUSIP: 177510AN4<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    395000 | PA      | $418897.50    | 0.02%             | 2027-06-07      | Floating      | 13.05%                | Yes           |                  2 | On Loan: No      |
| 9847734.SRDSQ                                       | 9847734.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26775 | PA      | $25114.07     | 0.00%             | 2027-03-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3909834.SRDUP                                    | CBM3909834.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2611 | PA      | $2616.42      | 0.00%             | 2028-08-02      | Fixed         | 22.43%                | Yes           |                  3 | On Loan: No      |
| 219072736.SRDLC                                     | 219072736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11643 | PA      | $11275.44     | 0.00%             | 2028-08-26      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219125486.SRDLC                                     | 219125486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3062 | PA      | $2975.12      | 0.00%             | 2027-08-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211979091.SRDLC                                     | 211979091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21004 | PA      | $2201.26      | 0.00%             | 2027-11-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 212088656.SRDLC                                     | 212088656.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       856 | PA      | $844.31       | 0.00%             | 2026-11-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8796868.SRDSQ                                       | 8796868.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19785 | PA      | $6125.53      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8830097.SRDSQ                                       | 8830097.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2036 | PA      | $403.87       | 0.00%             | 2026-09-12      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 214346109.SRDLC                                     | 214346109.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7203 | PA      | $7153.47      | 0.00%             | 2027-03-01      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 214893140.SRDLC                                     | 214893140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12986 | PA      | $12791.12     | 0.00%             | 2031-03-25      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| L3304999.SRDUP                                      | L3304999.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $2361.01      | 0.00%             | 2027-07-25      | Fixed         | 24.11%                | Yes           |                  3 | On Loan: No      |
| L3312563.SRDUP                                      | L3312563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1184 | PA      | $1201.73      | 0.00%             | 2027-07-27      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| FW3296412.SRDUP                                     | FW3296412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2339.28      | 0.00%             | 2027-07-20      | Fixed         | 24.47%                | Yes           |                  3 | On Loan: No      |
| FW3296419.SRDUP                                     | FW3296419.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6811 | PA      | $6928.99      | 0.00%             | 2027-07-20      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| 8881513.SRDSQ                                       | 8881513.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4270 | PA      | $4087.96      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8888522.SRDSQ                                       | 8888522.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6607 | PA      | $6450.76      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 218909779.SRDLC                                     | 218909779.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2651 | PA      | $2593.31      | 0.00%             | 2027-08-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 220056770.SRDLC                                     | 220056770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2825 | PA      | $2756.88      | 0.00%             | 2027-09-16      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 219140144.SRDLC                                     | 219140144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9420 | PA      | $9114.69      | 0.00%             | 2030-08-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 219160250.SRDLC                                     | 219160250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7602 | PA      | $7329.29      | 0.00%             | 2028-08-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| DRB5382251.SRDUP                                    | DRB5382251.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4423 | PA      | $4211.22      | 0.00%             | 2030-05-22      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| DRB5386113.SRDUP                                    | DRB5386113.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18491 | PA      | $17738.12     | 0.00%             | 2030-05-23      | Fixed         | 18.93%                | Yes           |                  3 | On Loan: No      |
| 212333158.SRDLC                                     | 212333158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15816 | PA      | $14892.08     | 0.00%             | 2027-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212353140.SRDLC                                     | 212353140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4247 | PA      | $4049.53      | 0.00%             | 2028-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8316795.SRDSQ                                       | 8316795.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    130850 | PA      | $76696.45     | 0.00%             | 2026-04-24      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8382912.SRDSQ                                       | 8382912.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1055 | PA      | $322.43       | 0.00%             | 2026-05-14      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| L3342369.SRDUP                                      | L3342369.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5606 | PA      | $3382.63      | 0.00%             | 2027-08-09      | Fixed         | 18.65%                | Yes           |                  3 | On Loan: No      |
| L3344812.SRDUP                                      | L3344812.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8570 | PA      | $8559.19      | 0.00%             | 2027-08-10      | Fixed         | 10.51%                | Yes           |                  3 | On Loan: No      |
| 9773445.SRDSQ                                       | 9773445.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3350 | PA      | $3198.24      | 0.00%             | 2027-03-08      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9785195.SRDSQ                                       | 9785195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15697 | PA      | $14793.07     | 0.00%             | 2027-03-11      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2024-1 Class B                                             | CUSIP: 177510AP9<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    762000 | PA      | $817892.70    | 0.04%             | 2027-06-07      | Floating      | 14.30%                | Yes           |                  2 | On Loan: No      |
| Commonwealth Re Ltd.                                | Commonwealth Re 2025-1 Class A                                       | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2302000 | PA      | $2353449.70   | 0.12%             | 2028-07-10      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| 214412488.SRDLC                                     | 214412488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23485 | PA      | $23197.34     | 0.00%             | 2028-02-18      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 214689505.SRDLC                                     | 214689505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4550 | PA      | $4443.31      | 0.00%             | 2030-03-13      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 213929943.SRDLC                                     | 213929943.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2206 | PA      | $2132.75      | 0.00%             | 2027-01-31      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213970018.SRDLC                                     | 213970018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3867 | PA      | $3835.83      | 0.00%             | 2027-01-15      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 215064273.SRDLC                                     | 215064273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10732 | PA      | $1284.41      | 0.00%             | 2029-08-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215089498.SRDLC                                     | 215089498.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17450 | PA      | $16692.37     | 0.00%             | 2030-03-19      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 7548062.SRDSQ                                       | 7548062.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     97924 | PA      | $7677.22      | 0.00%             | 2025-08-29      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 7660409.SRDSQ                                       | 7660409.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       606 | PA      | $47.52        | 0.00%             | 2025-10-04      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| 212490932.SRDLC                                     | 212490932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3331 | PA      | $3157.93      | 0.00%             | 2027-11-19      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213229711.SRDLC                                     | 213229711.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3650 | PA      | $3440.98      | 0.00%             | 2028-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214842925.SRDLC                                     | 214842925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11238 | PA      | $10729.41     | 0.00%             | 2029-03-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214957342.SRDLC                                     | 214957342.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3945 | PA      | $3847.39      | 0.00%             | 2027-03-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8820355.SRDSQ                                       | 8820355.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       881 | PA      | $641.40       | 0.00%             | 2026-09-10      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8848219.SRDSQ                                       | 8848219.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4210 | PA      | $4073.52      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9356339.SRDSQ                                       | 9356339.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9151 | PA      | $8670.75      | 0.00%             | 2027-01-18      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9358628.SRDSQ                                       | 9358628.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4728 | PA      | $4516.30      | 0.00%             | 2027-01-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3340712.SRDUP                                     | FW3340712.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $948.68       | 0.00%             | 2027-08-09      | Fixed         | 29.63%                | Yes           |                  3 | On Loan: No      |
| FW3500131.SRDUP                                     | FW3500131.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20746 | PA      | $3016.53      | 0.00%             | 2028-03-13      | Fixed         | 15.16%                | Yes           |                  3 | On Loan: No      |
| 8818061.SRDSQ                                       | 8818061.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3278 | PA      | $3134.05      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8845733.SRDSQ                                       | 8845733.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4453 | PA      | $4317.02      | 0.00%             | 2026-09-15      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 214891962.SRDLC                                     | 214891962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18927 | PA      | $18030.94     | 0.00%             | 2030-03-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214959763.SRDLC                                     | 214959763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25974 | PA      | $24659.72     | 0.00%             | 2030-03-12      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8836467.SRDSQ                                       | 8836467.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16903 | PA      | $16460.50     | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846293.SRDSQ                                       | 8846293.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2262 | PA      | $1685.86      | 0.00%             | 2026-09-16      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW3284922.SRDUP                                     | FW3284922.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       543 | PA      | $543.56       | 0.00%             | 2028-05-20      | Fixed         | 15.01%                | Yes           |                  3 | On Loan: No      |
| FW3298288.SRDUP                                     | FW3298288.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1442 | PA      | $1467.46      | 0.00%             | 2027-07-21      | Fixed         | 21.61%                | Yes           |                  3 | On Loan: No      |
| L3500620.SRDUP                                      | L3500620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8886 | PA      | $8904.48      | 0.00%             | 2027-10-13      | Fixed         | 14.71%                | Yes           |                  3 | On Loan: No      |
| L3542151.SRDUP                                      | L3542151.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1561 | PA      | $1559.93      | 0.00%             | 2027-11-01      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| 215068439.SRDLC                                     | 215068439.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15071 | PA      | $14326.40     | 0.00%             | 2030-03-18      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 215353662.SRDLC                                     | 215353662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18179 | PA      | $17783.19     | 0.00%             | 2030-03-28      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 8590731.SRDSQ                                       | 8590731.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1708 | PA      | $1674.57      | 0.00%             | 2026-07-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8840481.SRDSQ                                       | 8840481.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7526 | PA      | $4834.45      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 212518686.SRDLC                                     | 212518686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13032 | PA      | $12329.28     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212534930.SRDLC                                     | 212534930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2527 | PA      | $2433.26      | 0.00%             | 2028-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8772179.SRDSQ                                       | 8772179.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60148 | PA      | $52566.38     | 0.00%             | 2026-08-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8827095.SRDSQ                                       | 8827095.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7310 | PA      | $573.07       | 0.00%             | 2026-09-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8889357.SRDSQ                                       | 8889357.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16972 | PA      | $14159.95     | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8894047.SRDSQ                                       | 8894047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2261 | PA      | $2140.22      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215032254.SRDLC                                     | 215032254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11276 | PA      | $10580.70     | 0.00%             | 2028-03-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 215051399.SRDLC                                     | 215051399.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7648 | PA      | $7439.37      | 0.00%             | 2027-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9837297.SRDSQ                                       | 9837297.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3346 | PA      | $3160.76      | 0.00%             | 2027-03-24      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| CBM3910308.SRDUP                                    | CBM3910308.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1272 | PA      | $1275.08      | 0.00%             | 2028-08-02      | Fixed         | 24.05%                | Yes           |                  3 | On Loan: No      |
| DRB5181364.SRDUP                                    | DRB5181364.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2456 | PA      | $2366.24      | 0.00%             | 2030-04-04      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| DRB5378335.SRDUP                                    | DRB5378335.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3119 | PA      | $2957.65      | 0.00%             | 2028-05-22      | Fixed         | 27.13%                | Yes           |                  3 | On Loan: No      |
| L3542586.SRDUP                                      | L3542586.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $2618.67      | 0.00%             | 2027-11-01      | Fixed         | 12.21%                | Yes           |                  3 | On Loan: No      |
| L3909571.SRDUP                                      | L3909571.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12129 | PA      | $12191.66     | 0.00%             | 2028-08-02      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| 8648974.SRDSQ                                       | 8648974.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2741 | PA      | $2499.86      | 0.00%             | 2026-07-24      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8747951.SRDSQ                                       | 8747951.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    128161 | PA      | $105802.88    | 0.01%             | 2026-08-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213973570.SRDLC                                     | 213973570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15130 | PA      | $14877.52     | 0.00%             | 2028-01-27      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 214353515.SRDLC                                     | 214353515.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8176 | PA      | $7802.25      | 0.00%             | 2030-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 9364047.SRDSQ                                       | 9364047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22286 | PA      | $21307.41     | 0.00%             | 2027-01-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9804502.SRDSQ                                       | 9804502.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2638 | PA      | $2478.16      | 0.00%             | 2027-03-16      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 220051764.SRDLC                                     | 220051764.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8811 | PA      | $8590.77      | 0.00%             | 2028-09-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220069329.SRDLC                                     | 220069329.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9797 | PA      | $9514.02      | 0.00%             | 2028-09-16      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| CBM3913378.SRDUP                                    | CBM3913378.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6382 | PA      | $6326.37      | 0.00%             | 2029-01-04      | Fixed         | 17.16%                | Yes           |                  3 | On Loan: No      |
| CBM4008367.SRDUP                                    | CBM4008367.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6519 | PA      | $6573.10      | 0.00%             | 2028-10-06      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2023-2                                  | CUSIP: 91683VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2671055.85   | 0.14%             | 2033-06-20      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2025-1                                  | CUSIP: 91684PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3650432.17   | 0.19%             | 2035-04-20      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| 8849410.SRDSQ                                       | 8849410.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4789 | PA      | $4534.72      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8856044.SRDSQ                                       | 8856044.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       210 | PA      | $206.31       | 0.00%             | 2026-09-18      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| L3911606.SRDUP                                      | L3911606.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1991 | PA      | $1985.80      | 0.00%             | 2028-08-03      | Fixed         | 16.00%                | Yes           |                  3 | On Loan: No      |
| L3912392.SRDUP                                      | L3912392.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1249 | PA      | $1249.13      | 0.00%             | 2026-08-03      | Fixed         | 11.21%                | Yes           |                  3 | On Loan: No      |
| 9027356.SRDSQ                                       | 9027356.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10269 | PA      | $9356.10      | 0.00%             | 2026-10-30      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9670195.SRDSQ                                       | 9670195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    123955 | PA      | $117735.01    | 0.01%             | 2027-02-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3298680.SRDUP                                      | L3298680.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1469 | PA      | $1474.87      | 0.00%             | 2027-07-21      | Fixed         | 14.00%                | Yes           |                  3 | On Loan: No      |
| L3325407.SRDUP                                      | L3325407.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2230 | PA      | $2228.05      | 0.00%             | 2027-08-02      | Fixed         | 13.43%                | Yes           |                  3 | On Loan: No      |
| DRB5379941.SRDUP                                    | DRB5379941.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2022 | PA      | $1925.45      | 0.00%             | 2030-05-22      | Fixed         | 30.56%                | Yes           |                  3 | On Loan: No      |
| DRB5382309.SRDUP                                    | DRB5382309.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1353 | PA      | $1303.64      | 0.00%             | 2030-05-23      | Fixed         | 25.06%                | Yes           |                  3 | On Loan: No      |
| 8878575.SRDSQ                                       | 8878575.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6556 | PA      | $6143.17      | 0.00%             | 2026-09-24      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8882663.SRDSQ                                       | 8882663.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7089 | PA      | $6826.53      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -67 | NC      | $-61640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 67.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -119 | NC      | $-102340.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 219630701.SRDLC                                     | 219630701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9932 | PA      | $9592.57      | 0.00%             | 2030-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219948557.SRDLC                                     | 219948557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6837 | PA      | $6667.81      | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| DRB5576503.SRDUP                                    | DRB5576503.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2790 | PA      | $2674.54      | 0.00%             | 2030-07-01      | Fixed         | 31.22%                | Yes           |                  3 | On Loan: No      |
| FW3308999.SRDUP                                     | FW3308999.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25172 | PA      | $8058.29      | 0.00%             | 2027-07-26      | Fixed         | 18.40%                | Yes           |                  3 | On Loan: No      |
| 213606778.SRDLC                                     | 213606778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1582 | PA      | $1532.31      | 0.00%             | 2028-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213706480.SRDLC                                     | 213706480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8915 | PA      | $8488.66      | 0.00%             | 2030-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9845954.SRDSQ                                       | 9845954.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10371 | PA      | $9774.72      | 0.00%             | 2027-03-25      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| CBM3913457.SRDUP                                    | CBM3913457.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1373 | PA      | $1393.71      | 0.00%             | 2028-08-04      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| L3913536.SRDUP                                      | L3913536.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6097 | PA      | $6135.72      | 0.00%             | 2028-08-04      | Fixed         | 20.53%                | Yes           |                  3 | On Loan: No      |
| L3958982.SRDUP                                      | L3958982.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28828 | PA      | $28919.94     | 0.00%             | 2028-09-05      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| 215398828.SRDLC                                     | 215398828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25000 | PA      | $2620.00      | 0.00%             | 2030-04-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 216500048.SRDLC                                     | 216500048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4304 | PA      | $4049.18      | 0.00%             | 2028-05-22      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3500943.SRDUP                                     | FW3500943.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6321 | PA      | $6388.00      | 0.00%             | 2027-10-13      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| FW3911549.SRDUP                                     | FW3911549.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1106 | PA      | $1108.24      | 0.00%             | 2028-08-03      | Fixed         | 13.22%                | Yes           |                  3 | On Loan: No      |
| 9040940.SRDSQ                                       | 9040940.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15284 | PA      | $2050.27      | 0.00%             | 2026-11-02      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9043119.SRDSQ                                       | 9043119.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3598 | PA      | $3154.89      | 0.00%             | 2026-11-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8890586.SRDSQ                                       | 8890586.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9424 | PA      | $9196.11      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9021612.SRDSQ                                       | 9021612.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3267 | PA      | $3189.68      | 0.00%             | 2026-10-29      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| FW3310844.SRDUP                                     | FW3310844.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $2322.85      | 0.00%             | 2027-07-26      | Fixed         | 11.20%                | Yes           |                  3 | On Loan: No      |
| FW3324995.SRDUP                                     | FW3324995.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1596 | PA      | $1596.67      | 0.00%             | 2027-08-02      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| CBM5006321.SRDUP                                    | CBM5006321.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       927 | PA      | $861.76       | 0.00%             | 2030-02-06      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| CBM5009375.SRDUP                                    | CBM5009375.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46238 | PA      | $43424.29     | 0.00%             | 2030-02-07      | Fixed         | 25.58%                | Yes           |                  3 | On Loan: No      |
| 213861553.SRDLC                                     | 213861553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3399 | PA      | $3361.01      | 0.00%             | 2028-01-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213869946.SRDLC                                     | 213869946.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14094 | PA      | $13646.70     | 0.00%             | 2029-01-22      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| CBM4012533.SRDUP                                    | CBM4012533.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1995 | PA      | $1987.44      | 0.00%             | 2026-10-10      | Fixed         | 23.95%                | Yes           |                  3 | On Loan: No      |
| CBM4998524.SRDUP                                    | CBM4998524.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39434 | PA      | $36730.02     | 0.00%             | 2030-02-04      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| 8881294.SRDSQ                                       | 8881294.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       965 | PA      | $459.70       | 0.00%             | 2026-09-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9057341.SRDSQ                                       | 9057341.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7559 | PA      | $7318.60      | 0.00%             | 2026-11-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 214157926.SRDLC                                     | 214157926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9912 | PA      | $9457.95      | 0.00%             | 2029-02-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214203497.SRDLC                                     | 214203497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2268 | PA      | $2198.53      | 0.00%             | 2027-03-03      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212545957.SRDLC                                     | 212545957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11530 | PA      | $10863.82     | 0.00%             | 2027-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212584898.SRDLC                                     | 212584898.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12910 | PA      | $12744.73     | 0.00%             | 2028-11-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| L4996735.SRDUP                                      | L4996735.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12365 | PA      | $11745.10     | 0.00%             | 2030-02-03      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| L4997897.SRDUP                                      | L4997897.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6941 | PA      | $6713.93      | 0.00%             | 2030-02-03      | Fixed         | 13.43%                | Yes           |                  3 | On Loan: No      |
| 214151563.SRDLC                                     | 214151563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14658 | PA      | $14392.31     | 0.00%             | 2029-02-05      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214377452.SRDLC                                     | 214377452.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12217 | PA      | $1170.11      | 0.00%             | 2028-06-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM3910160.SRDUP                                    | CBM3910160.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       115 | PA      | $113.81       | 0.00%             | 2028-08-02      | Fixed         | 28.35%                | Yes           |                  3 | On Loan: No      |
| CBM3954214.SRDUP                                    | CBM3954214.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1708 | PA      | $1727.75      | 0.00%             | 2028-09-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| CBM5177169.SRDUP                                    | CBM5177169.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       947 | PA      | $887.65       | 0.00%             | 2030-04-03      | Fixed         | 25.06%                | Yes           |                  3 | On Loan: No      |
| DRB5006425.SRDUP                                    | DRB5006425.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45549 | PA      | $42354.78     | 0.00%             | 2030-02-06      | Fixed         | 27.22%                | Yes           |                  3 | On Loan: No      |
| CBM5177139.SRDUP                                    | CBM5177139.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13588 | PA      | $12703.06     | 0.00%             | 2030-04-03      | Fixed         | 31.88%                | Yes           |                  3 | On Loan: No      |
| DRB4996672.SRDUP                                    | DRB4996672.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3729 | PA      | $3465.31      | 0.00%             | 2030-02-05      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CAD/USD FWD 20260112                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1054045.42  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6150                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-87500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3327976.SRDUP                                     | FW3327976.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1734 | PA      | $1754.14      | 0.00%             | 2027-08-03      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| FW3334948.SRDUP                                     | FW3334948.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2658 | PA      | $2699.03      | 0.00%             | 2027-08-05      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| 7670024.SRDSQ                                       | 7670024.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4872 | PA      | $382.00       | 0.00%             | 2025-10-08      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 8372394.SRDSQ                                       | 8372394.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3139 | PA      | $590.04       | 0.00%             | 2026-05-12      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8865962.SRDSQ                                       | 8865962.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       544 | PA      | $524.68       | 0.00%             | 2026-09-20      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8870491.SRDSQ                                       | 8870491.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1033 | PA      | $1011.67      | 0.00%             | 2026-09-21      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9377368.SRDSQ                                       | 9377368.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7199 | PA      | $6812.03      | 0.00%             | 2027-01-24      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 9453782.SRDSQ                                       | 9453782.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7864 | PA      | $7476.10      | 0.00%             | 2027-01-26      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FW3913574.SRDUP                                     | FW3913574.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19264 | PA      | $19239.95     | 0.00%             | 2029-01-18      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| FW3960052.SRDUP                                     | FW3960052.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16838 | PA      | $17065.83     | 0.00%             | 2028-09-05      | Fixed         | 25.36%                | Yes           |                  3 | On Loan: No      |
| 212546095.SRDLC                                     | 212546095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20972 | PA      | $16960.14     | 0.00%             | 2028-05-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 213686845.SRDLC                                     | 213686845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5438 | PA      | $5330.63      | 0.00%             | 2027-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213394808.SRDLC                                     | 213394808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6992 | PA      | $6741.57      | 0.00%             | 2029-01-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213714822.SRDLC                                     | 213714822.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30904 | PA      | $30385.24     | 0.00%             | 2028-01-24      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| L5000089.SRDUP                                      | L5000089.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2285 | PA      | $2171.22      | 0.00%             | 2030-02-04      | Fixed         | 19.14%                | Yes           |                  3 | On Loan: No      |
| L5002945.SRDUP                                      | L5002945.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1187 | PA      | $1128.66      | 0.00%             | 2030-02-05      | Fixed         | 18.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6200                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -80 | NC      | $-120800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6250                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-163750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3298486.SRDUP                                     | FW3298486.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1228 | PA      | $1243.85      | 0.00%             | 2027-07-21      | Fixed         | 24.13%                | Yes           |                  3 | On Loan: No      |
| FW3331621.SRDUP                                     | FW3331621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $2035.73      | 0.00%             | 2027-08-04      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| 214425331.SRDLC                                     | 214425331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20980 | PA      | $19806.89     | 0.00%             | 2028-02-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215030341.SRDLC                                     | 215030341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3322 | PA      | $3244.25      | 0.00%             | 2027-03-28      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 220008103.SRDLC                                     | 220008103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7827 | PA      | $7598.30      | 0.00%             | 2028-09-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 220037502.SRDLC                                     | 220037502.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15196 | PA      | $14924.08     | 0.00%             | 2028-09-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 9070751.SRDSQ                                       | 9070751.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4534 | PA      | $3416.37      | 0.00%             | 2026-11-10      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9131212.SRDSQ                                       | 9131212.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1539 | PA      | $1485.47      | 0.00%             | 2026-11-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9463282.SRDSQ                                       | 9463282.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3657 | PA      | $3448.01      | 0.00%             | 2027-01-26      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9763833.SRDSQ                                       | 9763833.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5118 | PA      | $4831.38      | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5003133.SRDUP                                      | L5003133.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41473 | PA      | $38550.71     | 0.00%             | 2030-02-05      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L5004849.SRDUP                                      | L5004849.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4947 | PA      | $4645.97      | 0.00%             | 2030-02-06      | Fixed         | 22.69%                | Yes           |                  3 | On Loan: No      |
| 9740818.SRDSQ                                       | 9740818.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12387 | PA      | $11719.95     | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9830077.SRDSQ                                       | 9830077.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18193 | PA      | $17155.52     | 0.00%             | 2027-03-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8374326.SRDSQ                                       | 8374326.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       391 | PA      | $383.44       | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8386731.SRDSQ                                       | 8386731.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       362 | PA      | $354.78       | 0.00%             | 2026-05-15      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 7513883.SRDSQ                                       | 7513883.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $273.59       | 0.00%             | 2025-08-20      | Fixed         | 5.18%                 | Yes           |                  3 | On Loan: No      |
| 7690040.SRDSQ                                       | 7690040.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3182 | PA      | $2204.25      | 0.00%             | 2025-10-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| CBM5010684.SRDUP                                    | CBM5010684.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4148 | PA      | $3892.13      | 0.00%             | 2028-02-07      | Fixed         | 30.25%                | Yes           |                  3 | On Loan: No      |
| DRB5003213.SRDUP                                    | DRB5003213.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1333 | PA      | $1239.63      | 0.00%             | 2030-02-05      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| FW3960519.SRDUP                                     | FW3960519.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       881 | PA      | $875.90       | 0.00%             | 2026-09-05      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| FW4008016.SRDUP                                     | FW4008016.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       818 | PA      | $827.39       | 0.00%             | 2028-10-06      | Fixed         | 29.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6300                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -220 | NC      | $-246400.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6350                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -146 | NC      | $-140160.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 213765087.SRDLC                                     | 213765087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7859 | PA      | $7469.60      | 0.00%             | 2030-01-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214364354.SRDLC                                     | 214364354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5332 | PA      | $5162.77      | 0.00%             | 2029-02-13      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8790165.SRDSQ                                       | 8790165.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1198 | PA      | $1174.22      | 0.00%             | 2026-09-02      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8797586.SRDSQ                                       | 8797586.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26121 | PA      | $25257.37     | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3328140.SRDUP                                     | FW3328140.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       581 | PA      | $589.15       | 0.00%             | 2027-08-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW3337781.SRDUP                                     | FW3337781.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8255 | PA      | $8092.47      | 0.00%             | 2027-08-23      | Fixed         | 27.26%                | Yes           |                  3 | On Loan: No      |
| 214417584.SRDLC                                     | 214417584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15455 | PA      | $15196.97     | 0.00%             | 2028-03-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214456180.SRDLC                                     | 214456180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39681 | PA      | $39200.69     | 0.00%             | 2028-02-20      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| 8383678.SRDSQ                                       | 8383678.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3164 | PA      | $1992.05      | 0.00%             | 2026-05-14      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8550864.SRDSQ                                       | 8550864.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4145 | PA      | $324.99       | 0.00%             | 2026-07-01      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -175 | NC      | $-140000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 68.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -113 | NC      | $-84750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5003508.SRDUP                                    | DRB5003508.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7030 | PA      | $6532.12      | 0.00%             | 2030-02-05      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| DRB5004375.SRDUP                                    | DRB5004375.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1771 | PA      | $1646.59      | 0.00%             | 2030-02-06      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 220052994.SRDLC                                     | 220052994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3480 | PA      | $3390.84      | 0.00%             | 2027-09-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 220059455.SRDLC                                     | 220059455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9099 | PA      | $8883.08      | 0.00%             | 2031-09-23      | Fixed         | 28.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 63.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -28 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -219 | NC      | $-3285.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215168551.SRDLC                                     | 215168551.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5429 | PA      | $5295.62      | 0.00%             | 2027-04-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215269547.SRDLC                                     | 215269547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11245 | PA      | $9756.90      | 0.00%             | 2029-08-28      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| FW3342056.SRDUP                                     | FW3342056.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5032 | PA      | $5073.92      | 0.00%             | 2027-08-09      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| FW3391536.SRDUP                                     | FW3391536.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1336 | PA      | $1355.57      | 0.00%             | 2027-09-01      | Fixed         | 33.17%                | Yes           |                  3 | On Loan: No      |
| CBM5186767.SRDUP                                    | CBM5186767.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4538 | PA      | $4251.73      | 0.00%             | 2030-04-07      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB5179335.SRDUP                                    | DRB5179335.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37951 | PA      | $35933.26     | 0.00%             | 2030-04-03      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| 214380420.SRDLC                                     | 214380420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18612 | PA      | $18287.72     | 0.00%             | 2029-03-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214412857.SRDLC                                     | 214412857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18476 | PA      | $17652.25     | 0.00%             | 2030-02-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3392065.SRDUP                                     | FW3392065.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $1523.83      | 0.00%             | 2027-09-04      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3910687.SRDUP                                     | FW3910687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7690 | PA      | $7667.84      | 0.00%             | 2028-08-02      | Fixed         | 18.34%                | Yes           |                  3 | On Loan: No      |
| 215791974.SRDLC                                     | 215791974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3209 | PA      | $3008.37      | 0.00%             | 2028-08-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215851523.SRDLC                                     | 215851523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18434 | PA      | $17368.04     | 0.00%             | 2028-04-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| CBM4007246.SRDUP                                    | CBM4007246.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       634 | PA      | $629.77       | 0.00%             | 2026-10-06      | Fixed         | 26.21%                | Yes           |                  3 | On Loan: No      |
| CBM4009475.SRDUP                                    | CBM4009475.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6644 | PA      | $6723.22      | 0.00%             | 2028-10-06      | Fixed         | 27.73%                | Yes           |                  3 | On Loan: No      |
| L5007953.SRDUP                                      | L5007953.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4124 | PA      | $3966.75      | 0.00%             | 2028-02-06      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| L5008523.SRDUP                                      | L5008523.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1382 | PA      | $1314.04      | 0.00%             | 2030-02-07      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 9026349.SRDSQ                                       | 9026349.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9274 | PA      | $9061.75      | 0.00%             | 2026-10-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9036666.SRDSQ                                       | 9036666.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4144 | PA      | $3444.54      | 0.00%             | 2026-11-01      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW3501022.SRDUP                                     | FW3501022.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20972 | PA      | $20998.04     | 0.00%             | 2027-10-13      | Fixed         | 11.80%                | Yes           |                  3 | On Loan: No      |
| FW3956309.SRDUP                                     | FW3956309.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2621 | PA      | $2635.29      | 0.00%             | 2028-09-05      | Fixed         | 22.64%                | Yes           |                  3 | On Loan: No      |
| DRB5003731.SRDUP                                    | DRB5003731.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10628 | PA      | $9905.52      | 0.00%             | 2030-02-05      | Fixed         | 24.48%                | Yes           |                  3 | On Loan: No      |
| DRB5008237.SRDUP                                    | DRB5008237.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21471 | PA      | $21148.18     | 0.00%             | 2030-02-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 210590753.SRDLC                                     | 210590753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6862 | PA      | $6436.08      | 0.00%             | 2028-09-11      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211219208.SRDLC                                     | 211219208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15997 | PA      | $15866.87     | 0.00%             | 2028-10-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 8610127.SRDSQ                                       | 8610127.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $256.28       | 0.00%             | 2026-07-11      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 8621119.SRDSQ                                       | 8621119.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     75987 | PA      | $26242.14     | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8865982.SRDSQ                                       | 8865982.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4863 | PA      | $4066.58      | 0.00%             | 2026-09-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8873142.SRDSQ                                       | 8873142.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1346 | PA      | $1309.63      | 0.00%             | 2026-09-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214880014.SRDLC                                     | 214880014.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1539 | PA      | $1446.51      | 0.00%             | 2028-03-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214886753.SRDLC                                     | 214886753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4389 | PA      | $3882.66      | 0.00%             | 2028-06-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8149441.SRDSQ                                       | 8149441.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1135 | PA      | $342.44       | 0.00%             | 2026-03-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8172102.SRDSQ                                       | 8172102.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3317 | PA      | $260.08       | 0.00%             | 2026-03-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| DRB5382695.SRDUP                                    | DRB5382695.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4328 | PA      | $4122.60      | 0.00%             | 2030-05-23      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| DRB5578119.SRDUP                                    | DRB5578119.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3394 | PA      | $3356.72      | 0.00%             | 2030-07-01      | Fixed         | 19.20%                | Yes           |                  3 | On Loan: No      |
| FW3344583.SRDUP                                     | FW3344583.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       592 | PA      | $602.75       | 0.00%             | 2027-08-10      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW3399302.SRDUP                                     | FW3399302.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21349 | PA      | $21314.60     | 0.00%             | 2027-09-06      | Fixed         | 10.61%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 68.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -163 | NC      | $-115730.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 68.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -275 | NC      | $-181500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 211340390.SRDLC                                     | 211340390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7188 | PA      | $6793.67      | 0.00%             | 2029-10-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 212484817.SRDLC                                     | 212484817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10523 | PA      | $9955.22      | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8809744.SRDSQ                                       | 8809744.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1347 | PA      | $1324.10      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8827181.SRDSQ                                       | 8827181.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2668 | PA      | $2598.31      | 0.00%             | 2026-09-12      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 214950076.SRDLC                                     | 214950076.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8896 | PA      | $8608.74      | 0.00%             | 2029-03-13      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 215010210.SRDLC                                     | 215010210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5989 | PA      | $5719.32      | 0.00%             | 2029-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215594160.SRDLC                                     | 215594160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5893 | PA      | $4207.21      | 0.00%             | 2028-04-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215832959.SRDLC                                     | 215832959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9943 | PA      | $9460.57      | 0.00%             | 2030-04-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215615442.SRDLC                                     | 215615442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9693 | PA      | $9098.73      | 0.00%             | 2028-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 216714253.SRDLC                                     | 216714253.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14416 | PA      | $13777.11     | 0.00%             | 2030-05-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW4008218.SRDUP                                     | FW4008218.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9680 | PA      | $9712.73      | 0.00%             | 2028-10-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW4009928.SRDUP                                     | FW4009928.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3637 | PA      | $3650.58      | 0.00%             | 2028-10-10      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jan26C 530                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -150 | NC      | $-575625.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 484                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-47837.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3910219.SRDUP                                     | FW3910219.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3492 | PA      | $3532.84      | 0.00%             | 2028-08-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3960298.SRDUP                                     | FW3960298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7331 | PA      | $7434.82      | 0.00%             | 2028-09-06      | Fixed         | 26.85%                | Yes           |                  3 | On Loan: No      |
| 8653841.SRDSQ                                       | 8653841.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4051 | PA      | $3773.85      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8665598.SRDSQ                                       | 8665598.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1378 | PA      | $1345.62      | 0.00%             | 2026-07-29      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 7463273.SRDSQ                                       | 7463273.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20028 | PA      | $6817.44      | 0.00%             | 2025-08-03      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7571546.SRDSQ                                       | 7571546.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     69850 | PA      | $35724.45     | 0.00%             | 2025-09-07      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8893805.SRDSQ                                       | 8893805.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       601 | PA      | $583.22       | 0.00%             | 2026-09-27      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 8897701.SRDSQ                                       | 8897701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3619 | PA      | $3553.25      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8875498.SRDSQ                                       | 8875498.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1599 | PA      | $1538.19      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881313.SRDSQ                                       | 8881313.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2155 | PA      | $2069.58      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3960721.SRDUP                                     | FW3960721.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9472 | PA      | $9450.10      | 0.00%             | 2028-09-05      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| FW4996832.SRDUP                                     | FW4996832.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8651 | PA      | $8115.03      | 0.00%             | 2030-12-03      | Fixed         | 25.65%                | Yes           |                  3 | On Loan: No      |
| CBM4999407.SRDUP                                    | CBM4999407.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3160 | PA      | $2934.97      | 0.00%             | 2030-02-04      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| DRB4998045.SRDUP                                    | DRB4998045.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5314 | PA      | $4935.89      | 0.00%             | 2030-02-04      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 8840333.SRDSQ                                       | 8840333.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5860 | PA      | $5004.21      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845991.SRDSQ                                       | 8845991.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25333 | PA      | $21580.95     | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 216109214.SRDLC                                     | 216109214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23168 | PA      | $22312.12     | 0.00%             | 2029-04-28      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 216652539.SRDLC                                     | 216652539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4366 | PA      | $4101.14      | 0.00%             | 2028-05-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3337906.SRDUP                                      | L3337906.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5033 | PA      | $5040.10      | 0.00%             | 2027-08-08      | Fixed         | 16.31%                | Yes           |                  3 | On Loan: No      |
| L3341825.SRDUP                                      | L3341825.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1747 | PA      | $1749.52      | 0.00%             | 2027-08-09      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| 214404903.SRDLC                                     | 214404903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11396 | PA      | $10889.37     | 0.00%             | 2028-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214895494.SRDLC                                     | 214895494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1036 | PA      | $970.70       | 0.00%             | 2028-03-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8786224.SRDSQ                                       | 8786224.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1010 | PA      | $871.31       | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8866572.SRDSQ                                       | 8866572.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16827 | PA      | $16228.28     | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9050019.SRDSQ                                       | 9050019.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1536 | PA      | $1092.52      | 0.00%             | 2026-11-06      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 9099417.SRDSQ                                       | 9099417.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3689 | PA      | $3506.72      | 0.00%             | 2026-11-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5010055.SRDUP                                    | DRB5010055.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2598 | PA      | $2416.86      | 0.00%             | 2030-02-07      | Fixed         | 26.20%                | Yes           |                  3 | On Loan: No      |
| DRB5175717.SRDUP                                    | DRB5175717.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1603 | PA      | $1497.85      | 0.00%             | 2030-04-02      | Fixed         | 31.55%                | Yes           |                  3 | On Loan: No      |
| FW4012200.SRDUP                                     | FW4012200.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4318 | PA      | $4362.81      | 0.00%             | 2028-10-10      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| FW4998047.SRDUP                                     | FW4998047.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2144 | PA      | $1991.23      | 0.00%             | 2030-02-04      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| L3500293.SRDUP                                      | L3500293.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4803 | PA      | $4800.62      | 0.00%             | 2027-10-13      | Fixed         | 14.63%                | Yes           |                  3 | On Loan: No      |
| L3909918.SRDUP                                      | L3909918.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11598 | PA      | $2203.94      | 0.00%             | 2029-01-02      | Fixed         | 13.63%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 485                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-51700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 486                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -55 | NC      | $-68062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jan26P 425                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -57 | NC      | $-7481.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jan26P 430                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -280 | NC      | $-50750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6400                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -171 | NC      | $-140220.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6450                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -194 | NC      | $-135800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8211354.SRDSQ                                       | 8211354.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       416 | PA      | $404.67       | 0.00%             | 2026-03-23      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8371047.SRDSQ                                       | 8371047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21897 | PA      | $1716.70      | 0.00%             | 2026-05-11      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 216101002.SRDLC                                     | 216101002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1976 | PA      | $1916.60      | 0.00%             | 2027-04-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219045815.SRDLC                                     | 219045815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11230 | PA      | $10840.68     | 0.00%             | 2027-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8846316.SRDSQ                                       | 8846316.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3487 | PA      | $3379.77      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8858134.SRDSQ                                       | 8858134.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6242 | PA      | $5226.87      | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW5176949.SRDUP                                     | FW5176949.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1618 | PA      | $1517.68      | 0.00%             | 2030-04-03      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| FW5177083.SRDUP                                     | FW5177083.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2691 | PA      | $2524.20      | 0.00%             | 2030-04-03      | Fixed         | 31.16%                | Yes           |                  3 | On Loan: No      |
| FW3911028.SRDUP                                     | FW3911028.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3582 | PA      | $3574.98      | 0.00%             | 2028-08-02      | Fixed         | 14.95%                | Yes           |                  3 | On Loan: No      |
| FW4009829.SRDUP                                     | FW4009829.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1743 | PA      | $1761.01      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jan26P 435                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -218 | NC      | $-55862.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 430                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -57 | NC      | $-13893.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2022-2 Class C                                            | CUSIP: 91734PAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    361000 | PA      | $362624.50    | 0.02%             | 2025-12-06      | Floating      | 14.13%                | Yes           |                  2 | On Loan: No      |
| 9353811.SRDSQ                                       | 9353811.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       846 | PA      | $802.35       | 0.00%             | 2027-01-18      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 487                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-22100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 488                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-2725.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9041355.SRDSQ                                       | 9041355.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       755 | PA      | $719.19       | 0.00%             | 2026-11-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9054151.SRDSQ                                       | 9054151.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20961 | PA      | $18078.23     | 0.00%             | 2026-11-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 219001398.SRDLC                                     | 219001398.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7296 | PA      | $7077.83      | 0.00%             | 2029-08-12      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219047410.SRDLC                                     | 219047410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9617 | PA      | $9170.01      | 0.00%             | 2028-08-01      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8372918.SRDSQ                                       | 8372918.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12702 | PA      | $8848.24      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8376127.SRDSQ                                       | 8376127.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $104.30       | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| CBM3911873.SRDUP                                    | CBM3911873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2817 | PA      | $2820.20      | 0.00%             | 2028-08-03      | Fixed         | 27.00%                | Yes           |                  3 | On Loan: No      |
| CBM3913427.SRDUP                                    | CBM3913427.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       878 | PA      | $889.11       | 0.00%             | 2028-08-04      | Fixed         | 29.19%                | Yes           |                  3 | On Loan: No      |
| 216673939.SRDLC                                     | 216673939.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12278 | PA      | $11764.97     | 0.00%             | 2029-05-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 218265887.SRDLC                                     | 218265887.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11511 | PA      | $11095.85     | 0.00%             | 2028-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8858414.SRDSQ                                       | 8858414.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12749 | PA      | $12304.03     | 0.00%             | 2026-09-19      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8866439.SRDSQ                                       | 8866439.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6197 | PA      | $5340.80      | 0.00%             | 2026-09-20      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW5008414.SRDUP                                     | FW5008414.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1318 | PA      | $690.30       | 0.00%             | 2030-02-07      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW5009470.SRDUP                                     | FW5009470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4068 | PA      | $3786.82      | 0.00%             | 2030-02-07      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| 213943367.SRDLC                                     | 213943367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1302 | PA      | $1284.63      | 0.00%             | 2027-01-28      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 214146608.SRDLC                                     | 214146608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12664 | PA      | $12433.65     | 0.00%             | 2029-02-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 219114148.SRDLC                                     | 219114148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5902 | PA      | $5670.14      | 0.00%             | 2030-08-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 219972995.SRDLC                                     | 219972995.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3132 | PA      | $3069.14      | 0.00%             | 2027-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| CBM3955854.SRDUP                                    | CBM3955854.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6313 | PA      | $1983.80      | 0.00%             | 2028-09-05      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| CBM4992912.SRDUP                                    | CBM4992912.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2153 | PA      | $2000.01      | 0.00%             | 2030-02-04      | Fixed         | 31.42%                | Yes           |                  3 | On Loan: No      |
| 9360946.SRDSQ                                       | 9360946.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4799 | PA      | $4632.83      | 0.00%             | 2027-01-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9735281.SRDSQ                                       | 9735281.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4469 | PA      | $4216.67      | 0.00%             | 2027-02-28      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 8389510.SRDSQ                                       | 8389510.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       284 | PA      | $275.26       | 0.00%             | 2026-05-17      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| 8401058.SRDSQ                                       | 8401058.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2429 | PA      | $2105.55      | 0.00%             | 2026-05-20      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8889346.SRDSQ                                       | 8889346.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2645 | PA      | $1996.40      | 0.00%             | 2026-09-26      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9028338.SRDSQ                                       | 9028338.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7356 | PA      | $6952.23      | 0.00%             | 2026-10-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 7653230.SRDSQ                                       | 7653230.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1788 | PA      | $140.21       | 0.00%             | 2025-10-02      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 7667423.SRDSQ                                       | 7667423.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $611.53       | 0.00%             | 2025-10-05      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 215061718.SRDLC                                     | 215061718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10201 | PA      | $9661.85      | 0.00%             | 2028-03-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215071836.SRDLC                                     | 215071836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7149 | PA      | $6934.66      | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| DRB5385975.SRDUP                                    | DRB5385975.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5092 | PA      | $4849.38      | 0.00%             | 2030-05-23      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| DRB5581644.SRDUP                                    | DRB5581644.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2238 | PA      | $2185.76      | 0.00%             | 2030-07-01      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| FW5178857.SRDUP                                     | FW5178857.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7425 | PA      | $6964.32      | 0.00%             | 2030-04-03      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| FW5582565.SRDUP                                     | FW5582565.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5436 | PA      | $5360.51      | 0.00%             | 2030-07-02      | Fixed         | 15.98%                | Yes           |                  3 | On Loan: No      |
| FW3312437.SRDUP                                     | FW3312437.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1361 | PA      | $1395.18      | 0.00%             | 2027-07-27      | Fixed         | 29.29%                | Yes           |                  3 | On Loan: No      |
| FW3320060.SRDUP                                     | FW3320060.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1179 | PA      | $1193.73      | 0.00%             | 2027-08-01      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| 214176988.SRDLC                                     | 214176988.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1622 | PA      | $1577.37      | 0.00%             | 2028-02-05      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 214180050.SRDLC                                     | 214180050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12857 | PA      | $12252.40     | 0.00%             | 2029-02-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 8876805.SRDSQ                                       | 8876805.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1903 | PA      | $1657.24      | 0.00%             | 2026-09-23      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8896967.SRDSQ                                       | 8896967.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1163 | PA      | $1138.99      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5176387.SRDUP                                    | DRB5176387.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $1878.28      | 0.00%             | 2030-04-03      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| DRB5177106.SRDUP                                    | DRB5177106.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $838.95       | 0.00%             | 2030-04-03      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW5008353.SRDUP                                     | FW5008353.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4867 | PA      | $4713.95      | 0.00%             | 2030-02-07      | Fixed         | 21.25%                | Yes           |                  3 | On Loan: No      |
| FW5010005.SRDUP                                     | FW5010005.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1298 | PA      | $1207.28      | 0.00%             | 2030-02-07      | Fixed         | 25.71%                | Yes           |                  3 | On Loan: No      |
| 219996778.SRDLC                                     | 219996778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3700.41      | 0.00%             | 2028-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 220012803.SRDLC                                     | 220012803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1737 | PA      | $1701.78      | 0.00%             | 2027-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 9033116.SRDSQ                                       | 9033116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6413 | PA      | $6268.84      | 0.00%             | 2026-11-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9037328.SRDSQ                                       | 9037328.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45168 | PA      | $43306.63     | 0.00%             | 2026-11-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219031131.SRDLC                                     | 219031131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22615 | PA      | $21787.61     | 0.00%             | 2030-08-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219104614.SRDLC                                     | 219104614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5752 | PA      | $5545.12      | 0.00%             | 2028-08-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| FW5010286.SRDUP                                     | FW5010286.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2266 | PA      | $668.60       | 0.00%             | 2030-02-07      | Fixed         | 32.20%                | Yes           |                  3 | On Loan: No      |
| FW5181386.SRDUP                                     | FW5181386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6859 | PA      | $6639.52      | 0.00%             | 2030-04-04      | Fixed         | 17.43%                | Yes           |                  3 | On Loan: No      |
| 9793900.SRDSQ                                       | 9793900.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2541 | PA      | $2398.78      | 0.00%             | 2027-03-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9800960.SRDSQ                                       | 9800960.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1779 | PA      | $1657.03      | 0.00%             | 2027-03-15      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| 220060443.SRDLC                                     | 220060443.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3895.83      | 0.00%             | 2028-09-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 220068307.SRDLC                                     | 220068307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2946 | PA      | $2840.20      | 0.00%             | 2028-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9330589.SRDSQ                                       | 9330589.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1203 | PA      | $1132.64      | 0.00%             | 2027-01-12      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9335081.SRDSQ                                       | 9335081.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3018 | PA      | $2894.09      | 0.00%             | 2027-01-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9140033.SRDSQ                                       | 9140033.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1986 | PA      | $1933.32      | 0.00%             | 2026-11-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9268262.SRDSQ                                       | 9268262.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1686 | PA      | $1626.01      | 0.00%             | 2026-12-27      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| DRB5177334.SRDUP                                    | DRB5177334.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26284 | PA      | $26025.92     | 0.00%             | 2028-04-03      | Fixed         | 9.95%                 | Yes           |                  3 | On Loan: No      |
| DRB5179356.SRDUP                                    | DRB5179356.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4826 | PA      | $4672.69      | 0.00%             | 2030-04-03      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| 9822353.SRDSQ                                       | 9822353.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6462 | PA      | $6093.55      | 0.00%             | 2027-03-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9827454.SRDSQ                                       | 9827454.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46931 | PA      | $43857.25     | 0.00%             | 2027-03-22      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NY Harb ULSD Fut  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-326529.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | KMZ5_MS_2025.12.11_SHORT                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-768023.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 212522336.SRDLC                                     | 212522336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5590 | PA      | $5268.65      | 0.00%             | 2027-11-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214262688.SRDLC                                     | 214262688.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12752 | PA      | $12536.85     | 0.00%             | 2028-02-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6500                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-73750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6550                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -160 | NC      | $-81600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219874833.SRDLC                                     | 219874833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14839 | PA      | $14356.38     | 0.00%             | 2029-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 220002767.SRDLC                                     | 220002767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15484 | PA      | $14959.32     | 0.00%             | 2030-09-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | KRW/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1236138.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| L3292493.SRDUP                                      | L3292493.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       545 | PA      | $546.79       | 0.00%             | 2027-07-19      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| 8618102.SRDSQ                                       | 8618102.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1702 | PA      | $1549.10      | 0.00%             | 2026-07-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8666822.SRDSQ                                       | 8666822.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26798 | PA      | $25075.46     | 0.00%             | 2026-07-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5008568.SRDUP                                      | L5008568.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1558 | PA      | $1462.84      | 0.00%             | 2030-02-07      | Fixed         | 21.72%                | Yes           |                  3 | On Loan: No      |
| L5577586.SRDUP                                      | L5577586.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1063 | PA      | $1050.90      | 0.00%             | 2030-07-01      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW3320337.SRDUP                                     | FW3320337.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7223 | PA      | $7247.22      | 0.00%             | 2027-08-01      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| FW3330488.SRDUP                                     | FW3330488.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1521 | PA      | $1543.42      | 0.00%             | 2027-08-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| 216135412.SRDLC                                     | 216135412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10511 | PA      | $10072.44     | 0.00%             | 2030-04-29      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219079960.SRDLC                                     | 219079960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4284 | PA      | $4160.40      | 0.00%             | 2029-08-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 9047910.SRDSQ                                       | 9047910.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3642 | PA      | $285.51       | 0.00%             | 2026-11-05      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 9064995.SRDSQ                                       | 9064995.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2462 | PA      | $2317.50      | 0.00%             | 2026-11-09      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8332068.SRDSQ                                       | 8332068.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5871 | PA      | $4259.88      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8340882.SRDSQ                                       | 8340882.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1383 | PA      | $108.44       | 0.00%             | 2026-05-01      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| DRB5179460.SRDUP                                    | DRB5179460.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2773 | PA      | $2601.48      | 0.00%             | 2030-04-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| DRB5186843.SRDUP                                    | DRB5186843.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31451 | PA      | $29568.63     | 0.00%             | 2030-04-07      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| 219926472.SRDLC                                     | 219926472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9582 | PA      | $9301.30      | 0.00%             | 2027-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 219941506.SRDLC                                     | 219941506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       981 | PA      | $949.37       | 0.00%             | 2028-09-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 9284667.SRDSQ                                       | 9284667.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21670 | PA      | $20854.28     | 0.00%             | 2027-01-01      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9311558.SRDSQ                                       | 9311558.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8210 | PA      | $7745.63      | 0.00%             | 2027-01-08      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 218943132.SRDLC                                     | 218943132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4530.29      | 0.00%             | 2027-08-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219899280.SRDLC                                     | 219899280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2895 | PA      | $2835.86      | 0.00%             | 2027-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| L3910210.SRDUP                                      | L3910210.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1930 | PA      | $1202.71      | 0.00%             | 2028-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L3912959.SRDUP                                      | L3912959.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3402 | PA      | $3419.13      | 0.00%             | 2028-08-03      | Fixed         | 19.42%                | Yes           |                  3 | On Loan: No      |
| 9837871.SRDSQ                                       | 9837871.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16936 | PA      | $15969.80     | 0.00%             | 2027-03-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3913263.SRDUP                                    | CBM3913263.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3823 | PA      | $3853.54      | 0.00%             | 2028-08-04      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| DRB5181496.SRDUP                                    | DRB5181496.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6597 | PA      | $6192.02      | 0.00%             | 2030-04-04      | Fixed         | 31.72%                | Yes           |                  3 | On Loan: No      |
| DRB5381752.SRDUP                                    | DRB5381752.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2115 | PA      | $2012.96      | 0.00%             | 2030-05-22      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| 219064168.SRDLC                                     | 219064168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2896 | PA      | $2759.29      | 0.00%             | 2028-08-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219071201.SRDLC                                     | 219071201.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5966 | PA      | $5722.64      | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9076754.SRDSQ                                       | 9076754.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       577 | PA      | $560.32       | 0.00%             | 2026-11-13      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9278339.SRDSQ                                       | 9278339.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7117 | PA      | $6666.13      | 0.00%             | 2026-12-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 220006906.SRDLC                                     | 220006906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12764 | PA      | $12455.02     | 0.00%             | 2028-09-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 7521819.SRDSQ                                       | 7521819.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8737 | PA      | $684.95       | 0.00%             | 2025-08-22      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 214820200.SRDLC                                     | 214820200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15629 | PA      | $14560.04     | 0.00%             | 2028-03-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214862123.SRDLC                                     | 214862123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26424 | PA      | $24952.39     | 0.00%             | 2030-03-21      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219187672.SRDLC                                     | 219187672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9860 | PA      | $9471.60      | 0.00%             | 2030-08-18      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219993091.SRDLC                                     | 219993091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7541 | PA      | $7321.21      | 0.00%             | 2028-09-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW3331760.SRDUP                                     | FW3331760.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3167 | PA      | $3203.37      | 0.00%             | 2027-08-04      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| FW3335412.SRDUP                                     | FW3335412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       688 | PA      | $698.96       | 0.00%             | 2027-08-05      | Fixed         | 27.67%                | Yes           |                  3 | On Loan: No      |
| 220000109.SRDLC                                     | 220000109.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19846 | PA      | $19176.16     | 0.00%             | 2030-09-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 220030488.SRDLC                                     | 220030488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1975 | PA      | $1915.31      | 0.00%             | 2029-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| CBM4998635.SRDUP                                    | CBM4998635.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1853 | PA      | $1738.14      | 0.00%             | 2030-02-04      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| CBM5010162.SRDUP                                    | CBM5010162.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4578 | PA      | $4258.51      | 0.00%             | 2030-02-07      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| FW5178923.SRDUP                                     | FW5178923.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3068 | PA      | $2939.31      | 0.00%             | 2028-04-03      | Fixed         | 22.61%                | Yes           |                  3 | On Loan: No      |
| FW5181280.SRDUP                                     | FW5181280.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3214 | PA      | $3042.44      | 0.00%             | 2030-04-04      | Fixed         | 20.15%                | Yes           |                  3 | On Loan: No      |
| 214242434.SRDLC                                     | 214242434.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9177 | PA      | $8729.10      | 0.00%             | 2030-02-12      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214921487.SRDLC                                     | 214921487.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5427 | PA      | $5264.18      | 0.00%             | 2027-03-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L4008356.SRDUP                                      | L4008356.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       927 | PA      | $927.23       | 0.00%             | 2026-10-06      | Fixed         | 19.19%                | Yes           |                  3 | On Loan: No      |
| L5000422.SRDUP                                      | L5000422.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9117 | PA      | $8567.67      | 0.00%             | 2030-02-04      | Fixed         | 22.39%                | Yes           |                  3 | On Loan: No      |
| FW3344219.SRDUP                                     | FW3344219.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8157 | PA      | $160.40       | 0.00%             | 2028-01-10      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| FW4007221.SRDUP                                     | FW4007221.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3807 | PA      | $3847.92      | 0.00%             | 2028-10-10      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| 220052334.SRDLC                                     | 220052334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7358 | PA      | $7121.88      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| East Lane Re VII Ltd.                               | East Lane Re VII 2024-1 Class A                                      | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    900000 | PA      | $910260.00    | 0.05%             | 2026-03-31      | Floating      | 12.77%                | Yes           |                  2 | On Loan: No      |
| 220050659.SRDLC                                     | 220050659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1473 | PA      | $1419.65      | 0.00%             | 2028-09-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 220188269.SRDLC                                     | 220188269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7671 | PA      | $7460.98      | 0.00%             | 2029-09-23      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| DRB5578279.SRDUP                                    | DRB5578279.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14299 | PA      | $13816.05     | 0.00%             | 2030-07-01      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| DRB5583230.SRDUP                                    | DRB5583230.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1958 | PA      | $1892.94      | 0.00%             | 2030-07-02      | Fixed         | 31.48%                | Yes           |                  3 | On Loan: No      |
| 9298854.SRDSQ                                       | 9298854.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2571 | PA      | $2415.76      | 0.00%             | 2027-01-03      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9466617.SRDSQ                                       | 9466617.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4579 | PA      | $4378.21      | 0.00%             | 2027-01-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9737550.SRDSQ                                       | 9737550.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4693 | PA      | $4438.48      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9789730.SRDSQ                                       | 9789730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1927 | PA      | $1782.77      | 0.00%             | 2027-03-12      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| FW4009883.SRDUP                                     | FW4009883.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3255 | PA      | $3288.79      | 0.00%             | 2028-10-10      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| FW5007503.SRDUP                                     | FW5007503.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4193 | PA      | $3898.50      | 0.00%             | 2030-02-06      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| 8192083.SRDSQ                                       | 8192083.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1364 | PA      | $1296.44      | 0.00%             | 2026-03-17      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8345984.SRDSQ                                       | 8345984.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7287 | PA      | $5979.67      | 0.00%             | 2026-05-04      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8376770.SRDSQ                                       | 8376770.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       448 | PA      | $442.27       | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8550895.SRDSQ                                       | 8550895.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10747 | PA      | $10555.99     | 0.00%             | 2026-07-01      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 7707340.SRDSQ                                       | 7707340.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7778 | PA      | $5200.91      | 0.00%             | 2025-10-21      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 8362250.SRDSQ                                       | 8362250.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2770 | PA      | $1877.70      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 9074956.SRDSQ                                       | 9074956.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4623 | PA      | $4395.65      | 0.00%             | 2026-11-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9081390.SRDSQ                                       | 9081390.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2910 | PA      | $2823.63      | 0.00%             | 2026-11-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8348034.SRDSQ                                       | 8348034.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        75 | PA      | $73.21        | 0.00%             | 2026-05-04      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8550167.SRDSQ                                       | 8550167.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4548 | PA      | $726.40       | 0.00%             | 2026-07-01      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2025-1                | Eden Re II 2025-1 Class B                                            | CUSIP: 27954JAB3<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |   8546000 | PA      | $9309126.95   | 0.48%             | 2030-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2024-1                | Eden Re II 2024-1 Class B                                            | CUSIP: 27954UAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     17778 | PA      | $458977.89    | 0.02%             | 2028-03-17      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 8340968.SRDSQ                                       | 8340968.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7482 | PA      | $586.55       | 0.00%             | 2026-05-01      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8398994.SRDSQ                                       | 8398994.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        80 | PA      | $78.07        | 0.00%             | 2026-05-20      | Fixed         | 5.67%                 | Yes           |                  3 | On Loan: No      |
| 215006675.SRDLC                                     | 215006675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8970 | PA      | $1931.32      | 0.00%             | 2028-03-31      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215097682.SRDLC                                     | 215097682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14562 | PA      | $14344.10     | 0.00%             | 2028-03-25      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 215771320.SRDLC                                     | 215771320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16626 | PA      | $15859.46     | 0.00%             | 2029-04-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 215849077.SRDLC                                     | 215849077.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5526 | PA      | $5300.46      | 0.00%             | 2029-04-22      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 219146785.SRDLC                                     | 219146785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9894 | PA      | $9486.80      | 0.00%             | 2031-08-18      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| 219450833.SRDLC                                     | 219450833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3326 | PA      | $3242.37      | 0.00%             | 2028-09-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214965547.SRDLC                                     | 214965547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4008 | PA      | $3908.54      | 0.00%             | 2027-03-13      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 214994314.SRDLC                                     | 214994314.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4833 | PA      | $4754.49      | 0.00%             | 2028-03-13      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 8377184.SRDSQ                                       | 8377184.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11363 | PA      | $8221.84      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8400226.SRDSQ                                       | 8400226.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3747 | PA      | $2803.20      | 0.00%             | 2026-05-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8414000.SRDSQ                                       | 8414000.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       517 | PA      | $448.64       | 0.00%             | 2026-05-24      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8635380.SRDSQ                                       | 8635380.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       966 | PA      | $925.17       | 0.00%             | 2026-07-21      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9317754.SRDSQ                                       | 9317754.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1208 | PA      | $1057.27      | 0.00%             | 2027-01-09      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9321730.SRDSQ                                       | 9321730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1823 | PA      | $1744.29      | 0.00%             | 2027-01-10      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8896160.SRDSQ                                       | 8896160.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2889 | PA      | $2669.02      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9052172.SRDSQ                                       | 9052172.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1175 | PA      | $1137.23      | 0.00%             | 2026-11-06      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW5589080.SRDUP                                     | FW5589080.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2174 | PA      | $2080.01      | 0.00%             | 2028-07-03      | Fixed         | 29.54%                | Yes           |                  3 | On Loan: No      |
| L3310657.SRDUP                                      | L3310657.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1625 | PA      | $1648.87      | 0.00%             | 2027-07-26      | Fixed         | 24.27%                | Yes           |                  3 | On Loan: No      |
| 8789344.SRDSQ                                       | 8789344.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1829 | PA      | $1764.82      | 0.00%             | 2026-09-01      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8793335.SRDSQ                                       | 8793335.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18848 | PA      | $18246.89     | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9345028.SRDSQ                                       | 9345028.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5632 | PA      | $5278.25      | 0.00%             | 2027-01-16      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 9381416.SRDSQ                                       | 9381416.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7847 | PA      | $3910.29      | 0.00%             | 2027-01-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9366107.SRDSQ                                       | 9366107.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14077 | PA      | $13406.73     | 0.00%             | 2027-01-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9366691.SRDSQ                                       | 9366691.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1420 | PA      | $1300.36      | 0.00%             | 2027-01-22      | Fixed         | 6.37%                 | Yes           |                  3 | On Loan: No      |
| 214997908.SRDLC                                     | 214997908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15481 | PA      | $15103.74     | 0.00%             | 2027-03-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215050908.SRDLC                                     | 215050908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4683 | PA      | $4450.03      | 0.00%             | 2028-03-22      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L5578377.SRDUP                                      | L5578377.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $922.16       | 0.00%             | 2028-07-01      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| 186340276.SRDLC                                     | 186340276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4161 | PA      | $436.09       | 0.00%             | 2027-03-09      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| DRB5585767.SRDUP                                    | DRB5585767.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8408 | PA      | $8129.00      | 0.00%             | 2030-07-02      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| FW3310226.SRDUP                                     | FW3310226.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1527 | PA      | $1535.33      | 0.00%             | 2027-07-26      | Fixed         | 15.16%                | Yes           |                  3 | On Loan: No      |
| 8603968.SRDSQ                                       | 8603968.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4732 | PA      | $4328.66      | 0.00%             | 2026-07-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8663001.SRDSQ                                       | 8663001.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5365 | PA      | $5248.57      | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB4998395.SRDUP                                    | DRB4998395.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1577 | PA      | $1479.34      | 0.00%             | 2030-02-04      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| DRB5003074.SRDUP                                    | DRB5003074.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2532 | PA      | $2352.49      | 0.00%             | 2030-02-05      | Fixed         | 32.02%                | Yes           |                  3 | On Loan: No      |
| FW3312370.SRDUP                                     | FW3312370.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1409 | PA      | $1428.59      | 0.00%             | 2027-07-27      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| FW3319854.SRDUP                                     | FW3319854.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16669 | PA      | $16857.58     | 0.00%             | 2027-08-01      | Fixed         | 18.55%                | Yes           |                  3 | On Loan: No      |
| 8405736.SRDSQ                                       | 8405736.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9358 | PA      | $7746.19      | 0.00%             | 2026-05-21      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8410705.SRDSQ                                       | 8410705.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         9 | PA      | $8.89         | 0.00%             | 2026-05-22      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 186752739.SRDLC                                     | 186752739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3848 | PA      | $3867.90      | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 186969110.SRDLC                                     | 186969110.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5702 | PA      | $597.59       | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM3954201.SRDUP                                    | CBM3954201.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15964 | PA      | $16143.10     | 0.00%             | 2028-09-01      | Fixed         | 23.42%                | Yes           |                  3 | On Loan: No      |
| CBM3954561.SRDUP                                    | CBM3954561.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8533 | PA      | $8551.66      | 0.00%             | 2028-09-01      | Fixed         | 21.09%                | Yes           |                  3 | On Loan: No      |
| 9793149.SRDSQ                                       | 9793149.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1750 | PA      | $1626.07      | 0.00%             | 2027-03-12      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9793401.SRDSQ                                       | 9793401.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9852 | PA      | $7616.33      | 0.00%             | 2027-03-12      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 8552335.SRDSQ                                       | 8552335.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7466 | PA      | $5326.73      | 0.00%             | 2026-07-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8552851.SRDSQ                                       | 8552851.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3573 | PA      | $3213.59      | 0.00%             | 2026-07-02      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L3913384.SRDUP                                      | L3913384.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3969 | PA      | $3993.65      | 0.00%             | 2028-08-04      | Fixed         | 24.07%                | Yes           |                  3 | On Loan: No      |
| L5004114.SRDUP                                      | L5004114.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38001 | PA      | $36792.35     | 0.00%             | 2030-02-18      | Fixed         | 14.76%                | Yes           |                  3 | On Loan: No      |
| DRB5003146.SRDUP                                    | DRB5003146.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5101 | PA      | $4741.21      | 0.00%             | 2030-02-05      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| DRB5004838.SRDUP                                    | DRB5004838.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4346 | PA      | $346.96       | 0.00%             | 2030-02-06      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-3 Class A                                            | CUSIP: 36779CAT3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    313000 | PA      | $309259.65    | 0.02%             | 2025-12-22      | Floating      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Genesee Street Re Ltd.                              | Genesee Street Re 2025-1 Class A                                     | CUSIP: 37173WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1928000 | PA      | $1953449.60   | 0.10%             | 2028-04-07      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| 9688697.SRDSQ                                       | 9688697.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    102040 | PA      | $96908.58     | 0.01%             | 2027-02-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9691179.SRDSQ                                       | 9691179.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    101041 | PA      | $95903.18     | 0.00%             | 2027-02-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5177368.SRDUP                                      | L5177368.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2844 | PA      | $2667.09      | 0.00%             | 2030-04-03      | Fixed         | 25.90%                | Yes           |                  3 | On Loan: No      |
| L5179861.SRDUP                                      | L5179861.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13920 | PA      | $13474.00     | 0.00%             | 2030-04-03      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| DRB5179845.SRDUP                                    | DRB5179845.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3704 | PA      | $3461.18      | 0.00%             | 2030-04-03      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5186400.SRDUP                                    | DRB5186400.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33221 | PA      | $31220.96     | 0.00%             | 2030-04-07      | Fixed         | 26.86%                | Yes           |                  3 | On Loan: No      |
| L5384726.SRDUP                                      | L5384726.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7435 | PA      | $7232.57      | 0.00%             | 2028-05-23      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| L5584329.SRDUP                                      | L5584329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9622 | PA      | $9400.99      | 0.00%             | 2030-07-02      | Fixed         | 21.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 222                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-5100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 223                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -85 | NC      | $-11050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177392.SRDUP                                    | DRB5177392.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2663 | PA      | $2497.68      | 0.00%             | 2030-04-03      | Fixed         | 28.23%                | Yes           |                  3 | On Loan: No      |
| DRB5179336.SRDUP                                    | DRB5179336.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1817 | PA      | $1704.53      | 0.00%             | 2030-04-03      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| FW5008489.SRDUP                                     | FW5008489.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3707 | PA      | $3449.18      | 0.00%             | 2030-02-07      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| FW5010637.SRDUP                                     | FW5010637.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       859 | PA      | $826.49       | 0.00%             | 2028-02-07      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 9473172.SRDSQ                                       | 9473172.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2342 | PA      | $2267.77      | 0.00%             | 2027-01-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9737495.SRDSQ                                       | 9737495.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1116 | PA      | $809.43       | 0.00%             | 2027-02-28      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| 9350246.SRDSQ                                       | 9350246.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       569 | PA      | $556.67       | 0.00%             | 2027-01-17      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 9377181.SRDSQ                                       | 9377181.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3474 | PA      | $2626.21      | 0.00%             | 2027-01-24      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 8806392.SRDSQ                                       | 8806392.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1937 | PA      | $1872.85      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8819715.SRDSQ                                       | 8819715.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1728 | PA      | $1693.02      | 0.00%             | 2026-09-10      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8793879.SRDSQ                                       | 8793879.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13509 | PA      | $13140.42     | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8800500.SRDSQ                                       | 8800500.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       320 | PA      | $312.36       | 0.00%             | 2026-09-05      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 186994916.SRDLC                                     | 186994916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7437 | PA      | $7325.08      | 0.00%             | 2027-04-28      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187019293.SRDLC                                     | 187019293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10576 | PA      | $9988.74      | 0.00%             | 2028-01-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6600                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -87 | NC      | $-37410.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ CURRENCY FUT   Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -879 | NC      | $89391.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8786249.SRDSQ                                       | 8786249.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3881 | PA      | $304.29       | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8787950.SRDSQ                                       | 8787950.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       386 | PA      | $374.78       | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 69                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -265 | NC      | $-164300.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 69.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -232 | NC      | $-136880.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 9744412.SRDSQ                                       | 9744412.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       545 | PA      | $520.16       | 0.00%             | 2027-03-01      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| 9749732.SRDSQ                                       | 9749732.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5207 | PA      | $4345.68      | 0.00%             | 2027-03-02      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 218288603.SRDLC                                     | 218288603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24366 | PA      | $23408.96     | 0.00%             | 2030-07-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 218944787.SRDLC                                     | 218944787.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6265 | PA      | $5954.34      | 0.00%             | 2028-08-11      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9511671.SRDSQ                                       | 9511671.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2746 | PA      | $2657.13      | 0.00%             | 2027-01-28      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9677053.SRDSQ                                       | 9677053.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    104995 | PA      | $99033.98     | 0.01%             | 2027-02-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5186917.SRDUP                                    | DRB5186917.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4645 | PA      | $4348.00      | 0.00%             | 2030-04-07      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| DRB5380331.SRDUP                                    | DRB5380331.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1152 | PA      | $1096.87      | 0.00%             | 2030-05-22      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| 220043585.SRDLC                                     | 220043585.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9945 | PA      | $9748.63      | 0.00%             | 2029-09-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 220050772.SRDLC                                     | 220050772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8799 | PA      | $8546.40      | 0.00%             | 2028-09-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| DRB5583551.SRDUP                                    | DRB5583551.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2237 | PA      | $2194.41      | 0.00%             | 2030-07-02      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| DRB5584678.SRDUP                                    | DRB5584678.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11999 | PA      | $11722.39     | 0.00%             | 2030-07-02      | Fixed         | 26.43%                | Yes           |                  3 | On Loan: No      |
| 187711960.SRDLC                                     | 187711960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3193 | PA      | $3315.20      | 0.00%             | 2027-03-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 192995083.SRDLC                                     | 192995083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6557 | PA      | $687.18       | 0.00%             | 2027-09-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5381623.SRDUP                                    | DRB5381623.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1807 | PA      | $1712.06      | 0.00%             | 2030-05-23      | Fixed         | 28.47%                | Yes           |                  3 | On Loan: No      |
| DRB5384090.SRDUP                                    | DRB5384090.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2690 | PA      | $2562.16      | 0.00%             | 2030-05-23      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 8881361.SRDSQ                                       | 8881361.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1045 | PA      | $1019.58      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8889969.SRDSQ                                       | 8889969.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1597 | PA      | $1473.69      | 0.00%             | 2026-09-26      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| FW3336660.SRDUP                                     | FW3336660.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2596 | PA      | $2638.75      | 0.00%             | 2027-08-08      | Fixed         | 27.43%                | Yes           |                  3 | On Loan: No      |
| FW3342569.SRDUP                                     | FW3342569.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        80 | PA      | $80.05        | 0.00%             | 2026-01-09      | Fixed         | 20.93%                | Yes           |                  3 | On Loan: No      |
| 9757355.SRDSQ                                       | 9757355.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4583 | PA      | $4254.28      | 0.00%             | 2027-03-04      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9765837.SRDSQ                                       | 9765837.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1712 | PA      | $1617.46      | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CAC40 10 EURO FUT Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       354 | NC      | $849338.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CHF/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1015414.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| 219841149.SRDLC                                     | 219841149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9932 | PA      | $9592.57      | 0.00%             | 2030-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 220000847.SRDLC                                     | 220000847.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       980 | PA      | $948.71       | 0.00%             | 2028-09-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Greengrove Re Ltd.                                  | Greengrove Re 2025-1 Class A                                         | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |    941000 | PA      | $942035.10    | 0.05%             | 2028-04-07      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2021-1 Class A                                             | CUSIP: 42703VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     70492 | PA      | $704.92       | 0.00%             | 2028-06-06      | Floating      | 22.10%                | Yes           |                  3 | On Loan: No      |
| 205138879.SRDLC                                     | 205138879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4695 | PA      | $4782.48      | 0.00%             | 2026-11-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205829459.SRDLC                                     | 205829459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5196 | PA      | $5098.50      | 0.00%             | 2026-12-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 224                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -92 | NC      | $-15640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 225                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -101 | NC      | $-22220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9612887.SRDSQ                                       | 9612887.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2571 | PA      | $2395.94      | 0.00%             | 2027-01-29      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 9738105.SRDSQ                                       | 9738105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5538 | PA      | $5178.18      | 0.00%             | 2027-02-28      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 9804739.SRDSQ                                       | 9804739.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20687 | PA      | $19395.19     | 0.00%             | 2027-03-16      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM3910097.SRDUP                                    | CBM3910097.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       919 | PA      | $541.37       | 0.00%             | 2028-08-02      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| 206662755.SRDLC                                     | 206662755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8181 | PA      | $8140.62      | 0.00%             | 2029-02-22      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 206837166.SRDLC                                     | 206837166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5634 | PA      | $5617.39      | 0.00%             | 2029-02-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8792493.SRDSQ                                       | 8792493.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6369 | PA      | $5841.42      | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8796623.SRDSQ                                       | 8796623.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $523.03       | 0.00%             | 2026-09-04      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2022-1 Class A                                             | CUSIP: 42703VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    302000 | PA      | $318051.30    | 0.02%             | 2027-01-08      | Floating      | 17.30%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class A                                             | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    875000 | PA      | $899543.75    | 0.05%             | 2029-01-08      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| DRB5177220.SRDUP                                    | DRB5177220.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3252 | PA      | $3050.70      | 0.00%             | 2030-04-03      | Fixed         | 32.29%                | Yes           |                  3 | On Loan: No      |
| DRB5178288.SRDUP                                    | DRB5178288.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2551 | PA      | $2410.64      | 0.00%             | 2028-04-03      | Fixed         | 26.77%                | Yes           |                  3 | On Loan: No      |
| 7611892.SRDSQ                                       | 7611892.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     75687 | PA      | $5933.84      | 0.00%             | 2025-09-20      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8143109.SRDSQ                                       | 8143109.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2806 | PA      | $2621.90      | 0.00%             | 2026-02-28      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| DRB5180196.SRDUP                                    | DRB5180196.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10870 | PA      | $10305.24     | 0.00%             | 2030-04-03      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| DRB5584043.SRDUP                                    | DRB5584043.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11156 | PA      | $10785.37     | 0.00%             | 2030-07-02      | Fixed         | 30.84%                | Yes           |                  3 | On Loan: No      |
| 215070317.SRDLC                                     | 215070317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2588 | PA      | $2429.83      | 0.00%             | 2028-03-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215555509.SRDLC                                     | 215555509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21720 | PA      | $20876.03     | 0.00%             | 2028-04-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 64.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -116 | NC      | $-2320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -408 | NC      | $-14280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5385677.SRDUP                                    | DRB5385677.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2405 | PA      | $2290.26      | 0.00%             | 2030-05-23      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| DRB5385754.SRDUP                                    | DRB5385754.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2544 | PA      | $2473.38      | 0.00%             | 2030-05-23      | Fixed         | 14.76%                | Yes           |                  3 | On Loan: No      |
| 9306838.SRDSQ                                       | 9306838.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3189 | PA      | $2669.62      | 0.00%             | 2027-01-07      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9735750.SRDSQ                                       | 9735750.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2904 | PA      | $2536.34      | 0.00%             | 2027-02-28      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| CBM3910281.SRDUP                                    | CBM3910281.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14972 | PA      | $15010.04     | 0.00%             | 2028-08-07      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| CBM3913442.SRDUP                                    | CBM3913442.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1976 | PA      | $1972.17      | 0.00%             | 2026-08-04      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| FW5000431.SRDUP                                     | FW5000431.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2515 | PA      | $2337.99      | 0.00%             | 2030-02-04      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| FW5008559.SRDUP                                     | FW5008559.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2977 | PA      | $2769.95      | 0.00%             | 2030-02-15      | Fixed         | 27.70%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 226                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -95 | NC      | $-27550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 227                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -110 | NC      | $-41800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3344925.SRDUP                                     | FW3344925.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3847 | PA      | $3790.36      | 0.00%             | 2028-01-25      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| FW3391334.SRDUP                                     | FW3391334.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1916 | PA      | $1942.27      | 0.00%             | 2027-09-01      | Fixed         | 33.66%                | Yes           |                  3 | On Loan: No      |
| 8163831.SRDSQ                                       | 8163831.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2812 | PA      | $220.44       | 0.00%             | 2026-03-08      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8337026.SRDSQ                                       | 8337026.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2857 | PA      | $2601.05      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 207224646.SRDLC                                     | 207224646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4732 | PA      | $4753.60      | 0.00%             | 2026-03-14      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 207898355.SRDLC                                     | 207898355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8281 | PA      | $7950.16      | 0.00%             | 2027-04-22      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| CBM5010703.SRDUP                                    | CBM5010703.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1244 | PA      | $245.40       | 0.00%             | 2030-02-07      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| CBM5187251.SRDUP                                    | CBM5187251.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2032 | PA      | $596.92       | 0.00%             | 2028-04-07      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| FW5181387.SRDUP                                     | FW5181387.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4243 | PA      | $1244.07      | 0.00%             | 2030-04-04      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| FW5582474.SRDUP                                     | FW5582474.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1641 | PA      | $1623.04      | 0.00%             | 2030-07-02      | Fixed         | 14.15%                | Yes           |                  3 | On Loan: No      |
| 8612450.SRDSQ                                       | 8612450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1035 | PA      | $81.17        | 0.00%             | 2026-07-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8633043.SRDSQ                                       | 8633043.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1537 | PA      | $869.58       | 0.00%             | 2026-07-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| DRB5179962.SRDUP                                    | DRB5179962.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24179 | PA      | $12498.67     | 0.00%             | 2030-04-03      | Fixed         | 31.70%                | Yes           |                  3 | On Loan: No      |
| DRB5181242.SRDUP                                    | DRB5181242.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2426 | PA      | $2290.16      | 0.00%             | 2028-04-04      | Fixed         | 30.38%                | Yes           |                  3 | On Loan: No      |
| CBM4008026.SRDUP                                    | CBM4008026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2190 | PA      | $2144.12      | 0.00%             | 2029-03-21      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| CBM4012132.SRDUP                                    | CBM4012132.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $192.49       | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| CBM4010388.SRDUP                                    | CBM4010388.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       477 | PA      | $473.71       | 0.00%             | 2026-10-10      | Fixed         | 19.70%                | Yes           |                  3 | On Loan: No      |
| CBM5003479.SRDUP                                    | CBM5003479.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27482 | PA      | $25796.37     | 0.00%             | 2030-02-05      | Fixed         | 24.53%                | Yes           |                  3 | On Loan: No      |
| 219958583.SRDLC                                     | 219958583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14277 | PA      | $13841.00     | 0.00%             | 2030-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7472943.SRDSQ                                       | 7472943.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10790 | PA      | $845.96       | 0.00%             | 2025-08-07      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| FW5380326.SRDUP                                     | FW5380326.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       821 | PA      | $784.76       | 0.00%             | 2030-05-22      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 66.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -63 | NC      | $-1968.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3909883.SRDUP                                     | FW3909883.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1371 | PA      | $1361.38      | 0.00%             | 2026-08-02      | Fixed         | 24.85%                | Yes           |                  3 | On Loan: No      |
| FW3956859.SRDUP                                     | FW3956859.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2747 | PA      | $2745.54      | 0.00%             | 2026-09-05      | Fixed         | 19.27%                | Yes           |                  3 | On Loan: No      |
| 218844148.SRDLC                                     | 218844148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9547 | PA      | $9264.54      | 0.00%             | 2028-08-18      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219153428.SRDLC                                     | 219153428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12520 | PA      | $12171.12     | 0.00%             | 2028-08-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210658206.SRDLC                                     | 210658206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1228.43      | 0.00%             | 2026-09-24      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210731989.SRDLC                                     | 210731989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10017 | PA      | $9473.79      | 0.00%             | 2027-09-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5181277.SRDUP                                    | DRB5181277.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2265 | PA      | $656.04       | 0.00%             | 2030-04-04      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| DRB5382798.SRDUP                                    | DRB5382798.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32415 | PA      | $31504.55     | 0.00%             | 2030-05-23      | Fixed         | 13.08%                | Yes           |                  3 | On Loan: No      |
| DRB5010016.SRDUP                                    | DRB5010016.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2249 | PA      | $2092.08      | 0.00%             | 2030-02-07      | Fixed         | 31.66%                | Yes           |                  3 | On Loan: No      |
| DRB5177057.SRDUP                                    | DRB5177057.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18942 | PA      | $17943.41     | 0.00%             | 2030-04-03      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| FW3957509.SRDUP                                     | FW3957509.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1122 | PA      | $1115.72      | 0.00%             | 2026-09-05      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| FW3957681.SRDUP                                     | FW3957681.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1374 | PA      | $816.17       | 0.00%             | 2028-09-05      | Fixed         | 29.31%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 66.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -168 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 66.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -227 | NC      | $-4256.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5586399.SRDUP                                    | DRB5586399.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4780 | PA      | $4595.43      | 0.00%             | 2028-07-02      | Fixed         | 30.32%                | Yes           |                  3 | On Loan: No      |
| DRB5593520.SRDUP                                    | DRB5593520.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4007 | PA      | $3875.93      | 0.00%             | 2030-07-03      | Fixed         | 28.90%                | Yes           |                  3 | On Loan: No      |
| L3291594.SRDUP                                      | L3291594.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3289 | PA      | $3310.59      | 0.00%             | 2027-07-19      | Fixed         | 19.14%                | Yes           |                  3 | On Loan: No      |
| L3309713.SRDUP                                      | L3309713.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2671 | PA      | $2683.26      | 0.00%             | 2027-07-26      | Fixed         | 15.54%                | Yes           |                  3 | On Loan: No      |
| 210944914.SRDLC                                     | 210944914.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5092 | PA      | $4940.32      | 0.00%             | 2027-10-03      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211277589.SRDLC                                     | 211277589.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       548 | PA      | $535.21       | 0.00%             | 2026-10-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| DRB5386238.SRDUP                                    | DRB5386238.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4953 | PA      | $1029.14      | 0.00%             | 2030-05-23      | Fixed         | 27.20%                | Yes           |                  3 | On Loan: No      |
| DRB5572514.SRDUP                                    | DRB5572514.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31914 | PA      | $30836.93     | 0.00%             | 2030-07-01      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| FW4009840.SRDUP                                     | FW4009840.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       975 | PA      | $988.73       | 0.00%             | 2028-10-10      | Fixed         | 28.27%                | Yes           |                  3 | On Loan: No      |
| FW4012620.SRDUP                                     | FW4012620.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3481 | PA      | $3517.61      | 0.00%             | 2028-10-10      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| L3325658.SRDUP                                      | L3325658.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4938 | PA      | $4938.68      | 0.00%             | 2027-08-02      | Fixed         | 17.45%                | Yes           |                  3 | On Loan: No      |
| L3332024.SRDUP                                      | L3332024.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $487.08       | 0.00%             | 2027-08-04      | Fixed         | 20.29%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -99 | NC      | $-1237.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 67.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -217 | NC      | $-1356.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211536599.SRDLC                                     | 211536599.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21708 | PA      | $20582.89     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211583920.SRDLC                                     | 211583920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6138 | PA      | $6030.90      | 0.00%             | 2026-10-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5177199.SRDUP                                    | DRB5177199.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5148 | PA      | $4829.24      | 0.00%             | 2030-04-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| DRB5187690.SRDUP                                    | DRB5187690.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8859 | PA      | $8369.74      | 0.00%             | 2030-04-07      | Fixed         | 30.58%                | Yes           |                  3 | On Loan: No      |
| L3334497.SRDUP                                      | L3334497.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $3275.42      | 0.00%             | 2027-08-05      | Fixed         | 17.06%                | Yes           |                  3 | On Loan: No      |
| L3337328.SRDUP                                      | L3337328.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2844 | PA      | $2847.34      | 0.00%             | 2027-08-08      | Fixed         | 18.14%                | Yes           |                  3 | On Loan: No      |
| L3320133.SRDUP                                      | L3320133.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6830 | PA      | $6905.64      | 0.00%             | 2027-08-01      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| L3331276.SRDUP                                      | L3331276.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       761 | PA      | $765.90       | 0.00%             | 2027-08-04      | Fixed         | 23.86%                | Yes           |                  3 | On Loan: No      |
| FW5179833.SRDUP                                     | FW5179833.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2239 | PA      | $1265.02      | 0.00%             | 2028-04-03      | Fixed         | 22.62%                | Yes           |                  3 | On Loan: No      |
| FW5381826.SRDUP                                     | FW5381826.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4978 | PA      | $4904.76      | 0.00%             | 2030-05-22      | Fixed         | 12.85%                | Yes           |                  3 | On Loan: No      |
| 8403621.SRDSQ                                       | 8403621.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2294 | PA      | $2077.57      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8543493.SRDSQ                                       | 8543493.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       598 | PA      | $570.02       | 0.00%             | 2026-06-30      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| 215212828.SRDLC                                     | 215212828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30532 | PA      | $29862.73     | 0.00%             | 2030-04-02      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 215758173.SRDLC                                     | 215758173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1295 | PA      | $316.28       | 0.00%             | 2027-04-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 216030556.SRDLC                                     | 216030556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15819 | PA      | $15379.49     | 0.00%             | 2027-04-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 216124068.SRDLC                                     | 216124068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8467 | PA      | $8009.73      | 0.00%             | 2028-04-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8349432.SRDSQ                                       | 8349432.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       372 | PA      | $179.13       | 0.00%             | 2026-05-04      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8410686.SRDSQ                                       | 8410686.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1027 | PA      | $223.88       | 0.00%             | 2026-05-22      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8546551.SRDSQ                                       | 8546551.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       391 | PA      | $375.54       | 0.00%             | 2026-06-30      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8651778.SRDSQ                                       | 8651778.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       518 | PA      | $479.19       | 0.00%             | 2026-07-26      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| CBM5380834.SRDUP                                    | CBM5380834.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7145 | PA      | $6858.49      | 0.00%             | 2030-05-22      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| CBM5579167.SRDUP                                    | CBM5579167.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4015 | PA      | $3879.21      | 0.00%             | 2030-07-01      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 8801437.SRDSQ                                       | 8801437.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       823 | PA      | $798.00       | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846921.SRDSQ                                       | 8846921.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2143 | PA      | $2083.86      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9377872.SRDSQ                                       | 9377872.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2517 | PA      | $2377.01      | 0.00%             | 2027-01-24      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 9624549.SRDSQ                                       | 9624549.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    104967 | PA      | $99652.02     | 0.01%             | 2027-01-31      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8871941.SRDSQ                                       | 8871941.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $855.84       | 0.00%             | 2026-09-21      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8876605.SRDSQ                                       | 8876605.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1616 | PA      | $1573.38      | 0.00%             | 2026-09-23      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9636049.SRDSQ                                       | 9636049.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     92345 | PA      | $87593.56     | 0.00%             | 2027-02-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9734243.SRDSQ                                       | 9734243.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4799 | PA      | $4416.59      | 0.00%             | 2027-02-28      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 216278094.SRDLC                                     | 216278094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5447 | PA      | $5298.45      | 0.00%             | 2028-05-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 218230325.SRDLC                                     | 218230325.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15396 | PA      | $14771.48     | 0.00%             | 2029-07-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8553925.SRDSQ                                       | 8553925.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       598 | PA      | $489.67       | 0.00%             | 2026-07-02      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8787249.SRDSQ                                       | 8787249.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5944 | PA      | $3838.81      | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8789844.SRDSQ                                       | 8789844.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       638 | PA      | $628.15       | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815991.SRDSQ                                       | 8815991.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       198 | PA      | $193.98       | 0.00%             | 2026-09-09      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW5380707.SRDUP                                     | FW5380707.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1347 | PA      | $1282.14      | 0.00%             | 2030-05-22      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW5386203.SRDUP                                     | FW5386203.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5042 | PA      | $4892.80      | 0.00%             | 2028-05-23      | Fixed         | 16.63%                | Yes           |                  3 | On Loan: No      |
| FW5581256.SRDUP                                     | FW5581256.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7113 | PA      | $6813.89      | 0.00%             | 2030-07-01      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| L3292286.SRDUP                                      | L3292286.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5915 | PA      | $6016.16      | 0.00%             | 2027-07-19      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| 8557180.SRDSQ                                       | 8557180.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3357 | PA      | $3075.08      | 0.00%             | 2026-07-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8616889.SRDSQ                                       | 8616889.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       528 | PA      | $506.26       | 0.00%             | 2026-07-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8746621.SRDSQ                                       | 8746621.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     62919 | PA      | $60342.82     | 0.00%             | 2026-08-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8781105.SRDSQ                                       | 8781105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       890 | PA      | $866.14       | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 218934438.SRDLC                                     | 218934438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9716 | PA      | $9424.78      | 0.00%             | 2029-08-11      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219064593.SRDLC                                     | 219064593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6273 | PA      | $6106.89      | 0.00%             | 2029-08-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 9753013.SRDSQ                                       | 9753013.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2747 | PA      | $2530.22      | 0.00%             | 2027-03-03      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9771484.SRDSQ                                       | 9771484.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1430 | PA      | $1343.07      | 0.00%             | 2027-03-08      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| L3298677.SRDUP                                      | L3298677.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3535 | PA      | $3548.97      | 0.00%             | 2027-07-21      | Fixed         | 15.73%                | Yes           |                  3 | On Loan: No      |
| L3304686.SRDUP                                      | L3304686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4295 | PA      | $624.53       | 0.00%             | 2027-07-25      | Fixed         | 14.98%                | Yes           |                  3 | On Loan: No      |
| 219196643.SRDLC                                     | 219196643.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24029 | PA      | $23060.47     | 0.00%             | 2028-08-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219962295.SRDLC                                     | 219962295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11259 | PA      | $10974.30     | 0.00%             | 2028-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 8849104.SRDSQ                                       | 8849104.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2207 | PA      | $2124.84      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8861479.SRDSQ                                       | 8861479.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10600 | PA      | $10204.06     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5576436.SRDUP                                     | FW5576436.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3091 | PA      | $3056.53      | 0.00%             | 2030-07-01      | Fixed         | 14.78%                | Yes           |                  3 | On Loan: No      |
| L3288889.SRDUP                                      | L3288889.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1530 | PA      | $1532.07      | 0.00%             | 2027-07-18      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| DRB5007468.SRDUP                                    | DRB5007468.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1665 | PA      | $1579.11      | 0.00%             | 2030-02-06      | Fixed         | 28.07%                | Yes           |                  3 | On Loan: No      |
| DRB5008497.SRDUP                                    | DRB5008497.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2872 | PA      | $2696.59      | 0.00%             | 2030-07-07      | Fixed         | 27.91%                | Yes           |                  3 | On Loan: No      |
| L3501102.SRDUP                                      | L3501102.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3275 | PA      | $3348.92      | 0.00%             | 2027-10-13      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L3954555.SRDUP                                      | L3954555.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18490 | PA      | $18436.24     | 0.00%             | 2028-09-01      | Fixed         | 13.54%                | Yes           |                  3 | On Loan: No      |
| 8783706.SRDSQ                                       | 8783706.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4919 | PA      | $3634.97      | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8790134.SRDSQ                                       | 8790134.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1666 | PA      | $945.76       | 0.00%             | 2026-09-02      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8815958.SRDSQ                                       | 8815958.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4014 | PA      | $2844.97      | 0.00%             | 2026-09-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8843494.SRDSQ                                       | 8843494.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7107 | PA      | $5741.71      | 0.00%             | 2026-09-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| L3955869.SRDUP                                      | L3955869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1234 | PA      | $1230.96      | 0.00%             | 2028-09-05      | Fixed         | 17.66%                | Yes           |                  3 | On Loan: No      |
| L5001203.SRDUP                                      | L5001203.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3337 | PA      | $3195.09      | 0.00%             | 2028-02-04      | Fixed         | 19.58%                | Yes           |                  3 | On Loan: No      |
| 9110483.SRDSQ                                       | 9110483.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10878 | PA      | $10223.88     | 0.00%             | 2026-11-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9292302.SRDSQ                                       | 9292302.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4305 | PA      | $4086.98      | 0.00%             | 2027-01-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8844638.SRDSQ                                       | 8844638.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16218 | PA      | $15752.73     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8865825.SRDSQ                                       | 8865825.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1294 | PA      | $719.82       | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 219996378.SRDLC                                     | 219996378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9676 | PA      | $9419.19      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220017310.SRDLC                                     | 220017310.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9915 | PA      | $9616.42      | 0.00%             | 2030-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3305703.SRDUP                                      | L3305703.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7721 | PA      | $7774.80      | 0.00%             | 2027-07-25      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| L3312509.SRDUP                                      | L3312509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1580.02      | 0.00%             | 2027-07-27      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -162 | NC      | $-1620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -60 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8894456.SRDSQ                                       | 8894456.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1271 | PA      | $1177.99      | 0.00%             | 2026-09-27      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8897788.SRDSQ                                       | 8897788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10367 | PA      | $6618.69      | 0.00%             | 2026-09-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8875529.SRDSQ                                       | 8875529.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4356 | PA      | $4231.46      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9053481.SRDSQ                                       | 9053481.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2689 | PA      | $2555.69      | 0.00%             | 2026-11-07      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 220069598.SRDLC                                     | 220069598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7300 | PA      | $7119.07      | 0.00%             | 2028-09-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 7509830.SRDSQ                                       | 7509830.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1157 | PA      | $90.68        | 0.00%             | 2025-08-17      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| L3325663.SRDUP                                      | L3325663.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3767 | PA      | $3769.84      | 0.00%             | 2027-08-02      | Fixed         | 23.60%                | Yes           |                  3 | On Loan: No      |
| L3335372.SRDUP                                      | L3335372.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7499 | PA      | $7492.59      | 0.00%             | 2027-08-05      | Fixed         | 12.85%                | Yes           |                  3 | On Loan: No      |
| DRB5181399.SRDUP                                    | DRB5181399.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4049 | PA      | $3790.98      | 0.00%             | 2030-04-04      | Fixed         | 28.12%                | Yes           |                  3 | On Loan: No      |
| DRB5378408.SRDUP                                    | DRB5378408.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2454 | PA      | $2325.47      | 0.00%             | 2030-05-22      | Fixed         | 32.00%                | Yes           |                  3 | On Loan: No      |
| 8861763.SRDSQ                                       | 8861763.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4406 | PA      | $2728.25      | 0.00%             | 2026-09-19      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8867810.SRDSQ                                       | 8867810.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2994 | PA      | $2288.66      | 0.00%             | 2026-09-20      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 9281805.SRDSQ                                       | 9281805.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2203 | PA      | $2116.61      | 0.00%             | 2027-01-01      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9335428.SRDSQ                                       | 9335428.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7837 | PA      | $7633.74      | 0.00%             | 2027-01-14      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| L5384999.SRDUP                                      | L5384999.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1618 | PA      | $1548.04      | 0.00%             | 2030-05-23      | Fixed         | 21.70%                | Yes           |                  3 | On Loan: No      |
| L5385058.SRDUP                                      | L5385058.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11355 | PA      | $10866.14     | 0.00%             | 2030-05-23      | Fixed         | 22.32%                | Yes           |                  3 | On Loan: No      |
| 7665948.SRDSQ                                       | 7665948.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1930 | PA      | $1115.33      | 0.00%             | 2025-10-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 7730045.SRDSQ                                       | 7730045.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       847 | PA      | $508.41       | 0.00%             | 2025-10-26      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 68.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -155 | NC      | $-775.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 62.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8869716.SRDSQ                                       | 8869716.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1443 | PA      | $1243.81      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8875700.SRDSQ                                       | 8875700.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4078 | PA      | $3954.63      | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L5578008.SRDUP                                      | L5578008.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5422 | PA      | $5287.87      | 0.00%             | 2030-07-01      | Fixed         | 19.09%                | Yes           |                  3 | On Loan: No      |
| 8772076.SRDSQ                                       | 8772076.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     74806 | PA      | $63918.76     | 0.00%             | 2026-08-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8796096.SRDSQ                                       | 8796096.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       796 | PA      | $778.64       | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9047192.SRDSQ                                       | 9047192.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2429 | PA      | $2314.36      | 0.00%             | 2026-11-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9065677.SRDSQ                                       | 9065677.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       948 | PA      | $756.10       | 0.00%             | 2026-11-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8336699.SRDSQ                                       | 8336699.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       445 | PA      | $363.40       | 0.00%             | 2026-04-30      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 8413628.SRDSQ                                       | 8413628.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       526 | PA      | $515.34       | 0.00%             | 2026-05-23      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 9314488.SRDSQ                                       | 9314488.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4949 | PA      | $4779.11      | 0.00%             | 2027-01-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9692562.SRDSQ                                       | 9692562.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     96926 | PA      | $91522.60     | 0.00%             | 2027-02-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9345365.SRDSQ                                       | 9345365.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6492 | PA      | $6102.55      | 0.00%             | 2027-01-16      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9357127.SRDSQ                                       | 9357127.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3277 | PA      | $3137.64      | 0.00%             | 2027-01-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5379956.SRDUP                                    | DRB5379956.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2327 | PA      | $2121.36      | 0.00%             | 2030-05-22      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| DRB5382212.SRDUP                                    | DRB5382212.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1041 | PA      | $997.34       | 0.00%             | 2030-05-22      | Fixed         | 27.61%                | Yes           |                  3 | On Loan: No      |
| 9019873.SRDSQ                                       | 9019873.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6037 | PA      | $4502.60      | 0.00%             | 2026-10-29      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9062095.SRDSQ                                       | 9062095.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2756 | PA      | $2649.38      | 0.00%             | 2026-11-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8419293.SRDSQ                                       | 8419293.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2635 | PA      | $2536.42      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8606131.SRDSQ                                       | 8606131.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2077 | PA      | $2003.43      | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9100061.SRDSQ                                       | 9100061.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2161 | PA      | $2076.54      | 0.00%             | 2026-11-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9126683.SRDSQ                                       | 9126683.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1024 | PA      | $958.09       | 0.00%             | 2026-11-23      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 63                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 63.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -131 | NC      | $-655.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8815813.SRDSQ                                       | 8815813.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5120.61      | 0.00%             | 2026-09-09      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8822571.SRDSQ                                       | 8822571.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1372 | PA      | $1263.68      | 0.00%             | 2026-09-11      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9310443.SRDSQ                                       | 9310443.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4915 | PA      | $4539.15      | 0.00%             | 2027-01-08      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9338241.SRDSQ                                       | 9338241.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3791 | PA      | $3627.50      | 0.00%             | 2027-01-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9757719.SRDSQ                                       | 9757719.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28134 | PA      | $26601.73     | 0.00%             | 2027-03-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3911399.SRDUP                                    | CBM3911399.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3066 | PA      | $3080.85      | 0.00%             | 2028-08-02      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| 9366774.SRDSQ                                       | 9366774.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29791 | PA      | $28170.01     | 0.00%             | 2027-01-22      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9703655.SRDSQ                                       | 9703655.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    103596 | PA      | $98141.07     | 0.01%             | 2027-02-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5382306.SRDUP                                    | DRB5382306.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1539 | PA      | $1465.60      | 0.00%             | 2030-05-22      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| DRB5385873.SRDUP                                    | DRB5385873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2377 | PA      | $2273.04      | 0.00%             | 2030-05-23      | Fixed         | 20.77%                | Yes           |                  3 | On Loan: No      |
| 9308038.SRDSQ                                       | 9308038.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       212 | PA      | $205.76       | 0.00%             | 2027-01-07      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| 9375506.SRDSQ                                       | 9375506.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3556 | PA      | $3432.84      | 0.00%             | 2027-01-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8619321.SRDSQ                                       | 8619321.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4999 | PA      | $4268.40      | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8639774.SRDSQ                                       | 8639774.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22755 | PA      | $21811.39     | 0.00%             | 2026-07-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 134                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -256 | NC      | $-417600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 134.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-44687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP CURRENCY FUT   Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1611 | NC      | $842344.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BRL/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $892.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 9340564.SRDSQ                                       | 9340564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $1108.46      | 0.00%             | 2027-01-15      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 9343558.SRDSQ                                       | 9343558.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4016 | PA      | $3784.70      | 0.00%             | 2027-01-16      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5575297.SRDUP                                    | DRB5575297.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5024 | PA      | $4812.68      | 0.00%             | 2030-07-01      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| DRB5576911.SRDUP                                    | DRB5576911.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13334 | PA      | $12886.65     | 0.00%             | 2030-07-01      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| 9743186.SRDSQ                                       | 9743186.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7448 | PA      | $6972.31      | 0.00%             | 2027-02-28      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9804265.SRDSQ                                       | 9804265.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2934 | PA      | $2768.84      | 0.00%             | 2027-03-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3913379.SRDUP                                    | CBM3913379.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13525 | PA      | $13705.09     | 0.00%             | 2028-08-04      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| CBM3913602.SRDUP                                    | CBM3913602.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1769 | PA      | $1767.27      | 0.00%             | 2026-08-04      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| 9753257.SRDSQ                                       | 9753257.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17020 | PA      | $15930.70     | 0.00%             | 2027-03-03      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 9762311.SRDSQ                                       | 9762311.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6126 | PA      | $5736.85      | 0.00%             | 2027-03-05      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 8783511.SRDSQ                                       | 8783511.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4225 | PA      | $3609.49      | 0.00%             | 2026-08-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8787460.SRDSQ                                       | 8787460.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5259 | PA      | $5093.27      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5577707.SRDUP                                    | DRB5577707.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8305 | PA      | $8025.61      | 0.00%             | 2030-07-01      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| DRB5580089.SRDUP                                    | DRB5580089.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3282 | PA      | $3143.81      | 0.00%             | 2030-07-01      | Fixed         | 32.38%                | Yes           |                  3 | On Loan: No      |
| 8838124.SRDSQ                                       | 8838124.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2278 | PA      | $2204.04      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8838686.SRDSQ                                       | 8838686.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13855 | PA      | $12964.39     | 0.00%             | 2026-09-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| CBM5008480.SRDUP                                    | CBM5008480.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1107 | PA      | $1029.96      | 0.00%             | 2030-02-07      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| CBM5180165.SRDUP                                    | CBM5180165.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29077 | PA      | $27448.36     | 0.00%             | 2030-04-03      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| 9771442.SRDSQ                                       | 9771442.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1577 | PA      | $1484.06      | 0.00%             | 2027-03-08      | Fixed         | 5.71%                 | Yes           |                  3 | On Loan: No      |
| 9844158.SRDSQ                                       | 9844158.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6010 | PA      | $5636.53      | 0.00%             | 2027-03-25      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jan26P 440                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -88 | NC      | $-30800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 449                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -54 | NC      | $-2700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3342120.SRDUP                                      | L3342120.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       385 | PA      | $55.94        | 0.00%             | 2025-08-09      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| L3500423.SRDUP                                      | L3500423.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3258 | PA      | $3118.00      | 0.00%             | 2027-10-13      | Fixed         | 16.29%                | Yes           |                  3 | On Loan: No      |
| 8795303.SRDSQ                                       | 8795303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3963 | PA      | $3837.55      | 0.00%             | 2026-09-04      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8808256.SRDSQ                                       | 8808256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        49 | PA      | $48.19        | 0.00%             | 2026-09-06      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9615585.SRDSQ                                       | 9615585.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    134860 | PA      | $128718.22    | 0.01%             | 2027-01-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9766933.SRDSQ                                       | 9766933.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1626 | PA      | $1524.45      | 0.00%             | 2027-03-06      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| 9821867.SRDSQ                                       | 9821867.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4226 | PA      | $3955.07      | 0.00%             | 2027-03-20      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM3910165.SRDUP                                    | CBM3910165.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1115 | PA      | $664.59       | 0.00%             | 2028-08-02      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| 9846854.SRDSQ                                       | 9846854.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2770 | PA      | $2628.49      | 0.00%             | 2027-03-25      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| CBM3956905.SRDUP                                    | CBM3956905.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1752 | PA      | $1743.57      | 0.00%             | 2026-09-05      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 450                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -289 | NC      | $-12643.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 451                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -398 | NC      | $-17412.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3298360.SRDUP                                     | FW3298360.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6788 | PA      | $6815.43      | 0.00%             | 2027-07-21      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| FW3298546.SRDUP                                     | FW3298546.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       648 | PA      | $661.60       | 0.00%             | 2027-07-21      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| L3543101.SRDUP                                      | L3543101.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2647 | PA      | $2670.45      | 0.00%             | 2027-11-02      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3910168.SRDUP                                      | L3910168.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $138.48       | 0.00%             | 2026-08-02      | Fixed         | 15.33%                | Yes           |                  3 | On Loan: No      |
| CBM5382282.SRDUP                                    | CBM5382282.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6433 | PA      | $6096.41      | 0.00%             | 2030-05-23      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| CBM5584069.SRDUP                                    | CBM5584069.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8005 | PA      | $7672.31      | 0.00%             | 2030-07-02      | Fixed         | 31.12%                | Yes           |                  3 | On Loan: No      |
| 9771427.SRDSQ                                       | 9771427.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       853 | PA      | $801.13       | 0.00%             | 2027-03-08      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 9777429.SRDSQ                                       | 9777429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1965 | PA      | $1861.68      | 0.00%             | 2027-03-09      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 452                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -227 | NC      | $-8512.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 453                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -253 | NC      | $-9487.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8844417.SRDSQ                                       | 8844417.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11013 | PA      | $10447.55     | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8853637.SRDSQ                                       | 8853637.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4493 | PA      | $4321.76      | 0.00%             | 2026-09-18      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8816331.SRDSQ                                       | 8816331.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10848 | PA      | $9159.14      | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8827384.SRDSQ                                       | 8827384.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       210 | PA      | $168.86       | 0.00%             | 2026-09-12      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| CBM3911545.SRDUP                                    | CBM3911545.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42748 | PA      | $11164.80     | 0.00%             | 2029-01-03      | Fixed         | 18.21%                | Yes           |                  3 | On Loan: No      |
| CBM3913524.SRDUP                                    | CBM3913524.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12587 | PA      | $1830.13      | 0.00%             | 2028-08-04      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| 9796677.SRDSQ                                       | 9796677.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2546 | PA      | $2402.88      | 0.00%             | 2027-03-15      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| CBM3911971.SRDUP                                    | CBM3911971.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9213 | PA      | $9244.85      | 0.00%             | 2028-08-03      | Fixed         | 15.61%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 455                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -119 | NC      | $-3718.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 410                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -251 | NC      | $-9412.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3305012.SRDUP                                     | FW3305012.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       738 | PA      | $107.28       | 0.00%             | 2027-07-25      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3310566.SRDUP                                     | FW3310566.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1008 | PA      | $1024.85      | 0.00%             | 2027-07-26      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| CBM5008732.SRDUP                                    | CBM5008732.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       927 | PA      | $862.30       | 0.00%             | 2030-02-07      | Fixed         | 25.65%                | Yes           |                  3 | On Loan: No      |
| CBM5010059.SRDUP                                    | CBM5010059.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1215.75      | 0.00%             | 2030-02-07      | Fixed         | 29.45%                | Yes           |                  3 | On Loan: No      |
| 8837995.SRDSQ                                       | 8837995.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       760 | PA      | $748.06       | 0.00%             | 2026-09-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8844378.SRDSQ                                       | 8844378.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2518 | PA      | $2365.97      | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| DRB5007111.SRDUP                                    | DRB5007111.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $1798.69      | 0.00%             | 2030-02-06      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| DRB5009364.SRDUP                                    | DRB5009364.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5408 | PA      | $5030.78      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 415                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -610 | NC      | $-34312.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 419                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-3750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3912534.SRDUP                                    | CBM3912534.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       730 | PA      | $738.90       | 0.00%             | 2028-08-03      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| CBM5007942.SRDUP                                    | CBM5007942.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6526 | PA      | $5913.02      | 0.00%             | 2028-02-22      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| CBM4011195.SRDUP                                    | CBM4011195.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       756 | PA      | $764.42       | 0.00%             | 2028-10-10      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| CBM4012047.SRDUP                                    | CBM4012047.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2837 | PA      | $2827.08      | 0.00%             | 2028-10-10      | Fixed         | 19.26%                | Yes           |                  3 | On Loan: No      |
| L3955689.SRDUP                                      | L3955689.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1405 | PA      | $1408.55      | 0.00%             | 2028-09-05      | Fixed         | 21.83%                | Yes           |                  3 | On Loan: No      |
| L3958578.SRDUP                                      | L3958578.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       769 | PA      | $773.29       | 0.00%             | 2028-09-05      | Fixed         | 20.17%                | Yes           |                  3 | On Loan: No      |
| DRB4998012.SRDUP                                    | DRB4998012.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8419 | PA      | $7897.31      | 0.00%             | 2030-02-04      | Fixed         | 24.76%                | Yes           |                  3 | On Loan: No      |
| DRB4998485.SRDUP                                    | DRB4998485.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1692 | PA      | $1584.76      | 0.00%             | 2028-02-04      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 420                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -762 | NC      | $-61912.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 421                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-2906.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3325086.SRDUP                                     | FW3325086.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1355 | PA      | $1373.66      | 0.00%             | 2027-08-02      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| FW3331251.SRDUP                                     | FW3331251.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1704 | PA      | $1724.64      | 0.00%             | 2027-08-04      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| DRB4997488.SRDUP                                    | DRB4997488.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6320 | PA      | $5930.89      | 0.00%             | 2030-02-03      | Fixed         | 24.51%                | Yes           |                  3 | On Loan: No      |
| DRB5001261.SRDUP                                    | DRB5001261.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11068 | PA      | $10286.11     | 0.00%             | 2030-02-05      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| DRB5187652.SRDUP                                    | DRB5187652.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25279 | PA      | $23967.34     | 0.00%             | 2030-04-07      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| DRB5188846.SRDUP                                    | DRB5188846.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2581 | PA      | $2426.51      | 0.00%             | 2030-04-07      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| CBM5380734.SRDUP                                    | CBM5380734.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3342 | PA      | $3165.75      | 0.00%             | 2030-05-22      | Fixed         | 29.88%                | Yes           |                  3 | On Loan: No      |
| CBM5381111.SRDUP                                    | CBM5381111.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5223 | PA      | $4950.57      | 0.00%             | 2030-05-22      | Fixed         | 31.47%                | Yes           |                  3 | On Loan: No      |
| 8845856.SRDSQ                                       | 8845856.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2186.45      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8865123.SRDSQ                                       | 8865123.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4382 | PA      | $3771.80      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3337412.SRDUP                                     | FW3337412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14975 | PA      | $14976.23     | 0.00%             | 2027-08-08      | Fixed         | 11.40%                | Yes           |                  3 | On Loan: No      |
| FW3909983.SRDUP                                     | FW3909983.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19848 | PA      | $20078.82     | 0.00%             | 2028-08-02      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| 8799880.SRDSQ                                       | 8799880.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5856 | PA      | $2051.98      | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8846244.SRDSQ                                       | 8846244.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2238 | PA      | $313.48       | 0.00%             | 2026-09-16      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 64.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -211 | NC      | $-12660.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -506 | NC      | $-50600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5587672.SRDUP                                     | FW5587672.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10927 | PA      | $10564.84     | 0.00%             | 2030-07-02      | Fixed         | 26.55%                | Yes           |                  3 | On Loan: No      |
| L3304576.SRDUP                                      | L3304576.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3844 | PA      | $3931.00      | 0.00%             | 2028-01-10      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CLP/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-66478.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRB5008496.SRDUP                                    | DRB5008496.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8629 | PA      | $8073.87      | 0.00%             | 2030-07-07      | Fixed         | 25.62%                | Yes           |                  3 | On Loan: No      |
| 8338345.SRDSQ                                       | 8338345.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       903 | PA      | $882.78       | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8351967.SRDSQ                                       | 8351967.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       483 | PA      | $478.68       | 0.00%             | 2026-05-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 422                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -122 | NC      | $-12962.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 423                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -108 | NC      | $-12825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5577927.SRDUP                                    | CBM5577927.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5953 | PA      | $5774.37      | 0.00%             | 2030-07-01      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| DRB4998093.SRDUP                                    | DRB4998093.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1119 | PA      | $1039.74      | 0.00%             | 2030-02-04      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| 220013342.SRDLC                                     | 220013342.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2963 | PA      | $2873.26      | 0.00%             | 2029-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220072593.SRDLC                                     | 220072593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4844 | PA      | $4705.23      | 0.00%             | 2027-09-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9110091.SRDSQ                                       | 9110091.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $1935.79      | 0.00%             | 2026-11-21      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9271094.SRDSQ                                       | 9271094.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2626 | PA      | $2339.43      | 0.00%             | 2026-12-27      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 424                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -291 | NC      | $-38193.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 425                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -592 | NC      | $-85100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212302097.SRDLC                                     | 212302097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7648 | PA      | $7212.07      | 0.00%             | 2027-11-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212454137.SRDLC                                     | 212454137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12970 | PA      | $12379.22     | 0.00%             | 2028-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -163 | NC      | $-1018.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 67.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -327 | NC      | $-2043.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3955057.SRDUP                                     | FW3955057.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       682 | PA      | $688.28       | 0.00%             | 2028-09-01      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3956469.SRDUP                                     | FW3956469.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2539 | PA      | $2574.07      | 0.00%             | 2028-09-05      | Fixed         | 29.68%                | Yes           |                  3 | On Loan: No      |
| 9744464.SRDSQ                                       | 9744464.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6406 | PA      | $6043.55      | 0.00%             | 2027-03-01      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9746762.SRDSQ                                       | 9746762.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18999 | PA      | $17948.37     | 0.00%             | 2027-03-02      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5008412.SRDUP                                    | DRB5008412.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3095 | PA      | $2879.43      | 0.00%             | 2030-02-07      | Fixed         | 32.25%                | Yes           |                  3 | On Loan: No      |
| DRB5009573.SRDUP                                    | DRB5009573.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2345 | PA      | $2181.14      | 0.00%             | 2030-02-07      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| L3312329.SRDUP                                      | L3312329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       965 | PA      | $140.25       | 0.00%             | 2027-07-27      | Fixed         | 18.20%                | Yes           |                  3 | On Loan: No      |
| L3328771.SRDUP                                      | L3328771.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2644 | PA      | $2645.09      | 0.00%             | 2027-08-03      | Fixed         | 19.34%                | Yes           |                  3 | On Loan: No      |
| 7514012.SRDSQ                                       | 7514012.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19718 | PA      | $1545.91      | 0.00%             | 2025-08-20      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7533182.SRDSQ                                       | 7533182.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3356 | PA      | $567.78       | 0.00%             | 2025-08-26      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| L4014155.SRDUP                                      | L4014155.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34541 | PA      | $34471.49     | 0.00%             | 2028-10-10      | Fixed         | 15.84%                | Yes           |                  3 | On Loan: No      |
| L5001851.SRDUP                                      | L5001851.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4529 | PA      | $4259.54      | 0.00%             | 2030-02-06      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| 8543448.SRDSQ                                       | 8543448.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1515 | PA      | $1218.25      | 0.00%             | 2026-06-30      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8596405.SRDSQ                                       | 8596405.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6970 | PA      | $6722.33      | 0.00%             | 2026-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW4008091.SRDUP                                     | FW4008091.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2391 | PA      | $2419.43      | 0.00%             | 2028-10-06      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| FW4008392.SRDUP                                     | FW4008392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       803 | PA      | $798.57       | 0.00%             | 2026-10-06      | Fixed         | 27.29%                | Yes           |                  3 | On Loan: No      |
| 7473198.SRDSQ                                       | 7473198.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8904 | PA      | $698.09       | 0.00%             | 2025-08-07      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 7703142.SRDSQ                                       | 7703142.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1352 | PA      | $995.37       | 0.00%             | 2025-10-18      | Fixed         | 5.53%                 | Yes           |                  3 | On Loan: No      |
| CBM3909885.SRDUP                                    | CBM3909885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14612 | PA      | $14570.26     | 0.00%             | 2028-08-02      | Fixed         | 16.50%                | Yes           |                  3 | On Loan: No      |
| CBM3911810.SRDUP                                    | CBM3911810.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1503 | PA      | $1521.25      | 0.00%             | 2028-08-03      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| DRB5010239.SRDUP                                    | DRB5010239.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2351 | PA      | $2191.73      | 0.00%             | 2030-07-07      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| DRB5177040.SRDUP                                    | DRB5177040.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6638 | PA      | $6225.16      | 0.00%             | 2030-04-03      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| 8877317.SRDSQ                                       | 8877317.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4152 | PA      | $3931.60      | 0.00%             | 2026-09-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881798.SRDSQ                                       | 8881798.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2419 | PA      | $2348.62      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8897901.SRDSQ                                       | 8897901.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4367 | PA      | $1033.52      | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8898031.SRDSQ                                       | 8898031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2079 | PA      | $2033.52      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 7716238.SRDSQ                                       | 7716238.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       486 | PA      | $230.12       | 0.00%             | 2025-10-24      | Fixed         | 6.14%                 | Yes           |                  3 | On Loan: No      |
| 8383952.SRDSQ                                       | 8383952.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25643 | PA      | $13688.23     | 0.00%             | 2026-05-14      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class B                                             | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    875000 | PA      | $930212.50    | 0.05%             | 2029-01-08      | Floating      | 14.55%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class C                                             | CUSIP: 42703VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    762000 | PA      | $786384.00    | 0.04%             | 2027-01-08      | Floating      | 26.80%                | Yes           |                  2 | On Loan: No      |
| 8594733.SRDSQ                                       | 8594733.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21812 | PA      | $21212.83     | 0.00%             | 2026-07-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8599671.SRDSQ                                       | 8599671.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12382 | PA      | $970.77       | 0.00%             | 2026-07-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -255 | NC      | $-1593.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 68.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -99 | NC      | $-618.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212519135.SRDLC                                     | 212519135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2182 | PA      | $2086.67      | 0.00%             | 2028-11-25      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 213421520.SRDLC                                     | 213421520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       963 | PA      | $912.43       | 0.00%             | 2028-01-14      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| CBM5004016.SRDUP                                    | CBM5004016.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2610 | PA      | $2427.03      | 0.00%             | 2030-02-06      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| CBM5178453.SRDUP                                    | CBM5178453.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11963 | PA      | $11223.06     | 0.00%             | 2030-04-03      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| DRB5177303.SRDUP                                    | DRB5177303.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1867 | PA      | $1744.69      | 0.00%             | 2030-04-03      | Fixed         | 27.32%                | Yes           |                  3 | On Loan: No      |
| DRB5178791.SRDUP                                    | DRB5178791.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23135 | PA      | $21612.86     | 0.00%             | 2030-04-03      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| DRB5582408.SRDUP                                    | DRB5582408.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1188 | PA      | $610.52       | 0.00%             | 2030-07-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| DRB5585418.SRDUP                                    | DRB5585418.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3031 | PA      | $2930.83      | 0.00%             | 2030-07-02      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| 9024534.SRDSQ                                       | 9024534.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1610 | PA      | $380.43       | 0.00%             | 2026-10-29      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 9100580.SRDSQ                                       | 9100580.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9032 | PA      | $8665.14      | 0.00%             | 2026-11-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8380848.SRDSQ                                       | 8380848.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       294 | PA      | $95.17        | 0.00%             | 2026-05-14      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 8417135.SRDSQ                                       | 8417135.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9014 | PA      | $8442.35      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW4008454.SRDUP                                     | FW4008454.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13904 | PA      | $13847.89     | 0.00%             | 2028-10-06      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| FW4996891.SRDUP                                     | FW4996891.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13694 | PA      | $12837.42     | 0.00%             | 2030-02-03      | Fixed         | 22.17%                | Yes           |                  3 | On Loan: No      |
| L3337835.SRDUP                                      | L3337835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3128 | PA      | $3132.97      | 0.00%             | 2027-08-08      | Fixed         | 14.20%                | Yes           |                  3 | On Loan: No      |
| L3484826.SRDUP                                      | L3484826.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19916 | PA      | $19969.68     | 0.00%             | 2027-10-13      | Fixed         | 16.21%                | Yes           |                  3 | On Loan: No      |
| 8174040.SRDSQ                                       | 8174040.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $139.82       | 0.00%             | 2026-03-11      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8376313.SRDSQ                                       | 8376313.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4017 | PA      | $3789.98      | 0.00%             | 2026-05-13      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 213693587.SRDLC                                     | 213693587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2861 | PA      | $2694.16      | 0.00%             | 2028-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213906299.SRDLC                                     | 213906299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11859 | PA      | $11411.21     | 0.00%             | 2031-01-23      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 219783648.SRDLC                                     | 219783648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1739 | PA      | $1696.35      | 0.00%             | 2027-09-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 220001062.SRDLC                                     | 220001062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14777 | PA      | $14405.60     | 0.00%             | 2029-09-16      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 9317952.SRDSQ                                       | 9317952.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11046 | PA      | $10366.93     | 0.00%             | 2027-01-09      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9343861.SRDSQ                                       | 9343861.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3060 | PA      | $2943.84      | 0.00%             | 2027-01-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 68.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -60 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 69                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -167 | NC      | $-1043.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2025-1 Class A                                             | CUSIP: 42703VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    660000 | PA      | $744579.00    | 0.04%             | 2027-06-07      | Floating      | 34.80%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2022-1 Class A                                             | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     93886 | PA      | $49290.00     | 0.00%             | 2029-04-22      | Floating      | 3.90%                 | Yes           |                  3 | On Loan: No      |
| 9132740.SRDSQ                                       | 9132740.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6245 | PA      | $5793.89      | 0.00%             | 2026-11-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9322899.SRDSQ                                       | 9322899.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7333 | PA      | $6953.78      | 0.00%             | 2027-01-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9738924.SRDSQ                                       | 9738924.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4881 | PA      | $4220.60      | 0.00%             | 2027-02-28      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 9766675.SRDSQ                                       | 9766675.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3707 | PA      | $3436.62      | 0.00%             | 2027-03-05      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 8875459.SRDSQ                                       | 8875459.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3535 | PA      | $2761.42      | 0.00%             | 2026-09-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8888639.SRDSQ                                       | 8888639.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       921 | PA      | $847.37       | 0.00%             | 2026-09-26      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 8611930.SRDSQ                                       | 8611930.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18668 | PA      | $9180.12      | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8651806.SRDSQ                                       | 8651806.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       954 | PA      | $765.69       | 0.00%             | 2026-07-26      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9362094.SRDSQ                                       | 9362094.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24690 | PA      | $23032.28     | 0.00%             | 2027-01-21      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| CBM3911895.SRDUP                                    | CBM3911895.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1894 | PA      | $1917.49      | 0.00%             | 2028-08-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| DRB5371131.SRDUP                                    | DRB5371131.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3339 | PA      | $275.01       | 0.00%             | 2028-05-22      | Fixed         | 27.28%                | Yes           |                  3 | On Loan: No      |
| DRB5381758.SRDUP                                    | DRB5381758.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2020 | PA      | $1922.75      | 0.00%             | 2030-05-22      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| 213920868.SRDLC                                     | 213920868.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15001 | PA      | $14777.38     | 0.00%             | 2031-01-24      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 213973203.SRDLC                                     | 213973203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $2674.71      | 0.00%             | 2028-01-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8631967.SRDSQ                                       | 8631967.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11997 | PA      | $11588.97     | 0.00%             | 2026-07-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8635399.SRDSQ                                       | 8635399.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6990 | PA      | $5807.55      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5178921.SRDUP                                    | DRB5178921.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8581 | PA      | $8049.64      | 0.00%             | 2030-04-03      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| DRB5187475.SRDUP                                    | DRB5187475.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4199 | PA      | $3973.37      | 0.00%             | 2028-04-07      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| DRB5385438.SRDUP                                    | DRB5385438.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7895 | PA      | $7525.52      | 0.00%             | 2028-05-23      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| DRB5581379.SRDUP                                    | DRB5581379.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2082 | PA      | $2009.44      | 0.00%             | 2028-07-01      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| 9050115.SRDSQ                                       | 9050115.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       880 | PA      | $845.67       | 0.00%             | 2026-11-06      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| 9132643.SRDSQ                                       | 9132643.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1117 | PA      | $1055.11      | 0.00%             | 2026-11-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8550129.SRDSQ                                       | 8550129.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1048 | PA      | $1018.48      | 0.00%             | 2026-07-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8560798.SRDSQ                                       | 8560798.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1098 | PA      | $846.00       | 0.00%             | 2026-07-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8646650.SRDSQ                                       | 8646650.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2243 | PA      | $2194.00      | 0.00%             | 2026-07-23      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8654925.SRDSQ                                       | 8654925.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2967 | PA      | $2794.89      | 0.00%             | 2026-07-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 69.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -174 | NC      | $-1087.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -217 | NC      | $-1356.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9777235.SRDSQ                                       | 9777235.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5331 | PA      | $5024.13      | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9815130.SRDSQ                                       | 9815130.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25324 | PA      | $23890.62     | 0.00%             | 2027-03-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8898145.SRDSQ                                       | 8898145.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2238 | PA      | $1904.82      | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9062404.SRDSQ                                       | 9062404.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1844 | PA      | $1615.61      | 0.00%             | 2026-11-08      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW3305451.SRDUP                                     | FW3305451.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4242 | PA      | $4262.34      | 0.00%             | 2027-07-25      | Fixed         | 15.13%                | Yes           |                  3 | On Loan: No      |
| FW3320200.SRDUP                                     | FW3320200.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1430.39      | 0.00%             | 2027-08-01      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| 214378597.SRDLC                                     | 214378597.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8252 | PA      | $7654.77      | 0.00%             | 2029-07-14      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 214982352.SRDLC                                     | 214982352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2177.13      | 0.00%             | 2027-03-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 8791188.SRDSQ                                       | 8791188.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4223 | PA      | $4125.56      | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8798433.SRDSQ                                       | 8798433.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9357 | PA      | $6263.13      | 0.00%             | 2026-09-04      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9774735.SRDSQ                                       | 9774735.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3296 | PA      | $3114.23      | 0.00%             | 2027-03-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9836729.SRDSQ                                       | 9836729.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12083 | PA      | $11421.27     | 0.00%             | 2027-03-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3325611.SRDUP                                     | FW3325611.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1297 | PA      | $1296.46      | 0.00%             | 2027-08-02      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| FW3327990.SRDUP                                     | FW3327990.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $2891.77      | 0.00%             | 2027-08-03      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| CBM3912172.SRDUP                                    | CBM3912172.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4213 | PA      | $4194.16      | 0.00%             | 2028-08-03      | Fixed         | 14.10%                | Yes           |                  3 | On Loan: No      |
| CBM3955802.SRDUP                                    | CBM3955802.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3045 | PA      | $3038.86      | 0.00%             | 2028-09-05      | Fixed         | 13.42%                | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class A                                             | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   2451000 | PA      | $2507618.10   | 0.13%             | 2028-03-13      | Floating      | 10.55%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class B                                             | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1131000 | PA      | $1168945.05   | 0.06%             | 2028-03-13      | Floating      | 12.05%                | Yes           |                  2 | On Loan: No      |
| 9368622.SRDSQ                                       | 9368622.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4694 | PA      | $4450.37      | 0.00%             | 2027-01-23      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9743464.SRDSQ                                       | 9743464.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2057.35      | 0.00%             | 2027-02-28      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5380684.SRDUP                                    | DRB5380684.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10455 | PA      | $9911.35      | 0.00%             | 2030-05-22      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| DRB5382122.SRDUP                                    | DRB5382122.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9811 | PA      | $9340.89      | 0.00%             | 2030-05-22      | Fixed         | 29.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 69.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -250 | NC      | $-137500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 69.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -209 | NC      | $-108680.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3298544.SRDUP                                     | FW3298544.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2460 | PA      | $357.68       | 0.00%             | 2027-07-21      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| FW3910012.SRDUP                                     | FW3910012.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1453 | PA      | $813.35       | 0.00%             | 2028-08-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 220274710.SRDLC                                     | 220274710.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8515 | PA      | $8310.36      | 0.00%             | 2027-09-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8353739.SRDSQ                                       | 8353739.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $386.66       | 0.00%             | 2026-05-06      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 8787615.SRDSQ                                       | 8787615.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2990 | PA      | $2943.21      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8801113.SRDSQ                                       | 8801113.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7280 | PA      | $6851.69      | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 216130245.SRDLC                                     | 216130245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4670 | PA      | $4418.07      | 0.00%             | 2028-04-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 218610586.SRDLC                                     | 218610586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10323 | PA      | $9986.89      | 0.00%             | 2030-08-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9817072.SRDSQ                                       | 9817072.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24717 | PA      | $23241.23     | 0.00%             | 2027-03-19      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM4012040.SRDUP                                    | CBM4012040.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5103 | PA      | $4739.06      | 0.00%             | 2029-03-16      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| CBM5178968.SRDUP                                    | CBM5178968.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2058 | PA      | $1923.26      | 0.00%             | 2030-04-03      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| CBM5378086.SRDUP                                    | CBM5378086.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $2092.82      | 0.00%             | 2030-05-22      | Fixed         | 25.06%                | Yes           |                  3 | On Loan: No      |
| FW3330687.SRDUP                                     | FW3330687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15943 | PA      | $16179.83     | 0.00%             | 2027-08-04      | Fixed         | 27.66%                | Yes           |                  3 | On Loan: No      |
| FW3342476.SRDUP                                     | FW3342476.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1497 | PA      | $1521.52      | 0.00%             | 2027-08-09      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| FW5008833.SRDUP                                     | FW5008833.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5253 | PA      | $4886.76      | 0.00%             | 2030-02-07      | Fixed         | 32.19%                | Yes           |                  3 | On Loan: No      |
| FW5384458.SRDUP                                     | FW5384458.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5278 | PA      | $5031.41      | 0.00%             | 2030-05-23      | Fixed         | 23.39%                | Yes           |                  3 | On Loan: No      |
| DRB5580566.SRDUP                                    | DRB5580566.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1662 | PA      | $1606.23      | 0.00%             | 2030-07-01      | Fixed         | 29.65%                | Yes           |                  3 | On Loan: No      |
| FW3301624.SRDUP                                     | FW3301624.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       513 | PA      | $524.99       | 0.00%             | 2027-07-22      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 65.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -307 | NC      | $-52190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25P 65.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -518 | NC      | $-139860.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 218978053.SRDLC                                     | 218978053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5756 | PA      | $5536.43      | 0.00%             | 2028-08-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219039741.SRDLC                                     | 219039741.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1921 | PA      | $1865.57      | 0.00%             | 2028-08-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| CBM3955904.SRDUP                                    | CBM3955904.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7948 | PA      | $7995.26      | 0.00%             | 2028-09-05      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| CBM3960184.SRDUP                                    | CBM3960184.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12375 | PA      | $12541.91     | 0.00%             | 2028-09-05      | Fixed         | 25.03%                | Yes           |                  3 | On Loan: No      |
| 8596031.SRDSQ                                       | 8596031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       754 | PA      | $742.78       | 0.00%             | 2026-07-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8606040.SRDSQ                                       | 8606040.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       618 | PA      | $559.78       | 0.00%             | 2026-07-10      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| FW3910278.SRDUP                                     | FW3910278.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9097 | PA      | $9120.86      | 0.00%             | 2028-08-02      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| FW3956414.SRDUP                                     | FW3956414.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       984 | PA      | $994.89       | 0.00%             | 2028-09-05      | Fixed         | 30.66%                | Yes           |                  3 | On Loan: No      |
| CBM3911849.SRDUP                                    | CBM3911849.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3480 | PA      | $3529.53      | 0.00%             | 2028-08-03      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| CBM4009182.SRDUP                                    | CBM4009182.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2028 | PA      | $2051.28      | 0.00%             | 2028-10-06      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| DRB5384242.SRDUP                                    | DRB5384242.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42459 | PA      | $40922.87     | 0.00%             | 2028-05-23      | Fixed         | 21.68%                | Yes           |                  3 | On Loan: No      |
| DRB5579306.SRDUP                                    | DRB5579306.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5684 | PA      | $5492.15      | 0.00%             | 2030-07-01      | Fixed         | 30.44%                | Yes           |                  3 | On Loan: No      |
| 219069160.SRDLC                                     | 219069160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9587 | PA      | $9189.69      | 0.00%             | 2028-08-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 220007800.SRDLC                                     | 220007800.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10769 | PA      | $10497.15     | 0.00%             | 2028-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| FW3294098.SRDUP                                     | FW3294098.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1953 | PA      | $1999.32      | 0.00%             | 2027-07-21      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| FW3302502.SRDUP                                     | FW3302502.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7829 | PA      | $8016.32      | 0.00%             | 2027-07-22      | Fixed         | 29.44%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 70.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -102 | NC      | $-637.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -94 | NC      | $-587.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8557721.SRDSQ                                       | 8557721.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22622 | PA      | $21294.84     | 0.00%             | 2026-07-03      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8559614.SRDSQ                                       | 8559614.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       340 | PA      | $326.11       | 0.00%             | 2026-07-04      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| L3501280.SRDUP                                      | L3501280.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2725 | PA      | $2728.01      | 0.00%             | 2027-10-14      | Fixed         | 17.21%                | Yes           |                  3 | On Loan: No      |
| L4008262.SRDUP                                      | L4008262.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7143 | PA      | $7121.27      | 0.00%             | 2028-10-06      | Fixed         | 17.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 228                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-49000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 229                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-16000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9273117.SRDSQ                                       | 9273117.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3924 | PA      | $3663.70      | 0.00%             | 2026-12-28      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 9353878.SRDSQ                                       | 9353878.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10518 | PA      | $9901.97      | 0.00%             | 2027-01-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5384233.SRDUP                                    | DRB5384233.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1973 | PA      | $605.28       | 0.00%             | 2030-05-23      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5385664.SRDUP                                    | DRB5385664.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46692 | PA      | $45329.42     | 0.00%             | 2030-05-23      | Fixed         | 13.70%                | Yes           |                  3 | On Loan: No      |
| CBM5378420.SRDUP                                    | CBM5378420.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1737.52      | 0.00%             | 2030-05-22      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| CBM5582778.SRDUP                                    | CBM5582778.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $978.06       | 0.00%             | 2030-07-02      | Fixed         | 29.43%                | Yes           |                  3 | On Loan: No      |
| L3342129.SRDUP                                      | L3342129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4991 | PA      | $5032.99      | 0.00%             | 2027-08-09      | Fixed         | 22.43%                | Yes           |                  3 | On Loan: No      |
| L3391617.SRDUP                                      | L3391617.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       352 | PA      | $353.60       | 0.00%             | 2027-09-01      | Fixed         | 22.34%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25C 71.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -18 | NC      | $-112.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 69.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -120 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5006395.SRDUP                                    | DRB5006395.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5052 | PA      | $4697.48      | 0.00%             | 2030-02-06      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| DRB5008395.SRDUP                                    | DRB5008395.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12042 | PA      | $11203.72     | 0.00%             | 2030-02-07      | Fixed         | 25.40%                | Yes           |                  3 | On Loan: No      |
| L3382376.SRDUP                                      | L3382376.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2034 | PA      | $2034.64      | 0.00%             | 2027-09-01      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| L3496979.SRDUP                                      | L3496979.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9242 | PA      | $9239.52      | 0.00%             | 2027-10-13      | Fixed         | 10.10%                | Yes           |                  3 | On Loan: No      |
| DRB4996402.SRDUP                                    | DRB4996402.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1302 | PA      | $1208.57      | 0.00%             | 2030-02-03      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| DRB5004864.SRDUP                                    | DRB5004864.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4906 | PA      | $4611.03      | 0.00%             | 2030-02-06      | Fixed         | 21.66%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 133.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -44 | NC      | $-550.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 133.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -48 | NC      | $-600.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| High Point Re Ltd.                                  | High Point Re 2023-1 Class A                                         | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4532000 | PA      | $4644167.00   | 0.24%             | 2027-01-06      | Floating      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                      | Home Partners of America 2021-2 Trust                                | CUSIP: 43732VAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2398739 | PA      | $2297599.90   | 0.12%             | 2026-12-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-565957.14   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        80 | NC      | $-838388.11   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 8811507.SRDSQ                                       | 8811507.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       981 | PA      | $796.64       | 0.00%             | 2026-09-07      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8842571.SRDSQ                                       | 8842571.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39153 | PA      | $36690.99     | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8393564.SRDSQ                                       | 8393564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17782 | PA      | $14551.40     | 0.00%             | 2026-05-19      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8612491.SRDSQ                                       | 8612491.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       138 | PA      | $135.76       | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9791345.SRDSQ                                       | 9791345.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24215 | PA      | $22877.28     | 0.00%             | 2027-03-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9793994.SRDSQ                                       | 9793994.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28671 | PA      | $27049.56     | 0.00%             | 2027-03-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8653491.SRDSQ                                       | 8653491.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4165 | PA      | $3351.12      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8662673.SRDSQ                                       | 8662673.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1872 | PA      | $1780.47      | 0.00%             | 2026-07-29      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 230                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -72 | NC      | $-59040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 231                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-26000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5010133.SRDUP                                    | DRB5010133.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1214 | PA      | $1129.66      | 0.00%             | 2030-02-07      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| DRB5176234.SRDUP                                    | DRB5176234.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34664 | PA      | $33499.08     | 0.00%             | 2028-04-02      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| Hypatia Ltd.                                        | Hypatia Ltd. 2023-1 Class A                                          | CUSIP: 44914CAC0<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |    362000 | PA      | $372081.70    | 0.02%             | 2026-04-08      | Floating      | 14.30%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class A-1                                    | CUSIP: 45870GAA4<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    302000 | PA      | $315303.10    | 0.02%             | 2027-06-06      | Floating      | 11.80%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 134                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -175 | NC      | $-1093.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 134.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -79 | NC      | $-493.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5579425.SRDUP                                    | DRB5579425.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1131 | PA      | $1123.11      | 0.00%             | 2030-07-01      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| DRB5579522.SRDUP                                    | DRB5579522.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4794 | PA      | $4632.21      | 0.00%             | 2030-07-01      | Fixed         | 30.43%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -267 | NC      | $-130830.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 70.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -93 | NC      | $-42780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5582217.SRDUP                                    | DRB5582217.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3322 | PA      | $3210.56      | 0.00%             | 2030-07-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW3292015.SRDUP                                     | FW3292015.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5481 | PA      | $5645.26      | 0.00%             | 2028-01-03      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| 8338886.SRDSQ                                       | 8338886.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2374 | PA      | $1307.53      | 0.00%             | 2026-04-30      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 8543758.SRDSQ                                       | 8543758.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7120 | PA      | $5742.70      | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3541951.SRDUP                                      | L3541951.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7785 | PA      | $7778.03      | 0.00%             | 2027-11-01      | Fixed         | 16.90%                | Yes           |                  3 | On Loan: No      |
| L3910282.SRDUP                                      | L3910282.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19336 | PA      | $19394.44     | 0.00%             | 2029-06-02      | Fixed         | 14.16%                | Yes           |                  3 | On Loan: No      |
| DRB5006518.SRDUP                                    | DRB5006518.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5999 | PA      | $5577.72      | 0.00%             | 2030-02-06      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| DRB5008505.SRDUP                                    | DRB5008505.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9848 | PA      | $9532.42      | 0.00%             | 2030-02-07      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 485                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 550                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-165.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 134.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -205 | NC      | $-1281.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 134.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -89 | NC      | $-556.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8714960.SRDSQ                                       | 8714960.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60144 | PA      | $56848.20     | 0.00%             | 2026-08-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8790645.SRDSQ                                       | 8790645.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1695 | PA      | $1438.91      | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L4008563.SRDUP                                      | L4008563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9938 | PA      | $9974.65      | 0.00%             | 2028-10-06      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| L4011229.SRDUP                                      | L4011229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2675 | PA      | $2668.53      | 0.00%             | 2028-10-10      | Fixed         | 17.78%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -58 | NC      | $-1087.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 70.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -65 | NC      | $-1218.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3305698.SRDUP                                     | FW3305698.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6755 | PA      | $6851.53      | 0.00%             | 2027-07-25      | Fixed         | 26.31%                | Yes           |                  3 | On Loan: No      |
| FW3335083.SRDUP                                     | FW3335083.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2431 | PA      | $2466.84      | 0.00%             | 2028-01-05      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class A-2                                    | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    661000 | PA      | $690282.30    | 0.04%             | 2028-06-06      | Floating      | 11.80%                | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF Government Portfolio                                           | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  48799509 | NS      | $48799508.59  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| 8809870.SRDSQ                                       | 8809870.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4329 | PA      | $4165.93      | 0.00%             | 2026-09-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8814321.SRDSQ                                       | 8814321.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1903.33      | 0.00%             | 2026-09-07      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8787339.SRDSQ                                       | 8787339.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2832 | PA      | $1182.65      | 0.00%             | 2026-08-28      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 8817397.SRDSQ                                       | 8817397.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1104 | PA      | $1021.77      | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| L3913525.SRDUP                                      | L3913525.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1613 | PA      | $1609.05      | 0.00%             | 2028-08-04      | Fixed         | 21.45%                | Yes           |                  3 | On Loan: No      |
| L4008092.SRDUP                                      | L4008092.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22164 | PA      | $22232.59     | 0.00%             | 2028-10-06      | Fixed         | 12.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 70.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -170 | NC      | $-74800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 70.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -176 | NC      | $-72160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5380906.SRDUP                                      | L5380906.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5395 | PA      | $5172.80      | 0.00%             | 2030-05-22      | Fixed         | 17.75%                | Yes           |                  3 | On Loan: No      |
| L5383857.SRDUP                                      | L5383857.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5004 | PA      | $4789.90      | 0.00%             | 2030-05-23      | Fixed         | 21.58%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -131 | NC      | $147354.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 101                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8590166.SRDSQ                                       | 8590166.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1164 | PA      | $1111.74      | 0.00%             | 2026-07-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8611364.SRDSQ                                       | 8611364.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1085 | PA      | $85.07        | 0.00%             | 2026-07-13      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| FW3500340.SRDUP                                     | FW3500340.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       215 | PA      | $210.32       | 0.00%             | 2025-10-13      | Fixed         | 23.58%                | Yes           |                  3 | On Loan: No      |
| FW4007996.SRDUP                                     | FW4007996.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7918 | PA      | $7945.38      | 0.00%             | 2028-10-21      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| FW3295540.SRDUP                                     | FW3295540.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $352.38       | 0.00%             | 2027-07-20      | Fixed         | 16.35%                | Yes           |                  3 | On Loan: No      |
| FW3298488.SRDUP                                     | FW3298488.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       499 | PA      | $508.05       | 0.00%             | 2027-07-21      | Fixed         | 29.77%                | Yes           |                  3 | On Loan: No      |
| L5000484.SRDUP                                      | L5000484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14011 | PA      | $13557.09     | 0.00%             | 2030-02-04      | Fixed         | 13.06%                | Yes           |                  3 | On Loan: No      |
| L5001710.SRDUP                                      | L5001710.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1075 | PA      | $281.19       | 0.00%             | 2030-02-05      | Fixed         | 19.81%                | Yes           |                  3 | On Loan: No      |
| Mountain Re Ltd.                                    | Mountain Re 2023-1 Class A                                           | CUSIP: 62426LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    892000 | PA      | $920454.80    | 0.05%             | 2026-06-05      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2023-1 Class A                                          | CUSIP: 62865LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1976000 | PA      | $1999316.80   | 0.10%             | 2026-01-08      | Floating      | 12.79%                | Yes           |                  2 | On Loan: No      |
| CBM4996179.SRDUP                                    | CBM4996179.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9011 | PA      | $8723.37      | 0.00%             | 2030-02-03      | Fixed         | 21.86%                | Yes           |                  3 | On Loan: No      |
| CBM5003648.SRDUP                                    | CBM5003648.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5723 | PA      | $5317.96      | 0.00%             | 2030-02-05      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| 8857117.SRDSQ                                       | 8857117.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2485 | PA      | $2373.12      | 0.00%             | 2026-09-18      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8866113.SRDSQ                                       | 8866113.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2763 | PA      | $2664.58      | 0.00%             | 2026-09-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3394413.SRDUP                                      | L3394413.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4320 | PA      | $4371.24      | 0.00%             | 2027-09-02      | Fixed         | 21.88%                | Yes           |                  3 | On Loan: No      |
| L3499728.SRDUP                                      | L3499728.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       781 | PA      | $792.85       | 0.00%             | 2028-03-13      | Fixed         | 26.64%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE       Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       218 | NC      | $84447.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE       Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -261 | NC      | $-270161.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5586648.SRDUP                                    | DRB5586648.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9499 | PA      | $9183.26      | 0.00%             | 2030-07-02      | Fixed         | 31.90%                | Yes           |                  3 | On Loan: No      |
| FW3292451.SRDUP                                     | FW3292451.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1522 | PA      | $472.98       | 0.00%             | 2027-07-19      | Fixed         | 15.45%                | Yes           |                  3 | On Loan: No      |
| 8360895.SRDSQ                                       | 8360895.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9198 | PA      | $2655.03      | 0.00%             | 2026-05-07      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 8603615.SRDSQ                                       | 8603615.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       157 | PA      | $156.08       | 0.00%             | 2026-07-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 135                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -341 | NC      | $-2131.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 135.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -243 | NC      | $-1518.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5176904.SRDUP                                    | DRB5176904.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2933 | PA      | $2739.41      | 0.00%             | 2030-04-03      | Fixed         | 28.47%                | Yes           |                  3 | On Loan: No      |
| DRB5176925.SRDUP                                    | DRB5176925.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12525 | PA      | $11706.10     | 0.00%             | 2030-04-03      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class A                                          | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    848000 | PA      | $859999.20    | 0.04%             | 2028-01-10      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class B                                          | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    537000 | PA      | $558399.45    | 0.03%             | 2028-01-10      | Floating      | 14.13%                | Yes           |                  2 | On Loan: No      |
| DRB5580063.SRDUP                                    | DRB5580063.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6933 | PA      | $6693.32      | 0.00%             | 2028-07-01      | Fixed         | 30.85%                | Yes           |                  3 | On Loan: No      |
| DRB5585959.SRDUP                                    | DRB5585959.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2345 | PA      | $2266.83      | 0.00%             | 2030-07-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 332.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -37 | NC      | $-6937.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 335                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-8943.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8633068.SRDSQ                                       | 8633068.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6290 | PA      | $6126.92      | 0.00%             | 2026-07-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8648232.SRDSQ                                       | 8648232.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4524 | PA      | $2938.34      | 0.00%             | 2026-07-24      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| CBM5005036.SRDUP                                    | CBM5005036.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25758 | PA      | $24932.01     | 0.00%             | 2030-02-06      | Fixed         | 15.87%                | Yes           |                  3 | On Loan: No      |
| CBM5007933.SRDUP                                    | CBM5007933.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32280 | PA      | $31253.36     | 0.00%             | 2030-02-07      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 8815200.SRDSQ                                       | 8815200.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2786 | PA      | $2672.63      | 0.00%             | 2026-09-08      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8829482.SRDSQ                                       | 8829482.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34446 | PA      | $32082.91     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3500552.SRDUP                                     | FW3500552.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $637.72       | 0.00%             | 2025-10-13      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| FW3501080.SRDUP                                     | FW3501080.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23490 | PA      | $24022.82     | 0.00%             | 2027-10-13      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 425                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -555 | NC      | $-260156.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 430                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -196 | NC      | $-62475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5589137.SRDUP                                    | DRB5589137.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3423 | PA      | $3311.16      | 0.00%             | 2030-07-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3297752.SRDUP                                     | FW3297752.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       716 | PA      | $736.36       | 0.00%             | 2027-12-21      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| CBM4010328.SRDUP                                    | CBM4010328.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4043 | PA      | $4029.98      | 0.00%             | 2028-10-10      | Fixed         | 18.40%                | Yes           |                  3 | On Loan: No      |
| CBM5180060.SRDUP                                    | CBM5180060.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12118 | PA      | $11377.67     | 0.00%             | 2028-04-15      | Fixed         | 30.13%                | Yes           |                  3 | On Loan: No      |
| 8839898.SRDSQ                                       | 8839898.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1709 | PA      | $1660.45      | 0.00%             | 2026-09-14      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8843606.SRDSQ                                       | 8843606.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8033 | PA      | $7029.01      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8791734.SRDSQ                                       | 8791734.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2295 | PA      | $2200.14      | 0.00%             | 2026-09-03      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8792902.SRDSQ                                       | 8792902.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7888 | PA      | $7118.76      | 0.00%             | 2026-09-03      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW3320406.SRDUP                                     | FW3320406.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       706 | PA      | $714.91       | 0.00%             | 2027-08-01      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3324396.SRDUP                                     | FW3324396.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1932 | PA      | $1958.05      | 0.00%             | 2027-08-02      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 337.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-9450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 340                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -73 | NC      | $-16425.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -45 | NC      | $-562.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 63.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -39 | NC      | $-5850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5384608.SRDUP                                      | L5384608.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4973 | PA      | $4838.29      | 0.00%             | 2028-05-23      | Fixed         | 15.80%                | Yes           |                  3 | On Loan: No      |
| L5384751.SRDUP                                      | L5384751.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3103 | PA      | $3018.39      | 0.00%             | 2028-05-23      | Fixed         | 14.83%                | Yes           |                  3 | On Loan: No      |
| FW3542218.SRDUP                                     | FW3542218.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $162.42       | 0.00%             | 2027-11-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| FW3910185.SRDUP                                     | FW3910185.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9900 | PA      | $9871.48      | 0.00%             | 2028-08-02      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| CBM5010354.SRDUP                                    | CBM5010354.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1429 | PA      | $419.59       | 0.00%             | 2030-02-07      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| DRB4996692.SRDUP                                    | DRB4996692.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4014 | PA      | $3741.49      | 0.00%             | 2030-02-04      | Fixed         | 31.86%                | Yes           |                  3 | On Loan: No      |
| DRB5004022.SRDUP                                    | DRB5004022.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4453 | PA      | $4149.45      | 0.00%             | 2030-02-05      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB5006536.SRDUP                                    | DRB5006536.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4265 | PA      | $3968.13      | 0.00%             | 2030-02-07      | Fixed         | 25.89%                | Yes           |                  3 | On Loan: No      |
| 8813979.SRDSQ                                       | 8813979.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3568 | PA      | $3429.32      | 0.00%             | 2026-09-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8824055.SRDSQ                                       | 8824055.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1338 | PA      | $193.40       | 0.00%             | 2026-09-11      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L5385717.SRDUP                                      | L5385717.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $1310.70      | 0.00%             | 2030-05-23      | Fixed         | 13.97%                | Yes           |                  3 | On Loan: No      |
| L5386095.SRDUP                                      | L5386095.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5983 | PA      | $5440.08      | 0.00%             | 2030-05-23      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| DRB5010010.SRDUP                                    | DRB5010010.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3484 | PA      | $3244.36      | 0.00%             | 2030-02-07      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| DRB5175945.SRDUP                                    | DRB5175945.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7245 | PA      | $6792.36      | 0.00%             | 2030-04-02      | Fixed         | 29.86%                | Yes           |                  3 | On Loan: No      |
| FW3319835.SRDUP                                     | FW3319835.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       718 | PA      | $727.50       | 0.00%             | 2027-08-01      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| FW3320075.SRDUP                                     | FW3320075.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2915 | PA      | $2953.06      | 0.00%             | 2027-08-01      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| 9071140.SRDSQ                                       | 9071140.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7123 | PA      | $6896.69      | 0.00%             | 2026-11-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9081182.SRDSQ                                       | 9081182.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2341 | PA      | $2203.15      | 0.00%             | 2026-11-13      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9036259.SRDSQ                                       | 9036259.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4984 | PA      | $4698.64      | 0.00%             | 2026-11-01      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9036947.SRDSQ                                       | 9036947.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2784 | PA      | $2719.00      | 0.00%             | 2026-11-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5177011.SRDUP                                    | DRB5177011.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25033 | PA      | $23837.62     | 0.00%             | 2030-04-03      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| DRB5177155.SRDUP                                    | DRB5177155.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5570 | PA      | $5389.59      | 0.00%             | 2030-04-03      | Fixed         | 13.36%                | Yes           |                  3 | On Loan: No      |
| FW3542919.SRDUP                                     | FW3542919.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1270 | PA      | $1283.16      | 0.00%             | 2027-11-02      | Fixed         | 22.51%                | Yes           |                  3 | On Loan: No      |
| FW3909860.SRDUP                                     | FW3909860.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10055 | PA      | $10172.62     | 0.00%             | 2028-08-02      | Fixed         | 26.63%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 342.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -88 | NC      | $-21450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 345                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-11880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5008519.SRDUP                                    | DRB5008519.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1119 | PA      | $1040.94      | 0.00%             | 2030-02-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB5009777.SRDUP                                    | DRB5009777.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4303 | PA      | $4003.46      | 0.00%             | 2030-02-07      | Fixed         | 23.20%                | Yes           |                  3 | On Loan: No      |
| 8806922.SRDSQ                                       | 8806922.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1408 | PA      | $1274.92      | 0.00%             | 2026-09-06      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8821753.SRDSQ                                       | 8821753.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1974 | PA      | $1886.12      | 0.00%             | 2026-09-11      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| L3282815.SRDUP                                      | L3282815.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8981 | PA      | $9045.41      | 0.00%             | 2027-07-18      | Fixed         | 20.86%                | Yes           |                  3 | On Loan: No      |
| L3291691.SRDUP                                      | L3291691.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3404 | PA      | $3417.31      | 0.00%             | 2027-07-19      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 426                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -85 | NC      | $-13812.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 427                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -169 | NC      | $-30631.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9612817.SRDSQ                                       | 9612817.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1478 | PA      | $1390.57      | 0.00%             | 2027-01-29      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| 9662239.SRDSQ                                       | 9662239.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    186281 | PA      | $173862.33    | 0.01%             | 2027-02-11      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FW3329332.SRDUP                                     | FW3329332.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7009 | PA      | $7046.81      | 0.00%             | 2027-08-03      | Fixed         | 26.46%                | Yes           |                  3 | On Loan: No      |
| FW3332235.SRDUP                                     | FW3332235.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       591 | PA      | $600.26       | 0.00%             | 2027-08-04      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| DRB5177031.SRDUP                                    | DRB5177031.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2570 | PA      | $2410.72      | 0.00%             | 2030-04-03      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| DRB5177150.SRDUP                                    | DRB5177150.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5177 | PA      | $3098.24      | 0.00%             | 2028-04-03      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 435                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -195 | NC      | $-39000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 440                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -250 | NC      | $-31250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9313078.SRDSQ                                       | 9313078.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3279 | PA      | $3054.72      | 0.00%             | 2027-01-08      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9369392.SRDSQ                                       | 9369392.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2465 | PA      | $2344.55      | 0.00%             | 2027-01-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5010089.SRDUP                                      | L5010089.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7776 | PA      | $7399.09      | 0.00%             | 2030-02-07      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| L5010331.SRDUP                                      | L5010331.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45757 | PA      | $43516.52     | 0.00%             | 2030-02-07      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| 8848174.SRDSQ                                       | 8848174.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4766 | PA      | $4060.60      | 0.00%             | 2026-09-17      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8860299.SRDSQ                                       | 8860299.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6175 | PA      | $6061.36      | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5179323.SRDUP                                    | DRB5179323.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3150 | PA      | $2966.27      | 0.00%             | 2028-04-03      | Fixed         | 30.27%                | Yes           |                  3 | On Loan: No      |
| DRB5187054.SRDUP                                    | DRB5187054.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1743 | PA      | $1633.00      | 0.00%             | 2030-04-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 9821749.SRDSQ                                       | 9821749.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1403 | PA      | $1299.72      | 0.00%             | 2027-03-20      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| CBM3908662.SRDUP                                    | CBM3908662.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       679 | PA      | $682.97       | 0.00%             | 2028-08-02      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| 8619526.SRDSQ                                       | 8619526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16041 | PA      | $12368.26     | 0.00%             | 2026-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8781310.SRDSQ                                       | 8781310.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36263 | PA      | $31032.15     | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5010177.SRDUP                                      | L5010177.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2109 | PA      | $1979.71      | 0.00%             | 2030-02-07      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| L5179314.SRDUP                                      | L5179314.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9766 | PA      | $9458.03      | 0.00%             | 2030-04-03      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| FW3910244.SRDUP                                     | FW3910244.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1197.48      | 0.00%             | 2026-08-02      | Fixed         | 20.90%                | Yes           |                  3 | On Loan: No      |
| FW3954151.SRDUP                                     | FW3954151.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3906 | PA      | $3911.43      | 0.00%             | 2028-09-01      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| FW4008610.SRDUP                                     | FW4008610.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18319 | PA      | $18413.98     | 0.00%             | 2028-10-06      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| FW4012505.SRDUP                                     | FW4012505.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11076 | PA      | $11192.35     | 0.00%             | 2028-10-10      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| 9825415.SRDSQ                                       | 9825415.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29991 | PA      | $28318.83     | 0.00%             | 2027-03-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3902412.SRDUP                                    | CBM3902412.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1276 | PA      | $1271.87      | 0.00%             | 2026-08-04      | Fixed         | 25.25%                | Yes           |                  3 | On Loan: No      |
| FW3956853.SRDUP                                     | FW3956853.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1703.37      | 0.00%             | 2028-09-05      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| FW3961069.SRDUP                                     | FW3961069.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3649 | PA      | $3700.42      | 0.00%             | 2028-09-06      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| DRB5377643.SRDUP                                    | DRB5377643.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5589 | PA      | $5321.56      | 0.00%             | 2030-05-22      | Fixed         | 31.26%                | Yes           |                  3 | On Loan: No      |
| DRB5381785.SRDUP                                    | DRB5381785.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5943 | PA      | $5632.44      | 0.00%             | 2030-05-23      | Fixed         | 29.15%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25C 445                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-7500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4008253.SRDUP                                    | CBM4008253.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5467 | PA      | $5442.69      | 0.00%             | 2028-10-06      | Fixed         | 19.07%                | Yes           |                  3 | On Loan: No      |
| 9741803.SRDSQ                                       | 9741803.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7230 | PA      | $6838.59      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9798800.SRDSQ                                       | 9798800.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36197 | PA      | $33833.69     | 0.00%             | 2027-03-15      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9081657.SRDSQ                                       | 9081657.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19614 | PA      | $18911.44     | 0.00%             | 2026-11-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9118055.SRDSQ                                       | 9118055.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9296 | PA      | $8131.39      | 0.00%             | 2026-11-22      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8840004.SRDSQ                                       | 8840004.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3145 | PA      | $3039.68      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8861990.SRDSQ                                       | 8861990.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4057 | PA      | $3883.56      | 0.00%             | 2026-09-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 85                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -504 | NC      | $95346.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 347.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -32 | NC      | $-9600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 350                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -68 | NC      | $-22695.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910123.SRDUP                                    | CBM3910123.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2420 | PA      | $2429.31      | 0.00%             | 2028-08-02      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| CBM3911508.SRDUP                                    | CBM3911508.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12150 | PA      | $12320.10     | 0.00%             | 2028-08-03      | Fixed         | 25.51%                | Yes           |                  3 | On Loan: No      |
| 8837029.SRDSQ                                       | 8837029.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14439 | PA      | $14131.37     | 0.00%             | 2026-09-13      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8838586.SRDSQ                                       | 8838586.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2455 | PA      | $2382.65      | 0.00%             | 2026-09-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8790703.SRDSQ                                       | 8790703.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       913 | PA      | $834.18       | 0.00%             | 2026-09-02      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| 8796788.SRDSQ                                       | 8796788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2924 | PA      | $2439.75      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 136.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -215 | NC      | $-1343.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 136.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-156.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5003132.SRDUP                                      | L5003132.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8370 | PA      | $7780.59      | 0.00%             | 2030-02-05      | Fixed         | 22.27%                | Yes           |                  3 | On Loan: No      |
| L5004054.SRDUP                                      | L5004054.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9801 | PA      | $9320.48      | 0.00%             | 2030-02-05      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| 8844126.SRDSQ                                       | 8844126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1306 | PA      | $1061.26      | 0.00%             | 2026-09-14      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8865945.SRDSQ                                       | 8865945.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1278 | PA      | $1241.83      | 0.00%             | 2026-09-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -124 | NC      | $-32550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -85 | NC      | $-37187.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8866360.SRDSQ                                       | 8866360.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3359 | PA      | $3272.44      | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8881357.SRDSQ                                       | 8881357.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        55 | PA      | $52.03        | 0.00%             | 2026-09-25      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| CBM5177195.SRDUP                                    | CBM5177195.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4865 | PA      | $4568.52      | 0.00%             | 2028-04-03      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| CBM5186409.SRDUP                                    | CBM5186409.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4378 | PA      | $4115.42      | 0.00%             | 2030-04-07      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| L5179333.SRDUP                                      | L5179333.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4329 | PA      | $4183.98      | 0.00%             | 2028-04-03      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| L5180255.SRDUP                                      | L5180255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3208 | PA      | $3007.44      | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| DRB5581233.SRDUP                                    | DRB5581233.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6402 | PA      | $6133.64      | 0.00%             | 2030-07-01      | Fixed         | 31.65%                | Yes           |                  3 | On Loan: No      |
| DRB5582809.SRDUP                                    | DRB5582809.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6549 | PA      | $6331.80      | 0.00%             | 2030-07-02      | Fixed         | 29.21%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -171 | NC      | $-119700.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 65.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -134 | NC      | $-140700.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L5382973.SRDUP                                      | L5382973.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5187 | PA      | $5043.79      | 0.00%             | 2030-05-23      | Fixed         | 15.40%                | Yes           |                  3 | On Loan: No      |
| L5383780.SRDUP                                      | L5383780.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9406 | PA      | $8993.30      | 0.00%             | 2030-05-23      | Fixed         | 18.88%                | Yes           |                  3 | On Loan: No      |
| CBM4012417.SRDUP                                    | CBM4012417.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3393 | PA      | $3409.33      | 0.00%             | 2028-10-10      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| CBM5172961.SRDUP                                    | CBM5172961.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10185 | PA      | $9558.24      | 0.00%             | 2030-04-04      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW3324961.SRDUP                                     | FW3324961.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1726 | PA      | $1751.31      | 0.00%             | 2027-08-02      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| FW3331979.SRDUP                                     | FW3331979.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2636 | PA      | $2637.23      | 0.00%             | 2027-08-04      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 137                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -118 | NC      | $-737.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 137.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -76 | NC      | $-475.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4008467.SRDUP                                     | FW4008467.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1739 | PA      | $1747.57      | 0.00%             | 2028-10-06      | Fixed         | 29.12%                | Yes           |                  3 | On Loan: No      |
| FW4013407.SRDUP                                     | FW4013407.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17027 | PA      | $17088.76     | 0.00%             | 2028-10-10      | Fixed         | 26.37%                | Yes           |                  3 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class C                                          | CUSIP: 62865LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1748000 | PA      | $1529500.00   | 0.08%             | 2028-01-10      | Floating      | 17.88%                | Yes           |                  2 | On Loan: No      |
| 8349716.SRDSQ                                       | 8349716.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4889 | PA      | $3894.87      | 0.00%             | 2026-05-04      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -158 | NC      | $-233050.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 66.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -176 | NC      | $-343200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292538.SRDUP                                      | L3292538.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2323 | PA      | $2215.30      | 0.00%             | 2027-12-19      | Fixed         | 13.06%                | Yes           |                  3 | On Loan: No      |
| L3303226.SRDUP                                      | L3303226.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1365 | PA      | $198.46       | 0.00%             | 2025-07-22      | Fixed         | 21.72%                | Yes           |                  3 | On Loan: No      |
| DRB5179316.SRDUP                                    | DRB5179316.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3228 | PA      | $622.18       | 0.00%             | 2030-04-03      | Fixed         | 31.75%                | Yes           |                  3 | On Loan: No      |
| DRB5186650.SRDUP                                    | DRB5186650.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5419 | PA      | $5092.96      | 0.00%             | 2030-04-07      | Fixed         | 27.93%                | Yes           |                  3 | On Loan: No      |
| FW3319965.SRDUP                                     | FW3319965.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2239 | PA      | $2270.76      | 0.00%             | 2027-08-01      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW3542009.SRDUP                                     | FW3542009.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11460 | PA      | $11758.37     | 0.00%             | 2027-11-01      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| FW3337494.SRDUP                                     | FW3337494.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9672 | PA      | $9803.21      | 0.00%             | 2027-08-08      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| FW3341855.SRDUP                                     | FW3341855.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1863 | PA      | $1865.95      | 0.00%             | 2027-08-09      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| DRB5382567.SRDUP                                    | DRB5382567.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13092 | PA      | $12537.88     | 0.00%             | 2030-05-23      | Fixed         | 23.77%                | Yes           |                  3 | On Loan: No      |
| DRB5383808.SRDUP                                    | DRB5383808.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1626 | PA      | $1548.14      | 0.00%             | 2030-05-23      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 352.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -74 | NC      | $-28027.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 355                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-18112.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8883615.SRDSQ                                       | 8883615.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16507 | PA      | $14007.39     | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8888137.SRDSQ                                       | 8888137.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $2064.21      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9138765.SRDSQ                                       | 9138765.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4429 | PA      | $4239.33      | 0.00%             | 2026-11-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9342315.SRDSQ                                       | 9342315.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15925 | PA      | $15379.69     | 0.00%             | 2027-01-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8843910.SRDSQ                                       | 8843910.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28533 | PA      | $26230.64     | 0.00%             | 2026-09-14      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8859734.SRDSQ                                       | 8859734.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2166 | PA      | $2134.17      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9809298.SRDSQ                                       | 9809298.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9097 | PA      | $8376.42      | 0.00%             | 2027-03-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9821799.SRDSQ                                       | 9821799.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $1703.60      | 0.00%             | 2027-03-20      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| CBM5385858.SRDUP                                    | CBM5385858.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3772 | PA      | $3436.85      | 0.00%             | 2030-05-23      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| DRB4996941.SRDUP                                    | DRB4996941.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14445 | PA      | $13839.69     | 0.00%             | 2030-07-03      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| L5384969.SRDUP                                      | L5384969.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8087 | PA      | $7970.00      | 0.00%             | 2030-05-23      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 186499500.SRDLC                                     | 186499500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11118 | PA      | $2739.45      | 0.00%             | 2027-03-16      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 8845164.SRDSQ                                       | 8845164.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5703 | PA      | $5562.38      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869487.SRDSQ                                       | 8869487.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1119 | PA      | $1076.16      | 0.00%             | 2026-09-20      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW5578327.SRDUP                                     | FW5578327.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3811 | PA      | $3682.52      | 0.00%             | 2030-07-01      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| L3283486.SRDUP                                      | L3283486.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1336 | PA      | $1341.42      | 0.00%             | 2027-07-22      | Fixed         | 16.28%                | Yes           |                  3 | On Loan: No      |
| 8872294.SRDSQ                                       | 8872294.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2172 | PA      | $2109.70      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8888664.SRDSQ                                       | 8888664.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $804.84       | 0.00%             | 2026-09-26      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| FW3335380.SRDUP                                     | FW3335380.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3627 | PA      | $1196.18      | 0.00%             | 2027-08-05      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3342131.SRDUP                                     | FW3342131.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1167 | PA      | $1169.94      | 0.00%             | 2027-08-09      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| DRB4998523.SRDUP                                    | DRB4998523.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15105 | PA      | $14031.83     | 0.00%             | 2030-02-04      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| DRB5004785.SRDUP                                    | DRB5004785.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7285 | PA      | $6773.38      | 0.00%             | 2030-02-06      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -179 | NC      | $-443025.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25P 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -143 | NC      | $-434362.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5004545.SRDUP                                    | DRB5004545.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $931.28       | 0.00%             | 2030-02-06      | Fixed         | 22.82%                | Yes           |                  3 | On Loan: No      |
| DRB5008402.SRDUP                                    | DRB5008402.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46649 | PA      | $43521.85     | 0.00%             | 2030-02-07      | Fixed         | 25.29%                | Yes           |                  3 | On Loan: No      |
| FW4012743.SRDUP                                     | FW4012743.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1878 | PA      | $1871.49      | 0.00%             | 2026-10-10      | Fixed         | 26.81%                | Yes           |                  3 | On Loan: No      |
| FW4014726.SRDUP                                     | FW4014726.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2477 | PA      | $2491.63      | 0.00%             | 2028-10-10      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| 9048239.SRDSQ                                       | 9048239.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3594 | PA      | $3364.23      | 0.00%             | 2026-11-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9071830.SRDSQ                                       | 9071830.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35870 | PA      | $14976.52     | 0.00%             | 2026-11-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW4013445.SRDUP                                     | FW4013445.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       903 | PA      | $912.45       | 0.00%             | 2028-10-10      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| FW5009689.SRDUP                                     | FW5009689.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4657 | PA      | $4332.84      | 0.00%             | 2030-02-07      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| 9092526.SRDSQ                                       | 9092526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12785 | PA      | $12339.61     | 0.00%             | 2026-11-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9094587.SRDSQ                                       | 9094587.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6386 | PA      | $6152.64      | 0.00%             | 2026-11-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3290939.SRDUP                                      | L3290939.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17358 | PA      | $17426.74     | 0.00%             | 2027-12-19      | Fixed         | 16.53%                | Yes           |                  3 | On Loan: No      |
| L3336748.SRDUP                                      | L3336748.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24088 | PA      | $4745.56      | 0.00%             | 2027-08-10      | Fixed         | 10.37%                | Yes           |                  3 | On Loan: No      |
| L5578676.SRDUP                                      | L5578676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6182 | PA      | $6095.13      | 0.00%             | 2030-07-01      | Fixed         | 15.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | YEN DENOM NIKKEI  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -33 | NC      | $-594691.46   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 9831124.SRDSQ                                       | 9831124.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6961 | PA      | $6497.21      | 0.00%             | 2027-03-23      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| CBM3909833.SRDUP                                    | CBM3909833.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3366 | PA      | $3360.51      | 0.00%             | 2026-08-02      | Fixed         | 18.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 138                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -5 | NC      | $-31.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25C 139.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -3 | NC      | $-18.75       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4995809.SRDUP                                     | FW4995809.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4453 | PA      | $4199.40      | 0.00%             | 2030-02-03      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| FW5004896.SRDUP                                     | FW5004896.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5074 | PA      | $4743.96      | 0.00%             | 2030-02-06      | Fixed         | 27.05%                | Yes           |                  3 | On Loan: No      |
| CBM3910275.SRDUP                                    | CBM3910275.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8339 | PA      | $8236.07      | 0.00%             | 2029-01-02      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| CBM3910906.SRDUP                                    | CBM3910906.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2465 | PA      | $2470.44      | 0.00%             | 2028-08-02      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 357.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-6930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 360                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-7980.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5177376.SRDUP                                      | L5177376.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2347 | PA      | $2248.42      | 0.00%             | 2028-04-03      | Fixed         | 18.46%                | Yes           |                  3 | On Loan: No      |
| L5178703.SRDUP                                      | L5178703.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36901 | PA      | $34603.42     | 0.00%             | 2030-04-03      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| L3542791.SRDUP                                      | L3542791.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10044 | PA      | $10048.33     | 0.00%             | 2027-11-02      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| L3912847.SRDUP                                      | L3912847.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3253 | PA      | $3244.38      | 0.00%             | 2028-08-03      | Fixed         | 14.07%                | Yes           |                  3 | On Loan: No      |
| DRB5177189.SRDUP                                    | DRB5177189.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5630 | PA      | $5281.69      | 0.00%             | 2030-04-03      | Fixed         | 30.52%                | Yes           |                  3 | On Loan: No      |
| DRB5177853.SRDUP                                    | DRB5177853.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4281 | PA      | $4211.56      | 0.00%             | 2028-04-03      | Fixed         | 11.42%                | Yes           |                  3 | On Loan: No      |
| L5007898.SRDUP                                      | L5007898.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6548 | PA      | $6089.25      | 0.00%             | 2030-02-06      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| L5009735.SRDUP                                      | L5009735.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4317 | PA      | $4251.91      | 0.00%             | 2030-02-07      | Fixed         | 12.57%                | Yes           |                  3 | On Loan: No      |
| 8884987.SRDSQ                                       | 8884987.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       698 | PA      | $677.84       | 0.00%             | 2026-09-25      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 8890709.SRDSQ                                       | 8890709.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4312 | PA      | $3417.79      | 0.00%             | 2026-09-26      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| L4009414.SRDUP                                      | L4009414.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2377 | PA      | $2372.07      | 0.00%             | 2028-10-10      | Fixed         | 17.39%                | Yes           |                  3 | On Loan: No      |
| L5001861.SRDUP                                      | L5001861.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14857 | PA      | $13846.89     | 0.00%             | 2030-02-16      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| 8817664.SRDSQ                                       | 8817664.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7209 | PA      | $6919.66      | 0.00%             | 2026-09-10      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8830289.SRDSQ                                       | 8830289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6645 | PA      | $6446.82      | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3309744.SRDUP                                     | FW3309744.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2055 | PA      | $298.82       | 0.00%             | 2027-12-26      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3319830.SRDUP                                     | FW3319830.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6485 | PA      | $942.91       | 0.00%             | 2027-08-01      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 428                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -128 | NC      | $-25600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Dec25P 429                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-7875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25C 89                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25C 90                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9101713.SRDSQ                                       | 9101713.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2615 | PA      | $2552.80      | 0.00%             | 2026-11-19      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9120764.SRDSQ                                       | 9120764.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17094 | PA      | $16221.43     | 0.00%             | 2026-11-22      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9610766.SRDSQ                                       | 9610766.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26703 | PA      | $25555.36     | 0.00%             | 2027-01-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9762788.SRDSQ                                       | 9762788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7341 | PA      | $6718.87      | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4008025.SRDUP                                    | CBM4008025.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1490 | PA      | $1507.51      | 0.00%             | 2028-10-06      | Fixed         | 26.38%                | Yes           |                  3 | On Loan: No      |
| CBM5178670.SRDUP                                    | CBM5178670.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13769 | PA      | $12917.74     | 0.00%             | 2030-04-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 8873402.SRDSQ                                       | 8873402.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11868 | PA      | $11386.91     | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8882227.SRDSQ                                       | 8882227.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8556 | PA      | $8232.76      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3342160.SRDUP                                     | FW3342160.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9072 | PA      | $9232.05      | 0.00%             | 2027-08-09      | Fixed         | 28.38%                | Yes           |                  3 | On Loan: No      |
| FW3344412.SRDUP                                     | FW3344412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2067 | PA      | $2084.16      | 0.00%             | 2027-08-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| DRB5384934.SRDUP                                    | DRB5384934.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20998 | PA      | $20004.46     | 0.00%             | 2030-05-23      | Fixed         | 30.96%                | Yes           |                  3 | On Loan: No      |
| DRB5386124.SRDUP                                    | DRB5386124.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10644 | PA      | $10212.61     | 0.00%             | 2030-10-23      | Fixed         | 26.90%                | Yes           |                  3 | On Loan: No      |
| L3320212.SRDUP                                      | L3320212.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $766.44       | 0.00%             | 2027-08-01      | Fixed         | 18.66%                | Yes           |                  3 | On Loan: No      |
| L3321408.SRDUP                                      | L3321408.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6790 | PA      | $6795.55      | 0.00%             | 2028-01-04      | Fixed         | 15.62%                | Yes           |                  3 | On Loan: No      |
| L5179828.SRDUP                                      | L5179828.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46990 | PA      | $44716.31     | 0.00%             | 2030-04-03      | Fixed         | 20.61%                | Yes           |                  3 | On Loan: No      |
| L5180590.SRDUP                                      | L5180590.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10017 | PA      | $9668.31      | 0.00%             | 2028-04-03      | Fixed         | 16.32%                | Yes           |                  3 | On Loan: No      |
| CBM3911489.SRDUP                                    | CBM3911489.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1970 | PA      | $1966.63      | 0.00%             | 2026-08-03      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| CBM3911896.SRDUP                                    | CBM3911896.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1093 | PA      | $1106.70      | 0.00%             | 2028-08-03      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| 8845302.SRDSQ                                       | 8845302.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5538 | PA      | $5402.93      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8846965.SRDSQ                                       | 8846965.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9326 | PA      | $7641.95      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5010344.SRDUP                                      | L5010344.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1194 | PA      | $1136.02      | 0.00%             | 2030-02-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L5378344.SRDUP                                      | L5378344.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $1204.18      | 0.00%             | 2030-05-22      | Fixed         | 13.35%                | Yes           |                  3 | On Loan: No      |
| DRB5010224.SRDUP                                    | DRB5010224.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4391 | PA      | $4084.60      | 0.00%             | 2030-02-07      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| DRB5176837.SRDUP                                    | DRB5176837.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5310 | PA      | $4960.27      | 0.00%             | 2030-04-03      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| CBM3912491.SRDUP                                    | CBM3912491.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5968 | PA      | $6027.10      | 0.00%             | 2028-08-08      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| CBM4011224.SRDUP                                    | CBM4011224.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6067 | PA      | $6130.28      | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| CBM5178782.SRDUP                                    | CBM5178782.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1606 | PA      | $1505.63      | 0.00%             | 2030-04-03      | Fixed         | 23.69%                | Yes           |                  3 | On Loan: No      |
| DRB4996403.SRDUP                                    | DRB4996403.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       927 | PA      | $860.41       | 0.00%             | 2030-02-03      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| FW3500039.SRDUP                                     | FW3500039.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $769.52       | 0.00%             | 2027-10-13      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| FW3543067.SRDUP                                     | FW3543067.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1244 | PA      | $180.93       | 0.00%             | 2027-11-02      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| 8867705.SRDSQ                                       | 8867705.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12243 | PA      | $3946.68      | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8889894.SRDSQ                                       | 8889894.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1179 | PA      | $843.50       | 0.00%             | 2026-09-26      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| DRB4998613.SRDUP                                    | DRB4998613.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1983 | PA      | $1884.55      | 0.00%             | 2030-02-04      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| DRB5001170.SRDUP                                    | DRB5001170.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4754 | PA      | $4415.94      | 0.00%             | 2030-02-04      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| DRB5378042.SRDUP                                    | DRB5378042.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4810 | PA      | $4578.81      | 0.00%             | 2030-05-22      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| DRB5381026.SRDUP                                    | DRB5381026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2091 | PA      | $2030.01      | 0.00%             | 2028-05-22      | Fixed         | 27.01%                | Yes           |                  3 | On Loan: No      |
| 8894133.SRDSQ                                       | 8894133.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2874 | PA      | $2812.40      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9036861.SRDSQ                                       | 9036861.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2246 | PA      | $2138.05      | 0.00%             | 2026-11-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9025302.SRDSQ                                       | 9025302.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1491 | PA      | $1272.43      | 0.00%             | 2026-10-30      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 9025640.SRDSQ                                       | 9025640.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6462 | PA      | $5076.78      | 0.00%             | 2026-10-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -184 | NC      | $-71760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 71.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -120 | NC      | $-44400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5008617.SRDUP                                    | DRB5008617.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5059.53      | 0.00%             | 2028-02-07      | Fixed         | 28.13%                | Yes           |                  3 | On Loan: No      |
| DRB5010205.SRDUP                                    | DRB5010205.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2904 | PA      | $2701.48      | 0.00%             | 2030-02-07      | Fixed         | 31.37%                | Yes           |                  3 | On Loan: No      |
| 9041913.SRDSQ                                       | 9041913.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1288 | PA      | $1049.43      | 0.00%             | 2026-11-03      | Fixed         | 6.08%                 | Yes           |                  3 | On Loan: No      |
| 9090510.SRDSQ                                       | 9090510.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31194 | PA      | $20472.35     | 0.00%             | 2026-11-15      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| FW4012664.SRDUP                                     | FW4012664.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2230 | PA      | $2230.80      | 0.00%             | 2026-10-10      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| FW4014789.SRDUP                                     | FW4014789.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       363 | PA      | $359.48       | 0.00%             | 2028-10-10      | Fixed         | 22.76%                | Yes           |                  3 | On Loan: No      |
| L5381761.SRDUP                                      | L5381761.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1077 | PA      | $201.84       | 0.00%             | 2030-05-22      | Fixed         | 15.81%                | Yes           |                  3 | On Loan: No      |
| L5385719.SRDUP                                      | L5385719.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47033 | PA      | $45153.39     | 0.00%             | 2030-05-23      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| DRB5579910.SRDUP                                    | DRB5579910.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4621 | PA      | $4425.03      | 0.00%             | 2030-07-01      | Fixed         | 29.12%                | Yes           |                  3 | On Loan: No      |
| DRB5581246.SRDUP                                    | DRB5581246.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11723 | PA      | $11328.81     | 0.00%             | 2030-07-01      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| DRB5010226.SRDUP                                    | DRB5010226.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1205 | PA      | $1123.44      | 0.00%             | 2030-02-07      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| DRB5010395.SRDUP                                    | DRB5010395.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9278 | PA      | $8632.08      | 0.00%             | 2030-02-07      | Fixed         | 26.23%                | Yes           |                  3 | On Loan: No      |
| L5180908.SRDUP                                      | L5180908.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5267 | PA      | $4984.77      | 0.00%             | 2030-04-03      | Fixed         | 21.03%                | Yes           |                  3 | On Loan: No      |
| L5385370.SRDUP                                      | L5385370.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8230 | PA      | $7939.82      | 0.00%             | 2030-06-01      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| CBM5009940.SRDUP                                    | CBM5009940.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1524 | PA      | $1430.17      | 0.00%             | 2028-02-07      | Fixed         | 30.40%                | Yes           |                  3 | On Loan: No      |
| CBM5385024.SRDUP                                    | CBM5385024.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2017 | PA      | $1921.32      | 0.00%             | 2030-05-23      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25C 92                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25P 75                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-2900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9098032.SRDSQ                                       | 9098032.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8851 | PA      | $8554.63      | 0.00%             | 2026-11-17      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9273276.SRDSQ                                       | 9273276.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3795 | PA      | $3588.22      | 0.00%             | 2026-12-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 71.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -38 | NC      | $-13300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 71.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -48 | NC      | $-15840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25P 362.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-8628.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3305645.SRDUP                                      | L3305645.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3320 | PA      | $3325.47      | 0.00%             | 2027-07-25      | Fixed         | 11.17%                | Yes           |                  3 | On Loan: No      |
| FW4996289.SRDUP                                     | FW4996289.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7183 | PA      | $6956.97      | 0.00%             | 2030-02-03      | Fixed         | 15.59%                | Yes           |                  3 | On Loan: No      |
| FW5003059.SRDUP                                     | FW5003059.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       819 | PA      | $782.21       | 0.00%             | 2028-02-05      | Fixed         | 17.20%                | Yes           |                  3 | On Loan: No      |
| L3292584.SRDUP                                      | L3292584.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       439 | PA      | $440.92       | 0.00%             | 2027-07-19      | Fixed         | 15.32%                | Yes           |                  3 | On Loan: No      |
| L3296260.SRDUP                                      | L3296260.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1033 | PA      | $1045.90      | 0.00%             | 2027-07-20      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| DRB5177173.SRDUP                                    | DRB5177173.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       884 | PA      | $830.43       | 0.00%             | 2028-04-03      | Fixed         | 27.17%                | Yes           |                  3 | On Loan: No      |
| DRB5178235.SRDUP                                    | DRB5178235.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2201 | PA      | $2064.51      | 0.00%             | 2030-04-03      | Fixed         | 31.79%                | Yes           |                  3 | On Loan: No      |
| 187687190.SRDLC                                     | 187687190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10797 | PA      | $1131.49      | 0.00%             | 2025-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187765326.SRDLC                                     | 187765326.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2894 | PA      | $303.34       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB5587317.SRDUP                                    | DRB5587317.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3251 | PA      | $3174.83      | 0.00%             | 2030-07-02      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3302708.SRDUP                                     | FW3302708.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2262.12      | 0.00%             | 2027-07-22      | Fixed         | 17.05%                | Yes           |                  3 | On Loan: No      |
| 9335045.SRDSQ                                       | 9335045.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       371 | PA      | $338.41       | 0.00%             | 2027-01-14      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 9381028.SRDSQ                                       | 9381028.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2948 | PA      | $2802.32      | 0.00%             | 2027-01-25      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| L5577323.SRDUP                                      | L5577323.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7168 | PA      | $6990.60      | 0.00%             | 2030-07-01      | Fixed         | 20.61%                | Yes           |                  3 | On Loan: No      |
| L5582059.SRDUP                                      | L5582059.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10121 | PA      | $9884.03      | 0.00%             | 2030-07-01      | Fixed         | 23.30%                | Yes           |                  3 | On Loan: No      |
| DRB5178293.SRDUP                                    | DRB5178293.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7555 | PA      | $7075.94      | 0.00%             | 2028-04-03      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| DRB5178800.SRDUP                                    | DRB5178800.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1143 | PA      | $1072.40      | 0.00%             | 2030-04-03      | Fixed         | 29.45%                | Yes           |                  3 | On Loan: No      |
| FW3913845.SRDUP                                     | FW3913845.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2272 | PA      | $2258.91      | 0.00%             | 2026-08-04      | Fixed         | 27.67%                | Yes           |                  3 | On Loan: No      |
| FW3914563.SRDUP                                     | FW3914563.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1828 | PA      | $1851.16      | 0.00%             | 2028-08-04      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW5009743.SRDUP                                     | FW5009743.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10185 | PA      | $9704.81      | 0.00%             | 2030-02-07      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| FW5181314.SRDUP                                     | FW5181314.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24477 | PA      | $23079.46     | 0.00%             | 2030-04-04      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| CBM5386030.SRDUP                                    | CBM5386030.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7791 | PA      | $1617.76      | 0.00%             | 2030-05-23      | Fixed         | 32.25%                | Yes           |                  3 | On Loan: No      |
| CBM5386051.SRDUP                                    | CBM5386051.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31803 | PA      | $30980.83     | 0.00%             | 2030-10-27      | Fixed         | 17.01%                | Yes           |                  3 | On Loan: No      |
| 9092764.SRDSQ                                       | 9092764.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8835 | PA      | $7873.27      | 0.00%             | 2026-11-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9309900.SRDSQ                                       | 9309900.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1277 | PA      | $915.98       | 0.00%             | 2027-01-08      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| L3310076.SRDUP                                      | L3310076.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3482 | PA      | $3499.56      | 0.00%             | 2027-07-26      | Fixed         | 14.52%                | Yes           |                  3 | On Loan: No      |
| L3335041.SRDUP                                      | L3335041.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1574 | PA      | $1590.96      | 0.00%             | 2028-01-05      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| FW3954538.SRDUP                                     | FW3954538.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2724.80      | 0.00%             | 2028-09-01      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW5004093.SRDUP                                     | FW5004093.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4173 | PA      | $3878.53      | 0.00%             | 2030-02-05      | Fixed         | 25.97%                | Yes           |                  3 | On Loan: No      |
| L5584736.SRDUP                                      | L5584736.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2660 | PA      | $2581.70      | 0.00%             | 2030-07-02      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| 186839002.SRDLC                                     | 186839002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4042 | PA      | $423.62       | 0.00%             | 2027-03-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25P 76                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -54 | NC      | $-7020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25P 77                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -123 | NC      | $-20910.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9272086.SRDSQ                                       | 9272086.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4180 | PA      | $4011.31      | 0.00%             | 2026-12-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9301101.SRDSQ                                       | 9301101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8665 | PA      | $8230.38      | 0.00%             | 2027-01-04      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 72                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -55 | NC      | $-17600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 72.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -56 | NC      | $-16800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178942.SRDUP                                    | DRB5178942.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13196 | PA      | $12391.77     | 0.00%             | 2028-04-03      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| DRB5178971.SRDUP                                    | DRB5178971.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2390 | PA      | $2242.14      | 0.00%             | 2030-04-03      | Fixed         | 31.98%                | Yes           |                  3 | On Loan: No      |
| DRB5177185.SRDUP                                    | DRB5177185.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4281 | PA      | $4001.51      | 0.00%             | 2030-04-03      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| DRB5186096.SRDUP                                    | DRB5186096.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $1592.19      | 0.00%             | 2030-04-07      | Fixed         | 20.65%                | Yes           |                  3 | On Loan: No      |
| FW5380887.SRDUP                                     | FW5380887.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3213 | PA      | $3124.97      | 0.00%             | 2030-05-22      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| FW5580331.SRDUP                                     | FW5580331.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2046 | PA      | $1977.77      | 0.00%             | 2030-07-01      | Fixed         | 25.08%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jan26P 500                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-4875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jan26P 505                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-2750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3324468.SRDUP                                      | L3324468.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9078 | PA      | $9134.39      | 0.00%             | 2027-08-03      | Fixed         | 20.96%                | Yes           |                  3 | On Loan: No      |
| L3325231.SRDUP                                      | L3325231.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2194 | PA      | $2223.92      | 0.00%             | 2027-08-02      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| DRB5181377.SRDUP                                    | DRB5181377.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2121 | PA      | $2001.21      | 0.00%             | 2030-04-04      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| DRB5181430.SRDUP                                    | DRB5181430.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6760 | PA      | $6344.00      | 0.00%             | 2030-04-04      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| FW5187280.SRDUP                                     | FW5187280.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9996 | PA      | $9492.49      | 0.00%             | 2030-04-07      | Fixed         | 17.46%                | Yes           |                  3 | On Loan: No      |
| FW5381274.SRDUP                                     | FW5381274.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1957 | PA      | $1855.74      | 0.00%             | 2030-05-22      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| CBM5584469.SRDUP                                    | CBM5584469.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2345 | PA      | $2267.49      | 0.00%             | 2030-07-02      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| CBM5588395.SRDUP                                    | CBM5588395.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10229 | PA      | $9883.52      | 0.00%             | 2028-07-03      | Fixed         | 30.15%                | Yes           |                  3 | On Loan: No      |
| 9734523.SRDSQ                                       | 9734523.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7518 | PA      | $7129.45      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9779411.SRDSQ                                       | 9779411.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18446 | PA      | $17214.21     | 0.00%             | 2027-03-10      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 9795325.SRDSQ                                       | 9795325.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5873 | PA      | $5544.02      | 0.00%             | 2027-03-14      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 65.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-5750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5587823.SRDUP                                    | DRB5587823.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10397 | PA      | $9966.22      | 0.00%             | 2030-07-02      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| DRB5588262.SRDUP                                    | DRB5588262.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7346 | PA      | $7101.92      | 0.00%             | 2030-07-02      | Fixed         | 32.20%                | Yes           |                  3 | On Loan: No      |
| 8894926.SRDSQ                                       | 8894926.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       940 | PA      | $820.11       | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8897970.SRDSQ                                       | 8897970.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       161 | PA      | $158.80       | 0.00%             | 2026-09-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| FW5588832.SRDUP                                     | FW5588832.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6631 | PA      | $6411.78      | 0.00%             | 2030-07-02      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| L3331188.SRDUP                                      | L3331188.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1012 | PA      | $1023.98      | 0.00%             | 2027-08-04      | Fixed         | 23.41%                | Yes           |                  3 | On Loan: No      |
| DRB5569689.SRDUP                                    | DRB5569689.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $95.90        | 0.00%             | 2030-07-01      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| DRB5580873.SRDUP                                    | DRB5580873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $459.01       | 0.00%             | 2030-07-01      | Fixed         | 25.70%                | Yes           |                  3 | On Loan: No      |
| 9795502.SRDSQ                                       | 9795502.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7513 | PA      | $7097.00      | 0.00%             | 2027-03-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9797872.SRDSQ                                       | 9797872.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3223 | PA      | $3040.58      | 0.00%             | 2027-03-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3325602.SRDUP                                      | L3325602.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       653 | PA      | $654.01       | 0.00%             | 2027-08-02      | Fixed         | 24.01%                | Yes           |                  3 | On Loan: No      |
| L3327969.SRDUP                                      | L3327969.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1584 | PA      | $1593.29      | 0.00%             | 2027-08-03      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| L3340632.SRDUP                                      | L3340632.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12316 | PA      | $12335.45     | 0.00%             | 2027-08-19      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| L3909816.SRDUP                                      | L3909816.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29873 | PA      | $29808.36     | 0.00%             | 2028-08-02      | Fixed         | 16.75%                | Yes           |                  3 | On Loan: No      |
| DRB5178895.SRDUP                                    | DRB5178895.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10595 | PA      | $9901.89      | 0.00%             | 2030-04-03      | Fixed         | 28.13%                | Yes           |                  3 | On Loan: No      |
| DRB5380850.SRDUP                                    | DRB5380850.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3695 | PA      | $3581.33      | 0.00%             | 2028-10-22      | Fixed         | 30.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  Jan26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -198 | NC      | $-221652.74   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       467 | NC      | $969258.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5179884.SRDUP                                    | DRB5179884.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3029 | PA      | $2845.80      | 0.00%             | 2028-04-03      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| DRB5180362.SRDUP                                    | DRB5180362.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2830 | PA      | $2646.12      | 0.00%             | 2030-04-03      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| 187779942.SRDLC                                     | 187779942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2409 | PA      | $252.48       | 0.00%             | 2025-08-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191038262.SRDLC                                     | 191038262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6298 | PA      | $660.04       | 0.00%             | 2025-08-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8896515.SRDSQ                                       | 8896515.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       989 | PA      | $963.54       | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9128821.SRDSQ                                       | 9128821.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       597 | PA      | $578.89       | 0.00%             | 2026-11-25      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| FW3402005.SRDUP                                     | FW3402005.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1892 | PA      | $1250.96      | 0.00%             | 2027-09-06      | Fixed         | 33.56%                | Yes           |                  3 | On Loan: No      |
| FW3499968.SRDUP                                     | FW3499968.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2067 | PA      | $2100.87      | 0.00%             | 2027-10-13      | Fixed         | 19.82%                | Yes           |                  3 | On Loan: No      |
| L4011139.SRDUP                                      | L4011139.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2063 | PA      | $2056.66      | 0.00%             | 2028-10-10      | Fixed         | 15.25%                | Yes           |                  3 | On Loan: No      |
| L4998755.SRDUP                                      | L4998755.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14707 | PA      | $13977.10     | 0.00%             | 2030-02-04      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| 187134949.SRDLC                                     | 187134949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16983 | PA      | $1779.78      | 0.00%             | 2027-03-10      | Fixed         | 30.24%                | Yes           |                  3 | On Loan: No      |
| 187984198.SRDLC                                     | 187984198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7041 | PA      | $6960.32      | 0.00%             | 2027-04-04      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 65.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -42 | NC      | $-5460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -286 | NC      | $-17160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5178803.SRDUP                                      | L5178803.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9425 | PA      | $9110.02      | 0.00%             | 2028-04-03      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| L5178944.SRDUP                                      | L5178944.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4248 | PA      | $4022.10      | 0.00%             | 2030-04-03      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -210 | NC      | $-180587.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -1171 | NC      | $-1068204.73  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5186851.SRDUP                                    | DRB5186851.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1021 | PA      | $989.37       | 0.00%             | 2030-04-07      | Fixed         | 13.88%                | Yes           |                  3 | On Loan: No      |
| DRB5188085.SRDUP                                    | DRB5188085.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3956 | PA      | $3794.27      | 0.00%             | 2028-04-07      | Fixed         | 20.89%                | Yes           |                  3 | On Loan: No      |
| L3319824.SRDUP                                      | L3319824.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2661 | PA      | $2690.18      | 0.00%             | 2027-08-01      | Fixed         | 21.32%                | Yes           |                  3 | On Loan: No      |
| L4008683.SRDUP                                      | L4008683.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4788 | PA      | $4780.51      | 0.00%             | 2026-10-06      | Fixed         | 13.46%                | Yes           |                  3 | On Loan: No      |
| 191680560.SRDLC                                     | 191680560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5395 | PA      | $5703.77      | 0.00%             | 2027-07-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191981138.SRDLC                                     | 191981138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8358 | PA      | $8844.98      | 0.00%             | 2027-08-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194587361.SRDLC                                     | 194587361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2864 | PA      | $3048.04      | 0.00%             | 2027-10-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 195192111.SRDLC                                     | 195192111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       115 | PA      | $114.05       | 0.00%             | 2025-11-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5382362.SRDUP                                      | L5382362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4618 | PA      | $4486.27      | 0.00%             | 2030-05-22      | Fixed         | 17.04%                | Yes           |                  3 | On Loan: No      |
| L5578407.SRDUP                                      | L5578407.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       396 | PA      | $393.36       | 0.00%             | 2028-07-01      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| FW5582941.SRDUP                                     | FW5582941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8046 | PA      | $7810.48      | 0.00%             | 2030-07-02      | Fixed         | 31.28%                | Yes           |                  3 | On Loan: No      |
| L3291879.SRDUP                                      | L3291879.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       966 | PA      | $92.56        | 0.00%             | 2027-07-19      | Fixed         | 24.41%                | Yes           |                  3 | On Loan: No      |
| L3960920.SRDUP                                      | L3960920.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1415 | PA      | $1420.15      | 0.00%             | 2028-09-06      | Fixed         | 23.62%                | Yes           |                  3 | On Loan: No      |
| L4008052.SRDUP                                      | L4008052.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13242 | PA      | $13286.95     | 0.00%             | 2028-10-06      | Fixed         | 17.66%                | Yes           |                  3 | On Loan: No      |
| DRB5008645.SRDUP                                    | DRB5008645.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13283 | PA      | $12365.86     | 0.00%             | 2030-02-07      | Fixed         | 26.28%                | Yes           |                  3 | On Loan: No      |
| DRB5009565.SRDUP                                    | DRB5009565.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5532 | PA      | $5145.93      | 0.00%             | 2030-02-07      | Fixed         | 32.01%                | Yes           |                  3 | On Loan: No      |
| 195846687.SRDLC                                     | 195846687.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15258 | PA      | $8854.14      | 0.00%             | 2029-01-10      | Fixed         | 17.29%                | Yes           |                  3 | On Loan: No      |
| 203499904.SRDLC                                     | 203499904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26901 | PA      | $26465.78     | 0.00%             | 2028-12-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | S&P/TSX 60 IX FUT Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        89 | NC      | $418558.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 10/31/25 P2410                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 9060155.SRDSQ                                       | 9060155.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4868 | PA      | $4426.18      | 0.00%             | 2026-11-08      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9077846.SRDSQ                                       | 9077846.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5232 | PA      | $5058.44      | 0.00%             | 2026-11-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9295453.SRDSQ                                       | 9295453.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16424 | PA      | $15712.62     | 0.00%             | 2027-01-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9299852.SRDSQ                                       | 9299852.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3435 | PA      | $3240.49      | 0.00%             | 2027-01-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW5009798.SRDUP                                     | FW5009798.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6565 | PA      | $6107.00      | 0.00%             | 2030-02-07      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| FW5009856.SRDUP                                     | FW5009856.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6453 | PA      | $6003.33      | 0.00%             | 2030-02-21      | Fixed         | 31.87%                | Yes           |                  3 | On Loan: No      |
| 192367518.SRDLC                                     | 192367518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19158 | PA      | $2007.72      | 0.00%             | 2025-12-11      | Fixed         | 13.39%                | Yes           |                  3 | On Loan: No      |
| 192668976.SRDLC                                     | 192668976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3594 | PA      | $376.61       | 0.00%             | 2027-08-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| L4008679.SRDUP                                      | L4008679.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41029 | PA      | $37855.66     | 0.00%             | 2029-03-18      | Fixed         | 13.51%                | Yes           |                  3 | On Loan: No      |
| L4010561.SRDUP                                      | L4010561.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33505 | PA      | $33624.82     | 0.00%             | 2028-10-10      | Fixed         | 12.05%                | Yes           |                  3 | On Loan: No      |
| 9317807.SRDSQ                                       | 9317807.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2348 | PA      | $2266.71      | 0.00%             | 2027-01-09      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| 9324036.SRDSQ                                       | 9324036.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17650 | PA      | $17258.29     | 0.00%             | 2027-01-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5588391.SRDUP                                    | DRB5588391.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1417.62      | 0.00%             | 2030-07-02      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| FW3319916.SRDUP                                     | FW3319916.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3041 | PA      | $325.33       | 0.00%             | 2027-08-16      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| 9079684.SRDSQ                                       | 9079684.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3133 | PA      | $3039.55      | 0.00%             | 2026-11-13      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 9128000.SRDSQ                                       | 9128000.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11296 | PA      | $10766.76     | 0.00%             | 2026-11-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5381775.SRDUP                                      | L5381775.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1145 | PA      | $1095.53      | 0.00%             | 2030-05-22      | Fixed         | 23.40%                | Yes           |                  3 | On Loan: No      |
| L5382730.SRDUP                                      | L5382730.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4968 | PA      | $4755.43      | 0.00%             | 2030-05-23      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3291157.SRDUP                                      | L3291157.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5546 | PA      | $806.41       | 0.00%             | 2027-07-18      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3305584.SRDUP                                      | L3305584.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22348 | PA      | $22457.69     | 0.00%             | 2027-07-25      | Fixed         | 15.57%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 66.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -295 | NC      | $-7375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 66.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -493 | NC      | $-4930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5001568.SRDUP                                    | DRB5001568.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6942 | PA      | $6457.95      | 0.00%             | 2030-02-05      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| DRB5002890.SRDUP                                    | DRB5002890.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3550 | PA      | $3302.25      | 0.00%             | 2030-02-05      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 72.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -72 | NC      | $-20880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 73.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9803939.SRDSQ                                       | 9803939.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6165 | PA      | $5823.46      | 0.00%             | 2027-03-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9816289.SRDSQ                                       | 9816289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15694 | PA      | $14452.23     | 0.00%             | 2027-03-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5008308.SRDUP                                     | FW5008308.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8246 | PA      | $7816.94      | 0.00%             | 2030-02-07      | Fixed         | 31.78%                | Yes           |                  3 | On Loan: No      |
| FW5177101.SRDUP                                     | FW5177101.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11922 | PA      | $11143.34     | 0.00%             | 2030-04-03      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 10/31/25 P2420                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 10/31/25 P2425                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -28 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FW3501329.SRDUP                                     | FW3501329.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5077 | PA      | $5189.31      | 0.00%             | 2027-10-13      | Fixed         | 27.65%                | Yes           |                  3 | On Loan: No      |
| FW3909817.SRDUP                                     | FW3909817.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10376 | PA      | $10353.59     | 0.00%             | 2028-08-02      | Fixed         | 14.88%                | Yes           |                  3 | On Loan: No      |
| CBM3955808.SRDUP                                    | CBM3955808.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12278 | PA      | $12443.39     | 0.00%             | 2028-09-05      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| CBM4007958.SRDUP                                    | CBM4007958.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1211 | PA      | $1220.91      | 0.00%             | 2028-10-06      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| L3309665.SRDUP                                      | L3309665.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3753 | PA      | $3756.72      | 0.00%             | 2027-07-26      | Fixed         | 12.61%                | Yes           |                  3 | On Loan: No      |
| L3333526.SRDUP                                      | L3333526.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1021 | PA      | $1021.75      | 0.00%             | 2027-08-05      | Fixed         | 16.48%                | Yes           |                  3 | On Loan: No      |
| L3540203.SRDUP                                      | L3540203.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       564 | PA      | $579.20       | 0.00%             | 2027-11-01      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3910568.SRDUP                                      | L3910568.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       392 | PA      | $388.60       | 0.00%             | 2026-08-02      | Fixed         | 15.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -160 | NC      | $-132800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -229 | NC      | $-99615.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5186221.SRDUP                                    | DRB5186221.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10693 | PA      | $2180.76      | 0.00%             | 2028-04-07      | Fixed         | 30.18%                | Yes           |                  3 | On Loan: No      |
| DRB5379083.SRDUP                                    | DRB5379083.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1905.64      | 0.00%             | 2028-05-22      | Fixed         | 30.09%                | Yes           |                  3 | On Loan: No      |
| DRB5186167.SRDUP                                    | DRB5186167.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1609 | PA      | $1505.86      | 0.00%             | 2030-04-07      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| DRB5188675.SRDUP                                    | DRB5188675.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5392 | PA      | $5066.58      | 0.00%             | 2030-04-07      | Fixed         | 24.64%                | Yes           |                  3 | On Loan: No      |
| L5582976.SRDUP                                      | L5582976.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5750 | PA      | $1546.51      | 0.00%             | 2030-07-02      | Fixed         | 22.95%                | Yes           |                  3 | On Loan: No      |
| 186810869.SRDLC                                     | 186810869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5283 | PA      | $553.67       | 0.00%             | 2025-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186921775.SRDLC                                     | 186921775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $294.37       | 0.00%             | 2028-02-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187961524.SRDLC                                     | 187961524.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3453 | PA      | $361.85       | 0.00%             | 2026-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8635091.SRDSQ                                       | 8635091.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       808 | PA      | $781.40       | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8655009.SRDSQ                                       | 8655009.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3992 | PA      | $3924.22      | 0.00%             | 2026-07-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5009741.SRDUP                                    | DRB5009741.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7684 | PA      | $4028.78      | 0.00%             | 2030-02-07      | Fixed         | 28.46%                | Yes           |                  3 | On Loan: No      |
| DRB5176909.SRDUP                                    | DRB5176909.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1522 | PA      | $1421.22      | 0.00%             | 2030-04-03      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| CBM4008304.SRDUP                                    | CBM4008304.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15778 | PA      | $15828.68     | 0.00%             | 2028-10-06      | Fixed         | 20.39%                | Yes           |                  3 | On Loan: No      |
| CBM4014939.SRDUP                                    | CBM4014939.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5731 | PA      | $5753.64      | 0.00%             | 2028-10-10      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| Longleaf (Artex Segregated Account Company)         | Longleaf (Artex Segregated Account Company)                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     49585 | NS      | $103672068.44 | 5.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25P 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -85 | NC      | $-1700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 10/31/25 P2440                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 10/31/25 P2445                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5188367.SRDUP                                    | DRB5188367.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11106 | PA      | $3485.06      | 0.00%             | 2028-04-07      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| DRB5384069.SRDUP                                    | DRB5384069.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2182 | PA      | $2066.93      | 0.00%             | 2030-05-23      | Fixed         | 26.43%                | Yes           |                  3 | On Loan: No      |
| FW5382664.SRDUP                                     | FW5382664.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4640 | PA      | $4400.32      | 0.00%             | 2030-05-23      | Fixed         | 31.73%                | Yes           |                  3 | On Loan: No      |
| FW5385386.SRDUP                                     | FW5385386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3969 | PA      | $3859.59      | 0.00%             | 2030-05-23      | Fixed         | 15.22%                | Yes           |                  3 | On Loan: No      |
| DRB5177276.SRDUP                                    | DRB5177276.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5692 | PA      | $5317.82      | 0.00%             | 2030-04-03      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| DRB5181186.SRDUP                                    | DRB5181186.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       653 | PA      | $632.55       | 0.00%             | 2030-04-04      | Fixed         | 24.75%                | Yes           |                  3 | On Loan: No      |
| DRB5380234.SRDUP                                    | DRB5380234.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25260 | PA      | $23957.04     | 0.00%             | 2030-05-22      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| DRB5381302.SRDUP                                    | DRB5381302.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1055 | PA      | $1004.92      | 0.00%             | 2030-05-23      | Fixed         | 27.56%                | Yes           |                  3 | On Loan: No      |
| FW3954375.SRDUP                                     | FW3954375.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2680 | PA      | $2709.32      | 0.00%             | 2028-09-01      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| FW4012160.SRDUP                                     | FW4012160.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1123 | PA      | $1137.86      | 0.00%             | 2028-10-10      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jan26P 510                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -66 | NC      | $-10725.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jan26P 515                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-10518.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-9750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -137 | NC      | $-11645.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5384708.SRDUP                                    | CBM5384708.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2203.75      | 0.00%             | 2030-05-23      | Fixed         | 31.48%                | Yes           |                  3 | On Loan: No      |
| CBM5385899.SRDUP                                    | CBM5385899.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3846 | PA      | $3663.40      | 0.00%             | 2030-05-23      | Fixed         | 29.44%                | Yes           |                  3 | On Loan: No      |
| L5001260.SRDUP                                      | L5001260.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2794 | PA      | $2751.43      | 0.00%             | 2030-02-04      | Fixed         | 13.35%                | Yes           |                  3 | On Loan: No      |
| L5003866.SRDUP                                      | L5003866.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2582 | PA      | $2422.70      | 0.00%             | 2030-02-05      | Fixed         | 23.25%                | Yes           |                  3 | On Loan: No      |
| FW5010745.SRDUP                                     | FW5010745.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4316 | PA      | $4017.90      | 0.00%             | 2030-02-07      | Fixed         | 31.56%                | Yes           |                  3 | On Loan: No      |
| FW5178610.SRDUP                                     | FW5178610.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13482 | PA      | $12648.26     | 0.00%             | 2030-04-03      | Fixed         | 31.64%                | Yes           |                  3 | On Loan: No      |
| L5382349.SRDUP                                      | L5382349.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10542 | PA      | $10389.53     | 0.00%             | 2030-05-22      | Fixed         | 14.16%                | Yes           |                  3 | On Loan: No      |
| L5385527.SRDUP                                      | L5385527.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1061 | PA      | $965.19       | 0.00%             | 2030-05-23      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| 8659185.SRDSQ                                       | 8659185.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1583 | PA      | $1540.55      | 0.00%             | 2026-07-28      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8809095.SRDSQ                                       | 8809095.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4274 | PA      | $4177.20      | 0.00%             | 2026-09-06      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW5385595.SRDUP                                     | FW5385595.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4788 | PA      | $4717.71      | 0.00%             | 2030-05-23      | Fixed         | 12.61%                | Yes           |                  3 | On Loan: No      |
| L3291096.SRDUP                                      | L3291096.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       587 | PA      | $596.49       | 0.00%             | 2027-07-19      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25P 78                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-5750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Dec25P 79                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-24000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3328781.SRDUP                                      | L3328781.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3234 | PA      | $3230.20      | 0.00%             | 2027-08-03      | Fixed         | 12.12%                | Yes           |                  3 | On Loan: No      |
| L3337445.SRDUP                                      | L3337445.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       600 | PA      | $604.20       | 0.00%             | 2027-08-08      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| 9331019.SRDSQ                                       | 9331019.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11554 | PA      | $10913.54     | 0.00%             | 2027-01-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9780545.SRDSQ                                       | 9780545.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41401 | PA      | $38209.40     | 0.00%             | 2027-03-10      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| L3391572.SRDUP                                      | L3391572.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9729 | PA      | $9730.28      | 0.00%             | 2027-09-01      | Fixed         | 17.31%                | Yes           |                  3 | On Loan: No      |
| L3500652.SRDUP                                      | L3500652.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18557 | PA      | $18541.49     | 0.00%             | 2027-10-13      | Fixed         | 10.96%                | Yes           |                  3 | On Loan: No      |
| DRB5181297.SRDUP                                    | DRB5181297.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47094 | PA      | $24141.20     | 0.00%             | 2030-04-04      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5181359.SRDUP                                    | DRB5181359.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2189 | PA      | $2054.41      | 0.00%             | 2030-04-04      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| 191588942.SRDLC                                     | 191588942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2588 | PA      | $271.24       | 0.00%             | 2027-01-03      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 191990878.SRDLC                                     | 191990878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12268 | PA      | $1285.73      | 0.00%             | 2027-08-15      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1110                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -87 | NC      | $-81562.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1120                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-16650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 74                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -25 | NC      | $-5500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26C 74.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -27 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8814361.SRDSQ                                       | 8814361.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7473 | PA      | $6369.23      | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815394.SRDSQ                                       | 8815394.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8614 | PA      | $8273.20      | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 66.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -239 | NC      | $-2390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -312 | NC      | $-3120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3910075.SRDUP                                      | L3910075.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1059 | PA      | $1062.05      | 0.00%             | 2028-08-02      | Fixed         | 23.01%                | Yes           |                  3 | On Loan: No      |
| L4014639.SRDUP                                      | L4014639.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11285 | PA      | $11313.89     | 0.00%             | 2028-10-10      | Fixed         | 11.40%                | Yes           |                  3 | On Loan: No      |
| DRB5584136.SRDUP                                    | DRB5584136.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6031 | PA      | $3123.36      | 0.00%             | 2030-07-02      | Fixed         | 31.16%                | Yes           |                  3 | On Loan: No      |
| FW3301691.SRDUP                                     | FW3301691.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       509 | PA      | $519.26       | 0.00%             | 2027-07-22      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| DRB5181403.SRDUP                                    | DRB5181403.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5079 | PA      | $4748.69      | 0.00%             | 2030-04-04      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| DRB5186579.SRDUP                                    | DRB5186579.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5410 | PA      | $5068.65      | 0.00%             | 2030-04-07      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| DRB5002934.SRDUP                                    | DRB5002934.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3905 | PA      | $3632.16      | 0.00%             | 2030-02-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| DRB5003686.SRDUP                                    | DRB5003686.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3978 | PA      | $3728.49      | 0.00%             | 2028-02-05      | Fixed         | 30.18%                | Yes           |                  3 | On Loan: No      |
| FW5178241.SRDUP                                     | FW5178241.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12362 | PA      | $11759.12     | 0.00%             | 2030-04-03      | Fixed         | 18.63%                | Yes           |                  3 | On Loan: No      |
| FW5178698.SRDUP                                     | FW5178698.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8768 | PA      | $8224.72      | 0.00%             | 2030-04-03      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| CBM3910216.SRDUP                                    | CBM3910216.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33424 | PA      | $33353.76     | 0.00%             | 2028-08-02      | Fixed         | 17.56%                | Yes           |                  3 | On Loan: No      |
| CBM3910258.SRDUP                                    | CBM3910258.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16984 | PA      | $16357.86     | 0.00%             | 2029-06-02      | Fixed         | 26.04%                | Yes           |                  3 | On Loan: No      |
| DRB5381802.SRDUP                                    | DRB5381802.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3767 | PA      | $3588.75      | 0.00%             | 2030-05-23      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| DRB5384972.SRDUP                                    | DRB5384972.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4361 | PA      | $1321.04      | 0.00%             | 2030-05-23      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| L5002731.SRDUP                                      | L5002731.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $1907.07      | 0.00%             | 2030-02-05      | Fixed         | 18.22%                | Yes           |                  3 | On Loan: No      |
| L5006674.SRDUP                                      | L5006674.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3196 | PA      | $3094.60      | 0.00%             | 2030-02-06      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| CBM3910645.SRDUP                                    | CBM3910645.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       352 | PA      | $350.83       | 0.00%             | 2026-08-02      | Fixed         | 20.35%                | Yes           |                  3 | On Loan: No      |
| CBM3913228.SRDUP                                    | CBM3913228.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $1255.67      | 0.00%             | 2028-08-04      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| L3341805.SRDUP                                      | L3341805.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2828 | PA      | $247.78       | 0.00%             | 2027-08-09      | Fixed         | 23.67%                | Yes           |                  3 | On Loan: No      |
| L3344977.SRDUP                                      | L3344977.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1408 | PA      | $204.65       | 0.00%             | 2027-08-10      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Nov25C 67.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -43 | NC      | $-430.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUD/JPY PUT 90.5 14-NOV-25                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 180000000 | NC      | $1347.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRB5385693.SRDUP                                    | DRB5385693.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1946 | PA      | $1846.37      | 0.00%             | 2028-05-23      | Fixed         | 25.76%                | Yes           |                  3 | On Loan: No      |
| DRB5582510.SRDUP                                    | DRB5582510.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9674 | PA      | $9353.46      | 0.00%             | 2030-07-02      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| FW5179890.SRDUP                                     | FW5179890.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1513 | PA      | $1420.42      | 0.00%             | 2028-04-03      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| FW5188607.SRDUP                                     | FW5188607.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8352 | PA      | $8128.44      | 0.00%             | 2030-04-07      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| 193185229.SRDLC                                     | 193185229.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3478 | PA      | $364.46       | 0.00%             | 2027-09-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204559321.SRDLC                                     | 204559321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1618 | PA      | $1613.58      | 0.00%             | 2026-10-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| CBM3954333.SRDUP                                    | CBM3954333.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1068 | PA      | $1078.67      | 0.00%             | 2028-09-01      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| CBM4008287.SRDUP                                    | CBM4008287.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1690 | PA      | $1679.69      | 0.00%             | 2026-10-13      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| DRB5588838.SRDUP                                    | DRB5588838.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5766 | PA      | $5574.48      | 0.00%             | 2030-07-02      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB5593078.SRDUP                                    | DRB5593078.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2149 | PA      | $2097.65      | 0.00%             | 2030-07-03      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| DRB5381264.SRDUP                                    | DRB5381264.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2036 | PA      | $1855.43      | 0.00%             | 2030-05-22      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| DRB5381924.SRDUP                                    | DRB5381924.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3184 | PA      | $3032.52      | 0.00%             | 2030-05-22      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3308699.SRDUP                                     | FW3308699.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25274 | PA      | $25306.39     | 0.00%             | 2027-12-26      | Fixed         | 10.39%                | Yes           |                  3 | On Loan: No      |
| FW3309804.SRDUP                                     | FW3309804.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $808.02       | 0.00%             | 2027-07-26      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1130                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-1518.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1140                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-1812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5008557.SRDUP                                      | L5008557.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5200 | PA      | $4945.29      | 0.00%             | 2030-02-07      | Fixed         | 18.35%                | Yes           |                  3 | On Loan: No      |
| L5177430.SRDUP                                      | L5177430.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20957 | PA      | $19628.14     | 0.00%             | 2028-04-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW3312467.SRDUP                                     | FW3312467.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5715 | PA      | $5744.43      | 0.00%             | 2027-07-27      | Fixed         | 20.17%                | Yes           |                  3 | On Loan: No      |
| FW3319942.SRDUP                                     | FW3319942.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1874 | PA      | $1898.51      | 0.00%             | 2027-08-01      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| DRB5382444.SRDUP                                    | DRB5382444.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2385 | PA      | $2282.07      | 0.00%             | 2030-05-23      | Fixed         | 23.20%                | Yes           |                  3 | On Loan: No      |
| DRB5382768.SRDUP                                    | DRB5382768.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $334.42       | 0.00%             | 2030-05-23      | Fixed         | 32.21%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 10/31/25 P2450                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 11/03/25 P2450                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192708355.SRDLC                                     | 192708355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10501 | PA      | $11233.53     | 0.00%             | 2027-08-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193704775.SRDLC                                     | 193704775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4190 | PA      | $4290.84      | 0.00%             | 2027-10-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| FW3328756.SRDUP                                     | FW3328756.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4761 | PA      | $4760.76      | 0.00%             | 2027-08-03      | Fixed         | 20.86%                | Yes           |                  3 | On Loan: No      |
| FW3342276.SRDUP                                     | FW3342276.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4690 | PA      | $4557.01      | 0.00%             | 2027-08-24      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| 9793233.SRDSQ                                       | 9793233.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3787 | PA      | $3516.40      | 0.00%             | 2027-03-12      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9833416.SRDSQ                                       | 9833416.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1461 | PA      | $1359.16      | 0.00%             | 2027-03-24      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| CBM5386079.SRDUP                                    | CBM5386079.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13900 | PA      | $1039.04      | 0.00%             | 2030-05-23      | Fixed         | 28.92%                | Yes           |                  3 | On Loan: No      |
| CBM5577372.SRDUP                                    | CBM5577372.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1012.92      | 0.00%             | 2030-07-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| 9369903.SRDSQ                                       | 9369903.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2227 | PA      | $2129.38      | 0.00%             | 2027-01-23      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 9678930.SRDSQ                                       | 9678930.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    106609 | PA      | $100637.65    | 0.01%             | 2027-02-14      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FW5385908.SRDUP                                     | FW5385908.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1424 | PA      | $1366.30      | 0.00%             | 2030-05-23      | Fixed         | 19.70%                | Yes           |                  3 | On Loan: No      |
| FW5580232.SRDUP                                     | FW5580232.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1416.52      | 0.00%             | 2030-07-01      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| DRB5003022.SRDUP                                    | DRB5003022.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2071 | PA      | $427.17       | 0.00%             | 2028-02-05      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| DRB5004259.SRDUP                                    | DRB5004259.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16683 | PA      | $15557.19     | 0.00%             | 2030-02-06      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jan26P 520                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -32 | NC      | $-8600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       182 | NC      | $305218.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5007091.SRDUP                                    | DRB5007091.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7544 | PA      | $7429.37      | 0.00%             | 2030-02-06      | Fixed         | 12.26%                | Yes           |                  3 | On Loan: No      |
| DRB5007186.SRDUP                                    | DRB5007186.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4258 | PA      | $3966.54      | 0.00%             | 2030-02-07      | Fixed         | 27.38%                | Yes           |                  3 | On Loan: No      |
| DRB5384098.SRDUP                                    | DRB5384098.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2793 | PA      | $585.21       | 0.00%             | 2030-05-23      | Fixed         | 28.93%                | Yes           |                  3 | On Loan: No      |
| DRB5385003.SRDUP                                    | DRB5385003.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3192 | PA      | $3041.62      | 0.00%             | 2030-05-23      | Fixed         | 31.57%                | Yes           |                  3 | On Loan: No      |
| DRB5384169.SRDUP                                    | DRB5384169.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8179 | PA      | $7790.54      | 0.00%             | 2030-05-23      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| DRB5386078.SRDUP                                    | DRB5386078.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18746 | PA      | $1746.44      | 0.00%             | 2028-05-23      | Fixed         | 30.66%                | Yes           |                  3 | On Loan: No      |
| FW3336667.SRDUP                                     | FW3336667.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2704 | PA      | $2741.07      | 0.00%             | 2027-08-08      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| FW3337548.SRDUP                                     | FW3337548.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1239 | PA      | $1248.91      | 0.00%             | 2027-08-08      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 11/03/25 P2455                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -39 | NC      | $-15600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 11/03/25 P2470                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $-35550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5190698.SRDUP                                    | DRB5190698.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10087 | PA      | $9481.11      | 0.00%             | 2030-04-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| FW3298471.SRDUP                                     | FW3298471.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6464 | PA      | $939.84       | 0.00%             | 2025-07-21      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| DRB5005016.SRDUP                                    | DRB5005016.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4501 | PA      | $4185.40      | 0.00%             | 2030-02-06      | Fixed         | 28.24%                | Yes           |                  3 | On Loan: No      |
| DRB5010203.SRDUP                                    | DRB5010203.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9027 | PA      | $8398.02      | 0.00%             | 2030-02-07      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| DRB5007907.SRDUP                                    | DRB5007907.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30330 | PA      | $29729.07     | 0.00%             | 2028-02-06      | Fixed         | 13.65%                | Yes           |                  3 | On Loan: No      |
| DRB5008767.SRDUP                                    | DRB5008767.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3964 | PA      | $3691.55      | 0.00%             | 2030-02-07      | Fixed         | 32.18%                | Yes           |                  3 | On Loan: No      |
| L3324892.SRDUP                                      | L3324892.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       566 | PA      | $566.16       | 0.00%             | 2027-08-05      | Fixed         | 17.55%                | Yes           |                  3 | On Loan: No      |
| L3325164.SRDUP                                      | L3325164.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4584 | PA      | $4584.32      | 0.00%             | 2027-08-02      | Fixed         | 15.51%                | Yes           |                  3 | On Loan: No      |
| 204562846.SRDLC                                     | 204562846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1255 | PA      | $1256.28      | 0.00%             | 2026-10-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205155668.SRDLC                                     | 205155668.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1795 | PA      | $1796.45      | 0.00%             | 2026-11-08      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 129.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -7 | NC      | $-262.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 130                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -35 | NC      | $-2406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5581336.SRDUP                                     | FW5581336.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2447 | PA      | $2364.17      | 0.00%             | 2030-07-01      | Fixed         | 30.93%                | Yes           |                  3 | On Loan: No      |
| FW5582921.SRDUP                                     | FW5582921.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23285 | PA      | $22839.90     | 0.00%             | 2030-07-02      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| DRB5177398.SRDUP                                    | DRB5177398.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2136 | PA      | $2005.60      | 0.00%             | 2028-04-03      | Fixed         | 30.51%                | Yes           |                  3 | On Loan: No      |
| DRB5178216.SRDUP                                    | DRB5178216.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1505.76      | 0.00%             | 2028-04-03      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| 9029110.SRDSQ                                       | 9029110.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8278 | PA      | $6279.72      | 0.00%             | 2026-10-30      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9044311.SRDSQ                                       | 9044311.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4791 | PA      | $4462.68      | 0.00%             | 2026-11-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -126 | NC      | $-217408.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 515                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -164 | NC      | $-23575.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MXN/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-55253.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24100                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM3909924.SRDUP                                    | CBM3909924.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1145 | PA      | $792.17       | 0.00%             | 2027-01-06      | Fixed         | 27.54%                | Yes           |                  3 | On Loan: No      |
| CBM3910222.SRDUP                                    | CBM3910222.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3332 | PA      | $3305.47      | 0.00%             | 2026-08-02      | Fixed         | 17.38%                | Yes           |                  3 | On Loan: No      |
| DRB5178233.SRDUP                                    | DRB5178233.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3270 | PA      | $3067.30      | 0.00%             | 2030-04-03      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| DRB5378227.SRDUP                                    | DRB5378227.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4341 | PA      | $4134.38      | 0.00%             | 2030-05-22      | Fixed         | 32.38%                | Yes           |                  3 | On Loan: No      |
| 9749486.SRDSQ                                       | 9749486.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4627 | PA      | $4326.97      | 0.00%             | 2027-03-02      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9765425.SRDSQ                                       | 9765425.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1776 | PA      | $1651.19      | 0.00%             | 2027-03-05      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| L3265831.SRDUP                                      | L3265831.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       729 | PA      | $738.14       | 0.00%             | 2027-07-20      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| L3295998.SRDUP                                      | L3295998.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       661 | PA      | $96.04        | 0.00%             | 2025-07-21      | Fixed         | 11.03%                | Yes           |                  3 | On Loan: No      |
| FW3343213.SRDUP                                     | FW3343213.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $1422.29      | 0.00%             | 2027-08-10      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW3401125.SRDUP                                     | FW3401125.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1822 | PA      | $1816.70      | 0.00%             | 2027-09-06      | Fixed         | 26.30%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24150                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24250                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5381099.SRDUP                                    | DRB5381099.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22322 | PA      | $21252.54     | 0.00%             | 2030-05-22      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| DRB5381625.SRDUP                                    | DRB5381625.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15991 | PA      | $15524.21     | 0.00%             | 2030-05-22      | Fixed         | 14.58%                | Yes           |                  3 | On Loan: No      |
| 204991156.SRDLC                                     | 204991156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10150 | PA      | $1063.69      | 0.00%             | 2028-11-15      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205180888.SRDLC                                     | 205180888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2050 | PA      | $2041.22      | 0.00%             | 2026-11-13      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| L3394680.SRDUP                                      | L3394680.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5779 | PA      | $5849.40      | 0.00%             | 2027-09-02      | Fixed         | 20.76%                | Yes           |                  3 | On Loan: No      |
| L3909882.SRDUP                                      | L3909882.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5063 | PA      | $5048.74      | 0.00%             | 2028-08-02      | Fixed         | 15.31%                | Yes           |                  3 | On Loan: No      |
| DRB5187511.SRDUP                                    | DRB5187511.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1047 | PA      | $984.24       | 0.00%             | 2030-04-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB5385190.SRDUP                                    | DRB5385190.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5946 | PA      | $5708.63      | 0.00%             | 2030-10-23      | Fixed         | 31.88%                | Yes           |                  3 | On Loan: No      |
| L5178970.SRDUP                                      | L5178970.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5145 | PA      | $748.03       | 0.00%             | 2030-04-03      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L5384687.SRDUP                                      | L5384687.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7592 | PA      | $7284.49      | 0.00%             | 2030-05-23      | Fixed         | 19.51%                | Yes           |                  3 | On Loan: No      |
| 9128595.SRDSQ                                       | 9128595.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5195 | PA      | $4945.46      | 0.00%             | 2026-11-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9134367.SRDSQ                                       | 9134367.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4111 | PA      | $3976.55      | 0.00%             | 2026-11-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5386288.SRDUP                                    | DRB5386288.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2911 | PA      | $2775.11      | 0.00%             | 2028-05-23      | Fixed         | 30.52%                | Yes           |                  3 | On Loan: No      |
| DRB5578026.SRDUP                                    | DRB5578026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2562 | PA      | $1321.09      | 0.00%             | 2030-07-01      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| DRB5577345.SRDUP                                    | DRB5577345.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5611 | PA      | $5421.47      | 0.00%             | 2030-07-01      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| DRB5581719.SRDUP                                    | DRB5581719.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2346 | PA      | $2278.78      | 0.00%             | 2028-07-01      | Fixed         | 24.85%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1144                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -94 | NC      | $-29962.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1146                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -242 | NC      | $-71087.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 57.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-3780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 57.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-9500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5385430.SRDUP                                    | DRB5385430.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5847 | PA      | $5542.12      | 0.00%             | 2030-05-23      | Fixed         | 31.27%                | Yes           |                  3 | On Loan: No      |
| DRB5386338.SRDUP                                    | DRB5386338.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8935 | PA      | $544.56       | 0.00%             | 2030-05-23      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25P 71.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -513 | NC      | $-71820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25P 72                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -650 | NC      | $-325000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5384241.SRDUP                                    | DRB5384241.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3831 | PA      | $3647.94      | 0.00%             | 2030-05-23      | Fixed         | 26.19%                | Yes           |                  3 | On Loan: No      |
| DRB5384958.SRDUP                                    | DRB5384958.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1921 | PA      | $1830.00      | 0.00%             | 2030-05-23      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| L3325413.SRDUP                                      | L3325413.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1428 | PA      | $1435.68      | 0.00%             | 2027-08-02      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L3334967.SRDUP                                      | L3334967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7773 | PA      | $7827.14      | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| L5384691.SRDUP                                      | L5384691.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1884 | PA      | $1832.07      | 0.00%             | 2030-05-23      | Fixed         | 14.75%                | Yes           |                  3 | On Loan: No      |
| L5385580.SRDUP                                      | L5385580.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21863 | PA      | $21540.44     | 0.00%             | 2030-05-23      | Fixed         | 12.10%                | Yes           |                  3 | On Loan: No      |
| DRB5585771.SRDUP                                    | DRB5585771.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10904 | PA      | $10543.32     | 0.00%             | 2030-07-02      | Fixed         | 23.82%                | Yes           |                  3 | On Loan: No      |
| DRB5589064.SRDUP                                    | DRB5589064.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2742 | PA      | $2650.55      | 0.00%             | 2030-07-02      | Fixed         | 31.72%                | Yes           |                  3 | On Loan: No      |
| DRB5175618.SRDUP                                    | DRB5175618.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8500 | PA      | $7965.82      | 0.00%             | 2030-04-02      | Fixed         | 23.61%                | Yes           |                  3 | On Loan: No      |
| DRB5176475.SRDUP                                    | DRB5176475.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5624 | PA      | $5252.94      | 0.00%             | 2030-04-03      | Fixed         | 30.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25P 72.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -385 | NC      | $-381150.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CBOE VIX FUTURE   Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        50 | NC      | $-575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 58                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-5280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 58.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-10320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUD/JPY PUT 93 23-DEC-25                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 195000000 | NC      | $152352.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DRB5178784.SRDUP                                    | DRB5178784.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       163 | PA      | $160.71       | 0.00%             | 2028-04-03      | Fixed         | 26.18%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 130.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -56 | NC      | $-6650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 130.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-4062.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5587906.SRDUP                                      | L5587906.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3283 | PA      | $3246.97      | 0.00%             | 2030-07-02      | Fixed         | 14.44%                | Yes           |                  3 | On Loan: No      |
| DRB5579919.SRDUP                                    | DRB5579919.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18541 | PA      | $17917.63     | 0.00%             | 2030-07-01      | Fixed         | 26.88%                | Yes           |                  3 | On Loan: No      |
| DRB5580381.SRDUP                                    | DRB5580381.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1376 | PA      | $1329.42      | 0.00%             | 2030-07-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1148                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -156 | NC      | $-42900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1150                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -147 | NC      | $-37668.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3956466.SRDUP                                      | L3956466.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8732 | PA      | $8707.77      | 0.00%             | 2029-02-15      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L5003046.SRDUP                                      | L5003046.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20356 | PA      | $5103.26      | 0.00%             | 2030-02-05      | Fixed         | 16.61%                | Yes           |                  3 | On Loan: No      |
| 8844173.SRDSQ                                       | 8844173.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2011 | PA      | $1940.23      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8844205.SRDSQ                                       | 8844205.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10393 | PA      | $9881.91      | 0.00%             | 2026-09-15      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| FW5587847.SRDUP                                     | FW5587847.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4298 | PA      | $4155.50      | 0.00%             | 2030-07-02      | Fixed         | 28.25%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4230                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-40600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9300890.SRDSQ                                       | 9300890.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5297 | PA      | $4787.09      | 0.00%             | 2027-01-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9337572.SRDSQ                                       | 9337572.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2590.58      | 0.00%             | 2027-01-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3298301.SRDUP                                      | L3298301.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2663 | PA      | $2698.08      | 0.00%             | 2027-07-21      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| L3320181.SRDUP                                      | L3320181.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4069 | PA      | $591.67       | 0.00%             | 2027-08-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| L3470030.SRDUP                                      | L3470030.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4614 | PA      | $4625.66      | 0.00%             | 2027-10-13      | Fixed         | 16.60%                | Yes           |                  3 | On Loan: No      |
| L3899746.SRDUP                                      | L3899746.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1461 | PA      | $1457.28      | 0.00%             | 2026-08-02      | Fixed         | 19.55%                | Yes           |                  3 | On Loan: No      |
| FW3310561.SRDUP                                     | FW3310561.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1193 | PA      | $1224.65      | 0.00%             | 2027-07-26      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW3312420.SRDUP                                     | FW3312420.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       457 | PA      | $107.56       | 0.00%             | 2027-07-27      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| 8858736.SRDSQ                                       | 8858736.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13208 | PA      | $12792.80     | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9123840.SRDSQ                                       | 9123840.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1887 | PA      | $1829.11      | 0.00%             | 2026-11-23      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| DRB5179046.SRDUP                                    | DRB5179046.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31927 | PA      | $30587.05     | 0.00%             | 2028-04-03      | Fixed         | 25.81%                | Yes           |                  3 | On Loan: No      |
| DRB5179132.SRDUP                                    | DRB5179132.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4703 | PA      | $2456.31      | 0.00%             | 2030-04-03      | Fixed         | 31.69%                | Yes           |                  3 | On Loan: No      |
| FW3294918.SRDUP                                     | FW3294918.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2365.53      | 0.00%             | 2027-07-20      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3298130.SRDUP                                     | FW3298130.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7360 | PA      | $7352.08      | 0.00%             | 2027-07-21      | Fixed         | 10.14%                | Yes           |                  3 | On Loan: No      |
| L3305149.SRDUP                                      | L3305149.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3544 | PA      | $3548.13      | 0.00%             | 2027-07-25      | Fixed         | 12.10%                | Yes           |                  3 | On Loan: No      |
| L3309580.SRDUP                                      | L3309580.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1129 | PA      | $1146.22      | 0.00%             | 2027-07-26      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| DRB5588140.SRDUP                                    | DRB5588140.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3313 | PA      | $3203.44      | 0.00%             | 2030-07-02      | Fixed         | 24.97%                | Yes           |                  3 | On Loan: No      |
| FW3295083.SRDUP                                     | FW3295083.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4645 | PA      | $4741.15      | 0.00%             | 2027-07-20      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 131                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -112 | NC      | $-23100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 131.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -76 | NC      | $-25650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9307024.SRDSQ                                       | 9307024.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12753 | PA      | $12267.72     | 0.00%             | 2027-01-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9327730.SRDSQ                                       | 9327730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23597 | PA      | $22726.50     | 0.00%             | 2027-01-11      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5010681.SRDUP                                    | DRB5010681.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4133 | PA      | $3946.89      | 0.00%             | 2028-02-07      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| DRB5177256.SRDUP                                    | DRB5177256.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23553 | PA      | $22094.11     | 0.00%             | 2030-04-03      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1160                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -146 | NC      | $-26462.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1170                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -219 | NC      | $-28743.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205539761.SRDLC                                     | 205539761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1325 | PA      | $1302.31      | 0.00%             | 2026-12-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206340202.SRDLC                                     | 206340202.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1053 | PA      | $1057.37      | 0.00%             | 2026-02-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| FW3394585.SRDUP                                     | FW3394585.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       797 | PA      | $808.24       | 0.00%             | 2027-09-02      | Fixed         | 31.57%                | Yes           |                  3 | On Loan: No      |
| L3327539.SRDUP                                      | L3327539.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6069 | PA      | $3809.83      | 0.00%             | 2027-08-03      | Fixed         | 20.36%                | Yes           |                  3 | On Loan: No      |
| 9077287.SRDSQ                                       | 9077287.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1283 | PA      | $1211.64      | 0.00%             | 2026-11-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9117805.SRDSQ                                       | 9117805.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3323 | PA      | $3162.77      | 0.00%             | 2026-11-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -465 | NC      | $-18600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5004615.SRDUP                                    | DRB5004615.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2589 | PA      | $2407.51      | 0.00%             | 2030-02-06      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3295846.SRDUP                                     | FW3295846.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $2523.71      | 0.00%             | 2027-07-20      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| FW3297539.SRDUP                                     | FW3297539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1396 | PA      | $1428.09      | 0.00%             | 2027-07-21      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| L3310741.SRDUP                                      | L3310741.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2967 | PA      | $431.37       | 0.00%             | 2027-12-26      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| L3312488.SRDUP                                      | L3312488.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7151 | PA      | $7262.98      | 0.00%             | 2027-07-27      | Fixed         | 21.64%                | Yes           |                  3 | On Loan: No      |
| FW3309589.SRDUP                                     | FW3309589.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2366 | PA      | $2399.42      | 0.00%             | 2027-07-26      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| FW3322508.SRDUP                                     | FW3322508.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2419 | PA      | $2419.31      | 0.00%             | 2027-08-02      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 516                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -149 | NC      | $-23281.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 518                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -110 | NC      | $-19937.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9716921.SRDSQ                                       | 9716921.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    151899 | PA      | $144126.81    | 0.01%             | 2027-02-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9736256.SRDSQ                                       | 9736256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9993 | PA      | $9460.43      | 0.00%             | 2027-02-28      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 195935180.SRDLC                                     | 195935180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1047 | PA      | $1048.85      | 0.00%             | 2025-11-30      | Fixed         | 11.79%                | Yes           |                  3 | On Loan: No      |
| 203437872.SRDLC                                     | 203437872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2887 | PA      | $2883.79      | 0.00%             | 2026-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 131                                                         | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   4992000 | PA      | $5023200.00   | 0.26%             | 2026-03-31      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| King Max Re DAC                                     | King Max Re DAC                                                      | CUSIP: 000000000<br>LEI: 635400D6MW4WMVI42S36 | Long             | DBT              | CORP              | IE        |   1070000 | PA      | $1241469.85   | 0.06%             | 2027-01-06      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | RUTW US 11/05/25 P2330                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-850.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 11/05/25 P2360                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 132                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -221 | NC      | $-116025.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 132.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -102 | NC      | $-65025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9271176.SRDSQ                                       | 9271176.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2069 | PA      | $1973.06      | 0.00%             | 2026-12-27      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 9273540.SRDSQ                                       | 9273540.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2281 | PA      | $2140.03      | 0.00%             | 2026-12-28      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9812859.SRDSQ                                       | 9812859.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20000 | PA      | $18878.39     | 0.00%             | 2027-03-18      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 9821969.SRDSQ                                       | 9821969.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13183 | PA      | $12336.67     | 0.00%             | 2027-03-20      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| DRB5179830.SRDUP                                    | DRB5179830.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1773 | PA      | $1665.22      | 0.00%             | 2028-04-03      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| DRB5382809.SRDUP                                    | DRB5382809.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1346 | PA      | $1282.44      | 0.00%             | 2030-05-23      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| 205163659.SRDLC                                     | 205163659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13544 | PA      | $13754.43     | 0.00%             | 2027-11-10      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205232907.SRDLC                                     | 205232907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4353 | PA      | $456.21       | 0.00%             | 2026-11-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Blue Sky Re DAC                                     | Blue Sky Re DAC 2023-1                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    493000 | PA      | $583341.00    | 0.03%             | 2027-01-26      | Floating      | 8.23%                 | Yes           |                  2 | On Loan: No      |
| Azzurro Re II                                       | Azzurro Re II DAC 2024-1 Class A                                     | CUSIP: 000000000<br>LEI: 635400NZWVDIAI82JP08 | Long             | DBT              | CORP              | IE        |    941000 | PA      | $1094508.92   | 0.06%             | 2028-04-20      | Floating      | 8.39%                 | Yes           |                  2 | On Loan: No      |
| FW3332427.SRDUP                                     | FW3332427.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1994 | PA      | $2006.52      | 0.00%             | 2027-08-04      | Fixed         | 22.31%                | Yes           |                  3 | On Loan: No      |
| FW3334241.SRDUP                                     | FW3334241.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2319 | PA      | $2354.36      | 0.00%             | 2027-08-05      | Fixed         | 25.18%                | Yes           |                  3 | On Loan: No      |
| DRB5581293.SRDUP                                    | DRB5581293.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9465 | PA      | $9238.04      | 0.00%             | 2030-07-01      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| DRB5582991.SRDUP                                    | DRB5582991.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8583 | PA      | $8298.46      | 0.00%             | 2030-07-02      | Fixed         | 26.13%                | Yes           |                  3 | On Loan: No      |
| 9765697.SRDSQ                                       | 9765697.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3978 | PA      | $3729.61      | 0.00%             | 2027-03-05      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9779128.SRDSQ                                       | 9779128.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2343 | PA      | $2204.01      | 0.00%             | 2027-03-10      | Fixed         | 5.96%                 | Yes           |                  3 | On Loan: No      |
| DRB5381636.SRDUP                                    | DRB5381636.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1548 | PA      | $1474.57      | 0.00%             | 2028-05-22      | Fixed         | 30.66%                | Yes           |                  3 | On Loan: No      |
| DRB5381846.SRDUP                                    | DRB5381846.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1527 | PA      | $1449.04      | 0.00%             | 2028-05-23      | Fixed         | 28.11%                | Yes           |                  3 | On Loan: No      |
| L3909914.SRDUP                                      | L3909914.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       139 | PA      | $138.21       | 0.00%             | 2026-08-02      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| L3956484.SRDUP                                      | L3956484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2846 | PA      | $2824.38      | 0.00%             | 2026-09-05      | Fixed         | 15.55%                | Yes           |                  3 | On Loan: No      |
| L3319940.SRDUP                                      | L3319940.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20327 | PA      | $20321.34     | 0.00%             | 2027-08-01      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| L3330225.SRDUP                                      | L3330225.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       609 | PA      | $616.55       | 0.00%             | 2027-08-04      | Fixed         | 23.90%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 132.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -423 | NC      | $-322537.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 132.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -354 | NC      | $-316387.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3332338.SRDUP                                     | FW3332338.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23464 | PA      | $23476.80     | 0.00%             | 2027-08-04      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| FW3500123.SRDUP                                     | FW3500123.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7409 | PA      | $738.19       | 0.00%             | 2028-03-13      | Fixed         | 27.89%                | Yes           |                  3 | On Loan: No      |
| L3337769.SRDUP                                      | L3337769.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8416 | PA      | $8424.63      | 0.00%             | 2027-08-08      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| L5009591.SRDUP                                      | L5009591.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1464 | PA      | $1391.86      | 0.00%             | 2030-02-07      | Fixed         | 19.50%                | Yes           |                  3 | On Loan: No      |
| 203816676.SRDLC                                     | 203816676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13197 | PA      | $13084.84     | 0.00%             | 2028-08-28      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 204918488.SRDLC                                     | 204918488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6716 | PA      | $6749.62      | 0.00%             | 2027-11-06      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205252938.SRDLC                                     | 205252938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2164 | PA      | $2169.54      | 0.00%             | 2026-11-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205307127.SRDLC                                     | 205307127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18633 | PA      | $18265.79     | 0.00%             | 2028-11-28      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 133                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -471 | NC      | $-485718.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 133.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -283 | NC      | $-332525.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3336648.SRDUP                                     | FW3336648.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2912 | PA      | $2934.81      | 0.00%             | 2027-08-08      | Fixed         | 22.91%                | Yes           |                  3 | On Loan: No      |
| FW3342637.SRDUP                                     | FW3342637.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1250 | PA      | $268.94       | 0.00%             | 2027-08-09      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| L3322357.SRDUP                                      | L3322357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       560 | PA      | $563.36       | 0.00%             | 2027-08-02      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| L3331127.SRDUP                                      | L3331127.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       605 | PA      | $611.32       | 0.00%             | 2027-08-04      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| 205144882.SRDLC                                     | 205144882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2085 | PA      | $2073.07      | 0.00%             | 2026-11-09      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205410103.SRDLC                                     | 205410103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9103 | PA      | $9101.12      | 0.00%             | 2027-11-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| FW3323459.SRDUP                                     | FW3323459.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22918 | PA      | $22922.25     | 0.00%             | 2027-08-02      | Fixed         | 17.33%                | Yes           |                  3 | On Loan: No      |
| FW3324067.SRDUP                                     | FW3324067.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       509 | PA      | $511.44       | 0.00%             | 2027-08-02      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| CBM3914443.SRDUP                                    | CBM3914443.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39170 | PA      | $38532.63     | 0.00%             | 2029-01-04      | Fixed         | 26.56%                | Yes           |                  3 | On Loan: No      |
| DRB4992582.SRDUP                                    | DRB4992582.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3555 | PA      | $3301.59      | 0.00%             | 2030-02-04      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| FW3499923.SRDUP                                     | FW3499923.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4184 | PA      | $297.66       | 0.00%             | 2027-10-13      | Fixed         | 29.63%                | Yes           |                  3 | On Loan: No      |
| FW3542860.SRDUP                                     | FW3542860.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2599 | PA      | $2597.50      | 0.00%             | 2027-11-02      | Fixed         | 17.01%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4235                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-39200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4240                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-38000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5008171.SRDUP                                    | DRB5008171.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5532 | PA      | $5145.73      | 0.00%             | 2030-02-07      | Fixed         | 31.98%                | Yes           |                  3 | On Loan: No      |
| DRB5010124.SRDUP                                    | DRB5010124.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1398 | PA      | $1300.64      | 0.00%             | 2030-02-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 205546389.SRDLC                                     | 205546389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19446 | PA      | $19409.54     | 0.00%             | 2027-12-15      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 206468992.SRDLC                                     | 206468992.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3721 | PA      | $3605.55      | 0.00%             | 2027-02-05      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| DRB4995703.SRDUP                                    | DRB4995703.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $1643.21      | 0.00%             | 2030-07-03      | Fixed         | 30.81%                | Yes           |                  3 | On Loan: No      |
| DRB4996147.SRDUP                                    | DRB4996147.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6352 | PA      | $5900.99      | 0.00%             | 2030-02-03      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 133.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -489 | NC      | $-647925.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Nov25P 133.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -157 | NC      | $-231575.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 9278832.SRDSQ                                       | 9278832.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17425 | PA      | $16867.36     | 0.00%             | 2026-12-30      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9327400.SRDSQ                                       | 9327400.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1580 | PA      | $586.48       | 0.00%             | 2027-01-11      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24275                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24300                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FW4007971.SRDUP                                     | FW4007971.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1502 | PA      | $1514.27      | 0.00%             | 2028-10-06      | Fixed         | 27.62%                | Yes           |                  3 | On Loan: No      |
| FW4008408.SRDUP                                     | FW4008408.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2674 | PA      | $2696.83      | 0.00%             | 2028-10-06      | Fixed         | 29.06%                | Yes           |                  3 | On Loan: No      |
| L5010233.SRDUP                                      | L5010233.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3920 | PA      | $3771.36      | 0.00%             | 2028-02-07      | Fixed         | 16.18%                | Yes           |                  3 | On Loan: No      |
| L5010251.SRDUP                                      | L5010251.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       409 | PA      | $405.08       | 0.00%             | 2030-02-07      | Fixed         | 18.06%                | Yes           |                  3 | On Loan: No      |
| FW3331257.SRDUP                                     | FW3331257.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3742 | PA      | $3743.36      | 0.00%             | 2027-08-04      | Fixed         | 16.10%                | Yes           |                  3 | On Loan: No      |
| FW3342780.SRDUP                                     | FW3342780.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15430 | PA      | $14944.49     | 0.00%             | 2027-08-24      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| FW3391946.SRDUP                                     | FW3391946.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $677.10       | 0.00%             | 2027-09-01      | Fixed         | 32.48%                | Yes           |                  3 | On Loan: No      |
| FW3401844.SRDUP                                     | FW3401844.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $401.44       | 0.00%             | 2027-09-06      | Fixed         | 13.55%                | Yes           |                  3 | On Loan: No      |
| DRB5181372.SRDUP                                    | DRB5181372.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1518 | PA      | $1418.75      | 0.00%             | 2030-04-04      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| DRB5181373.SRDUP                                    | DRB5181373.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32473 | PA      | $30508.69     | 0.00%             | 2028-09-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3542010.SRDUP                                     | FW3542010.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1180.12      | 0.00%             | 2027-11-01      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| FW4007629.SRDUP                                     | FW4007629.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4375 | PA      | $4388.30      | 0.00%             | 2028-10-06      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| CBM3910886.SRDUP                                    | CBM3910886.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6055 | PA      | $880.35       | 0.00%             | 2029-01-02      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| CBM3912220.SRDUP                                    | CBM3912220.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       724 | PA      | $732.89       | 0.00%             | 2028-08-03      | Fixed         | 27.72%                | Yes           |                  3 | On Loan: No      |
| FW3394115.SRDUP                                     | FW3394115.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       937 | PA      | $947.33       | 0.00%             | 2027-09-02      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| FW3954298.SRDUP                                     | FW3954298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2914 | PA      | $2946.07      | 0.00%             | 2028-09-01      | Fixed         | 26.03%                | Yes           |                  3 | On Loan: No      |
| 9770627.SRDSQ                                       | 9770627.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13233 | PA      | $12518.16     | 0.00%             | 2027-03-08      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9776785.SRDSQ                                       | 9776785.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9080 | PA      | $8599.95      | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3542370.SRDUP                                     | FW3542370.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        77 | PA      | $76.08        | 0.00%             | 2025-11-01      | Fixed         | 25.35%                | Yes           |                  3 | On Loan: No      |
| FW3910232.SRDUP                                     | FW3910232.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11278 | PA      | $11299.74     | 0.00%             | 2028-08-09      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| FW3344875.SRDUP                                     | FW3344875.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5191 | PA      | $5285.05      | 0.00%             | 2027-08-10      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| FW3391086.SRDUP                                     | FW3391086.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9500 | PA      | $1381.30      | 0.00%             | 2025-09-01      | Fixed         | 34.10%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 520                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -133 | NC      | $-27431.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 522                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-3562.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9358208.SRDSQ                                       | 9358208.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5335 | PA      | $4880.84      | 0.00%             | 2027-01-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9753138.SRDSQ                                       | 9753138.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2170 | PA      | $2051.38      | 0.00%             | 2027-03-03      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| DRB5580196.SRDUP                                    | DRB5580196.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1052 | PA      | $1025.56      | 0.00%             | 2030-07-01      | Fixed         | 20.14%                | Yes           |                  3 | On Loan: No      |
| DRB5580355.SRDUP                                    | DRB5580355.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6827 | PA      | $6597.93      | 0.00%             | 2030-07-01      | Fixed         | 26.20%                | Yes           |                  3 | On Loan: No      |
| FW4008646.SRDUP                                     | FW4008646.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       831 | PA      | $837.60       | 0.00%             | 2028-10-06      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| FW4009821.SRDUP                                     | FW4009821.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16985 | PA      | $16950.24     | 0.00%             | 2028-10-10      | Fixed         | 13.87%                | Yes           |                  3 | On Loan: No      |
| DRB4996913.SRDUP                                    | DRB4996913.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5845 | PA      | $5471.49      | 0.00%             | 2028-02-03      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| DRB5010149.SRDUP                                    | DRB5010149.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2717 | PA      | $2527.64      | 0.00%             | 2030-02-07      | Fixed         | 31.61%                | Yes           |                  3 | On Loan: No      |
| CBM3913576.SRDUP                                    | CBM3913576.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1664 | PA      | $241.95       | 0.00%             | 2026-08-04      | Fixed         | 19.59%                | Yes           |                  3 | On Loan: No      |
| CBM3954449.SRDUP                                    | CBM3954449.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15429 | PA      | $1648.28      | 0.00%             | 2028-09-10      | Fixed         | 22.36%                | Yes           |                  3 | On Loan: No      |
| 206461682.SRDLC                                     | 206461682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4226 | PA      | $4114.94      | 0.00%             | 2028-02-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206496832.SRDLC                                     | 206496832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5710 | PA      | $5628.77      | 0.00%             | 2029-02-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 58.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -60 | NC      | $-15600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 58.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -110 | NC      | $-30800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3298624.SRDUP                                     | FW3298624.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       627 | PA      | $638.44       | 0.00%             | 2027-07-21      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3305447.SRDUP                                     | FW3305447.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2536 | PA      | $2548.47      | 0.00%             | 2027-07-25      | Fixed         | 17.58%                | Yes           |                  3 | On Loan: No      |
| DRB5378269.SRDUP                                    | DRB5378269.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3076 | PA      | $2928.25      | 0.00%             | 2030-05-22      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| DRB5381124.SRDUP                                    | DRB5381124.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16016 | PA      | $15281.69     | 0.00%             | 2030-05-22      | Fixed         | 27.01%                | Yes           |                  3 | On Loan: No      |
| 9778844.SRDSQ                                       | 9778844.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3272 | PA      | $3088.55      | 0.00%             | 2027-03-10      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9819802.SRDSQ                                       | 9819802.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4979 | PA      | $4739.17      | 0.00%             | 2027-03-19      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9291613.SRDSQ                                       | 9291613.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3559 | PA      | $3433.44      | 0.00%             | 2027-01-02      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9357847.SRDSQ                                       | 9357847.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7652 | PA      | $7127.32      | 0.00%             | 2027-01-19      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| FW4996103.SRDUP                                     | FW4996103.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7064 | PA      | $6742.12      | 0.00%             | 2030-02-03      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| FW5010453.SRDUP                                     | FW5010453.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13304 | PA      | $12386.29     | 0.00%             | 2030-02-07      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| L3334820.SRDUP                                      | L3334820.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1734 | PA      | $1745.49      | 0.00%             | 2027-08-05      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| L3392189.SRDUP                                      | L3392189.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10743 | PA      | $10734.38     | 0.00%             | 2027-09-01      | Fixed         | 11.72%                | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 132 Class A                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3758813.25   | 0.19%             | 2028-04-24      | Floating      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 133 Class B                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    983000 | PA      | $993813.00    | 0.05%             | 2028-04-24      | Floating      | 15.45%                | Yes           |                  2 | On Loan: No      |
| DRB5585482.SRDUP                                    | DRB5585482.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2212 | PA      | $2120.04      | 0.00%             | 2030-07-02      | Fixed         | 28.26%                | Yes           |                  3 | On Loan: No      |
| FW3302576.SRDUP                                     | FW3302576.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1127 | PA      | $1142.34      | 0.00%             | 2027-07-22      | Fixed         | 23.40%                | Yes           |                  3 | On Loan: No      |
| FW4008882.SRDUP                                     | FW4008882.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1295 | PA      | $1305.50      | 0.00%             | 2028-10-06      | Fixed         | 29.65%                | Yes           |                  3 | On Loan: No      |
| FW4011911.SRDUP                                     | FW4011911.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2882 | PA      | $244.04       | 0.00%             | 2028-10-10      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| 207176349.SRDLC                                     | 207176349.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       249 | PA      | $248.94       | 0.00%             | 2026-03-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210672217.SRDLC                                     | 210672217.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1056 | PA      | $1042.75      | 0.00%             | 2026-08-31      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24325                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24350                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 9765484.SRDSQ                                       | 9765484.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2386 | PA      | $2253.70      | 0.00%             | 2027-03-05      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9778303.SRDSQ                                       | 9778303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14567 | PA      | $13700.84     | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5581227.SRDUP                                    | DRB5581227.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9443 | PA      | $9045.45      | 0.00%             | 2030-07-01      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| DRB5582550.SRDUP                                    | DRB5582550.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2648 | PA      | $2560.41      | 0.00%             | 2030-07-02      | Fixed         | 31.59%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Feb26P 55.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-22000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Feb26P 55.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -25 | NC      | $-11750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4250                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-35400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4255                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-34200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5582169.SRDUP                                      | L5582169.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2510 | PA      | $2482.56      | 0.00%             | 2030-07-01      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| Hexagon IV Re Ltd.                                  | Hexagon IV Re 2023-1 Class A                                         | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   1044000 | PA      | $1235912.03   | 0.06%             | 2028-01-21      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| 206515642.SRDLC                                     | 206515642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       323 | PA      | $317.02       | 0.00%             | 2027-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206582932.SRDLC                                     | 206582932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5063 | PA      | $4930.23      | 0.00%             | 2027-02-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW4008449.SRDUP                                     | FW4008449.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7677 | PA      | $7655.66      | 0.00%             | 2028-10-06      | Fixed         | 14.65%                | Yes           |                  3 | On Loan: No      |
| FW4008932.SRDUP                                     | FW4008932.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1388 | PA      | $822.47       | 0.00%             | 2028-10-10      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| DRB5578671.SRDUP                                    | DRB5578671.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1498 | PA      | $432.13       | 0.00%             | 2030-07-01      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| DRB5583607.SRDUP                                    | DRB5583607.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22183 | PA      | $21447.10     | 0.00%             | 2030-07-02      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| L3393918.SRDUP                                      | L3393918.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6716 | PA      | $6713.98      | 0.00%             | 2027-09-09      | Fixed         | 13.27%                | Yes           |                  3 | On Loan: No      |
| L3394987.SRDUP                                      | L3394987.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2613 | PA      | $2613.00      | 0.00%             | 2027-09-09      | Fixed         | 18.43%                | Yes           |                  3 | On Loan: No      |
| L5177044.SRDUP                                      | L5177044.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20781 | PA      | $20112.70     | 0.00%             | 2030-04-03      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L5177179.SRDUP                                      | L5177179.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6084 | PA      | $5786.37      | 0.00%             | 2030-04-03      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| L3912830.SRDUP                                      | L3912830.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31975 | PA      | $31908.68     | 0.00%             | 2028-08-03      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| L4997805.SRDUP                                      | L4997805.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2111 | PA      | $2006.58      | 0.00%             | 2030-02-04      | Fixed         | 21.12%                | Yes           |                  3 | On Loan: No      |
| FW4009369.SRDUP                                     | FW4009369.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2007 | PA      | $2013.38      | 0.00%             | 2028-10-06      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| FW4011920.SRDUP                                     | FW4011920.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1630 | PA      | $1637.50      | 0.00%             | 2028-10-10      | Fixed         | 19.20%                | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 134 Class C                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $3009071.25   | 0.16%             | 2028-04-24      | Floating      | 17.94%                | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 136                                                         | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   4103000 | PA      | $10462.65     | 0.00%             | 2027-12-29      | Floating      | 11.42%                | Yes           |                  3 | On Loan: No      |
| CBM3910037.SRDUP                                    | CBM3910037.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1456 | PA      | $1473.30      | 0.00%             | 2028-08-02      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| CBM3911728.SRDUP                                    | CBM3911728.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2692 | PA      | $2672.38      | 0.00%             | 2027-01-03      | Fixed         | 25.65%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-806.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1010                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -96 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3391398.SRDUP                                     | FW3391398.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1522 | PA      | $1543.09      | 0.00%             | 2027-09-01      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| FW3500327.SRDUP                                     | FW3500327.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9011 | PA      | $9215.85      | 0.00%             | 2027-10-16      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Feb26P 56                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-490.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5001501.SRDUP                                    | DRB5001501.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2623 | PA      | $2437.27      | 0.00%             | 2030-02-05      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| L5178871.SRDUP                                      | L5178871.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       792 | PA      | $765.55       | 0.00%             | 2028-04-03      | Fixed         | 20.32%                | Yes           |                  3 | On Loan: No      |
| L5178925.SRDUP                                      | L5178925.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2665 | PA      | $1225.55      | 0.00%             | 2030-04-03      | Fixed         | 21.65%                | Yes           |                  3 | On Loan: No      |
| FW5178886.SRDUP                                     | FW5178886.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1141 | PA      | $1070.39      | 0.00%             | 2030-04-03      | Fixed         | 28.22%                | Yes           |                  3 | On Loan: No      |
| FW5385793.SRDUP                                     | FW5385793.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       962 | PA      | $916.40       | 0.00%             | 2030-05-23      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 11/05/25 P2365                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -30 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 11/05/25 P2370                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12 | NC      | $-1230.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5583267.SRDUP                                    | DRB5583267.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1272 | PA      | $1229.51      | 0.00%             | 2030-07-02      | Fixed         | 30.33%                | Yes           |                  3 | On Loan: No      |
| FW3301605.SRDUP                                     | FW3301605.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1590 | PA      | $1596.76      | 0.00%             | 2027-07-22      | Fixed         | 18.56%                | Yes           |                  3 | On Loan: No      |
| FW3320254.SRDUP                                     | FW3320254.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       905 | PA      | $915.93       | 0.00%             | 2027-08-01      | Fixed         | 29.86%                | Yes           |                  3 | On Loan: No      |
| FW3325340.SRDUP                                     | FW3325340.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24954 | PA      | $24395.04     | 0.00%             | 2027-08-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| Hexagon IV Re Ltd.                                  | Hexagon IV Re 2025-1 Class A                                         | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   1608000 | PA      | $1853452.75   | 0.10%             | 2030-01-22      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| L3279284.SRDUP                                      | L3279284.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1084 | PA      | $1097.05      | 0.00%             | 2027-07-20      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3298279.SRDUP                                      | L3298279.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3057 | PA      | $3127.93      | 0.00%             | 2027-07-21      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| DRB5383961.SRDUP                                    | DRB5383961.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3216 | PA      | $3051.42      | 0.00%             | 2030-05-23      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| DRB5385309.SRDUP                                    | DRB5385309.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1633 | PA      | $1554.97      | 0.00%             | 2030-05-23      | Fixed         | 28.47%                | Yes           |                  3 | On Loan: No      |
| L5176849.SRDUP                                      | L5176849.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8327 | PA      | $8056.85      | 0.00%             | 2030-04-03      | Fixed         | 14.38%                | Yes           |                  3 | On Loan: No      |
| L5177399.SRDUP                                      | L5177399.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5372 | PA      | $5085.34      | 0.00%             | 2030-04-03      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| DRB4996012.SRDUP                                    | DRB4996012.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6870 | PA      | $6422.29      | 0.00%             | 2030-02-03      | Fixed         | 30.53%                | Yes           |                  3 | On Loan: No      |
| DRB4996193.SRDUP                                    | DRB4996193.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11207 | PA      | $10731.91     | 0.00%             | 2030-12-03      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| 9789867.SRDSQ                                       | 9789867.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9719 | PA      | $9155.98      | 0.00%             | 2027-03-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9804429.SRDSQ                                       | 9804429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       813 | PA      | $767.42       | 0.00%             | 2027-03-16      | Fixed         | 5.53%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1020                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1026                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5187437.SRDUP                                    | DRB5187437.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1321 | PA      | $1240.67      | 0.00%             | 2030-04-07      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| DRB5191885.SRDUP                                    | DRB5191885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3296 | PA      | $3123.87      | 0.00%             | 2030-04-07      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 11/05/25 P2375                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -39 | NC      | $-4582.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 14.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -163 | NC      | $-52942.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3298433.SRDUP                                      | L3298433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1374 | PA      | $1379.92      | 0.00%             | 2027-07-21      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| L3305013.SRDUP                                      | L3305013.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       370 | PA      | $369.43       | 0.00%             | 2027-07-25      | Fixed         | 9.95%                 | Yes           |                  3 | On Loan: No      |
| FW3310610.SRDUP                                     | FW3310610.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3526 | PA      | $305.25       | 0.00%             | 2027-07-26      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| FW3345108.SRDUP                                     | FW3345108.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $997.26       | 0.00%             | 2027-08-10      | Fixed         | 21.17%                | Yes           |                  3 | On Loan: No      |
| DRB5008658.SRDUP                                    | DRB5008658.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1212 | PA      | $1127.45      | 0.00%             | 2030-02-07      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| DRB5177197.SRDUP                                    | DRB5177197.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2526 | PA      | $2360.42      | 0.00%             | 2030-04-03      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| L3332323.SRDUP                                      | L3332323.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1324 | PA      | $1331.55      | 0.00%             | 2027-08-04      | Fixed         | 24.15%                | Yes           |                  3 | On Loan: No      |
| L3344403.SRDUP                                      | L3344403.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       998 | PA      | $1006.41      | 0.00%             | 2027-08-10      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| Orange Capital Re DAC                               | Orange Capital Re 2023-1 Class A                                     | CUSIP: 000000000<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |    293000 | PA      | $338940.72    | 0.02%             | 2027-01-08      | Floating      | 9.84%                 | Yes           |                  2 | On Loan: No      |
| 186968317.SRDLC                                     | 186968317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22027 | PA      | $2308.46      | 0.00%             | 2025-03-07      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| DRB5584286.SRDUP                                    | DRB5584286.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9191 | PA      | $8890.56      | 0.00%             | 2030-07-03      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3292416.SRDUP                                     | FW3292416.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2292 | PA      | $2259.43      | 0.00%             | 2027-07-19      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| DRB5010432.SRDUP                                    | DRB5010432.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $851.88       | 0.00%             | 2030-02-07      | Fixed         | 26.20%                | Yes           |                  3 | On Loan: No      |
| DRB5177133.SRDUP                                    | DRB5177133.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1604 | PA      | $1546.84      | 0.00%             | 2030-04-03      | Fixed         | 31.52%                | Yes           |                  3 | On Loan: No      |
| CBM3911740.SRDUP                                    | CBM3911740.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       847 | PA      | $858.41       | 0.00%             | 2028-08-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| CBM3914003.SRDUP                                    | CBM3914003.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1061 | PA      | $1057.17      | 0.00%             | 2026-08-04      | Fixed         | 23.25%                | Yes           |                  3 | On Loan: No      |
| L3310473.SRDUP                                      | L3310473.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2170 | PA      | $315.55       | 0.00%             | 2027-07-26      | Fixed         | 15.61%                | Yes           |                  3 | On Loan: No      |
| L3335154.SRDUP                                      | L3335154.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1124.00      | 0.00%             | 2027-08-05      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| L5179880.SRDUP                                      | L5179880.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17446 | PA      | $16713.20     | 0.00%             | 2028-04-03      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| L5381306.SRDUP                                      | L5381306.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44141 | PA      | $43581.56     | 0.00%             | 2028-05-22      | Fixed         | 12.56%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 14.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-5600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 15                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-3640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177292.SRDUP                                    | DRB5177292.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $1160.46      | 0.00%             | 2030-04-03      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| DRB5180390.SRDUP                                    | DRB5180390.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7155 | PA      | $6700.96      | 0.00%             | 2028-04-03      | Fixed         | 27.53%                | Yes           |                  3 | On Loan: No      |
| L3342349.SRDUP                                      | L3342349.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1926 | PA      | $1925.87      | 0.00%             | 2027-08-09      | Fixed         | 12.04%                | Yes           |                  3 | On Loan: No      |
| L3342485.SRDUP                                      | L3342485.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1224 | PA      | $1234.08      | 0.00%             | 2027-08-09      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| DRB5193162.SRDUP                                    | DRB5193162.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       856 | PA      | $823.14       | 0.00%             | 2030-04-07      | Fixed         | 31.63%                | Yes           |                  3 | On Loan: No      |
| DRB5382766.SRDUP                                    | DRB5382766.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6826 | PA      | $6531.37      | 0.00%             | 2030-05-23      | Fixed         | 22.13%                | Yes           |                  3 | On Loan: No      |
| DRB5187253.SRDUP                                    | DRB5187253.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1422 | PA      | $1349.09      | 0.00%             | 2030-04-07      | Fixed         | 26.05%                | Yes           |                  3 | On Loan: No      |
| DRB5380476.SRDUP                                    | DRB5380476.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4708 | PA      | $4481.94      | 0.00%             | 2030-05-22      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| CBM3955684.SRDUP                                    | CBM3955684.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9241 | PA      | $9275.35      | 0.00%             | 2028-09-05      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| CBM4008239.SRDUP                                    | CBM4008239.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4172 | PA      | $4206.64      | 0.00%             | 2028-10-06      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| L5186529.SRDUP                                      | L5186529.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5853 | PA      | $5760.06      | 0.00%             | 2028-04-07      | Fixed         | 13.76%                | Yes           |                  3 | On Loan: No      |
| L5382329.SRDUP                                      | L5382329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1955 | PA      | $1901.46      | 0.00%             | 2028-05-22      | Fixed         | 16.11%                | Yes           |                  3 | On Loan: No      |
| FW3312164.SRDUP                                     | FW3312164.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4620 | PA      | $4746.84      | 0.00%             | 2027-07-27      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| FW3320104.SRDUP                                     | FW3320104.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7634 | PA      | $7671.38      | 0.00%             | 2027-08-01      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| CBM3913224.SRDUP                                    | CBM3913224.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1774 | PA      | $1764.15      | 0.00%             | 2026-08-08      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| DRB4996623.SRDUP                                    | DRB4996623.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4163 | PA      | $3903.89      | 0.00%             | 2030-02-03      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 15.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -206 | NC      | $-6921.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 16                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -160 | NC      | $-3584.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5179451.SRDUP                                      | L5179451.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8683 | PA      | $8417.10      | 0.00%             | 2030-04-03      | Fixed         | 20.04%                | Yes           |                  3 | On Loan: No      |
| L5186197.SRDUP                                      | L5186197.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2417 | PA      | $2338.52      | 0.00%             | 2028-04-07      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3500371.SRDUP                                      | L3500371.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10828 | PA      | $11014.47     | 0.00%             | 2027-10-28      | Fixed         | 18.38%                | Yes           |                  3 | On Loan: No      |
| L3910263.SRDUP                                      | L3910263.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1071 | PA      | $1070.53      | 0.00%             | 2028-08-02      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| 9340619.SRDSQ                                       | 9340619.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31248 | PA      | $29884.40     | 0.00%             | 2027-01-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9346210.SRDSQ                                       | 9346210.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3769 | PA      | $3591.36      | 0.00%             | 2027-01-16      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 206841786.SRDLC                                     | 206841786.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2637 | PA      | $2564.71      | 0.00%             | 2027-02-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207230361.SRDLC                                     | 207230361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5002 | PA      | $4883.59      | 0.00%             | 2027-03-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L5386363.SRDUP                                      | L5386363.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1436 | PA      | $1374.67      | 0.00%             | 2030-05-23      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| L5583835.SRDUP                                      | L5583835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2217 | PA      | $2162.58      | 0.00%             | 2030-07-02      | Fixed         | 19.73%                | Yes           |                  3 | On Loan: No      |
| CBM4008874.SRDUP                                    | CBM4008874.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3349 | PA      | $3197.46      | 0.00%             | 2028-10-20      | Fixed         | 27.56%                | Yes           |                  3 | On Loan: No      |
| CBM4011066.SRDUP                                    | CBM4011066.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3667 | PA      | $3682.61      | 0.00%             | 2028-10-10      | Fixed         | 23.51%                | Yes           |                  3 | On Loan: No      |
| FW3298605.SRDUP                                     | FW3298605.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       577 | PA      | $590.14       | 0.00%             | 2027-07-21      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| FW3305654.SRDUP                                     | FW3305654.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29094 | PA      | $29257.14     | 0.00%             | 2028-05-25      | Fixed         | 14.13%                | Yes           |                  3 | On Loan: No      |
| FW3301977.SRDUP                                     | FW3301977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10517 | PA      | $10738.17     | 0.00%             | 2027-07-22      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW3310939.SRDUP                                     | FW3310939.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1378 | PA      | $1388.70      | 0.00%             | 2027-07-26      | Fixed         | 23.96%                | Yes           |                  3 | On Loan: No      |
| FW3401732.SRDUP                                     | FW3401732.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6863 | PA      | $997.87       | 0.00%             | 2028-07-15      | Fixed         | 34.63%                | Yes           |                  3 | On Loan: No      |
| FW3500335.SRDUP                                     | FW3500335.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2242 | PA      | $2266.86      | 0.00%             | 2027-10-13      | Fixed         | 26.54%                | Yes           |                  3 | On Loan: No      |
| DRB5385388.SRDUP                                    | DRB5385388.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11063 | PA      | $10538.28     | 0.00%             | 2030-05-23      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| DRB5386228.SRDUP                                    | DRB5386228.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3238 | PA      | $3093.47      | 0.00%             | 2030-05-23      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| L3910924.SRDUP                                      | L3910924.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21192 | PA      | $21236.55     | 0.00%             | 2028-08-02      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| L4008049.SRDUP                                      | L4008049.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3323 | PA      | $3330.55      | 0.00%             | 2028-10-06      | Fixed         | 21.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 16.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -135 | NC      | $-1512.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SEK/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51546.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 206578266.SRDLC                                     | 206578266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3624 | PA      | $3577.60      | 0.00%             | 2027-02-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206883946.SRDLC                                     | 206883946.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9584 | PA      | $9552.48      | 0.00%             | 2027-02-27      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207766989.SRDLC                                     | 207766989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17714 | PA      | $17147.84     | 0.00%             | 2028-04-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 210631857.SRDLC                                     | 210631857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3709 | PA      | $3539.18      | 0.00%             | 2028-09-06      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW4011964.SRDUP                                     | FW4011964.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8587 | PA      | $8581.30      | 0.00%             | 2026-10-10      | Fixed         | 10.66%                | Yes           |                  3 | On Loan: No      |
| FW4012596.SRDUP                                     | FW4012596.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $1839.27      | 0.00%             | 2028-10-10      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| CBM5006777.SRDUP                                    | CBM5006777.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11834 | PA      | $11249.99     | 0.00%             | 2030-02-06      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| CBM5383102.SRDUP                                    | CBM5383102.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5770 | PA      | $5496.22      | 0.00%             | 2030-05-23      | Fixed         | 29.60%                | Yes           |                  3 | On Loan: No      |
| 9698361.SRDSQ                                       | 9698361.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    138783 | PA      | $129969.75    | 0.01%             | 2027-02-20      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9739264.SRDSQ                                       | 9739264.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4153 | PA      | $3934.26      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3910314.SRDUP                                      | L3910314.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10811 | PA      | $10789.08     | 0.00%             | 2028-08-02      | Fixed         | 15.01%                | Yes           |                  3 | On Loan: No      |
| L3913328.SRDUP                                      | L3913328.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2596 | PA      | $2591.81      | 0.00%             | 2028-08-04      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| 188524541.SRDLC                                     | 188524541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3344 | PA      | $3322.36      | 0.00%             | 2027-04-21      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 191814695.SRDLC                                     | 191814695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3132 | PA      | $3202.39      | 0.00%             | 2026-08-03      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| DRB5381907.SRDUP                                    | DRB5381907.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2890 | PA      | $2752.27      | 0.00%             | 2030-05-22      | Fixed         | 31.01%                | Yes           |                  3 | On Loan: No      |
| DRB5383771.SRDUP                                    | DRB5383771.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       182 | PA      | $181.82       | 0.00%             | 2030-05-23      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| FW3312742.SRDUP                                     | FW3312742.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6235 | PA      | $6347.92      | 0.00%             | 2027-07-27      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| FW3328364.SRDUP                                     | FW3328364.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3070 | PA      | $3066.75      | 0.00%             | 2027-08-03      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| DRB5582585.SRDUP                                    | DRB5582585.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7623 | PA      | $7369.88      | 0.00%             | 2030-07-02      | Fixed         | 28.90%                | Yes           |                  3 | On Loan: No      |
| DRB5589077.SRDUP                                    | DRB5589077.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2152 | PA      | $2101.76      | 0.00%             | 2030-07-02      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| CBM5579876.SRDUP                                    | CBM5579876.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6347 | PA      | $6244.76      | 0.00%             | 2028-07-01      | Fixed         | 15.44%                | Yes           |                  3 | On Loan: No      |
| DRB4997968.SRDUP                                    | DRB4997968.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7890 | PA      | $7329.36      | 0.00%             | 2030-02-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| CBM3913126.SRDUP                                    | CBM3913126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6970 | PA      | $6991.72      | 0.00%             | 2028-08-04      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| CBM4014118.SRDUP                                    | CBM4014118.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5971 | PA      | $6033.36      | 0.00%             | 2028-10-10      | Fixed         | 25.79%                | Yes           |                  3 | On Loan: No      |
| FW3310524.SRDUP                                     | FW3310524.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1939 | PA      | $1948.88      | 0.00%             | 2027-07-26      | Fixed         | 13.89%                | Yes           |                  3 | On Loan: No      |
| FW3335207.SRDUP                                     | FW3335207.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       398 | PA      | $399.40       | 0.00%             | 2027-08-05      | Fixed         | 26.84%                | Yes           |                  3 | On Loan: No      |
| DRB5187007.SRDUP                                    | DRB5187007.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10253 | PA      | $9937.46      | 0.00%             | 2030-04-07      | Fixed         | 16.03%                | Yes           |                  3 | On Loan: No      |
| DRB5578491.SRDUP                                    | DRB5578491.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3288 | PA      | $3148.21      | 0.00%             | 2030-07-01      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| DRB5004005.SRDUP                                    | DRB5004005.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2248 | PA      | $2089.09      | 0.00%             | 2030-02-05      | Fixed         | 31.43%                | Yes           |                  3 | On Loan: No      |
| DRB5008542.SRDUP                                    | DRB5008542.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28682 | PA      | $26933.85     | 0.00%             | 2030-02-07      | Fixed         | 24.83%                | Yes           |                  3 | On Loan: No      |
| DRB5009211.SRDUP                                    | DRB5009211.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5609 | PA      | $5245.92      | 0.00%             | 2030-07-07      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| DRB5010046.SRDUP                                    | DRB5010046.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1584 | PA      | $1473.22      | 0.00%             | 2030-02-07      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| DRB5580714.SRDUP                                    | DRB5580714.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18658 | PA      | $18527.84     | 0.00%             | 2030-12-01      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| DRB5581248.SRDUP                                    | DRB5581248.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2602 | PA      | $2492.81      | 0.00%             | 2030-07-01      | Fixed         | 30.11%                | Yes           |                  3 | On Loan: No      |
| FW4012738.SRDUP                                     | FW4012738.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $1359.88      | 0.00%             | 2028-10-10      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| FW5007040.SRDUP                                     | FW5007040.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1533 | PA      | $1426.37      | 0.00%             | 2030-02-06      | Fixed         | 28.79%                | Yes           |                  3 | On Loan: No      |
| 9796930.SRDSQ                                       | 9796930.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1221 | PA      | $1152.47      | 0.00%             | 2027-03-15      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 9797035.SRDSQ                                       | 9797035.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7267 | PA      | $6856.46      | 0.00%             | 2027-03-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9820097.SRDSQ                                       | 9820097.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     89471 | PA      | $84470.67     | 0.00%             | 2027-03-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9828704.SRDSQ                                       | 9828704.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13094 | PA      | $12339.66     | 0.00%             | 2027-03-22      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 59                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -175 | NC      | $-52500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 59.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -220 | NC      | $-72600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3295818.SRDUP                                     | FW3295818.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2255 | PA      | $2264.24      | 0.00%             | 2027-08-01      | Fixed         | 13.96%                | Yes           |                  3 | On Loan: No      |
| FW3312758.SRDUP                                     | FW3312758.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $179.86       | 0.00%             | 2027-08-01      | Fixed         | 25.16%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SGD/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $43574.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -98 | NC      | $-3253417.26  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| IBRD                                                | IBRD CAR 135 Class D                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    901000 | PA      | $958078.35    | 0.05%             | 2028-04-24      | Floating      | 16.44%                | Yes           |                  2 | On Loan: No      |
| Athena I Reinsurance DAC                            | Athena I Re DAC                                                      | CUSIP: 000000000<br>LEI: 635400OYYB4RHO1DUS90 | Long             | DBT              | CORP              | IE        |    308000 | PA      | $356949.41    | 0.02%             | 2028-01-21      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| L3913501.SRDUP                                      | L3913501.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5429 | PA      | $5416.33      | 0.00%             | 2028-08-07      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| L3956047.SRDUP                                      | L3956047.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1751.49      | 0.00%             | 2026-09-05      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| L4015484.SRDUP                                      | L4015484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13836 | PA      | $13792.44     | 0.00%             | 2028-10-25      | Fixed         | 15.23%                | Yes           |                  3 | On Loan: No      |
| L4999839.SRDUP                                      | L4999839.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6745 | PA      | $6528.20      | 0.00%             | 2030-02-04      | Fixed         | 17.96%                | Yes           |                  3 | On Loan: No      |
| MMIFS Re Ltd.                                       | MMIFS Re 2025-1 Class A                                              | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |   2438000 | PA      | $1740956.76   | 0.09%             | 2028-01-10      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Baltic PCC Ltd                                      | Baltic PCC 2025-1 Class A                                            | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1589574.49   | 0.08%             | 2028-04-06      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| DRB5579041.SRDUP                                    | DRB5579041.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38040 | PA      | $11763.16     | 0.00%             | 2028-07-01      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| DRB5579692.SRDUP                                    | DRB5579692.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2725 | PA      | $2633.77      | 0.00%             | 2030-07-01      | Fixed         | 23.45%                | Yes           |                  3 | On Loan: No      |
| FW3500941.SRDUP                                     | FW3500941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       969 | PA      | $980.19       | 0.00%             | 2027-10-13      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| FW3501027.SRDUP                                     | FW3501027.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10668 | PA      | $10910.49     | 0.00%             | 2027-10-13      | Fixed         | 27.51%                | Yes           |                  3 | On Loan: No      |
| DRB5177193.SRDUP                                    | DRB5177193.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14780 | PA      | $13860.72     | 0.00%             | 2030-04-03      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| DRB5177249.SRDUP                                    | DRB5177249.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23814 | PA      | $22362.36     | 0.00%             | 2028-04-03      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| FW3499634.SRDUP                                     | FW3499634.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1256 | PA      | $1269.87      | 0.00%             | 2027-10-13      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| FW3909942.SRDUP                                     | FW3909942.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10771 | PA      | $10917.87     | 0.00%             | 2028-08-02      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| DRB5178949.SRDUP                                    | DRB5178949.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6359 | PA      | $5964.11      | 0.00%             | 2030-04-03      | Fixed         | 26.84%                | Yes           |                  3 | On Loan: No      |
| DRB5178989.SRDUP                                    | DRB5178989.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4830 | PA      | $4534.72      | 0.00%             | 2028-04-03      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| L5385334.SRDUP                                      | L5385334.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1881 | PA      | $1853.59      | 0.00%             | 2030-05-23      | Fixed         | 13.63%                | Yes           |                  3 | On Loan: No      |
| L5577804.SRDUP                                      | L5577804.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3202 | PA      | $3166.42      | 0.00%             | 2030-07-01      | Fixed         | 19.76%                | Yes           |                  3 | On Loan: No      |
| 210870244.SRDLC                                     | 210870244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22216 | PA      | $21249.35     | 0.00%             | 2029-09-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210937146.SRDLC                                     | 210937146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8602 | PA      | $901.50       | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L4998224.SRDUP                                      | L4998224.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3049 | PA      | $1413.07      | 0.00%             | 2030-02-04      | Fixed         | 18.39%                | Yes           |                  3 | On Loan: No      |
| L5003003.SRDUP                                      | L5003003.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13258 | PA      | $12431.87     | 0.00%             | 2030-02-05      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| DRB5378850.SRDUP                                    | DRB5378850.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47001 | PA      | $45678.64     | 0.00%             | 2030-05-22      | Fixed         | 13.38%                | Yes           |                  3 | On Loan: No      |
| DRB5384091.SRDUP                                    | DRB5384091.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4668 | PA      | $4424.57      | 0.00%             | 2030-05-23      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| Lion Re DAC                                         | Lion Re DAC 2025-1 Class B                                           | CUSIP: 000000000<br>LEI: 635400VAABXOBOWHZR32 | Long             | DBT              | CORP              | IE        |   1029000 | PA      | $1190104.08   | 0.06%             | 2029-06-15      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| 187062738.SRDLC                                     | 187062738.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8942 | PA      | $937.14       | 0.00%             | 2024-10-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| FW3320202.SRDUP                                     | FW3320202.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1915 | PA      | $1922.53      | 0.00%             | 2027-08-01      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| FW3336885.SRDUP                                     | FW3336885.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       635 | PA      | $639.88       | 0.00%             | 2027-08-08      | Fixed         | 29.07%                | Yes           |                  3 | On Loan: No      |
| FW3344806.SRDUP                                     | FW3344806.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       542 | PA      | $551.99       | 0.00%             | 2027-08-10      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW3391367.SRDUP                                     | FW3391367.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7741 | PA      | $7742.23      | 0.00%             | 2027-09-01      | Fixed         | 14.88%                | Yes           |                  3 | On Loan: No      |
| 210840212.SRDLC                                     | 210840212.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1295 | PA      | $1274.74      | 0.00%             | 2026-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 210944790.SRDLC                                     | 210944790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6193 | PA      | $5902.02      | 0.00%             | 2029-09-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24375                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24400                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -12 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FW3331303.SRDUP                                     | FW3331303.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1456 | PA      | $1472.82      | 0.00%             | 2027-08-04      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| FW3342496.SRDUP                                     | FW3342496.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1025 | PA      | $1039.60      | 0.00%             | 2027-08-09      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| FW3956413.SRDUP                                     | FW3956413.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7039 | PA      | $7128.72      | 0.00%             | 2028-09-05      | Fixed         | 25.80%                | Yes           |                  3 | On Loan: No      |
| FW5002727.SRDUP                                     | FW5002727.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $888.54       | 0.00%             | 2030-02-05      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| FW5177346.SRDUP                                     | FW5177346.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5259 | PA      | $4934.00      | 0.00%             | 2030-04-03      | Fixed         | 32.16%                | Yes           |                  3 | On Loan: No      |
| FW5178793.SRDUP                                     | FW5178793.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2778 | PA      | $2605.92      | 0.00%             | 2030-04-03      | Fixed         | 30.79%                | Yes           |                  3 | On Loan: No      |
| DRB5577587.SRDUP                                    | DRB5577587.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2183.68      | 0.00%             | 2030-07-01      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| DRB5580783.SRDUP                                    | DRB5580783.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11331 | PA      | $11058.76     | 0.00%             | 2030-07-01      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| FW4011093.SRDUP                                     | FW4011093.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2191 | PA      | $695.19       | 0.00%             | 2028-10-10      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW4012360.SRDUP                                     | FW4012360.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36970 | PA      | $36844.41     | 0.00%             | 2028-10-10      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| FW3391950.SRDUP                                     | FW3391950.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29482 | PA      | $29861.59     | 0.00%             | 2028-02-01      | Fixed         | 20.01%                | Yes           |                  3 | On Loan: No      |
| FW3910073.SRDUP                                     | FW3910073.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5831 | PA      | $5899.20      | 0.00%             | 2028-08-02      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| FW3344357.SRDUP                                     | FW3344357.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1463 | PA      | $1489.68      | 0.00%             | 2027-08-10      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3344392.SRDUP                                     | FW3344392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2545 | PA      | $2580.31      | 0.00%             | 2027-08-10      | Fixed         | 19.81%                | Yes           |                  3 | On Loan: No      |
| DRB5010176.SRDUP                                    | DRB5010176.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5174 | PA      | $4816.73      | 0.00%             | 2030-02-07      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| DRB5010642.SRDUP                                    | DRB5010642.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1026 | PA      | $957.20       | 0.00%             | 2030-02-07      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 10/31/25 P24425                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 11/03/25 P24800                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-1470.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5582494.SRDUP                                    | DRB5582494.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6645 | PA      | $6424.95      | 0.00%             | 2030-07-02      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| DRB5591570.SRDUP                                    | DRB5591570.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5481 | PA      | $5301.56      | 0.00%             | 2030-07-03      | Fixed         | 31.05%                | Yes           |                  3 | On Loan: No      |
| FW5004924.SRDUP                                     | FW5004924.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1716 | PA      | $1597.26      | 0.00%             | 2030-02-06      | Fixed         | 31.39%                | Yes           |                  3 | On Loan: No      |
| FW5006546.SRDUP                                     | FW5006546.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8145 | PA      | $7580.77      | 0.00%             | 2030-02-06      | Fixed         | 25.34%                | Yes           |                  3 | On Loan: No      |
| DRB5587619.SRDUP                                    | DRB5587619.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2348 | PA      | $2270.26      | 0.00%             | 2030-07-02      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| FW3291688.SRDUP                                     | FW3291688.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5019 | PA      | $5036.58      | 0.00%             | 2027-07-19      | Fixed         | 14.61%                | Yes           |                  3 | On Loan: No      |
| FW3912981.SRDUP                                     | FW3912981.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10564 | PA      | $10669.88     | 0.00%             | 2028-08-03      | Fixed         | 27.47%                | Yes           |                  3 | On Loan: No      |
| FW3913029.SRDUP                                     | FW3913029.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       693 | PA      | $701.65       | 0.00%             | 2028-08-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| FW3394390.SRDUP                                     | FW3394390.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3036 | PA      | $3035.08      | 0.00%             | 2027-09-10      | Fixed         | 27.09%                | Yes           |                  3 | On Loan: No      |
| FW3500283.SRDUP                                     | FW3500283.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       922 | PA      | $935.96       | 0.00%             | 2027-10-13      | Fixed         | 29.57%                | Yes           |                  3 | On Loan: No      |
| 211034816.SRDLC                                     | 211034816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14114 | PA      | $13565.09     | 0.00%             | 2028-09-24      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211398192.SRDLC                                     | 211398192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14222 | PA      | $13823.23     | 0.00%             | 2027-10-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| DRB5593093.SRDUP                                    | DRB5593093.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4889 | PA      | $4729.02      | 0.00%             | 2030-07-03      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3312527.SRDUP                                     | FW3312527.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       901 | PA      | $914.67       | 0.00%             | 2027-07-27      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| DRB5175697.SRDUP                                    | DRB5175697.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       999 | PA      | $935.83       | 0.00%             | 2028-04-02      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| DRB5178988.SRDUP                                    | DRB5178988.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1037.79      | 0.00%             | 2030-04-03      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| FW3302804.SRDUP                                     | FW3302804.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11388 | PA      | $10949.11     | 0.00%             | 2027-07-22      | Fixed         | 14.21%                | Yes           |                  3 | On Loan: No      |
| FW3303338.SRDUP                                     | FW3303338.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1042 | PA      | $1066.69      | 0.00%             | 2027-07-22      | Fixed         | 29.27%                | Yes           |                  3 | On Loan: No      |
| FW3956006.SRDUP                                     | FW3956006.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       477 | PA      | $475.24       | 0.00%             | 2026-09-05      | Fixed         | 21.70%                | Yes           |                  3 | On Loan: No      |
| FW4008911.SRDUP                                     | FW4008911.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $1762.35      | 0.00%             | 2028-10-07      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| FW3500298.SRDUP                                     | FW3500298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       634 | PA      | $647.96       | 0.00%             | 2027-10-13      | Fixed         | 29.50%                | Yes           |                  3 | On Loan: No      |
| FW3542904.SRDUP                                     | FW3542904.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2804 | PA      | $407.77       | 0.00%             | 2027-11-02      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| L3295314.SRDUP                                      | L3295314.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4397 | PA      | $4414.14      | 0.00%             | 2027-07-20      | Fixed         | 15.36%                | Yes           |                  3 | On Loan: No      |
| L3311095.SRDUP                                      | L3311095.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2612 | PA      | $2652.57      | 0.00%             | 2027-07-27      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L5381482.SRDUP                                      | L5381482.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44125 | PA      | $43566.27     | 0.00%             | 2028-05-22      | Fixed         | 12.38%                | Yes           |                  3 | On Loan: No      |
| L5577850.SRDUP                                      | L5577850.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2391 | PA      | $2331.26      | 0.00%             | 2030-07-01      | Fixed         | 20.34%                | Yes           |                  3 | On Loan: No      |
| FW3305173.SRDUP                                     | FW3305173.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $807.09       | 0.00%             | 2027-07-25      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| FW3320223.SRDUP                                     | FW3320223.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       528 | PA      | $534.63       | 0.00%             | 2027-08-01      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| DRB5179864.SRDUP                                    | DRB5179864.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2288 | PA      | $2145.84      | 0.00%             | 2030-04-03      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| DRB5188661.SRDUP                                    | DRB5188661.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7533 | PA      | $3866.39      | 0.00%             | 2030-04-07      | Fixed         | 25.72%                | Yes           |                  3 | On Loan: No      |
| FW3956150.SRDUP                                     | FW3956150.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17283 | PA      | $17339.69     | 0.00%             | 2028-09-05      | Fixed         | 22.26%                | Yes           |                  3 | On Loan: No      |
| FW3957266.SRDUP                                     | FW3957266.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8807 | PA      | $8846.70      | 0.00%             | 2028-09-05      | Fixed         | 20.55%                | Yes           |                  3 | On Loan: No      |
| FW4997714.SRDUP                                     | FW4997714.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32120 | PA      | $31085.22     | 0.00%             | 2030-02-04      | Fixed         | 16.62%                | Yes           |                  3 | On Loan: No      |
| FW5008327.SRDUP                                     | FW5008327.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7364 | PA      | $6852.45      | 0.00%             | 2030-02-07      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| L3312244.SRDUP                                      | L3312244.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       534 | PA      | $542.03       | 0.00%             | 2027-07-27      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| L3319949.SRDUP                                      | L3319949.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5857 | PA      | $5856.30      | 0.00%             | 2027-08-01      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| 211596437.SRDLC                                     | 211596437.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9566 | PA      | $9293.08      | 0.00%             | 2028-10-31      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211612188.SRDLC                                     | 211612188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2454 | PA      | $2330.76      | 0.00%             | 2027-10-28      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5179874.SRDUP                                    | DRB5179874.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1973 | PA      | $1889.88      | 0.00%             | 2028-04-03      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| DRB5366391.SRDUP                                    | DRB5366391.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30027 | PA      | $29191.84     | 0.00%             | 2030-05-23      | Fixed         | 14.20%                | Yes           |                  3 | On Loan: No      |
| DRB5192340.SRDUP                                    | DRB5192340.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7554 | PA      | $7101.94      | 0.00%             | 2030-04-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| DRB5381803.SRDUP                                    | DRB5381803.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2121 | PA      | $2019.81      | 0.00%             | 2030-05-22      | Fixed         | 31.78%                | Yes           |                  3 | On Loan: No      |
| FW3331448.SRDUP                                     | FW3331448.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3503 | PA      | $3525.58      | 0.00%             | 2027-08-04      | Fixed         | 22.67%                | Yes           |                  3 | On Loan: No      |
| FW3499342.SRDUP                                     | FW3499342.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3364 | PA      | $3423.42      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| L3324749.SRDUP                                      | L3324749.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3282 | PA      | $3320.68      | 0.00%             | 2027-08-02      | Fixed         | 19.07%                | Yes           |                  3 | On Loan: No      |
| L3335206.SRDUP                                      | L3335206.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12183 | PA      | $12179.86     | 0.00%             | 2027-08-10      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| 9852177.SRDSQ                                       | 9852177.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46824 | PA      | $44167.02     | 0.00%             | 2027-03-26      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM3909897.SRDUP                                    | CBM3909897.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       743 | PA      | $746.73       | 0.00%             | 2028-08-02      | Fixed         | 28.34%                | Yes           |                  3 | On Loan: No      |
| DRB5378428.SRDUP                                    | DRB5378428.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24560 | PA      | $23272.59     | 0.00%             | 2030-05-22      | Fixed         | 26.13%                | Yes           |                  3 | On Loan: No      |
| DRB5380494.SRDUP                                    | DRB5380494.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1950 | PA      | $547.73       | 0.00%             | 2030-05-22      | Fixed         | 25.23%                | Yes           |                  3 | On Loan: No      |
| 212043602.SRDLC                                     | 212043602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32282 | PA      | $31796.20     | 0.00%             | 2028-11-04      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 212490624.SRDLC                                     | 212490624.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8973 | PA      | $7824.79      | 0.00%             | 2029-04-23      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| L5582039.SRDUP                                      | L5582039.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $928.94       | 0.00%             | 2030-07-01      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| 185805124.SRDLC                                     | 185805124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4910 | PA      | $514.58       | 0.00%             | 2025-03-21      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 11/03/25 P24900                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16 | NC      | $-4720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 11/03/25 P25000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -24 | NC      | $-8880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186697817.SRDLC                                     | 186697817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3599 | PA      | $3572.66      | 0.00%             | 2027-03-14      | Fixed         | 8.44%                 | Yes           |                  3 | On Loan: No      |
| 186838683.SRDLC                                     | 186838683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3629 | PA      | $380.28       | 0.00%             | 2025-03-20      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| L3336615.SRDUP                                      | L3336615.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       869 | PA      | $875.74       | 0.00%             | 2027-08-08      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3394882.SRDUP                                      | L3394882.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3725 | PA      | $3726.19      | 0.00%             | 2027-09-02      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| FW3501308.SRDUP                                     | FW3501308.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1982 | PA      | $1996.61      | 0.00%             | 2027-10-13      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| FW3910608.SRDUP                                     | FW3910608.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2897 | PA      | $854.81       | 0.00%             | 2028-08-03      | Fixed         | 22.13%                | Yes           |                  3 | On Loan: No      |
| L3542868.SRDUP                                      | L3542868.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1109.97      | 0.00%             | 2027-11-02      | Fixed         | 22.09%                | Yes           |                  3 | On Loan: No      |
| L3913394.SRDUP                                      | L3913394.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       780 | PA      | $411.79       | 0.00%             | 2029-01-04      | Fixed         | 21.64%                | Yes           |                  3 | On Loan: No      |
| L5002993.SRDUP                                      | L5002993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1348 | PA      | $1304.30      | 0.00%             | 2030-02-05      | Fixed         | 12.30%                | Yes           |                  3 | On Loan: No      |
| L5003078.SRDUP                                      | L5003078.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $1494.66      | 0.00%             | 2028-02-05      | Fixed         | 19.36%                | Yes           |                  3 | On Loan: No      |
| 9774101.SRDSQ                                       | 9774101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7182 | PA      | $6666.08      | 0.00%             | 2027-03-09      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 9775110.SRDSQ                                       | 9775110.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2415 | PA      | $2275.66      | 0.00%             | 2027-03-09      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| FW3324853.SRDUP                                     | FW3324853.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34034 | PA      | $4948.56      | 0.00%             | 2027-08-02      | Fixed         | 10.84%                | Yes           |                  3 | On Loan: No      |
| FW3328491.SRDUP                                     | FW3328491.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1347 | PA      | $1344.51      | 0.00%             | 2027-08-03      | Fixed         | 11.48%                | Yes           |                  3 | On Loan: No      |
| FW5008560.SRDUP                                     | FW5008560.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9299 | PA      | $8729.14      | 0.00%             | 2030-02-07      | Fixed         | 22.44%                | Yes           |                  3 | On Loan: No      |
| FW5010213.SRDUP                                     | FW5010213.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1575 | PA      | $1465.21      | 0.00%             | 2030-02-07      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| 192088574.SRDLC                                     | 192088574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12381 | PA      | $1297.49      | 0.00%             | 2027-08-15      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 192292011.SRDLC                                     | 192292011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       560 | PA      | $574.70       | 0.00%             | 2026-08-08      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| FW3325509.SRDUP                                     | FW3325509.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9115 | PA      | $9116.91      | 0.00%             | 2027-08-02      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| FW3342326.SRDUP                                     | FW3342326.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4587 | PA      | $4616.28      | 0.00%             | 2027-08-09      | Fixed         | 24.44%                | Yes           |                  3 | On Loan: No      |
| CBM3913461.SRDUP                                    | CBM3913461.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3620 | PA      | $3666.72      | 0.00%             | 2028-08-04      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| CBM3914356.SRDUP                                    | CBM3914356.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7249 | PA      | $7347.00      | 0.00%             | 2028-08-04      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 187017395.SRDLC                                     | 187017395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8602 | PA      | $9232.08      | 0.00%             | 2027-10-27      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187592785.SRDLC                                     | 187592785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4489 | PA      | $4795.47      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 59.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -225 | NC      | $-78750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 59.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -241 | NC      | $-91580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206900700.SRDLC                                     | 206900700.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4793 | PA      | $4590.43      | 0.00%             | 2027-08-26      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207918199.SRDLC                                     | 207918199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5089 | PA      | $4945.50      | 0.00%             | 2029-04-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB5582740.SRDUP                                    | DRB5582740.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16030 | PA      | $15635.54     | 0.00%             | 2030-07-02      | Fixed         | 27.27%                | Yes           |                  3 | On Loan: No      |
| FW3335097.SRDUP                                     | FW3335097.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9201 | PA      | $9360.07      | 0.00%             | 2027-08-05      | Fixed         | 27.02%                | Yes           |                  3 | On Loan: No      |
| L5578365.SRDUP                                      | L5578365.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5833 | PA      | $5696.40      | 0.00%             | 2030-07-01      | Fixed         | 22.00%                | Yes           |                  3 | On Loan: No      |
| L5578845.SRDUP                                      | L5578845.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4777 | PA      | $4684.64      | 0.00%             | 2030-07-01      | Fixed         | 25.72%                | Yes           |                  3 | On Loan: No      |
| FW5178972.SRDUP                                     | FW5178972.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1836 | PA      | $1716.39      | 0.00%             | 2030-04-03      | Fixed         | 32.24%                | Yes           |                  3 | On Loan: No      |
| FW5179889.SRDUP                                     | FW5179889.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1420 | PA      | $1325.96      | 0.00%             | 2030-04-03      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| FW4008054.SRDUP                                     | FW4008054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1670 | PA      | $1688.34      | 0.00%             | 2028-10-06      | Fixed         | 27.45%                | Yes           |                  3 | On Loan: No      |
| FW4008484.SRDUP                                     | FW4008484.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       704 | PA      | $703.46       | 0.00%             | 2026-10-06      | Fixed         | 25.71%                | Yes           |                  3 | On Loan: No      |
| DRB5385399.SRDUP                                    | DRB5385399.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2774 | PA      | $2655.06      | 0.00%             | 2030-05-23      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| DRB5385944.SRDUP                                    | DRB5385944.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40072 | PA      | $38166.24     | 0.00%             | 2030-05-23      | Fixed         | 28.95%                | Yes           |                  3 | On Loan: No      |
| CBM3954283.SRDUP                                    | CBM3954283.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27755 | PA      | $28075.89     | 0.00%             | 2028-09-01      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| CBM3958274.SRDUP                                    | CBM3958274.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16543 | PA      | $16587.35     | 0.00%             | 2028-09-05      | Fixed         | 23.89%                | Yes           |                  3 | On Loan: No      |
| DRB5009742.SRDUP                                    | DRB5009742.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5121 | PA      | $4764.53      | 0.00%             | 2030-02-07      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| DRB5177350.SRDUP                                    | DRB5177350.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1062 | PA      | $997.31       | 0.00%             | 2028-04-03      | Fixed         | 25.28%                | Yes           |                  3 | On Loan: No      |
| FW3911485.SRDUP                                     | FW3911485.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3179 | PA      | $3222.57      | 0.00%             | 2028-08-03      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| FW3913541.SRDUP                                     | FW3913541.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $2012.53      | 0.00%             | 2028-08-04      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| 211164458.SRDLC                                     | 211164458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7630 | PA      | $7490.78      | 0.00%             | 2027-10-02      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 211244921.SRDLC                                     | 211244921.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31615 | PA      | $31169.68     | 0.00%             | 2028-10-16      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| DRB5577254.SRDUP                                    | DRB5577254.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4893 | PA      | $4728.07      | 0.00%             | 2030-07-01      | Fixed         | 28.41%                | Yes           |                  3 | On Loan: No      |
| DRB5588455.SRDUP                                    | DRB5588455.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1115 | PA      | $1083.07      | 0.00%             | 2030-07-02      | Fixed         | 24.87%                | Yes           |                  3 | On Loan: No      |
| FW4012678.SRDUP                                     | FW4012678.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2653 | PA      | $2681.05      | 0.00%             | 2028-10-10      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| FW4012796.SRDUP                                     | FW4012796.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4164 | PA      | $4222.33      | 0.00%             | 2028-10-10      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| FW5177008.SRDUP                                     | FW5177008.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8213 | PA      | $7704.68      | 0.00%             | 2030-04-03      | Fixed         | 31.20%                | Yes           |                  3 | On Loan: No      |
| FW5187834.SRDUP                                     | FW5187834.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5563 | PA      | $5225.95      | 0.00%             | 2030-04-07      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        36 | NC      | $-700330.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 52.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-2015.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3328589.SRDUP                                     | FW3328589.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       990 | PA      | $1004.41      | 0.00%             | 2027-08-03      | Fixed         | 29.59%                | Yes           |                  3 | On Loan: No      |
| FW3332210.SRDUP                                     | FW3332210.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       705 | PA      | $715.02       | 0.00%             | 2027-08-04      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| FW3337554.SRDUP                                     | FW3337554.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       827 | PA      | $838.50       | 0.00%             | 2027-08-08      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| FW3500435.SRDUP                                     | FW3500435.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1096 | PA      | $1120.75      | 0.00%             | 2027-10-13      | Fixed         | 29.64%                | Yes           |                  3 | On Loan: No      |
| FW3542470.SRDUP                                     | FW3542470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3719 | PA      | $3820.11      | 0.00%             | 2027-11-02      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| FW3910114.SRDUP                                     | FW3910114.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       990 | PA      | $981.96       | 0.00%             | 2026-08-02      | Fixed         | 16.81%                | Yes           |                  3 | On Loan: No      |
| FW3957660.SRDUP                                     | FW3957660.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2662 | PA      | $2023.39      | 0.00%             | 2026-09-05      | Fixed         | 25.28%                | Yes           |                  3 | On Loan: No      |
| FW4005935.SRDUP                                     | FW4005935.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4582 | PA      | $4566.39      | 0.00%             | 2028-10-10      | Fixed         | 18.43%                | Yes           |                  3 | On Loan: No      |
| 9801078.SRDSQ                                       | 9801078.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6209 | PA      | $5882.21      | 0.00%             | 2027-03-15      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9802354.SRDSQ                                       | 9802354.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12328 | PA      | $11495.35     | 0.00%             | 2027-03-16      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| FW3342621.SRDUP                                     | FW3342621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6095 | PA      | $1283.91      | 0.00%             | 2028-01-09      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| FW3500575.SRDUP                                     | FW3500575.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3328 | PA      | $3364.65      | 0.00%             | 2027-10-13      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| CBM5000396.SRDUP                                    | CBM5000396.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12771 | PA      | $12291.26     | 0.00%             | 2028-02-06      | Fixed         | 13.27%                | Yes           |                  3 | On Loan: No      |
| CBM5187005.SRDUP                                    | CBM5187005.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $2774.88      | 0.00%             | 2028-04-07      | Fixed         | 24.95%                | Yes           |                  3 | On Loan: No      |
| L5581476.SRDUP                                      | L5581476.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5328 | PA      | $5268.79      | 0.00%             | 2030-07-01      | Fixed         | 16.83%                | Yes           |                  3 | On Loan: No      |
| 186636012.SRDLC                                     | 186636012.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       268 | PA      | $28.12        | 0.00%             | 2025-03-25      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 186856510.SRDLC                                     | 186856510.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $128.13       | 0.00%             | 2025-05-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187382263.SRDLC                                     | 187382263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3994 | PA      | $418.60       | 0.00%             | 2025-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3913545.SRDUP                                      | L3913545.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5079 | PA      | $5066.99      | 0.00%             | 2028-08-16      | Fixed         | 15.12%                | Yes           |                  3 | On Loan: No      |
| L3955981.SRDUP                                      | L3955981.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16830 | PA      | $16776.93     | 0.00%             | 2028-09-19      | Fixed         | 17.11%                | Yes           |                  3 | On Loan: No      |
| L5000108.SRDUP                                      | L5000108.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2008 | PA      | $1908.16      | 0.00%             | 2030-02-04      | Fixed         | 18.57%                | Yes           |                  3 | On Loan: No      |
| L5002914.SRDUP                                      | L5002914.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2765 | PA      | $2593.80      | 0.00%             | 2030-02-05      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| FW4008460.SRDUP                                     | FW4008460.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3637 | PA      | $3667.24      | 0.00%             | 2028-10-06      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW4999298.SRDUP                                     | FW4999298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3688 | PA      | $3429.24      | 0.00%             | 2030-02-04      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| 213730056.SRDLC                                     | 213730056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10037 | PA      | $9811.14      | 0.00%             | 2031-01-17      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 214008642.SRDLC                                     | 214008642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22674 | PA      | $22127.10     | 0.00%             | 2030-02-12      | Fixed         | 8.32%                 | Yes           |                  3 | On Loan: No      |
| FW3391463.SRDUP                                     | FW3391463.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4261 | PA      | $4314.94      | 0.00%             | 2027-09-01      | Fixed         | 34.41%                | Yes           |                  3 | On Loan: No      |
| FW3501142.SRDUP                                     | FW3501142.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       465 | PA      | $470.88       | 0.00%             | 2027-10-13      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW5378836.SRDUP                                     | FW5378836.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11080 | PA      | $10498.11     | 0.00%             | 2030-05-22      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| FW5578789.SRDUP                                     | FW5578789.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14013 | PA      | $13418.01     | 0.00%             | 2030-07-01      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| CBM3911722.SRDUP                                    | CBM3911722.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2020 | PA      | $2014.83      | 0.00%             | 2028-08-03      | Fixed         | 18.11%                | Yes           |                  3 | On Loan: No      |
| CBM4008087.SRDUP                                    | CBM4008087.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1749 | PA      | $1743.79      | 0.00%             | 2028-10-06      | Fixed         | 18.12%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 53.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-3260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 53.3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-9630.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 191128959.SRDLC                                     | 191128959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4609 | PA      | $482.99       | 0.00%             | 2027-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204191985.SRDLC                                     | 204191985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1262 | PA      | $132.23       | 0.00%             | 2026-09-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 60                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -258 | NC      | $-108360.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 60.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -275 | NC      | $-123750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L5002967.SRDUP                                      | L5002967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43719 | PA      | $20985.73     | 0.00%             | 2030-02-07      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L5003629.SRDUP                                      | L5003629.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28033 | PA      | $27130.75     | 0.00%             | 2030-02-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| FW3292526.SRDUP                                     | FW3292526.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4532 | PA      | $4607.25      | 0.00%             | 2027-07-19      | Fixed         | 20.12%                | Yes           |                  3 | On Loan: No      |
| FW3305370.SRDUP                                     | FW3305370.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $1183.17      | 0.00%             | 2027-07-25      | Fixed         | 25.89%                | Yes           |                  3 | On Loan: No      |
| FW3542156.SRDUP                                     | FW3542156.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28261 | PA      | $28496.96     | 0.00%             | 2027-11-01      | Fixed         | 24.72%                | Yes           |                  3 | On Loan: No      |
| FW3542396.SRDUP                                     | FW3542396.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16240 | PA      | $16226.81     | 0.00%             | 2027-11-01      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| FW3341659.SRDUP                                     | FW3341659.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27351 | PA      | $3976.83      | 0.00%             | 2027-08-09      | Fixed         | 28.27%                | Yes           |                  3 | On Loan: No      |
| FW3342306.SRDUP                                     | FW3342306.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       503 | PA      | $510.30       | 0.00%             | 2027-08-09      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| 214806140.SRDLC                                     | 214806140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14382 | PA      | $13620.34     | 0.00%             | 2030-03-22      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 215007504.SRDLC                                     | 215007504.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10602 | PA      | $10073.18     | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 53.35                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-22190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 53.4                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-23400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5177288.SRDUP                                      | L5177288.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11293 | PA      | $11114.56     | 0.00%             | 2030-04-03      | Fixed         | 12.44%                | Yes           |                  3 | On Loan: No      |
| L5380966.SRDUP                                      | L5380966.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3185 | PA      | $3140.87      | 0.00%             | 2030-05-22      | Fixed         | 21.17%                | Yes           |                  3 | On Loan: No      |
| FW3309749.SRDUP                                     | FW3309749.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       650 | PA      | $667.27       | 0.00%             | 2027-07-26      | Fixed         | 29.42%                | Yes           |                  3 | On Loan: No      |
| FW3320295.SRDUP                                     | FW3320295.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2262 | PA      | $1362.06      | 0.00%             | 2028-01-01      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| L3283479.SRDUP                                      | L3283479.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3019 | PA      | $3030.92      | 0.00%             | 2027-07-22      | Fixed         | 17.33%                | Yes           |                  3 | On Loan: No      |
| L3295635.SRDUP                                      | L3295635.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10956 | PA      | $11094.92     | 0.00%             | 2027-07-22      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| 205178777.SRDLC                                     | 205178777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $3418.32      | 0.00%             | 2026-11-01      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 207466353.SRDLC                                     | 207466353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19997 | PA      | $19132.57     | 0.00%             | 2029-04-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L5006686.SRDUP                                      | L5006686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2961 | PA      | $2821.99      | 0.00%             | 2030-02-06      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L5010109.SRDUP                                      | L5010109.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2764 | PA      | $2594.91      | 0.00%             | 2030-02-07      | Fixed         | 22.80%                | Yes           |                  3 | On Loan: No      |
| 215014544.SRDLC                                     | 215014544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14105 | PA      | $13777.72     | 0.00%             | 2030-03-17      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 215407811.SRDLC                                     | 215407811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2647 | PA      | $2556.39      | 0.00%             | 2027-04-08      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3337420.SRDUP                                     | FW3337420.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1576 | PA      | $1601.23      | 0.00%             | 2027-08-08      | Fixed         | 29.30%                | Yes           |                  3 | On Loan: No      |
| FW3392163.SRDUP                                     | FW3392163.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       867 | PA      | $878.46       | 0.00%             | 2027-09-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| FW3401741.SRDUP                                     | FW3401741.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1334 | PA      | $1357.46      | 0.00%             | 2027-09-10      | Fixed         | 32.70%                | Yes           |                  3 | On Loan: No      |
| FW4008045.SRDUP                                     | FW4008045.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2789 | PA      | $2776.98      | 0.00%             | 2028-10-06      | Fixed         | 20.39%                | Yes           |                  3 | On Loan: No      |
| FW4996710.SRDUP                                     | FW4996710.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7360 | PA      | $2321.51      | 0.00%             | 2028-02-03      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW4996982.SRDUP                                     | FW4996982.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4931 | PA      | $4693.89      | 0.00%             | 2030-07-03      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| L5008668.SRDUP                                      | L5008668.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1842 | PA      | $1751.64      | 0.00%             | 2030-02-07      | Fixed         | 22.42%                | Yes           |                  3 | On Loan: No      |
| L5009355.SRDUP                                      | L5009355.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4448 | PA      | $4242.55      | 0.00%             | 2030-02-07      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| DRB5178375.SRDUP                                    | DRB5178375.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7022 | PA      | $6564.26      | 0.00%             | 2030-04-03      | Fixed         | 31.18%                | Yes           |                  3 | On Loan: No      |
| DRB5178856.SRDUP                                    | DRB5178856.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3591 | PA      | $3386.16      | 0.00%             | 2030-04-03      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB5579874.SRDUP                                    | DRB5579874.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2724 | PA      | $2660.20      | 0.00%             | 2030-07-01      | Fixed         | 22.88%                | Yes           |                  3 | On Loan: No      |
| DRB5582887.SRDUP                                    | DRB5582887.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3911 | PA      | $3780.70      | 0.00%             | 2030-07-02      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 60.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -300 | NC      | $-147000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 60.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -267 | NC      | $-141510.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L5382718.SRDUP                                      | L5382718.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2655 | PA      | $2621.01      | 0.00%             | 2028-05-22      | Fixed         | 13.63%                | Yes           |                  3 | On Loan: No      |
| L5385567.SRDUP                                      | L5385567.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2369 | PA      | $2272.67      | 0.00%             | 2030-05-23      | Fixed         | 18.56%                | Yes           |                  3 | On Loan: No      |
| FW3340271.SRDUP                                     | FW3340271.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       703 | PA      | $715.16       | 0.00%             | 2027-08-09      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3342367.SRDUP                                     | FW3342367.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5561 | PA      | $5607.36      | 0.00%             | 2027-08-09      | Fixed         | 23.52%                | Yes           |                  3 | On Loan: No      |
| FW3542964.SRDUP                                     | FW3542964.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $2929.66      | 0.00%             | 2027-11-02      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| FW3954377.SRDUP                                     | FW3954377.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2294 | PA      | $2318.40      | 0.00%             | 2028-09-01      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| L3296144.SRDUP                                      | L3296144.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       984 | PA      | $1006.80      | 0.00%             | 2027-07-26      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L3320281.SRDUP                                      | L3320281.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12640 | PA      | $12643.04     | 0.00%             | 2028-01-01      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| 212009885.SRDLC                                     | 212009885.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18147 | PA      | $17824.87     | 0.00%             | 2027-11-04      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 7502888.SRDSQ                                       | 7502888.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1169 | PA      | $674.09       | 0.00%             | 2025-08-15      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 219028982.SRDLC                                     | 219028982.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1393 | PA      | $1361.88      | 0.00%             | 2027-08-14      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 219087127.SRDLC                                     | 219087127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4931 | PA      | $4729.45      | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211261524.SRDLC                                     | 211261524.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4444 | PA      | $4183.24      | 0.00%             | 2027-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211274664.SRDLC                                     | 211274664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5167 | PA      | $4133.43      | 0.00%             | 2026-10-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187430493.SRDLC                                     | 187430493.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $85.63        | 0.00%             | 2025-04-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187547112.SRDLC                                     | 187547112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4136 | PA      | $433.45       | 0.00%             | 2027-04-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211620080.SRDLC                                     | 211620080.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11929 | PA      | $11732.84     | 0.00%             | 2027-10-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211795218.SRDLC                                     | 211795218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4719 | PA      | $4615.67      | 0.00%             | 2027-10-23      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| DRB5186488.SRDUP                                    | DRB5186488.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1714 | PA      | $1605.89      | 0.00%             | 2030-04-07      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| DRB5377434.SRDUP                                    | DRB5377434.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10204 | PA      | $9715.54      | 0.00%             | 2030-05-22      | Fixed         | 30.44%                | Yes           |                  3 | On Loan: No      |
| L5000570.SRDUP                                      | L5000570.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       899 | PA      | $863.93       | 0.00%             | 2028-02-04      | Fixed         | 16.27%                | Yes           |                  3 | On Loan: No      |
| L5001801.SRDUP                                      | L5001801.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1904 | PA      | $1809.92      | 0.00%             | 2030-02-05      | Fixed         | 19.52%                | Yes           |                  3 | On Loan: No      |
| FW3541940.SRDUP                                     | FW3541940.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       539 | PA      | $551.29       | 0.00%             | 2027-11-01      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| FW3542407.SRDUP                                     | FW3542407.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7353 | PA      | $7416.85      | 0.00%             | 2027-11-01      | Fixed         | 24.57%                | Yes           |                  3 | On Loan: No      |
| FW4008183.SRDUP                                     | FW4008183.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20100 | PA      | $20090.48     | 0.00%             | 2026-10-06      | Fixed         | 20.21%                | Yes           |                  3 | On Loan: No      |
| FW4008501.SRDUP                                     | FW4008501.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1823 | PA      | $1837.88      | 0.00%             | 2028-10-06      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| DRB5383923.SRDUP                                    | DRB5383923.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4324 | PA      | $4117.76      | 0.00%             | 2030-05-23      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| DRB5385553.SRDUP                                    | DRB5385553.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1435 | PA      | $1373.50      | 0.00%             | 2030-05-23      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| L3329055.SRDUP                                      | L3329055.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5112 | PA      | $5113.68      | 0.00%             | 2028-01-03      | Fixed         | 14.86%                | Yes           |                  3 | On Loan: No      |
| L3336939.SRDUP                                      | L3336939.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1252 | PA      | $1262.62      | 0.00%             | 2027-08-08      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| 220002812.SRDLC                                     | 220002812.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3949 | PA      | $3829.50      | 0.00%             | 2029-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 220017118.SRDLC                                     | 220017118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11345 | PA      | $11114.66     | 0.00%             | 2029-09-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| FW3910507.SRDUP                                     | FW3910507.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $2001.99      | 0.00%             | 2026-08-02      | Fixed         | 23.63%                | Yes           |                  3 | On Loan: No      |
| FW3910584.SRDUP                                     | FW3910584.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30295 | PA      | $30363.42     | 0.00%             | 2028-08-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| 211383904.SRDLC                                     | 211383904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10655 | PA      | $10087.76     | 0.00%             | 2029-10-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211528697.SRDLC                                     | 211528697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11451 | PA      | $11094.96     | 0.00%             | 2027-10-11      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| FW3957495.SRDUP                                     | FW3957495.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1571 | PA      | $1591.02      | 0.00%             | 2028-09-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| FW4012438.SRDUP                                     | FW4012438.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7276 | PA      | $7236.02      | 0.00%             | 2029-03-10      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| FW3909923.SRDUP                                     | FW3909923.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23483 | PA      | $23539.87     | 0.00%             | 2028-08-02      | Fixed         | 20.92%                | Yes           |                  3 | On Loan: No      |
| FW3954194.SRDUP                                     | FW3954194.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4446 | PA      | $4461.22      | 0.00%             | 2028-09-05      | Fixed         | 22.30%                | Yes           |                  3 | On Loan: No      |
| L3337519.SRDUP                                      | L3337519.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1742 | PA      | $1755.89      | 0.00%             | 2027-08-08      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L3392406.SRDUP                                      | L3392406.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4688 | PA      | $4690.42      | 0.00%             | 2027-09-02      | Fixed         | 14.33%                | Yes           |                  3 | On Loan: No      |
| DRB5591342.SRDUP                                    | DRB5591342.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2445 | PA      | $2365.26      | 0.00%             | 2030-07-03      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| FW3325256.SRDUP                                     | FW3325256.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1167 | PA      | $1193.06      | 0.00%             | 2028-01-02      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4260                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-33200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4265                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-32000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5188140.SRDUP                                     | FW5188140.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5711 | PA      | $5367.77      | 0.00%             | 2030-04-07      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW5383796.SRDUP                                     | FW5383796.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5434 | PA      | $5198.90      | 0.00%             | 2030-05-23      | Fixed         | 22.70%                | Yes           |                  3 | On Loan: No      |
| L5010128.SRDUP                                      | L5010128.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5316 | PA      | $2557.52      | 0.00%             | 2030-02-07      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| L5177104.SRDUP                                      | L5177104.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1459 | PA      | $1378.76      | 0.00%             | 2030-04-03      | Fixed         | 23.54%                | Yes           |                  3 | On Loan: No      |
| L5010736.SRDUP                                      | L5010736.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2009 | PA      | $1945.37      | 0.00%             | 2030-02-07      | Fixed         | 19.17%                | Yes           |                  3 | On Loan: No      |
| L5178697.SRDUP                                      | L5178697.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19099 | PA      | $18499.66     | 0.00%             | 2030-04-03      | Fixed         | 15.70%                | Yes           |                  3 | On Loan: No      |
| DRB5382759.SRDUP                                    | DRB5382759.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3470 | PA      | $3306.40      | 0.00%             | 2030-05-23      | Fixed         | 31.67%                | Yes           |                  3 | On Loan: No      |
| DRB5385707.SRDUP                                    | DRB5385707.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1890 | PA      | $1791.95      | 0.00%             | 2030-05-23      | Fixed         | 31.25%                | Yes           |                  3 | On Loan: No      |
| DRB5007439.SRDUP                                    | DRB5007439.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5111 | PA      | $4799.47      | 0.00%             | 2030-02-06      | Fixed         | 27.08%                | Yes           |                  3 | On Loan: No      |
| DRB5009728.SRDUP                                    | DRB5009728.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5520 | PA      | $5135.34      | 0.00%             | 2030-02-07      | Fixed         | 30.77%                | Yes           |                  3 | On Loan: No      |
| 211643134.SRDLC                                     | 211643134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1117 | PA      | $1055.57      | 0.00%             | 2027-10-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212047088.SRDLC                                     | 212047088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29787 | PA      | $29093.45     | 0.00%             | 2029-11-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| L5177154.SRDUP                                      | L5177154.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4189 | PA      | $4057.17      | 0.00%             | 2030-04-03      | Fixed         | 15.32%                | Yes           |                  3 | On Loan: No      |
| L5178978.SRDUP                                      | L5178978.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       892 | PA      | $876.71       | 0.00%             | 2028-04-03      | Fixed         | 12.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Crncy Fut  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -299 | NC      | $140550.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -71 | NC      | $-8520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213717895.SRDLC                                     | 213717895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2031 | PA      | $1992.17      | 0.00%             | 2027-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 215074652.SRDLC                                     | 215074652.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2215 | PA      | $2182.75      | 0.00%             | 2027-03-24      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4270                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-31000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4275                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-14900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 190873520.SRDLC                                     | 190873520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        11 | PA      | $2.64         | 0.00%             | 2025-11-11      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 192107400.SRDLC                                     | 192107400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       800 | PA      | $83.79        | 0.00%             | 2025-09-08      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25C 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -63 | NC      | $-4410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -85 | NC      | $-3400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5386229.SRDUP                                     | FW5386229.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       974 | PA      | $945.40       | 0.00%             | 2028-05-23      | Fixed         | 15.45%                | Yes           |                  3 | On Loan: No      |
| L3291615.SRDUP                                      | L3291615.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       788 | PA      | $800.57       | 0.00%             | 2027-07-19      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 61                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -247 | NC      | $-143260.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 61.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -206 | NC      | $-129780.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292511.SRDUP                                      | L3292511.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4991 | PA      | $5053.05      | 0.00%             | 2027-07-19      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| L3298342.SRDUP                                      | L3298342.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18855 | PA      | $19223.20     | 0.00%             | 2028-01-01      | Fixed         | 21.97%                | Yes           |                  3 | On Loan: No      |
| FW5004863.SRDUP                                     | FW5004863.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2150 | PA      | $1999.44      | 0.00%             | 2030-02-06      | Fixed         | 30.39%                | Yes           |                  3 | On Loan: No      |
| FW5010040.SRDUP                                     | FW5010040.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2502 | PA      | $2327.66      | 0.00%             | 2030-02-07      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 61.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -236 | NC      | $-160480.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 61.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -202 | NC      | $-149480.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 220065097.SRDLC                                     | 220065097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9928 | PA      | $9603.43      | 0.00%             | 2030-09-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 8377852.SRDSQ                                       | 8377852.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       449 | PA      | $425.10       | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| L3910902.SRDUP                                      | L3910902.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $773.27       | 0.00%             | 2028-08-02      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L4008129.SRDUP                                      | L4008129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15253 | PA      | $15286.18     | 0.00%             | 2028-10-06      | Fixed         | 22.58%                | Yes           |                  3 | On Loan: No      |
| 215431207.SRDLC                                     | 215431207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10210 | PA      | $9691.07      | 0.00%             | 2029-04-04      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215527767.SRDLC                                     | 215527767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19089 | PA      | $18048.38     | 0.00%             | 2030-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1028                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-656.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1030                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -341 | NC      | $-10656.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3910149.SRDUP                                     | FW3910149.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1906 | PA      | $1902.63      | 0.00%             | 2026-08-02      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| FW3910652.SRDUP                                     | FW3910652.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       645 | PA      | $643.81       | 0.00%             | 2026-08-02      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| DRB5175659.SRDUP                                    | DRB5175659.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $892.08       | 0.00%             | 2030-04-02      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| DRB5177070.SRDUP                                    | DRB5177070.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18156 | PA      | $17584.76     | 0.00%             | 2030-04-03      | Fixed         | 15.43%                | Yes           |                  3 | On Loan: No      |
| 215757024.SRDLC                                     | 215757024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18324 | PA      | $17515.75     | 0.00%             | 2029-04-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 216493334.SRDLC                                     | 216493334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1351.15      | 0.00%             | 2029-05-19      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3910740.SRDUP                                     | FW3910740.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       874 | PA      | $872.04       | 0.00%             | 2026-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| FW3911654.SRDUP                                     | FW3911654.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6410 | PA      | $6487.90      | 0.00%             | 2028-08-03      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| FW5010377.SRDUP                                     | FW5010377.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8336 | PA      | $7593.62      | 0.00%             | 2030-07-22      | Fixed         | 30.23%                | Yes           |                  3 | On Loan: No      |
| FW5178825.SRDUP                                     | FW5178825.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12160 | PA      | $11565.03     | 0.00%             | 2030-04-03      | Fixed         | 17.94%                | Yes           |                  3 | On Loan: No      |
| FW3956677.SRDUP                                     | FW3956677.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12062 | PA      | $12224.39     | 0.00%             | 2028-09-05      | Fixed         | 24.70%                | Yes           |                  3 | On Loan: No      |
| FW4996095.SRDUP                                     | FW4996095.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4327 | PA      | $97.23        | 0.00%             | 2030-07-03      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jan26P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -135 | NC      | $-108000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CZK/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1080490.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 212298409.SRDLC                                     | 212298409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9108 | PA      | $8607.61      | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212368843.SRDLC                                     | 212368843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5101 | PA      | $4831.58      | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 11/03/25 P25100                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-8280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 11/03/25 P25200                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-1860.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 188245083.SRDLC                                     | 188245083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12996 | PA      | $13070.32     | 0.00%             | 2027-04-11      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 188512665.SRDLC                                     | 188512665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2224 | PA      | $233.08       | 0.00%             | 2025-04-18      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| DRB5177241.SRDUP                                    | DRB5177241.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42080 | PA      | $39462.22     | 0.00%             | 2030-04-03      | Fixed         | 25.86%                | Yes           |                  3 | On Loan: No      |
| DRB5177357.SRDUP                                    | DRB5177357.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4069 | PA      | $3806.50      | 0.00%             | 2028-04-03      | Fixed         | 30.80%                | Yes           |                  3 | On Loan: No      |
| FW4012677.SRDUP                                     | FW4012677.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1674 | PA      | $1669.60      | 0.00%             | 2027-03-10      | Fixed         | 24.92%                | Yes           |                  3 | On Loan: No      |
| FW4014443.SRDUP                                     | FW4014443.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1742 | PA      | $1760.39      | 0.00%             | 2028-10-10      | Fixed         | 28.95%                | Yes           |                  3 | On Loan: No      |
| FW4008335.SRDUP                                     | FW4008335.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1290 | PA      | $1301.27      | 0.00%             | 2028-10-06      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| FW5180112.SRDUP                                     | FW5180112.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47042 | PA      | $45613.85     | 0.00%             | 2030-04-03      | Fixed         | 21.44%                | Yes           |                  3 | On Loan: No      |
| 8211473.SRDSQ                                       | 8211473.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5030 | PA      | $394.36       | 0.00%             | 2026-03-23      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8398919.SRDSQ                                       | 8398919.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       529 | PA      | $522.50       | 0.00%             | 2026-05-20      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L5579342.SRDUP                                      | L5579342.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38230 | PA      | $37490.04     | 0.00%             | 2030-07-01      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| L5580701.SRDUP                                      | L5580701.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9654 | PA      | $9547.73      | 0.00%             | 2030-07-01      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| 191177276.SRDLC                                     | 191177276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11722 | PA      | $1228.44      | 0.00%             | 2027-07-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191293818.SRDLC                                     | 191293818.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10012 | PA      | $10672.76     | 0.00%             | 2027-07-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB5177688.SRDUP                                    | DRB5177688.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $1964.17      | 0.00%             | 2030-04-03      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| DRB5178423.SRDUP                                    | DRB5178423.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1241 | PA      | $1163.79      | 0.00%             | 2030-04-03      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| FW5008561.SRDUP                                     | FW5008561.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1623 | PA      | $849.46       | 0.00%             | 2030-02-07      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW5380770.SRDUP                                     | FW5380770.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       960 | PA      | $913.93       | 0.00%             | 2030-05-22      | Fixed         | 28.24%                | Yes           |                  3 | On Loan: No      |
| 8647701.SRDSQ                                       | 8647701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1788 | PA      | $1506.08      | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8651366.SRDSQ                                       | 8651366.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7066 | PA      | $6782.37      | 0.00%             | 2026-07-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5386324.SRDUP                                    | DRB5386324.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2218 | PA      | $2113.80      | 0.00%             | 2030-05-23      | Fixed         | 32.22%                | Yes           |                  3 | On Loan: No      |
| DRB5578967.SRDUP                                    | DRB5578967.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1293 | PA      | $1241.13      | 0.00%             | 2030-07-01      | Fixed         | 25.64%                | Yes           |                  3 | On Loan: No      |
| FW3391960.SRDUP                                     | FW3391960.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5224 | PA      | $759.54       | 0.00%             | 2027-09-01      | Fixed         | 19.15%                | Yes           |                  3 | On Loan: No      |
| FW3501229.SRDUP                                     | FW3501229.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7215 | PA      | $7425.76      | 0.00%             | 2028-03-13      | Fixed         | 26.78%                | Yes           |                  3 | On Loan: No      |
| 204742054.SRDLC                                     | 204742054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1306 | PA      | $1335.73      | 0.00%             | 2026-10-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205241486.SRDLC                                     | 205241486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3721 | PA      | $3847.70      | 0.00%             | 2028-11-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW5008613.SRDUP                                     | FW5008613.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2178 | PA      | $2032.57      | 0.00%             | 2030-02-07      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| FW5008730.SRDUP                                     | FW5008730.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2539 | PA      | $199.40       | 0.00%             | 2030-02-07      | Fixed         | 31.52%                | Yes           |                  3 | On Loan: No      |
| FW5579232.SRDUP                                     | FW5579232.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4927 | PA      | $4808.55      | 0.00%             | 2030-07-01      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| L3291098.SRDUP                                      | L3291098.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2050 | PA      | $2083.69      | 0.00%             | 2027-07-18      | Fixed         | 19.78%                | Yes           |                  3 | On Loan: No      |
| FW5179445.SRDUP                                     | FW5179445.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2579 | PA      | $2419.77      | 0.00%             | 2030-04-03      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| FW5382796.SRDUP                                     | FW5382796.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10822 | PA      | $10303.70     | 0.00%             | 2030-05-23      | Fixed         | 26.18%                | Yes           |                  3 | On Loan: No      |
| 8644660.SRDSQ                                       | 8644660.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1098 | PA      | $1082.30      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8650841.SRDSQ                                       | 8650841.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5561 | PA      | $4813.63      | 0.00%             | 2026-07-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5581621.SRDUP                                    | DRB5581621.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1964 | PA      | $1910.62      | 0.00%             | 2028-07-01      | Fixed         | 23.57%                | Yes           |                  3 | On Loan: No      |
| DRB5586964.SRDUP                                    | DRB5586964.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15634 | PA      | $15115.64     | 0.00%             | 2030-07-02      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| L4012536.SRDUP                                      | L4012536.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2176 | PA      | $2183.99      | 0.00%             | 2028-10-10      | Fixed         | 21.94%                | Yes           |                  3 | On Loan: No      |
| L4998724.SRDUP                                      | L4998724.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3135 | PA      | $2912.29      | 0.00%             | 2030-02-04      | Fixed         | 23.11%                | Yes           |                  3 | On Loan: No      |
| L3305233.SRDUP                                      | L3305233.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10436 | PA      | $10510.04     | 0.00%             | 2027-12-25      | Fixed         | 14.86%                | Yes           |                  3 | On Loan: No      |
| L3320277.SRDUP                                      | L3320277.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2756 | PA      | $2785.97      | 0.00%             | 2027-08-01      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4280                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-28800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4285                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-33360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212436884.SRDLC                                     | 212436884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8896 | PA      | $8441.79      | 0.00%             | 2029-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212491349.SRDLC                                     | 212491349.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2282 | PA      | $2155.38      | 0.00%             | 2027-11-24      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| FW3913160.SRDUP                                     | FW3913160.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       496 | PA      | $495.77       | 0.00%             | 2026-08-04      | Fixed         | 24.43%                | Yes           |                  3 | On Loan: No      |
| FW3913549.SRDUP                                     | FW3913549.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4519 | PA      | $4533.39      | 0.00%             | 2028-08-04      | Fixed         | 21.56%                | Yes           |                  3 | On Loan: No      |
| 194431904.SRDLC                                     | 194431904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5471 | PA      | $5534.05      | 0.00%             | 2027-10-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 203457275.SRDLC                                     | 203457275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       580 | PA      | $591.17       | 0.00%             | 2026-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206522116.SRDLC                                     | 206522116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12588 | PA      | $12187.20     | 0.00%             | 2027-02-06      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 207292980.SRDLC                                     | 207292980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6725 | PA      | $6637.27      | 0.00%             | 2027-03-22      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| DRB5178892.SRDUP                                    | DRB5178892.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4322 | PA      | $4039.30      | 0.00%             | 2030-04-03      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| DRB5381347.SRDUP                                    | DRB5381347.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5269 | PA      | $4807.84      | 0.00%             | 2030-05-22      | Fixed         | 32.10%                | Yes           |                  3 | On Loan: No      |
| L5009517.SRDUP                                      | L5009517.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17519 | PA      | $16872.40     | 0.00%             | 2028-07-07      | Fixed         | 14.75%                | Yes           |                  3 | On Loan: No      |
| L5009611.SRDUP                                      | L5009611.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5174 | PA      | $4814.14      | 0.00%             | 2030-02-07      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| 8800401.SRDSQ                                       | 8800401.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1651 | PA      | $1611.70      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8845230.SRDSQ                                       | 8845230.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $782.72       | 0.00%             | 2026-09-15      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| L5180389.SRDUP                                      | L5180389.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1967 | PA      | $1871.20      | 0.00%             | 2030-04-03      | Fixed         | 18.75%                | Yes           |                  3 | On Loan: No      |
| L5181238.SRDUP                                      | L5181238.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3645 | PA      | $3531.29      | 0.00%             | 2030-04-04      | Fixed         | 15.85%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 53.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-42560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 53.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-28400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5008509.SRDUP                                     | FW5008509.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3124 | PA      | $2931.91      | 0.00%             | 2030-02-07      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| FW5009919.SRDUP                                     | FW5009919.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1025 | PA      | $953.85       | 0.00%             | 2030-02-07      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| L5178931.SRDUP                                      | L5178931.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3082 | PA      | $2985.98      | 0.00%             | 2030-04-03      | Fixed         | 17.06%                | Yes           |                  3 | On Loan: No      |
| L5180720.SRDUP                                      | L5180720.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10285 | PA      | $9792.98      | 0.00%             | 2030-04-03      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| FW5577751.SRDUP                                     | FW5577751.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4351 | PA      | $4246.68      | 0.00%             | 2030-07-01      | Fixed         | 28.29%                | Yes           |                  3 | On Loan: No      |
| L3298608.SRDUP                                      | L3298608.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       861 | PA      | $861.47       | 0.00%             | 2027-07-21      | Fixed         | 13.55%                | Yes           |                  3 | On Loan: No      |
| FW3956211.SRDUP                                     | FW3956211.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6570 | PA      | $6661.15      | 0.00%             | 2028-09-05      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| FW4008443.SRDUP                                     | FW4008443.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1286 | PA      | $1296.49      | 0.00%             | 2028-10-06      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| 210643991.SRDLC                                     | 210643991.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11108 | PA      | $10419.60     | 0.00%             | 2027-10-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211344462.SRDLC                                     | 211344462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3276 | PA      | $3083.29      | 0.00%             | 2027-10-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1032                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1034                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 54                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-38570.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 54.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-28635.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5581600.SRDUP                                      | L5581600.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1163 | PA      | $1128.69      | 0.00%             | 2030-07-01      | Fixed         | 22.69%                | Yes           |                  3 | On Loan: No      |
| L5586628.SRDUP                                      | L5586628.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9291 | PA      | $9189.44      | 0.00%             | 2030-07-02      | Fixed         | 16.91%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4290                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-40500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4295                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-18200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3911655.SRDUP                                     | FW3911655.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1433 | PA      | $1450.46      | 0.00%             | 2028-08-03      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| FW4012273.SRDUP                                     | FW4012273.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5253 | PA      | $3079.49      | 0.00%             | 2028-10-10      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| L5384459.SRDUP                                      | L5384459.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14794 | PA      | $14189.13     | 0.00%             | 2030-05-23      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| L5385936.SRDUP                                      | L5385936.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1935 | PA      | $1851.61      | 0.00%             | 2030-05-23      | Fixed         | 19.87%                | Yes           |                  3 | On Loan: No      |
| L4998759.SRDUP                                      | L4998759.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2574 | PA      | $2413.70      | 0.00%             | 2030-02-04      | Fixed         | 21.75%                | Yes           |                  3 | On Loan: No      |
| L5004069.SRDUP                                      | L5004069.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34161 | PA      | $32469.60     | 0.00%             | 2030-02-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| FW3956036.SRDUP                                     | FW3956036.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       399 | PA      | $399.15       | 0.00%             | 2026-09-13      | Fixed         | 24.94%                | Yes           |                  3 | On Loan: No      |
| FW4012607.SRDUP                                     | FW4012607.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2385 | PA      | $2387.04      | 0.00%             | 2026-10-15      | Fixed         | 24.61%                | Yes           |                  3 | On Loan: No      |
| FW5009967.SRDUP                                     | FW5009967.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $2174.44      | 0.00%             | 2030-02-07      | Fixed         | 30.36%                | Yes           |                  3 | On Loan: No      |
| FW5178808.SRDUP                                     | FW5178808.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $228.91       | 0.00%             | 2030-04-03      | Fixed         | 28.06%                | Yes           |                  3 | On Loan: No      |
| FW5383885.SRDUP                                     | FW5383885.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5389 | PA      | $5133.72      | 0.00%             | 2030-05-23      | Fixed         | 30.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 465                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -74 | NC      | $-8047.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5177137.SRDUP                                      | L5177137.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2578 | PA      | $2433.56      | 0.00%             | 2030-04-03      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| L5385030.SRDUP                                      | L5385030.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2221 | PA      | $2161.17      | 0.00%             | 2028-05-23      | Fixed         | 15.91%                | Yes           |                  3 | On Loan: No      |
| L3325310.SRDUP                                      | L3325310.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1834 | PA      | $1841.85      | 0.00%             | 2027-08-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| L3391974.SRDUP                                      | L3391974.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       921 | PA      | $934.78       | 0.00%             | 2027-09-01      | Fixed         | 26.50%                | Yes           |                  3 | On Loan: No      |
| FW3329383.SRDUP                                     | FW3329383.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2912 | PA      | $953.00       | 0.00%             | 2027-08-03      | Fixed         | 29.72%                | Yes           |                  3 | On Loan: No      |
| FW3335339.SRDUP                                     | FW3335339.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4859 | PA      | $4910.26      | 0.00%             | 2028-01-05      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1036                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -55 | NC      | $-2406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1038                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -131 | NC      | $-5731.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3312566.SRDUP                                      | L3312566.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2556 | PA      | $2605.00      | 0.00%             | 2027-07-27      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| L3312670.SRDUP                                      | L3312670.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2992 | PA      | $2994.90      | 0.00%             | 2027-07-27      | Fixed         | 14.56%                | Yes           |                  3 | On Loan: No      |
| DRB5386026.SRDUP                                    | DRB5386026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1008.11      | 0.00%             | 2030-05-23      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| DRB5578056.SRDUP                                    | DRB5578056.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5186 | PA      | $5010.92      | 0.00%             | 2030-07-01      | Fixed         | 30.62%                | Yes           |                  3 | On Loan: No      |
| 211442675.SRDLC                                     | 211442675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1382 | PA      | $1365.59      | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211454037.SRDLC                                     | 211454037.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20314 | PA      | $19613.89     | 0.00%             | 2029-10-09      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 8881921.SRDSQ                                       | 8881921.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4745 | PA      | $4597.97      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9337721.SRDSQ                                       | 9337721.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3295 | PA      | $3219.43      | 0.00%             | 2027-01-14      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 214248897.SRDLC                                     | 214248897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39898 | PA      | $39243.94     | 0.00%             | 2028-02-14      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 214357455.SRDLC                                     | 214357455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6047 | PA      | $5862.47      | 0.00%             | 2028-02-18      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4300                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-20160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4305                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-41480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5009810.SRDUP                                     | FW5009810.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7354 | PA      | $6902.75      | 0.00%             | 2030-02-07      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| FW5379063.SRDUP                                     | FW5379063.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5410 | PA      | $5120.58      | 0.00%             | 2030-05-22      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 470                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -202 | NC      | $-18180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 475                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -48 | NC      | $-3780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211479737.SRDLC                                     | 211479737.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2735 | PA      | $2677.79      | 0.00%             | 2026-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211525137.SRDLC                                     | 211525137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4267 | PA      | $4072.17      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1040                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -426 | NC      | $-18637.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1042                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -127 | NC      | $-6350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292501.SRDUP                                      | L3292501.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12628 | PA      | $12673.40     | 0.00%             | 2027-07-19      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| L3304592.SRDUP                                      | L3304592.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4208 | PA      | $4288.23      | 0.00%             | 2027-07-25      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| FW5582108.SRDUP                                     | FW5582108.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4310 | PA      | $4164.48      | 0.00%             | 2030-07-01      | Fixed         | 32.27%                | Yes           |                  3 | On Loan: No      |
| L3312490.SRDUP                                      | L3312490.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5374 | PA      | $5402.91      | 0.00%             | 2027-07-27      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| CBM4011440.SRDUP                                    | CBM4011440.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       710 | PA      | $249.39       | 0.00%             | 2028-10-10      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| CBM5186368.SRDUP                                    | CBM5186368.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2714 | PA      | $1424.23      | 0.00%             | 2030-04-07      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| FW5379904.SRDUP                                     | FW5379904.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2910 | PA      | $2873.01      | 0.00%             | 2028-05-22      | Fixed         | 11.94%                | Yes           |                  3 | On Loan: No      |
| FW5380451.SRDUP                                     | FW5380451.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $174.48       | 0.00%             | 2030-05-22      | Fixed         | 28.27%                | Yes           |                  3 | On Loan: No      |
| L3319874.SRDUP                                      | L3319874.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1665 | PA      | $1687.56      | 0.00%             | 2028-01-01      | Fixed         | 21.05%                | Yes           |                  3 | On Loan: No      |
| L3320167.SRDUP                                      | L3320167.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1637 | PA      | $1655.88      | 0.00%             | 2027-08-01      | Fixed         | 19.44%                | Yes           |                  3 | On Loan: No      |
| 203609082.SRDLC                                     | 203609082.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16102 | PA      | $15880.08     | 0.00%             | 2028-08-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204054285.SRDLC                                     | 204054285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5463 | PA      | $5485.67      | 0.00%             | 2027-09-11      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| L3304898.SRDUP                                      | L3304898.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       285 | PA      | $285.13       | 0.00%             | 2027-07-25      | Fixed         | 19.25%                | Yes           |                  3 | On Loan: No      |
| L3312518.SRDUP                                      | L3312518.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2777 | PA      | $2825.80      | 0.00%             | 2027-07-27      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25C 68.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -27 | NC      | $-540.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -22 | NC      | $-880.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5385531.SRDUP                                      | L5385531.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2215 | PA      | $2184.74      | 0.00%             | 2028-05-23      | Fixed         | 17.05%                | Yes           |                  3 | On Loan: No      |
| L5386336.SRDUP                                      | L5386336.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25891 | PA      | $25185.58     | 0.00%             | 2030-05-23      | Fixed         | 16.63%                | Yes           |                  3 | On Loan: No      |
| 9736798.SRDSQ                                       | 9736798.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7704 | PA      | $7267.85      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9766819.SRDSQ                                       | 9766819.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4612 | PA      | $4365.62      | 0.00%             | 2027-03-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5186108.SRDUP                                      | L5186108.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1995 | PA      | $1913.49      | 0.00%             | 2028-04-07      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| L5385794.SRDUP                                      | L5385794.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4410 | PA      | $4285.22      | 0.00%             | 2030-05-23      | Fixed         | 15.66%                | Yes           |                  3 | On Loan: No      |
| 211527195.SRDLC                                     | 211527195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7405 | PA      | $6988.04      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212518697.SRDLC                                     | 212518697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $1119.10      | 0.00%             | 2026-11-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3324988.SRDUP                                      | L3324988.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3196 | PA      | $3194.45      | 0.00%             | 2027-08-02      | Fixed         | 15.03%                | Yes           |                  3 | On Loan: No      |
| L3335157.SRDUP                                      | L3335157.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10005 | PA      | $10016.23     | 0.00%             | 2028-01-05      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| FW5001719.SRDUP                                     | FW5001719.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1865 | PA      | $1733.13      | 0.00%             | 2030-02-05      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| FW5378363.SRDUP                                     | FW5378363.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2368 | PA      | $2303.86      | 0.00%             | 2030-05-22      | Fixed         | 18.18%                | Yes           |                  3 | On Loan: No      |
| 215448621.SRDLC                                     | 215448621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4812 | PA      | $4552.74      | 0.00%             | 2028-04-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215599208.SRDLC                                     | 215599208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13986 | PA      | $13298.81     | 0.00%             | 2029-04-09      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214178565.SRDLC                                     | 214178565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11633 | PA      | $11364.15     | 0.00%             | 2030-02-06      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214329539.SRDLC                                     | 214329539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5041 | PA      | $4750.01      | 0.00%             | 2028-02-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L5571538.SRDUP                                      | L5571538.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19183 | PA      | $19103.55     | 0.00%             | 2030-07-01      | Fixed         | 10.71%                | Yes           |                  3 | On Loan: No      |
| L5577411.SRDUP                                      | L5577411.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5033 | PA      | $4962.10      | 0.00%             | 2030-07-01      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| DRB5383226.SRDUP                                    | DRB5383226.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16109 | PA      | $15272.42     | 0.00%             | 2030-05-23      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| DRB5580861.SRDUP                                    | DRB5580861.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1170 | PA      | $1130.31      | 0.00%             | 2030-07-01      | Fixed         | 25.27%                | Yes           |                  3 | On Loan: No      |
| FW5385576.SRDUP                                     | FW5385576.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1857 | PA      | $561.88       | 0.00%             | 2030-05-23      | Fixed         | 29.21%                | Yes           |                  3 | On Loan: No      |
| FW5386150.SRDUP                                     | FW5386150.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4531 | PA      | $4317.11      | 0.00%             | 2030-05-23      | Fixed         | 31.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 62.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -34 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 63                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -34 | NC      | $-2720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 54.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-42120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 54.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-27500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5176921.SRDUP                                     | FW5176921.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6406 | PA      | $6010.10      | 0.00%             | 2030-04-03      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| FW5576457.SRDUP                                     | FW5576457.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4791 | PA      | $4629.15      | 0.00%             | 2030-07-01      | Fixed         | 29.45%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 480                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-2632.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3291148.SRDUP                                      | L3291148.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1747 | PA      | $1752.85      | 0.00%             | 2027-07-19      | Fixed         | 14.82%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 11/05/25 P24700                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-5850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 11/05/25 P24800                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-7320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214386240.SRDLC                                     | 214386240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1422 | PA      | $1383.83      | 0.00%             | 2027-02-21      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214574310.SRDLC                                     | 214574310.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9521 | PA      | $9128.62      | 0.00%             | 2030-03-31      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 63.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -75 | NC      | $-14250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5385948.SRDUP                                     | FW5385948.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10536 | PA      | $9991.98      | 0.00%             | 2030-05-23      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| L3291740.SRDUP                                      | L3291740.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6804 | PA      | $6886.52      | 0.00%             | 2027-07-19      | Fixed         | 23.24%                | Yes           |                  3 | On Loan: No      |
| 218305094.SRDLC                                     | 218305094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7211 | PA      | $7003.40      | 0.00%             | 2028-08-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219090131.SRDLC                                     | 219090131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3344 | PA      | $3267.92      | 0.00%             | 2027-08-14      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| DRB5583929.SRDUP                                    | DRB5583929.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2739 | PA      | $2647.81      | 0.00%             | 2030-07-02      | Fixed         | 30.13%                | Yes           |                  3 | On Loan: No      |
| FW3331725.SRDUP                                     | FW3331725.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       729 | PA      | $737.61       | 0.00%             | 2027-08-04      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| L5587041.SRDUP                                      | L5587041.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2623 | PA      | $2580.77      | 0.00%             | 2028-07-02      | Fixed         | 18.73%                | Yes           |                  3 | On Loan: No      |
| 186098721.SRDLC                                     | 186098721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10664 | PA      | $10617.93     | 0.00%             | 2027-02-11      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| L3500482.SRDUP                                      | L3500482.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4430 | PA      | $4442.10      | 0.00%             | 2027-10-13      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3501018.SRDUP                                      | L3501018.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4641 | PA      | $4639.83      | 0.00%             | 2027-10-13      | Fixed         | 10.44%                | Yes           |                  3 | On Loan: No      |
| 186448116.SRDLC                                     | 186448116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4305 | PA      | $4344.18      | 0.00%             | 2027-02-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187013586.SRDLC                                     | 187013586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2846 | PA      | $298.26       | 0.00%             | 2025-03-08      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| FW5385562.SRDUP                                     | FW5385562.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5628 | PA      | $5441.46      | 0.00%             | 2028-05-23      | Fixed         | 19.16%                | Yes           |                  3 | On Loan: No      |
| FW5582685.SRDUP                                     | FW5582685.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6180 | PA      | $6094.40      | 0.00%             | 2030-07-02      | Fixed         | 19.66%                | Yes           |                  3 | On Loan: No      |
| FW3910704.SRDUP                                     | FW3910704.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6852 | PA      | $6928.83      | 0.00%             | 2028-08-02      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| FW4008125.SRDUP                                     | FW4008125.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       934 | PA      | $933.12       | 0.00%             | 2026-10-06      | Fixed         | 21.15%                | Yes           |                  3 | On Loan: No      |
| L3336630.SRDUP                                      | L3336630.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1787 | PA      | $1789.79      | 0.00%             | 2027-08-08      | Fixed         | 14.29%                | Yes           |                  3 | On Loan: No      |
| L3500157.SRDUP                                      | L3500157.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1749 | PA      | $1751.50      | 0.00%             | 2027-10-28      | Fixed         | 18.67%                | Yes           |                  3 | On Loan: No      |
| L5007449.SRDUP                                      | L5007449.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22992 | PA      | $21862.32     | 0.00%             | 2030-02-06      | Fixed         | 21.93%                | Yes           |                  3 | On Loan: No      |
| L5008349.SRDUP                                      | L5008349.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3997 | PA      | $3869.53      | 0.00%             | 2030-02-07      | Fixed         | 16.52%                | Yes           |                  3 | On Loan: No      |
| DRB5578794.SRDUP                                    | DRB5578794.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3834 | PA      | $3667.51      | 0.00%             | 2028-07-01      | Fixed         | 28.26%                | Yes           |                  3 | On Loan: No      |
| DRB5578862.SRDUP                                    | DRB5578862.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6930 | PA      | $6763.57      | 0.00%             | 2030-07-01      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| L3335255.SRDUP                                      | L3335255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1382 | PA      | $1383.07      | 0.00%             | 2027-08-05      | Fixed         | 15.93%                | Yes           |                  3 | On Loan: No      |
| L3335293.SRDUP                                      | L3335293.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12190 | PA      | $7250.04      | 0.00%             | 2028-01-05      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| FW5187841.SRDUP                                     | FW5187841.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5613 | PA      | $5276.19      | 0.00%             | 2030-04-07      | Fixed         | 28.51%                | Yes           |                  3 | On Loan: No      |
| FW5189531.SRDUP                                     | FW5189531.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6213 | PA      | $3733.82      | 0.00%             | 2028-04-07      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| L3910069.SRDUP                                      | L3910069.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8605 | PA      | $8646.22      | 0.00%             | 2028-08-02      | Fixed         | 20.20%                | Yes           |                  3 | On Loan: No      |
| L3954362.SRDUP                                      | L3954362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1425.08      | 0.00%             | 2028-09-01      | Fixed         | 25.45%                | Yes           |                  3 | On Loan: No      |
| L5583740.SRDUP                                      | L5583740.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       950 | PA      | $927.09       | 0.00%             | 2030-07-02      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| L5587344.SRDUP                                      | L5587344.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6502 | PA      | $6343.04      | 0.00%             | 2030-07-02      | Fixed         | 20.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6635                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -24 | NC      | $-7200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6640                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-5760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -43 | NC      | $-12470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Dec25P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -13 | NC      | $-5590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204617295.SRDLC                                     | 204617295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3701 | PA      | $3711.10      | 0.00%             | 2027-10-13      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205005478.SRDLC                                     | 205005478.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       989 | PA      | $976.36       | 0.00%             | 2027-06-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4310                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-61360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4315                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -41 | NC      | $-46740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.1725                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -111 | NC      | $-1387.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.175                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -179 | NC      | $-1118.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3298313.SRDUP                                      | L3298313.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3958 | PA      | $575.46       | 0.00%             | 2027-12-21      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| L3320129.SRDUP                                      | L3320129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1595 | PA      | $1603.31      | 0.00%             | 2027-08-01      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| 9794476.SRDSQ                                       | 9794476.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22055 | PA      | $20354.94     | 0.00%             | 2027-03-13      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 9819511.SRDSQ                                       | 9819511.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $783.11       | 0.00%             | 2027-03-19      | Fixed         | 5.52%                 | Yes           |                  3 | On Loan: No      |
| FW3310751.SRDUP                                     | FW3310751.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2240 | PA      | $2251.92      | 0.00%             | 2027-07-26      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| FW3310837.SRDUP                                     | FW3310837.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16724 | PA      | $17093.19     | 0.00%             | 2028-05-26      | Fixed         | 25.22%                | Yes           |                  3 | On Loan: No      |
| 215763554.SRDLC                                     | 215763554.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3170 | PA      | $3064.88      | 0.00%             | 2027-04-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 217872765.SRDLC                                     | 217872765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7236 | PA      | $6899.71      | 0.00%             | 2028-07-02      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| L5010147.SRDUP                                      | L5010147.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1570 | PA      | $1464.79      | 0.00%             | 2030-02-07      | Fixed         | 23.22%                | Yes           |                  3 | On Loan: No      |
| L5177120.SRDUP                                      | L5177120.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2223 | PA      | $1211.63      | 0.00%             | 2028-04-03      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUD/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-38778.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       425 | NC      | $-928819.49   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| 205170016.SRDLC                                     | 205170016.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       122 | PA      | $121.85       | 0.00%             | 2025-11-20      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205782534.SRDLC                                     | 205782534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10662 | PA      | $10511.37     | 0.00%             | 2026-12-18      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| DRB5177029.SRDUP                                    | DRB5177029.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34439 | PA      | $10001.55     | 0.00%             | 2030-04-03      | Fixed         | 30.45%                | Yes           |                  3 | On Loan: No      |
| DRB5378098.SRDUP                                    | DRB5378098.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $1813.11      | 0.00%             | 2030-05-22      | Fixed         | 31.20%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4320                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-23100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4325                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-22260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.1775                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -292 | NC      | $-1825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.18                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -294 | NC      | $-1837.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3341835.SRDUP                                     | FW3341835.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       975 | PA      | $973.94       | 0.00%             | 2027-08-09      | Fixed         | 9.73%                 | Yes           |                  3 | On Loan: No      |
| FW3341930.SRDUP                                     | FW3341930.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3285 | PA      | $3290.13      | 0.00%             | 2027-08-09      | Fixed         | 17.77%                | Yes           |                  3 | On Loan: No      |
| L5386322.SRDUP                                      | L5386322.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1052 | PA      | $952.61       | 0.00%             | 2030-05-23      | Fixed         | 21.60%                | Yes           |                  3 | On Loan: No      |
| L5578512.SRDUP                                      | L5578512.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8624 | PA      | $8528.29      | 0.00%             | 2030-07-01      | Fixed         | 18.23%                | Yes           |                  3 | On Loan: No      |
| FW4008692.SRDUP                                     | FW4008692.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1455 | PA      | $1467.47      | 0.00%             | 2028-10-06      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| FW5004808.SRDUP                                     | FW5004808.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8100 | PA      | $7744.29      | 0.00%             | 2028-02-06      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| FW5584382.SRDUP                                     | FW5584382.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5973 | PA      | $5724.65      | 0.00%             | 2030-07-02      | Fixed         | 32.02%                | Yes           |                  3 | On Loan: No      |
| L3309449.SRDUP                                      | L3309449.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1476 | PA      | $1483.97      | 0.00%             | 2027-07-26      | Fixed         | 14.45%                | Yes           |                  3 | On Loan: No      |
| 218814979.SRDLC                                     | 218814979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4671 | PA      | $4525.24      | 0.00%             | 2027-08-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219063396.SRDLC                                     | 219063396.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9368 | PA      | $8986.00      | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5582504.SRDUP                                      | L5582504.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11623 | PA      | $11494.65     | 0.00%             | 2030-07-01      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| 186887274.SRDLC                                     | 186887274.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2658 | PA      | $278.61       | 0.00%             | 2025-03-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| L5178112.SRDUP                                      | L5178112.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11336 | PA      | $10629.08     | 0.00%             | 2030-04-03      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| L5179415.SRDUP                                      | L5179415.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       870 | PA      | $833.61       | 0.00%             | 2028-04-03      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| L3337784.SRDUP                                      | L3337784.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5058 | PA      | $1036.84      | 0.00%             | 2027-08-08      | Fixed         | 24.07%                | Yes           |                  3 | On Loan: No      |
| L3500458.SRDUP                                      | L3500458.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4123 | PA      | $4133.52      | 0.00%             | 2027-10-13      | Fixed         | 19.10%                | Yes           |                  3 | On Loan: No      |
| FW5381350.SRDUP                                     | FW5381350.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10517 | PA      | $10059.29     | 0.00%             | 2030-05-22      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| FW5384116.SRDUP                                     | FW5384116.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4319 | PA      | $4112.80      | 0.00%             | 2030-05-23      | Fixed         | 27.88%                | Yes           |                  3 | On Loan: No      |
| L3328586.SRDUP                                      | L3328586.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2684 | PA      | $2684.98      | 0.00%             | 2027-08-03      | Fixed         | 17.20%                | Yes           |                  3 | On Loan: No      |
| L3331252.SRDUP                                      | L3331252.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2326 | PA      | $2339.86      | 0.00%             | 2027-08-08      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1044                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -103 | NC      | $-5793.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 15.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -240 | NC      | $-34944.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6650                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-37000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6700                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-23250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3291812.SRDUP                                      | L3291812.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2194 | PA      | $2203.27      | 0.00%             | 2027-07-22      | Fixed         | 17.77%                | Yes           |                  3 | On Loan: No      |
| L3305582.SRDUP                                      | L3305582.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1452 | PA      | $1454.23      | 0.00%             | 2027-07-25      | Fixed         | 11.14%                | Yes           |                  3 | On Loan: No      |
| L3500563.SRDUP                                      | L3500563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5439 | PA      | $5453.48      | 0.00%             | 2027-10-25      | Fixed         | 14.02%                | Yes           |                  3 | On Loan: No      |
| L3542853.SRDUP                                      | L3542853.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4240 | PA      | $4277.23      | 0.00%             | 2027-11-02      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| 9831549.SRDSQ                                       | 9831549.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21142 | PA      | $19518.93     | 0.00%             | 2027-03-23      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9832303.SRDSQ                                       | 9832303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43965 | PA      | $41457.37     | 0.00%             | 2027-03-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187660527.SRDLC                                     | 187660527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6025 | PA      | $631.44       | 0.00%             | 2027-04-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187936291.SRDLC                                     | 187936291.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1947 | PA      | $1943.92      | 0.00%             | 2027-04-05      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.1825                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -306 | NC      | $-1912.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.185                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -390 | NC      | $-2437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5380132.SRDUP                                      | L5380132.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2666 | PA      | $2524.08      | 0.00%             | 2030-05-22      | Fixed         | 26.27%                | Yes           |                  3 | On Loan: No      |
| L5382812.SRDUP                                      | L5382812.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10807 | PA      | $10489.65     | 0.00%             | 2028-05-22      | Fixed         | 16.79%                | Yes           |                  3 | On Loan: No      |
| L3343140.SRDUP                                      | L3343140.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4457 | PA      | $4521.92      | 0.00%             | 2027-08-10      | Fixed         | 19.76%                | Yes           |                  3 | On Loan: No      |
| L3500820.SRDUP                                      | L3500820.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       572 | PA      | $573.39       | 0.00%             | 2027-10-13      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 11/05/25 P24900                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-9300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 11/05/25 P25000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-5955.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6750                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-33750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6800                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -55 | NC      | $-12650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5580180.SRDUP                                      | L5580180.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8194 | PA      | $8079.37      | 0.00%             | 2030-07-01      | Fixed         | 14.72%                | Yes           |                  3 | On Loan: No      |
| 187699788.SRDLC                                     | 187699788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22312 | PA      | $4143.39      | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| DRB4997220.SRDUP                                    | DRB4997220.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3925 | PA      | $3645.23      | 0.00%             | 2030-02-04      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| DRB5000530.SRDUP                                    | DRB5000530.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1606 | PA      | $1495.74      | 0.00%             | 2030-02-04      | Fixed         | 30.50%                | Yes           |                  3 | On Loan: No      |
| 188369317.SRDLC                                     | 188369317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12736 | PA      | $12604.37     | 0.00%             | 2027-04-22      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 191666463.SRDLC                                     | 191666463.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3284 | PA      | $3325.34      | 0.00%             | 2027-08-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3541988.SRDUP                                      | L3541988.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1913 | PA      | $1933.73      | 0.00%             | 2027-11-01      | Fixed         | 18.94%                | Yes           |                  3 | On Loan: No      |
| L3909902.SRDUP                                      | L3909902.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1428 | PA      | $1417.36      | 0.00%             | 2026-08-02      | Fixed         | 15.63%                | Yes           |                  3 | On Loan: No      |
| L4008561.SRDUP                                      | L4008561.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1958 | PA      | $1962.76      | 0.00%             | 2028-10-06      | Fixed         | 22.42%                | Yes           |                  3 | On Loan: No      |
| L4998475.SRDUP                                      | L4998475.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4601 | PA      | $4314.86      | 0.00%             | 2030-02-19      | Fixed         | 22.22%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 6850                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 7700                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5581735.SRDUP                                    | DRB5581735.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1532 | PA      | $1467.82      | 0.00%             | 2030-07-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW3301910.SRDUP                                     | FW3301910.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5804 | PA      | $5937.24      | 0.00%             | 2027-07-22      | Fixed         | 27.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.1875                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -57 | NC      | $-356.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.19                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -201 | NC      | $-1256.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 7750                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -60 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 7800                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-480.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 11/05/25 P25100                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-5170.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -840 | NC      | $-1844220.80  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| L5583751.SRDUP                                      | L5583751.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5543 | PA      | $5415.56      | 0.00%             | 2030-07-02      | Fixed         | 22.48%                | Yes           |                  3 | On Loan: No      |
| 186443751.SRDLC                                     | 186443751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11300 | PA      | $0.00         | 0.00%             | 2024-07-17      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 16                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -275 | NC      | $-30800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 16.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -250 | NC      | $-22400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3909787.SRDUP                                      | L3909787.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12077 | PA      | $12042.43     | 0.00%             | 2028-08-02      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L3913346.SRDUP                                      | L3913346.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17036 | PA      | $17149.53     | 0.00%             | 2028-08-04      | Fixed         | 19.98%                | Yes           |                  3 | On Loan: No      |
| FW3342541.SRDUP                                     | FW3342541.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       965 | PA      | $963.49       | 0.00%             | 2027-08-09      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| FW3344973.SRDUP                                     | FW3344973.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1898 | PA      | $1914.28      | 0.00%             | 2027-08-10      | Fixed         | 24.83%                | Yes           |                  3 | On Loan: No      |
| 219111881.SRDLC                                     | 219111881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2314 | PA      | $2262.33      | 0.00%             | 2027-08-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 219134514.SRDLC                                     | 219134514.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17826 | PA      | $17086.13     | 0.00%             | 2031-08-18      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 187782545.SRDLC                                     | 187782545.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5595 | PA      | $5641.36      | 0.00%             | 2027-03-30      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 188180458.SRDLC                                     | 188180458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7427 | PA      | $7472.08      | 0.00%             | 2027-10-20      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 7850                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-600.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 7900                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -60 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186552069.SRDLC                                     | 186552069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13765 | PA      | $13737.86     | 0.00%             | 2027-02-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 187077933.SRDLC                                     | 187077933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3395 | PA      | $3409.74      | 0.00%             | 2027-03-03      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| FW3344364.SRDUP                                     | FW3344364.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2212 | PA      | $2232.04      | 0.00%             | 2027-08-12      | Fixed         | 22.98%                | Yes           |                  3 | On Loan: No      |
| FW3501310.SRDUP                                     | FW3501310.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       735 | PA      | $752.85       | 0.00%             | 2028-03-21      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 16.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -425 | NC      | $-28560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 16.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -275 | NC      | $-15400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3913597.SRDUP                                      | L3913597.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12398 | PA      | $12437.94     | 0.00%             | 2028-08-04      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| L4998215.SRDUP                                      | L4998215.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17117 | PA      | $16063.64     | 0.00%             | 2030-02-04      | Fixed         | 22.91%                | Yes           |                  3 | On Loan: No      |
| L3312347.SRDUP                                      | L3312347.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4202 | PA      | $4211.13      | 0.00%             | 2027-07-27      | Fixed         | 12.73%                | Yes           |                  3 | On Loan: No      |
| L3331769.SRDUP                                      | L3331769.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7351 | PA      | $7354.56      | 0.00%             | 2027-08-04      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.1925                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-156.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186390394.SRDLC                                     | 186390394.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5858 | PA      | $5997.19      | 0.00%             | 2027-02-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW5580869.SRDUP                                     | FW5580869.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11063 | PA      | $10941.18     | 0.00%             | 2030-07-01      | Fixed         | 20.04%                | Yes           |                  3 | On Loan: No      |
| FW5582538.SRDUP                                     | FW5582538.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4202 | PA      | $4062.28      | 0.00%             | 2030-07-02      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 7950                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -81 | NC      | $-1620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 188800045.SRDLC                                     | 188800045.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13188 | PA      | $12948.33     | 0.00%             | 2027-04-26      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 191786026.SRDLC                                     | 191786026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18628 | PA      | $18495.05     | 0.00%             | 2027-08-04      | Fixed         | 16.79%                | Yes           |                  3 | On Loan: No      |
| 206754380.SRDLC                                     | 206754380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5152 | PA      | $4992.44      | 0.00%             | 2028-03-06      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 207184380.SRDLC                                     | 207184380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7447 | PA      | $7225.20      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3541863.SRDUP                                     | FW3541863.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3956 | PA      | $3998.79      | 0.00%             | 2027-11-01      | Fixed         | 22.30%                | Yes           |                  3 | On Loan: No      |
| FW3542644.SRDUP                                     | FW3542644.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1052 | PA      | $1060.11      | 0.00%             | 2027-11-02      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| L3911680.SRDUP                                      | L3911680.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7715 | PA      | $7693.80      | 0.00%             | 2028-08-03      | Fixed         | 18.69%                | Yes           |                  3 | On Loan: No      |
| L3911913.SRDUP                                      | L3911913.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1381 | PA      | $1384.93      | 0.00%             | 2028-08-03      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jan26C 535                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -74 | NC      | $-253450.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jan26C 615                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-487.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3319826.SRDUP                                      | L3319826.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6977 | PA      | $6977.91      | 0.00%             | 2027-08-01      | Fixed         | 15.29%                | Yes           |                  3 | On Loan: No      |
| L3320197.SRDUP                                      | L3320197.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10841 | PA      | $10839.86     | 0.00%             | 2027-08-01      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3911996.SRDUP                                      | L3911996.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18503 | PA      | $18453.53     | 0.00%             | 2028-08-03      | Fixed         | 15.89%                | Yes           |                  3 | On Loan: No      |
| L3913596.SRDUP                                      | L3913596.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        12 | PA      | $12.11        | 0.00%             | 2028-08-04      | Fixed         | 12.87%                | Yes           |                  3 | On Loan: No      |
| DRB5001704.SRDUP                                    | DRB5001704.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4408 | PA      | $4095.83      | 0.00%             | 2030-02-05      | Fixed         | 32.13%                | Yes           |                  3 | On Loan: No      |
| DRB5006719.SRDUP                                    | DRB5006719.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2532 | PA      | $2355.42      | 0.00%             | 2030-02-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| L3325322.SRDUP                                      | L3325322.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4593 | PA      | $4616.74      | 0.00%             | 2027-08-02      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3334163.SRDUP                                      | L3334163.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       761 | PA      | $766.20       | 0.00%             | 2027-08-05      | Fixed         | 23.85%                | Yes           |                  3 | On Loan: No      |
| 219993108.SRDLC                                     | 219993108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4895 | PA      | $4771.43      | 0.00%             | 2028-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220004563.SRDLC                                     | 220004563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7412 | PA      | $7263.30      | 0.00%             | 2027-09-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 191744435.SRDLC                                     | 191744435.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1641 | PA      | $171.97       | 0.00%             | 2027-07-29      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 203647546.SRDLC                                     | 203647546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13857 | PA      | $14152.69     | 0.00%             | 2028-09-05      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8050                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8100                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207945271.SRDLC                                     | 207945271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3120 | PA      | $3013.95      | 0.00%             | 2027-04-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 208055965.SRDLC                                     | 208055965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11069 | PA      | $10921.51     | 0.00%             | 2029-04-30      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| L4999967.SRDUP                                      | L4999967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       983 | PA      | $934.31       | 0.00%             | 2030-02-04      | Fixed         | 19.67%                | Yes           |                  3 | On Loan: No      |
| L5384222.SRDUP                                      | L5384222.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       975 | PA      | $939.83       | 0.00%             | 2028-05-23      | Fixed         | 18.28%                | Yes           |                  3 | On Loan: No      |
| FW3911503.SRDUP                                     | FW3911503.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3523 | PA      | $3564.11      | 0.00%             | 2028-08-03      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| FW4011508.SRDUP                                     | FW4011508.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4813 | PA      | $4797.86      | 0.00%             | 2028-10-10      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 17                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -126 | NC      | $-4233.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 17.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-2520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5008401.SRDUP                                    | DRB5008401.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       890 | PA      | $190.80       | 0.00%             | 2030-02-07      | Fixed         | 32.27%                | Yes           |                  3 | On Loan: No      |
| DRB5009847.SRDUP                                    | DRB5009847.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21109 | PA      | $19637.64     | 0.00%             | 2030-02-07      | Fixed         | 31.25%                | Yes           |                  3 | On Loan: No      |
| 204974638.SRDLC                                     | 204974638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14981 | PA      | $14710.36     | 0.00%             | 2028-11-03      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 204995091.SRDLC                                     | 204995091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4871 | PA      | $5056.48      | 0.00%             | 2028-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8150                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8200                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187569851.SRDLC                                     | 187569851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7798 | PA      | $8283.40      | 0.00%             | 2027-08-29      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 192622579.SRDLC                                     | 192622579.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11235 | PA      | $11198.91     | 0.00%             | 2027-08-23      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 219092147.SRDLC                                     | 219092147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5573 | PA      | $5406.44      | 0.00%             | 2028-08-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 219189840.SRDLC                                     | 219189840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5594 | PA      | $5423.40      | 0.00%             | 2027-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205300582.SRDLC                                     | 205300582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8239 | PA      | $863.43       | 0.00%             | 2026-11-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 206672974.SRDLC                                     | 206672974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11886 | PA      | $1245.68      | 0.00%             | 2027-02-12      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| CBM4008158.SRDUP                                    | CBM4008158.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24953 | PA      | $25034.36     | 0.00%             | 2028-10-06      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| CBM4013922.SRDUP                                    | CBM4013922.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4547 | PA      | $4594.43      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW4999594.SRDUP                                     | FW4999594.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1294 | PA      | $1267.95      | 0.00%             | 2028-02-04      | Fixed         | 12.64%                | Yes           |                  3 | On Loan: No      |
| FW5009868.SRDUP                                     | FW5009868.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1787 | PA      | $1718.61      | 0.00%             | 2028-02-07      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| L3954459.SRDUP                                      | L3954459.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       996 | PA      | $994.21       | 0.00%             | 2028-09-01      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| L3956297.SRDUP                                      | L3956297.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $1064.59      | 0.00%             | 2028-09-05      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3332224.SRDUP                                      | L3332224.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       659 | PA      | $662.99       | 0.00%             | 2027-08-04      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| L3334786.SRDUP                                      | L3334786.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3491 | PA      | $3493.67      | 0.00%             | 2027-08-06      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| L5584804.SRDUP                                      | L5584804.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6479 | PA      | $6408.81      | 0.00%             | 2030-07-02      | Fixed         | 16.13%                | Yes           |                  3 | On Loan: No      |
| 186985079.SRDLC                                     | 186985079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8673 | PA      | $908.98       | 0.00%             | 2027-07-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194678308.SRDLC                                     | 194678308.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4796 | PA      | $502.63       | 0.00%             | 2027-10-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 194755673.SRDLC                                     | 194755673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3282 | PA      | $3345.73      | 0.00%             | 2027-10-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L3912433.SRDUP                                      | L3912433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       684 | PA      | $684.85       | 0.00%             | 2028-08-03      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| L3913562.SRDUP                                      | L3913562.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18818 | PA      | $18774.52     | 0.00%             | 2028-08-04      | Fixed         | 15.96%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 17.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 17.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -53 | NC      | $-1187.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5004620.SRDUP                                      | L5004620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4931 | PA      | $4686.42      | 0.00%             | 2030-02-05      | Fixed         | 18.67%                | Yes           |                  3 | On Loan: No      |
| L5008303.SRDUP                                      | L5008303.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       777 | PA      | $747.59       | 0.00%             | 2028-02-07      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8250                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8350                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -76 | NC      | $-760.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187914262.SRDLC                                     | 187914262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9395 | PA      | $9882.33      | 0.00%             | 2027-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188180817.SRDLC                                     | 188180817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7041 | PA      | $6966.47      | 0.00%             | 2027-04-18      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| FW5178830.SRDUP                                     | FW5178830.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11690 | PA      | $11117.37     | 0.00%             | 2030-04-03      | Fixed         | 17.82%                | Yes           |                  3 | On Loan: No      |
| FW5181293.SRDUP                                     | FW5181293.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3156 | PA      | $2962.36      | 0.00%             | 2030-04-04      | Fixed         | 32.25%                | Yes           |                  3 | On Loan: No      |
| 206945566.SRDLC                                     | 206945566.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1693 | PA      | $1638.82      | 0.00%             | 2027-03-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207488823.SRDLC                                     | 207488823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2374 | PA      | $2278.34      | 0.00%             | 2027-04-01      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8400                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8450                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5009785.SRDUP                                      | L5009785.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10484 | PA      | $9841.69      | 0.00%             | 2030-02-07      | Fixed         | 21.94%                | Yes           |                  3 | On Loan: No      |
| L5010180.SRDUP                                      | L5010180.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13734 | PA      | $13062.85     | 0.00%             | 2030-02-07      | Fixed         | 21.16%                | Yes           |                  3 | On Loan: No      |
| 205216927.SRDLC                                     | 205216927.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       324 | PA      | $325.29       | 0.00%             | 2025-11-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205288618.SRDLC                                     | 205288618.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5342 | PA      | $5380.86      | 0.00%             | 2026-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3954255.SRDUP                                      | L3954255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3112 | PA      | $3099.76      | 0.00%             | 2028-09-01      | Fixed         | 18.60%                | Yes           |                  3 | On Loan: No      |
| L4008234.SRDUP                                      | L4008234.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17790 | PA      | $17854.33     | 0.00%             | 2028-10-06      | Fixed         | 20.38%                | Yes           |                  3 | On Loan: No      |
| FW5008422.SRDUP                                     | FW5008422.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3094 | PA      | $2878.05      | 0.00%             | 2030-02-07      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| FW5008565.SRDUP                                     | FW5008565.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6108 | PA      | $5686.54      | 0.00%             | 2030-02-07      | Fixed         | 25.08%                | Yes           |                  3 | On Loan: No      |
| FW5586589.SRDUP                                     | FW5586589.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2242 | PA      | $2190.53      | 0.00%             | 2030-07-05      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L3295719.SRDUP                                      | L3295719.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       764 | PA      | $777.18       | 0.00%             | 2027-07-20      | Fixed         | 21.80%                | Yes           |                  3 | On Loan: No      |
| 204682690.SRDLC                                     | 204682690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6795 | PA      | $7102.24      | 0.00%             | 2028-10-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204836877.SRDLC                                     | 204836877.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       809 | PA      | $814.08       | 0.00%             | 2026-10-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207926442.SRDLC                                     | 207926442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12948 | PA      | $12642.65     | 0.00%             | 2029-04-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210368239.SRDLC                                     | 210368239.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1251 | PA      | $131.05       | 0.00%             | 2027-09-04      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205729747.SRDLC                                     | 205729747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8464 | PA      | $8335.86      | 0.00%             | 2026-12-08      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 206613496.SRDLC                                     | 206613496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2736 | PA      | $2686.79      | 0.00%             | 2027-02-08      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| L3304654.SRDUP                                      | L3304654.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1506 | PA      | $1506.94      | 0.00%             | 2028-05-25      | Fixed         | 20.58%                | Yes           |                  3 | On Loan: No      |
| L3305587.SRDUP                                      | L3305587.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1917 | PA      | $1947.28      | 0.00%             | 2028-05-25      | Fixed         | 24.27%                | Yes           |                  3 | On Loan: No      |
| FW3312539.SRDUP                                     | FW3312539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4606 | PA      | $4697.87      | 0.00%             | 2027-07-27      | Fixed         | 18.94%                | Yes           |                  3 | On Loan: No      |
| FW3332008.SRDUP                                     | FW3332008.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       731 | PA      | $735.02       | 0.00%             | 2027-08-15      | Fixed         | 26.27%                | Yes           |                  3 | On Loan: No      |
| FW3331977.SRDUP                                     | FW3331977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1301 | PA      | $1301.23      | 0.00%             | 2027-08-04      | Fixed         | 16.55%                | Yes           |                  3 | On Loan: No      |
| FW3345070.SRDUP                                     | FW3345070.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       876 | PA      | $889.59       | 0.00%             | 2027-08-10      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8500                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -59 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8600                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -59 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210695929.SRDLC                                     | 210695929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4847 | PA      | $4604.30      | 0.00%             | 2027-09-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 210779814.SRDLC                                     | 210779814.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       714 | PA      | $676.33       | 0.00%             | 2027-09-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211273113.SRDLC                                     | 211273113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19509 | PA      | $19149.81     | 0.00%             | 2027-10-01      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211332366.SRDLC                                     | 211332366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17994 | PA      | $17010.94     | 0.00%             | 2029-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L4984825.SRDUP                                      | L4984825.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8967 | PA      | $8681.48      | 0.00%             | 2030-02-17      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| L4996409.SRDUP                                      | L4996409.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4168 | PA      | $3880.40      | 0.00%             | 2030-02-03      | Fixed         | 22.96%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 18                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 18.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211265659.SRDLC                                     | 211265659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5627 | PA      | $5535.52      | 0.00%             | 2026-10-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 213675537.SRDLC                                     | 213675537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11744 | PA      | $11181.73     | 0.00%             | 2030-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 220064596.SRDLC                                     | 220064596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24082 | PA      | $23600.00     | 0.00%             | 2027-09-16      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8354991.SRDSQ                                       | 8354991.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1265 | PA      | $284.21       | 0.00%             | 2026-05-06      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| L3342287.SRDUP                                      | L3342287.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3057 | PA      | $3099.87      | 0.00%             | 2027-08-09      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| L3342459.SRDUP                                      | L3342459.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5396 | PA      | $784.65       | 0.00%             | 2027-08-09      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L3956751.SRDUP                                      | L3956751.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4756 | PA      | $4772.23      | 0.00%             | 2028-09-05      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| L4008005.SRDUP                                      | L4008005.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4413 | PA      | $4194.21      | 0.00%             | 2028-10-15      | Fixed         | 19.80%                | Yes           |                  3 | On Loan: No      |
| L3312122.SRDUP                                      | L3312122.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3446 | PA      | $3464.52      | 0.00%             | 2027-07-27      | Fixed         | 13.66%                | Yes           |                  3 | On Loan: No      |
| L3325286.SRDUP                                      | L3325286.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2644 | PA      | $2642.07      | 0.00%             | 2027-08-02      | Fixed         | 12.54%                | Yes           |                  3 | On Loan: No      |
| 187518895.SRDLC                                     | 187518895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3384 | PA      | $3507.67      | 0.00%             | 2027-03-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 191446786.SRDLC                                     | 191446786.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4778 | PA      | $500.72       | 0.00%             | 2027-07-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| DRB4987263.SRDUP                                    | DRB4987263.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6628 | PA      | $6170.93      | 0.00%             | 2030-02-03      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| DRB4996266.SRDUP                                    | DRB4996266.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2671 | PA      | $2506.37      | 0.00%             | 2028-02-03      | Fixed         | 25.42%                | Yes           |                  3 | On Loan: No      |
| FW4012524.SRDUP                                     | FW4012524.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2248 | PA      | $2278.94      | 0.00%             | 2028-10-10      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW5008581.SRDUP                                     | FW5008581.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11064 | PA      | $10389.08     | 0.00%             | 2030-07-07      | Fixed         | 30.71%                | Yes           |                  3 | On Loan: No      |
| FW5177086.SRDUP                                     | FW5177086.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9459 | PA      | $8836.04      | 0.00%             | 2030-04-03      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| FW5382564.SRDUP                                     | FW5382564.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6424 | PA      | $6248.69      | 0.00%             | 2030-05-23      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| L3337295.SRDUP                                      | L3337295.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14196 | PA      | $4292.16      | 0.00%             | 2027-08-08      | Fixed         | 18.29%                | Yes           |                  3 | On Loan: No      |
| L3342549.SRDUP                                      | L3342549.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       707 | PA      | $707.80       | 0.00%             | 2027-08-09      | Fixed         | 17.64%                | Yes           |                  3 | On Loan: No      |
| 214917602.SRDLC                                     | 214917602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5476 | PA      | $5219.06      | 0.00%             | 2029-03-12      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 216072382.SRDLC                                     | 216072382.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21632 | PA      | $20338.31     | 0.00%             | 2028-05-12      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 191847136.SRDLC                                     | 191847136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4315 | PA      | $452.18       | 0.00%             | 2025-07-25      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 192165868.SRDLC                                     | 192165868.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6533 | PA      | $684.69       | 0.00%             | 2027-08-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3335330.SRDUP                                      | L3335330.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2211 | PA      | $2210.27      | 0.00%             | 2027-08-05      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| L3500271.SRDUP                                      | L3500271.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22047 | PA      | $22070.39     | 0.00%             | 2027-10-13      | Fixed         | 13.28%                | Yes           |                  3 | On Loan: No      |
| 211420037.SRDLC                                     | 211420037.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29257 | PA      | $28595.29     | 0.00%             | 2029-10-11      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211474987.SRDLC                                     | 211474987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10907 | PA      | $10391.63     | 0.00%             | 2027-10-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| FW3393823.SRDUP                                     | FW3393823.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24464 | PA      | $1755.36      | 0.00%             | 2027-09-16      | Fixed         | 29.39%                | Yes           |                  3 | On Loan: No      |
| FW3542332.SRDUP                                     | FW3542332.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4627 | PA      | $4667.36      | 0.00%             | 2027-11-01      | Fixed         | 25.85%                | Yes           |                  3 | On Loan: No      |
| 211504339.SRDLC                                     | 211504339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       734 | PA      | $689.73       | 0.00%             | 2027-10-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211621156.SRDLC                                     | 211621156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2710 | PA      | $2652.98      | 0.00%             | 2026-10-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211041204.SRDLC                                     | 211041204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1477 | PA      | $1421.24      | 0.00%             | 2027-09-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211247809.SRDLC                                     | 211247809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1524 | PA      | $1436.99      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3394096.SRDUP                                      | L3394096.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1082 | PA      | $1079.51      | 0.00%             | 2027-09-02      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| L3402156.SRDUP                                      | L3402156.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13359 | PA      | $13374.19     | 0.00%             | 2027-09-06      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| L3309493.SRDUP                                      | L3309493.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6983 | PA      | $1026.81      | 0.00%             | 2028-01-01      | Fixed         | 15.78%                | Yes           |                  3 | On Loan: No      |
| L3309767.SRDUP                                      | L3309767.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5061 | PA      | $5087.53      | 0.00%             | 2027-07-26      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| L3344903.SRDUP                                      | L3344903.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10079 | PA      | $10081.92     | 0.00%             | 2027-08-15      | Fixed         | 12.02%                | Yes           |                  3 | On Loan: No      |
| L3500831.SRDUP                                      | L3500831.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       816 | PA      | $825.59       | 0.00%             | 2027-10-13      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| 219127888.SRDLC                                     | 219127888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9596 | PA      | $9326.20      | 0.00%             | 2028-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 220023490.SRDLC                                     | 220023490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11912 | PA      | $11507.88     | 0.00%             | 2030-09-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L5177018.SRDUP                                      | L5177018.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7977 | PA      | $7532.68      | 0.00%             | 2030-04-03      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| L5379182.SRDUP                                      | L5379182.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13472 | PA      | $12890.10     | 0.00%             | 2030-05-22      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Dec25C 8750                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -59 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COP/USD FWD 20260114                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-361550.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| L3500488.SRDUP                                      | L3500488.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18876 | PA      | $3902.60      | 0.00%             | 2028-03-13      | Fixed         | 23.52%                | Yes           |                  3 | On Loan: No      |
| L3501150.SRDUP                                      | L3501150.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2753 | PA      | $2760.19      | 0.00%             | 2027-10-13      | Fixed         | 16.65%                | Yes           |                  3 | On Loan: No      |
| L4008533.SRDUP                                      | L4008533.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3291 | PA      | $3307.55      | 0.00%             | 2028-10-06      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| L4008732.SRDUP                                      | L4008732.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35892 | PA      | $36000.65     | 0.00%             | 2028-10-06      | Fixed         | 20.94%                | Yes           |                  3 | On Loan: No      |
| 193051775.SRDLC                                     | 193051775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2858 | PA      | $2883.07      | 0.00%             | 2027-09-01      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 193178177.SRDLC                                     | 193178177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15019 | PA      | $15102.94     | 0.00%             | 2027-09-21      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| FW3343908.SRDUP                                     | FW3343908.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1032 | PA      | $1051.06      | 0.00%             | 2027-08-10      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| FW3541991.SRDUP                                     | FW3541991.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1719 | PA      | $1762.49      | 0.00%             | 2027-11-01      | Fixed         | 33.42%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 18.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26P 12.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5003044.SRDUP                                      | L5003044.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41877 | PA      | $39285.44     | 0.00%             | 2030-02-05      | Fixed         | 22.29%                | Yes           |                  3 | On Loan: No      |
| L5008671.SRDUP                                      | L5008671.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1105 | PA      | $1052.48      | 0.00%             | 2030-02-07      | Fixed         | 19.90%                | Yes           |                  3 | On Loan: No      |
| 212155486.SRDLC                                     | 212155486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9326 | PA      | $977.34       | 0.00%             | 2026-11-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212395311.SRDLC                                     | 212395311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9046 | PA      | $8583.94      | 0.00%             | 2029-11-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L3336754.SRDUP                                      | L3336754.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       454 | PA      | $458.46       | 0.00%             | 2027-08-08      | Fixed         | 23.89%                | Yes           |                  3 | On Loan: No      |
| L3337164.SRDUP                                      | L3337164.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13807 | PA      | $13826.81     | 0.00%             | 2027-08-08      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| 220046844.SRDLC                                     | 220046844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11754 | PA      | $11472.10     | 0.00%             | 2028-09-30      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-2 Class A                                        | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3802000 | PA      | $3950848.30   | 0.20%             | 2026-06-05      | Floating      | 11.58%                | Yes           |                  2 | On Loan: No      |
| FW3394345.SRDUP                                     | FW3394345.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26429 | PA      | $25573.78     | 0.00%             | 2028-03-01      | Fixed         | 31.44%                | Yes           |                  3 | On Loan: No      |
| FW3501295.SRDUP                                     | FW3501295.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1144 | PA      | $1168.85      | 0.00%             | 2027-10-13      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| 211267565.SRDLC                                     | 211267565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3771 | PA      | $3531.75      | 0.00%             | 2027-10-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211568162.SRDLC                                     | 211568162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4572 | PA      | $4350.10      | 0.00%             | 2027-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3500779.SRDUP                                      | L3500779.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3822 | PA      | $3881.21      | 0.00%             | 2027-10-13      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L3542519.SRDUP                                      | L3542519.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3991 | PA      | $3994.84      | 0.00%             | 2027-11-01      | Fixed         | 13.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COP/USD FWD 20260114                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1061885.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jan26C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-8820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3896190.SRDUP                                      | L3896190.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4764 | PA      | $4775.40      | 0.00%             | 2028-08-02      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| L4010071.SRDUP                                      | L4010071.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11490 | PA      | $11450.73     | 0.00%             | 2028-10-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211664816.SRDLC                                     | 211664816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6975 | PA      | $6633.61      | 0.00%             | 2029-10-24      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212411115.SRDLC                                     | 212411115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5875 | PA      | $5572.07      | 0.00%             | 2027-11-20      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213594966.SRDLC                                     | 213594966.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1756 | PA      | $1678.67      | 0.00%             | 2029-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213639503.SRDLC                                     | 213639503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13970 | PA      | $13295.17     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jan26C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-6230.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 69                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -328 | NC      | $-8200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2024-1 Class A                                        | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3167000 | PA      | $3342926.85   | 0.17%             | 2028-04-07      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-1 Class A                                        | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3403000 | PA      | $3424438.90   | 0.18%             | 2026-04-07      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| 8372516.SRDSQ                                       | 8372516.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4202 | PA      | $3822.58      | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8415884.SRDSQ                                       | 8415884.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2058 | PA      | $1441.54      | 0.00%             | 2026-05-25      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| L3909971.SRDUP                                      | L3909971.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       872 | PA      | $869.75       | 0.00%             | 2028-08-02      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| L4008409.SRDUP                                      | L4008409.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10780 | PA      | $10804.65     | 0.00%             | 2028-10-06      | Fixed         | 21.11%                | Yes           |                  3 | On Loan: No      |
| L5587398.SRDUP                                      | L5587398.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5816 | PA      | $5753.07      | 0.00%             | 2030-07-02      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| 187137324.SRDLC                                     | 187137324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       930 | PA      | $97.50        | 0.00%             | 2025-03-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| L5008345.SRDUP                                      | L5008345.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15951 | PA      | $15331.72     | 0.00%             | 2030-02-07      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| L5008427.SRDUP                                      | L5008427.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22545 | PA      | $20981.81     | 0.00%             | 2030-02-07      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| L5001817.SRDUP                                      | L5001817.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6630 | PA      | $6167.44      | 0.00%             | 2030-02-05      | Fixed         | 25.93%                | Yes           |                  3 | On Loan: No      |
| L5006362.SRDUP                                      | L5006362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5492 | PA      | $5318.29      | 0.00%             | 2030-02-06      | Fixed         | 19.82%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       871 | NC      | $1734615.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NOK/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1091283.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -494 | NC      | $-7410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -539 | NC      | $-8085.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26P 12.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-9800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26P 13                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -200 | NC      | $-22400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3401599.SRDUP                                      | L3401599.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3703 | PA      | $3706.91      | 0.00%             | 2027-09-06      | Fixed         | 17.43%                | Yes           |                  3 | On Loan: No      |
| L3909974.SRDUP                                      | L3909974.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3486 | PA      | $3472.66      | 0.00%             | 2028-08-02      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-1 Class B                                        | CUSIP: 80000XAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    811000 | PA      | $820083.20    | 0.04%             | 2026-04-07      | Floating      | 14.67%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-3 Class A                                        | CUSIP: 80000YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    604000 | PA      | $633777.20    | 0.03%             | 2027-04-07      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| L3501285.SRDUP                                      | L3501285.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1146 | PA      | $238.59       | 0.00%             | 2028-03-13      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3910116.SRDUP                                      | L3910116.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4652.19      | 0.00%             | 2028-08-02      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| L5177105.SRDUP                                      | L5177105.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1610 | PA      | $1509.49      | 0.00%             | 2030-04-03      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| L5178974.SRDUP                                      | L5178974.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1019 | PA      | $987.76       | 0.00%             | 2030-04-03      | Fixed         | 17.28%                | Yes           |                  3 | On Loan: No      |
| L5009927.SRDUP                                      | L5009927.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $1982.52      | 0.00%             | 2030-02-07      | Fixed         | 22.97%                | Yes           |                  3 | On Loan: No      |
| L5010329.SRDUP                                      | L5010329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5349 | PA      | $5021.63      | 0.00%             | 2030-02-07      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| 213835179.SRDLC                                     | 213835179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1170 | PA      | $1149.66      | 0.00%             | 2029-01-21      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213967001.SRDLC                                     | 213967001.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3235 | PA      | $3201.08      | 0.00%             | 2027-01-27      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| L4992465.SRDUP                                      | L4992465.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46785 | PA      | $44656.74     | 0.00%             | 2030-02-04      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| L5008504.SRDUP                                      | L5008504.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6586 | PA      | $6292.69      | 0.00%             | 2028-02-07      | Fixed         | 19.08%                | Yes           |                  3 | On Loan: No      |
| L3325038.SRDUP                                      | L3325038.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1314 | PA      | $1304.94      | 0.00%             | 2026-06-02      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L3338050.SRDUP                                      | L3338050.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       762 | PA      | $474.54       | 0.00%             | 2027-08-08      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| DRB5010170.SRDUP                                    | DRB5010170.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30496 | PA      | $28372.41     | 0.00%             | 2030-02-07      | Fixed         | 27.31%                | Yes           |                  3 | On Loan: No      |
| DRB5010190.SRDUP                                    | DRB5010190.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $5086.42      | 0.00%             | 2030-02-07      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| 204945030.SRDLC                                     | 204945030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2538 | PA      | $2531.03      | 0.00%             | 2026-11-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205070051.SRDLC                                     | 205070051.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       617 | PA      | $226.87       | 0.00%             | 2025-11-18      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187229868.SRDLC                                     | 187229868.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4029 | PA      | $422.19       | 0.00%             | 2025-03-21      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 187646351.SRDLC                                     | 187646351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       203 | PA      | $208.99       | 0.00%             | 2026-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213955142.SRDLC                                     | 213955142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15100 | PA      | $14398.49     | 0.00%             | 2028-02-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 218882070.SRDLC                                     | 218882070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4793 | PA      | $4607.07      | 0.00%             | 2028-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L5010330.SRDUP                                      | L5010330.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2391 | PA      | $2274.43      | 0.00%             | 2030-02-07      | Fixed         | 21.97%                | Yes           |                  3 | On Loan: No      |
| L5177335.SRDUP                                      | L5177335.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19526 | PA      | $18909.52     | 0.00%             | 2030-04-03      | Fixed         | 14.72%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26P 13.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-7840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-2050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NASDAQ 100 E-MINI Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -60 | NC      | $-879439.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PEN/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $771542.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L3911507.SRDUP                                      | L3911507.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3882 | PA      | $3901.13      | 0.00%             | 2028-08-03      | Fixed         | 19.51%                | Yes           |                  3 | On Loan: No      |
| L4008387.SRDUP                                      | L4008387.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2117 | PA      | $2110.40      | 0.00%             | 2028-10-06      | Fixed         | 18.96%                | Yes           |                  3 | On Loan: No      |
| L5176999.SRDUP                                      | L5176999.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $1161.88      | 0.00%             | 2030-04-03      | Fixed         | 19.54%                | Yes           |                  3 | On Loan: No      |
| L5385946.SRDUP                                      | L5385946.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10754 | PA      | $1031.35      | 0.00%             | 2030-05-23      | Fixed         | 19.82%                | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-2 Class A-1                                       | CUSIP: 80001AAA6<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    772000 | PA      | $818204.20    | 0.04%             | 2028-06-07      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2024-3 Class A                                         | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3588000 | PA      | $3647202.00   | 0.19%             | 2029-04-07      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| 214020481.SRDLC                                     | 214020481.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10936 | PA      | $10818.73     | 0.00%             | 2029-01-29      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214562156.SRDLC                                     | 214562156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25725 | PA      | $25011.65     | 0.00%             | 2028-03-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 72                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -296 | NC      | $-2960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25C 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3913266.SRDUP                                      | L3913266.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3977 | PA      | $3988.78      | 0.00%             | 2028-08-04      | Fixed         | 22.60%                | Yes           |                  3 | On Loan: No      |
| L3956273.SRDUP                                      | L3956273.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23566 | PA      | $22931.23     | 0.00%             | 2029-02-05      | Fixed         | 21.47%                | Yes           |                  3 | On Loan: No      |
| L5008386.SRDUP                                      | L5008386.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8436 | PA      | $8168.00      | 0.00%             | 2030-02-07      | Fixed         | 17.38%                | Yes           |                  3 | On Loan: No      |
| L5010218.SRDUP                                      | L5010218.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4958 | PA      | $4802.12      | 0.00%             | 2030-02-07      | Fixed         | 21.07%                | Yes           |                  3 | On Loan: No      |
| L5188643.SRDUP                                      | L5188643.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42446 | PA      | $40243.40     | 0.00%             | 2030-04-07      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| L5378188.SRDUP                                      | L5378188.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1908 | PA      | $1824.90      | 0.00%             | 2030-05-22      | Fixed         | 23.15%                | Yes           |                  3 | On Loan: No      |
| DRB5009386.SRDUP                                    | DRB5009386.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8035 | PA      | $7475.01      | 0.00%             | 2030-02-07      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| DRB5009952.SRDUP                                    | DRB5009952.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4633 | PA      | $276.66       | 0.00%             | 2028-02-07      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4330                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -49 | NC      | $-50470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4335                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -72 | NC      | $-72000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5386207.SRDUP                                      | L5386207.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5971 | PA      | $5880.54      | 0.00%             | 2030-05-23      | Fixed         | 12.10%                | Yes           |                  3 | On Loan: No      |
| L5581283.SRDUP                                      | L5581283.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14697 | PA      | $14333.42     | 0.00%             | 2030-07-01      | Fixed         | 21.60%                | Yes           |                  3 | On Loan: No      |
| 220074343.SRDLC                                     | 220074343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       965 | PA      | $945.55       | 0.00%             | 2027-09-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 7500971.SRDSQ                                       | 7500971.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10778 | PA      | $845.02       | 0.00%             | 2025-08-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| DRB5176596.SRDUP                                    | DRB5176596.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5604 | PA      | $5254.97      | 0.00%             | 2030-04-03      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| DRB5178694.SRDUP                                    | DRB5178694.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1918 | PA      | $1850.87      | 0.00%             | 2028-04-03      | Fixed         | 15.55%                | Yes           |                  3 | On Loan: No      |
| 203792186.SRDLC                                     | 203792186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5478 | PA      | $5496.75      | 0.00%             | 2027-09-05      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203912524.SRDLC                                     | 203912524.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15745 | PA      | $15515.31     | 0.00%             | 2028-09-11      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2024-3 Class B                                         | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3661000 | PA      | $3792612.95   | 0.20%             | 2029-04-07      | Floating      | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class A                                         | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   2268000 | PA      | $2336493.60   | 0.12%             | 2028-04-07      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25P 43                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-4650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25P 43.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-7785.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5382161.SRDUP                                      | L5382161.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11281 | PA      | $10792.76     | 0.00%             | 2030-05-22      | Fixed         | 21.33%                | Yes           |                  3 | On Loan: No      |
| L5385335.SRDUP                                      | L5385335.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3411 | PA      | $3290.65      | 0.00%             | 2028-05-23      | Fixed         | 21.80%                | Yes           |                  3 | On Loan: No      |
| 8354133.SRDSQ                                       | 8354133.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       317 | PA      | $310.88       | 0.00%             | 2026-05-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8392812.SRDSQ                                       | 8392812.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       630 | PA      | $49.39        | 0.00%             | 2026-05-18      | Fixed         | 5.01%                 | Yes           |                  3 | On Loan: No      |
| L5581990.SRDUP                                      | L5581990.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4397 | PA      | $4287.54      | 0.00%             | 2030-07-01      | Fixed         | 19.85%                | Yes           |                  3 | On Loan: No      |
| L5583003.SRDUP                                      | L5583003.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2638 | PA      | $2601.10      | 0.00%             | 2030-07-02      | Fixed         | 14.17%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -48 | NC      | $-960.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 63                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -718 | NC      | $-21540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204650247.SRDLC                                     | 204650247.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2111 | PA      | $2146.53      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204819660.SRDLC                                     | 204819660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7101 | PA      | $7270.46      | 0.00%             | 2026-10-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW5010143.SRDUP                                     | FW5010143.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9234 | PA      | $8590.48      | 0.00%             | 2030-02-07      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW5181478.SRDUP                                     | FW5181478.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2193 | PA      | $1041.87      | 0.00%             | 2030-04-04      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class A-2                                       | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1988000 | PA      | $2088891.00   | 0.11%             | 2030-04-08      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-1                                       | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1305000 | PA      | $1343367.00   | 0.07%             | 2028-04-07      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25P 43.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-27020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25P 43.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-14040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5385100.SRDUP                                      | L5385100.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5218 | PA      | $5078.88      | 0.00%             | 2030-05-23      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| L5386042.SRDUP                                      | L5386042.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2039 | PA      | $1983.74      | 0.00%             | 2028-05-23      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| L5385546.SRDUP                                      | L5385546.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1496 | PA      | $1475.96      | 0.00%             | 2028-05-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| L5386332.SRDUP                                      | L5386332.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11858 | PA      | $11541.45     | 0.00%             | 2030-05-23      | Fixed         | 19.22%                | Yes           |                  3 | On Loan: No      |
| 8408637.SRDSQ                                       | 8408637.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1259 | PA      | $766.21       | 0.00%             | 2026-05-22      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8605640.SRDSQ                                       | 8605640.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       395 | PA      | $357.16       | 0.00%             | 2026-07-09      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-2                                       | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3914000 | PA      | $4092282.70   | 0.21%             | 2030-04-08      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| 8796264.SRDSQ                                       | 8796264.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16474 | PA      | $7206.38      | 0.00%             | 2026-09-04      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -590 | NC      | $-35400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -521 | NC      | $-85965.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25P 44                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-7260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6620                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25 | NC      | $-6437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5587046.SRDUP                                      | L5587046.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11056 | PA      | $10844.92     | 0.00%             | 2030-07-02      | Fixed         | 19.41%                | Yes           |                  3 | On Loan: No      |
| 186880718.SRDLC                                     | 186880718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5568 | PA      | $5911.96      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8801763.SRDSQ                                       | 8801763.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19349 | PA      | $17341.76     | 0.00%             | 2026-09-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8807405.SRDSQ                                       | 8807405.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $926.71       | 0.00%             | 2026-09-06      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9049076.SRDSQ                                       | 9049076.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5953 | PA      | $5722.35      | 0.00%             | 2026-11-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9362029.SRDSQ                                       | 9362029.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1120 | PA      | $1006.91      | 0.00%             | 2027-01-21      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 205203505.SRDLC                                     | 205203505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5110 | PA      | $5183.36      | 0.00%             | 2027-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205279563.SRDLC                                     | 205279563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4696 | PA      | $4772.76      | 0.00%             | 2027-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L5006720.SRDUP                                      | L5006720.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       896 | PA      | $856.01       | 0.00%             | 2028-02-06      | Fixed         | 15.17%                | Yes           |                  3 | On Loan: No      |
| L5008574.SRDUP                                      | L5008574.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3189 | PA      | $3068.34      | 0.00%             | 2028-07-07      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| L5581326.SRDUP                                      | L5581326.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1218 | PA      | $1191.53      | 0.00%             | 2028-07-01      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| 186882814.SRDLC                                     | 186882814.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4022 | PA      | $3978.61      | 0.00%             | 2027-03-16      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 191786546.SRDLC                                     | 191786546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3384 | PA      | $3554.54      | 0.00%             | 2027-07-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192046955.SRDLC                                     | 192046955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3720 | PA      | $389.83       | 0.00%             | 2025-08-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205155057.SRDLC                                     | 205155057.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1724 | PA      | $1752.96      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205166955.SRDLC                                     | 205166955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3034 | PA      | $3058.90      | 0.00%             | 2027-11-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5179329.SRDUP                                      | L5179329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $1833.23      | 0.00%             | 2028-04-03      | Fixed         | 18.68%                | Yes           |                  3 | On Loan: No      |
| L5381917.SRDUP                                      | L5381917.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1900 | PA      | $1823.10      | 0.00%             | 2030-05-22      | Fixed         | 20.30%                | Yes           |                  3 | On Loan: No      |
| 9819340.SRDSQ                                       | 9819340.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1472 | PA      | $1397.84      | 0.00%             | 2027-03-19      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| CBM3958361.SRDUP                                    | CBM3958361.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       830 | PA      | $840.15       | 0.00%             | 2028-09-05      | Fixed         | 26.50%                | Yes           |                  3 | On Loan: No      |
| 187551152.SRDLC                                     | 187551152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4170 | PA      | $4461.76      | 0.00%             | 2028-01-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187616322.SRDLC                                     | 187616322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $4762.75      | 0.00%             | 2027-04-07      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | TWD/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $717939.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | USD/ZAR FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $228731.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FW5386094.SRDUP                                     | FW5386094.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5553 | PA      | $5262.66      | 0.00%             | 2030-05-23      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| FW5580430.SRDUP                                     | FW5580430.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3856 | PA      | $3801.78      | 0.00%             | 2030-07-01      | Fixed         | 17.01%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4340                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-48960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4345                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-69750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25C 72.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -95 | NC      | $-475.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25C 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -621 | NC      | $-3105.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187022209.SRDLC                                     | 187022209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3263 | PA      | $3447.27      | 0.00%             | 2027-03-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187683385.SRDLC                                     | 187683385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4916 | PA      | $5078.23      | 0.00%             | 2027-04-12      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205186295.SRDLC                                     | 205186295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       107 | PA      | $107.30       | 0.00%             | 2025-11-13      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205196087.SRDLC                                     | 205196087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5432 | PA      | $472.19       | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194389850.SRDLC                                     | 194389850.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        67 | PA      | $66.86        | 0.00%             | 2025-11-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204011230.SRDLC                                     | 204011230.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26392 | PA      | $26075.14     | 0.00%             | 2028-09-24      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C25                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-4000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C28                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-3100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -700 | NC      | $-297500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -613 | NC      | $-499595.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 187816052.SRDLC                                     | 187816052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $190.24       | 0.00%             | 2025-04-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187844022.SRDLC                                     | 187844022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7977 | PA      | $6381.20      | 0.00%             | 2027-04-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205640907.SRDLC                                     | 205640907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18832 | PA      | $18872.36     | 0.00%             | 2027-12-11      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205702987.SRDLC                                     | 205702987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11316 | PA      | $11087.64     | 0.00%             | 2028-12-28      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| CBM4011217.SRDUP                                    | CBM4011217.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       669 | PA      | $676.42       | 0.00%             | 2028-10-10      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| CBM4012576.SRDUP                                    | CBM4012576.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9261 | PA      | $9359.08      | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1710                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-10080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1725                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-14700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Nov25C 73.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -447 | NC      | $-2235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 193107288.SRDLC                                     | 193107288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14806 | PA      | $1551.66      | 0.00%             | 2027-08-31      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW5380546.SRDUP                                     | FW5380546.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1621 | PA      | $1550.27      | 0.00%             | 2030-05-22      | Fixed         | 22.79%                | Yes           |                  3 | On Loan: No      |
| FW5382359.SRDUP                                     | FW5382359.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4548 | PA      | $4335.41      | 0.00%             | 2028-05-23      | Fixed         | 30.40%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C29                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51 | NC      | $-2958.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C30                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -178 | NC      | $-9701.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Dec25P 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -134 | NC      | $-170180.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -98 | NC      | $-1192401.21  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| 204713085.SRDLC                                     | 204713085.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15425 | PA      | $16100.30     | 0.00%             | 2028-10-16      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 204769673.SRDLC                                     | 204769673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12278 | PA      | $12096.55     | 0.00%             | 2028-10-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 470                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 471                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-5750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3312292.SRDUP                                      | L3312292.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9721 | PA      | $9771.57      | 0.00%             | 2027-07-27      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| L3328160.SRDUP                                      | L3328160.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4263 | PA      | $4288.24      | 0.00%             | 2027-08-03      | Fixed         | 21.82%                | Yes           |                  3 | On Loan: No      |
| FW5576079.SRDUP                                     | FW5576079.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8105 | PA      | $7903.96      | 0.00%             | 2030-07-01      | Fixed         | 22.42%                | Yes           |                  3 | On Loan: No      |
| L3312110.SRDUP                                      | L3312110.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21946 | PA      | $22062.05     | 0.00%             | 2027-07-27      | Fixed         | 16.75%                | Yes           |                  3 | On Loan: No      |
| 205781049.SRDLC                                     | 205781049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11183 | PA      | $10953.54     | 0.00%             | 2028-12-18      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 207359134.SRDLC                                     | 207359134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20148 | PA      | $19728.69     | 0.00%             | 2029-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $-55685.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 432.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-2925.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204867254.SRDLC                                     | 204867254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26733 | PA      | $26269.08     | 0.00%             | 2028-10-26      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205164636.SRDLC                                     | 205164636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3491 | PA      | $3484.55      | 0.00%             | 2026-11-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C31                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -276 | NC      | $-14076.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C32                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1366 | NC      | $-66934.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1735                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-9380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1750                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-11700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 472                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 473                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-12112.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3312209.SRDUP                                      | L3312209.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1460 | PA      | $212.33       | 0.00%             | 2027-07-27      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| L3312295.SRDUP                                      | L3312295.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6514 | PA      | $6549.36      | 0.00%             | 2027-07-27      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 435                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-15390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 437.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-10226.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3331070.SRDUP                                      | L3331070.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       623 | PA      | $628.85       | 0.00%             | 2027-08-04      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| L3334522.SRDUP                                      | L3334522.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $1193.04      | 0.00%             | 2027-08-05      | Fixed         | 22.20%                | Yes           |                  3 | On Loan: No      |
| 205318350.SRDLC                                     | 205318350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7766 | PA      | $813.82       | 0.00%             | 2026-11-20      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205647245.SRDLC                                     | 205647245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2836 | PA      | $2779.62      | 0.00%             | 2026-12-11      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C33                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -825 | NC      | $-37537.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C34                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -175 | NC      | $-7612.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210600366.SRDLC                                     | 210600366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2500 | PA      | $2450.98      | 0.00%             | 2026-09-04      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210697354.SRDLC                                     | 210697354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8982 | PA      | $941.36       | 0.00%             | 2027-09-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3320122.SRDUP                                      | L3320122.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21224 | PA      | $21186.46     | 0.00%             | 2027-08-01      | Fixed         | 9.83%                 | Yes           |                  3 | On Loan: No      |
| L3325301.SRDUP                                      | L3325301.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5842 | PA      | $5873.89      | 0.00%             | 2027-08-02      | Fixed         | 22.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1760                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-9095.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1770                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-5820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 474                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -41 | NC      | $-27675.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 475                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -49 | NC      | $-34300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 440                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -76 | NC      | $-25365.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 442.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -119 | NC      | $-34807.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3909780.SRDUP                                      | L3909780.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9868 | PA      | $9840.82      | 0.00%             | 2028-08-02      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L3910221.SRDUP                                      | L3910221.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1190 | PA      | $1186.74      | 0.00%             | 2028-08-02      | Fixed         | 15.97%                | Yes           |                  3 | On Loan: No      |
| L5380651.SRDUP                                      | L5380651.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14835 | PA      | $14610.34     | 0.00%             | 2030-05-22      | Fixed         | 11.68%                | Yes           |                  3 | On Loan: No      |
| L5577940.SRDUP                                      | L5577940.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2724 | PA      | $2660.75      | 0.00%             | 2030-07-01      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| CBM5381447.SRDUP                                    | CBM5381447.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6007 | PA      | $5694.39      | 0.00%             | 2028-05-22      | Fixed         | 27.42%                | Yes           |                  3 | On Loan: No      |
| DRB4999705.SRDUP                                    | DRB4999705.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3929 | PA      | $3648.94      | 0.00%             | 2030-02-04      | Fixed         | 30.64%                | Yes           |                  3 | On Loan: No      |
| 206487813.SRDLC                                     | 206487813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11647 | PA      | $1220.60      | 0.00%             | 2028-02-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206508730.SRDLC                                     | 206508730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14673 | PA      | $1802.45      | 0.00%             | 2029-11-30      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 210751974.SRDLC                                     | 210751974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17428 | PA      | $16099.40     | 0.00%             | 2030-09-30      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 210837736.SRDLC                                     | 210837736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5369 | PA      | $5227.89      | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 445                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -111 | NC      | $-28721.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 447.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -72 | NC      | $-16470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 476                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-25075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 477                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-18900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C35                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1642 | NC      | $-68143.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C36                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -450 | NC      | $-17325.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206530555.SRDLC                                     | 206530555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2316 | PA      | $2253.53      | 0.00%             | 2027-02-06      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206803063.SRDLC                                     | 206803063.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11399 | PA      | $11242.83     | 0.00%             | 2027-02-21      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| L3332058.SRDUP                                      | L3332058.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2175 | PA      | $2176.33      | 0.00%             | 2027-08-04      | Fixed         | 15.34%                | Yes           |                  3 | On Loan: No      |
| L3332419.SRDUP                                      | L3332419.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2486 | PA      | $2511.65      | 0.00%             | 2027-08-04      | Fixed         | 21.12%                | Yes           |                  3 | On Loan: No      |
| DRB5009784.SRDUP                                    | DRB5009784.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2972 | PA      | $2876.63      | 0.00%             | 2030-02-07      | Fixed         | 13.03%                | Yes           |                  3 | On Loan: No      |
| DRB5179570.SRDUP                                    | DRB5179570.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9467 | PA      | $8881.46      | 0.00%             | 2030-04-03      | Fixed         | 32.16%                | Yes           |                  3 | On Loan: No      |
| L3955835.SRDUP                                      | L3955835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1208 | PA      | $1212.50      | 0.00%             | 2028-09-05      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L4009993.SRDUP                                      | L4009993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7275 | PA      | $7309.99      | 0.00%             | 2028-10-10      | Fixed         | 23.51%                | Yes           |                  3 | On Loan: No      |
| 187930630.SRDLC                                     | 187930630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       183 | PA      | $19.19        | 0.00%             | 2025-09-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 192989933.SRDLC                                     | 192989933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14520 | PA      | $1521.72      | 0.00%             | 2027-08-29      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1780                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-9680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1785                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-8400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 450                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -80 | NC      | $-16200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 452.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -102 | NC      | $-18742.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207000395.SRDLC                                     | 207000395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6950 | PA      | $5317.07      | 0.00%             | 2027-03-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207740932.SRDLC                                     | 207740932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2397 | PA      | $2406.82      | 0.00%             | 2026-04-22      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C37                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -553 | NC      | $-20184.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C38                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1050 | NC      | $-36750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 478                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -63 | NC      | $-51975.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 479                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-31050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 195477282.SRDLC                                     | 195477282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       318 | PA      | $316.55       | 0.00%             | 2025-11-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204263898.SRDLC                                     | 204263898.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7951 | PA      | $7940.55      | 0.00%             | 2027-10-15      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 455                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -131 | NC      | $-21123.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Dec25C 460                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -88 | NC      | $-11550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207771683.SRDLC                                     | 207771683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1523 | PA      | $1518.14      | 0.00%             | 2026-04-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210961114.SRDLC                                     | 210961114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24198 | PA      | $23761.97     | 0.00%             | 2028-09-28      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3342154.SRDUP                                      | L3342154.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2304 | PA      | $2324.56      | 0.00%             | 2027-08-09      | Fixed         | 21.88%                | Yes           |                  3 | On Loan: No      |
| L3542965.SRDUP                                      | L3542965.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1070 | PA      | $1098.51      | 0.00%             | 2027-11-02      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C39                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -66 | NC      | $-2211.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 11/19/25 C40                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1171 | NC      | $-36301.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5179656.SRDUP                                    | DRB5179656.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2295 | PA      | $2153.00      | 0.00%             | 2030-04-03      | Fixed         | 32.15%                | Yes           |                  3 | On Loan: No      |
| DRB5186187.SRDUP                                    | DRB5186187.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       885 | PA      | $832.47       | 0.00%             | 2028-04-07      | Fixed         | 27.40%                | Yes           |                  3 | On Loan: No      |
| 205005150.SRDLC                                     | 205005150.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       563 | PA      | $570.96       | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205247186.SRDLC                                     | 205247186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $2044.20      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L3956717.SRDUP                                      | L3956717.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5048 | PA      | $2816.13      | 0.00%             | 2028-09-05      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| L5378689.SRDUP                                      | L5378689.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20364 | PA      | $19786.51     | 0.00%             | 2030-05-22      | Fixed         | 12.38%                | Yes           |                  3 | On Loan: No      |
| 211305357.SRDLC                                     | 211305357.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6687 | PA      | $4712.73      | 0.00%             | 2027-10-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211391147.SRDLC                                     | 211391147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11200 | PA      | $10894.13     | 0.00%             | 2027-10-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 525                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-8181.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 540                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -123 | NC      | $-46125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4011105.SRDUP                                      | L4011105.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5738 | PA      | $5765.09      | 0.00%             | 2028-10-10      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| L4996199.SRDUP                                      | L4996199.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23701 | PA      | $22515.73     | 0.00%             | 2030-02-03      | Fixed         | 19.67%                | Yes           |                  3 | On Loan: No      |
| DRB5377656.SRDUP                                    | DRB5377656.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1952 | PA      | $1853.13      | 0.00%             | 2030-05-22      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| DRB5382600.SRDUP                                    | DRB5382600.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1057 | PA      | $1006.68      | 0.00%             | 2030-05-23      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| 205331137.SRDLC                                     | 205331137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15407 | PA      | $15138.67     | 0.00%             | 2028-11-27      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205704646.SRDLC                                     | 205704646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13511 | PA      | $1415.94      | 0.00%             | 2026-12-01      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| L3954127.SRDUP                                      | L3954127.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6935 | PA      | $7012.27      | 0.00%             | 2028-09-01      | Fixed         | 24.88%                | Yes           |                  3 | On Loan: No      |
| L3956327.SRDUP                                      | L3956327.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7479 | PA      | $7461.70      | 0.00%             | 2028-09-05      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 480                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-20075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 481                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -55 | NC      | $-52937.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 545                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -113 | NC      | $-33193.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 550                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -107 | NC      | $-24743.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210971273.SRDLC                                     | 210971273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10986 | PA      | $10492.69     | 0.00%             | 2028-10-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211514751.SRDLC                                     | 211514751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       828 | PA      | $810.21       | 0.00%             | 2026-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5577537.SRDUP                                    | DRB5577537.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2600 | PA      | $191.64       | 0.00%             | 2030-07-01      | Fixed         | 30.64%                | Yes           |                  3 | On Loan: No      |
| DRB5580847.SRDUP                                    | DRB5580847.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12116 | PA      | $11708.30     | 0.00%             | 2030-07-01      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| 205759846.SRDLC                                     | 205759846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10043 | PA      | $9843.01      | 0.00%             | 2028-12-18      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 205799728.SRDLC                                     | 205799728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       717 | PA      | $707.99       | 0.00%             | 2026-12-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211480286.SRDLC                                     | 211480286.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7637 | PA      | $7251.77      | 0.00%             | 2029-10-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211546107.SRDLC                                     | 211546107.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13905 | PA      | $13534.38     | 0.00%             | 2027-11-15      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| L5175910.SRDUP                                      | L5175910.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41714 | PA      | $41045.98     | 0.00%             | 2030-04-03      | Fixed         | 11.01%                | Yes           |                  3 | On Loan: No      |
| L5177245.SRDUP                                      | L5177245.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2293 | PA      | $2271.50      | 0.00%             | 2028-04-03      | Fixed         | 10.29%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 482                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-40500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 483                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -48 | NC      | $-51000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211594330.SRDLC                                     | 211594330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9930 | PA      | $9801.50      | 0.00%             | 2027-10-15      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 211737791.SRDLC                                     | 211737791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3635 | PA      | $3576.75      | 0.00%             | 2026-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206433124.SRDLC                                     | 206433124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9923 | PA      | $9634.20      | 0.00%             | 2027-02-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206585107.SRDLC                                     | 206585107.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5011 | PA      | $4897.20      | 0.00%             | 2027-02-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212115923.SRDLC                                     | 212115923.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5381 | PA      | $5038.49      | 0.00%             | 2027-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212202605.SRDLC                                     | 212202605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12839 | PA      | $12724.99     | 0.00%             | 2028-11-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| L4996556.SRDUP                                      | L4996556.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $1905.57      | 0.00%             | 2030-02-03      | Fixed         | 18.10%                | Yes           |                  3 | On Loan: No      |
| L4998689.SRDUP                                      | L4998689.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1536 | PA      | $1486.60      | 0.00%             | 2030-02-04      | Fixed         | 14.47%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 554                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-2131.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186527225.SRDLC                                     | 186527225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7228 | PA      | $7322.75      | 0.00%             | 2027-02-22      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| FW3312883.SRDUP                                     | FW3312883.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5568 | PA      | $1286.09      | 0.00%             | 2027-07-27      | Fixed         | 26.26%                | Yes           |                  3 | On Loan: No      |
| FW3329402.SRDUP                                     | FW3329402.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1029 | PA      | $1044.15      | 0.00%             | 2027-08-03      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| L5384329.SRDUP                                      | L5384329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $919.19       | 0.00%             | 2030-05-23      | Fixed         | 16.63%                | Yes           |                  3 | On Loan: No      |
| 186356520.SRDLC                                     | 186356520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11813 | PA      | $11853.12     | 0.00%             | 2027-03-03      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212382255.SRDLC                                     | 212382255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1835 | PA      | $1817.95      | 0.00%             | 2026-11-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214203962.SRDLC                                     | 214203962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20841 | PA      | $20674.14     | 0.00%             | 2027-02-25      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| L3296889.SRDUP                                      | L3296889.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4246 | PA      | $4238.42      | 0.00%             | 2027-08-02      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| L3304935.SRDUP                                      | L3304935.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2363 | PA      | $2366.70      | 0.00%             | 2027-07-25      | Fixed         | 12.34%                | Yes           |                  3 | On Loan: No      |
| 212236851.SRDLC                                     | 212236851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6918 | PA      | $724.99       | 0.00%             | 2029-06-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212533309.SRDLC                                     | 212533309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10098 | PA      | $9607.47      | 0.00%             | 2029-11-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1790                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-8000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1795                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-1155.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9743545.SRDSQ                                       | 9743545.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $1975.95      | 0.00%             | 2027-03-01      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Dec25C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-3640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5006993.SRDUP                                      | L5006993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $1360.55      | 0.00%             | 2030-02-06      | Fixed         | 19.83%                | Yes           |                  3 | On Loan: No      |
| L5010619.SRDUP                                      | L5010619.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13780 | PA      | $12856.16     | 0.00%             | 2030-02-12      | Fixed         | 26.19%                | Yes           |                  3 | On Loan: No      |
| 206773334.SRDLC                                     | 206773334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8907 | PA      | $8776.65      | 0.00%             | 2028-02-20      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206822930.SRDLC                                     | 206822930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10879 | PA      | $10662.83     | 0.00%             | 2029-02-23      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| FW3337731.SRDUP                                     | FW3337731.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5615 | PA      | $816.45       | 0.00%             | 2028-09-08      | Fixed         | 17.92%                | Yes           |                  3 | On Loan: No      |
| FW3345027.SRDUP                                     | FW3345027.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2341 | PA      | $2344.96      | 0.00%             | 2027-08-10      | Fixed         | 16.18%                | Yes           |                  3 | On Loan: No      |
| L5177347.SRDUP                                      | L5177347.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       792 | PA      | $762.46       | 0.00%             | 2030-04-03      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| L5178490.SRDUP                                      | L5178490.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6282 | PA      | $1805.39      | 0.00%             | 2030-04-03      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| 213520528.SRDLC                                     | 213520528.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12031 | PA      | $11593.88     | 0.00%             | 2030-01-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214361939.SRDLC                                     | 214361939.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22915 | PA      | $21861.89     | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L5180945.SRDUP                                      | L5180945.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42683 | PA      | $40492.39     | 0.00%             | 2030-04-03      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| L5189294.SRDUP                                      | L5189294.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2667 | PA      | $1516.25      | 0.00%             | 2028-04-07      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jan26C 69                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jan26P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-5100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203592212.SRDLC                                     | 203592212.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       875 | PA      | $878.05       | 0.00%             | 2026-08-25      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207918931.SRDLC                                     | 207918931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6417 | PA      | $6323.17      | 0.00%             | 2027-04-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207593904.SRDLC                                     | 207593904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10898 | PA      | $10282.01     | 0.00%             | 2027-10-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211121214.SRDLC                                     | 211121214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3949 | PA      | $3734.84      | 0.00%             | 2027-10-03      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L3391321.SRDUP                                      | L3391321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       571 | PA      | $571.28       | 0.00%             | 2027-09-01      | Fixed         | 15.58%                | Yes           |                  3 | On Loan: No      |
| L3391640.SRDUP                                      | L3391640.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13671 | PA      | $13659.82     | 0.00%             | 2027-09-01      | Fixed         | 12.14%                | Yes           |                  3 | On Loan: No      |
| 214339871.SRDLC                                     | 214339871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12150 | PA      | $11841.01     | 0.00%             | 2028-02-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214623655.SRDLC                                     | 214623655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7719 | PA      | $7283.05      | 0.00%             | 2028-03-10      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L5179870.SRDUP                                      | L5179870.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25563 | PA      | $24257.02     | 0.00%             | 2030-04-03      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| L5181448.SRDUP                                      | L5181448.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13340 | PA      | $13116.28     | 0.00%             | 2028-04-04      | Fixed         | 12.58%                | Yes           |                  3 | On Loan: No      |
| FW3393921.SRDUP                                     | FW3393921.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1232 | PA      | $1244.21      | 0.00%             | 2028-02-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| FW3912009.SRDUP                                     | FW3912009.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       873 | PA      | $883.54       | 0.00%             | 2028-08-03      | Fixed         | 28.31%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jan26P 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-21840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177258.SRDUP                                    | DRB5177258.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2486 | PA      | $2332.23      | 0.00%             | 2030-04-03      | Fixed         | 32.09%                | Yes           |                  3 | On Loan: No      |
| L3501081.SRDUP                                      | L3501081.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4483 | PA      | $4554.76      | 0.00%             | 2027-10-22      | Fixed         | 21.06%                | Yes           |                  3 | On Loan: No      |
| L3542873.SRDUP                                      | L3542873.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7221 | PA      | $7214.14      | 0.00%             | 2027-11-02      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214894506.SRDLC                                     | 214894506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10628 | PA      | $10428.79     | 0.00%             | 2029-03-20      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 215620259.SRDLC                                     | 215620259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20043 | PA      | $18891.53     | 0.00%             | 2028-04-25      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214515025.SRDLC                                     | 214515025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6018 | PA      | $5953.97      | 0.00%             | 2029-02-25      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 214893296.SRDLC                                     | 214893296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7708 | PA      | $7369.80      | 0.00%             | 2029-03-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206970231.SRDLC                                     | 206970231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9750 | PA      | $9055.41      | 0.00%             | 2028-03-24      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 207923330.SRDLC                                     | 207923330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9146 | PA      | $8731.56      | 0.00%             | 2029-05-01      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L4008676.SRDUP                                      | L4008676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4086 | PA      | $4083.00      | 0.00%             | 2026-10-06      | Fixed         | 13.72%                | Yes           |                  3 | On Loan: No      |
| L4998509.SRDUP                                      | L4998509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6885 | PA      | $6662.18      | 0.00%             | 2030-02-04      | Fixed         | 15.41%                | Yes           |                  3 | On Loan: No      |
| FW4996455.SRDUP                                     | FW4996455.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8373 | PA      | $7795.84      | 0.00%             | 2030-02-03      | Fixed         | 25.56%                | Yes           |                  3 | On Loan: No      |
| FW4998036.SRDUP                                     | FW4998036.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       810 | PA      | $793.53       | 0.00%             | 2028-02-04      | Fixed         | 13.12%                | Yes           |                  3 | On Loan: No      |
| 211262531.SRDLC                                     | 211262531.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16339 | PA      | $15430.40     | 0.00%             | 2029-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211268170.SRDLC                                     | 211268170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1367 | PA      | $1290.25      | 0.00%             | 2028-10-01      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 186669127.SRDLC                                     | 186669127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13863 | PA      | $13903.53     | 0.00%             | 2027-03-02      | Fixed         | 11.52%                | Yes           |                  3 | On Loan: No      |
| 186972144.SRDLC                                     | 186972144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1035 | PA      | $108.49       | 0.00%             | 2025-03-16      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L5384050.SRDUP                                      | L5384050.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5532 | PA      | $5293.01      | 0.00%             | 2030-05-23      | Fixed         | 23.05%                | Yes           |                  3 | On Loan: No      |
| L5386185.SRDUP                                      | L5386185.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       767 | PA      | $741.12       | 0.00%             | 2030-05-23      | Fixed         | 20.07%                | Yes           |                  3 | On Loan: No      |
| L3910082.SRDUP                                      | L3910082.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1993 | PA      | $2004.93      | 0.00%             | 2028-08-02      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| L3913271.SRDUP                                      | L3913271.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       785 | PA      | $786.46       | 0.00%             | 2029-01-04      | Fixed         | 22.11%                | Yes           |                  3 | On Loan: No      |
| 214906743.SRDLC                                     | 214906743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30003 | PA      | $29372.80     | 0.00%             | 2031-03-20      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 215021203.SRDLC                                     | 215021203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1192 | PA      | $1166.25      | 0.00%             | 2028-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW5570941.SRDUP                                     | FW5570941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4388 | PA      | $4240.16      | 0.00%             | 2030-07-01      | Fixed         | 25.77%                | Yes           |                  3 | On Loan: No      |
| L3294888.SRDUP                                      | L3294888.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1088 | PA      | $1106.67      | 0.00%             | 2027-07-20      | Fixed         | 21.11%                | Yes           |                  3 | On Loan: No      |
| 219871215.SRDLC                                     | 219871215.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7150 | PA      | $6906.33      | 0.00%             | 2030-09-15      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 220068337.SRDLC                                     | 220068337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8241 | PA      | $7976.50      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211346918.SRDLC                                     | 211346918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15684 | PA      | $15549.41     | 0.00%             | 2028-10-10      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211369256.SRDLC                                     | 211369256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13150 | PA      | $8809.43      | 0.00%             | 2028-10-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3956243.SRDUP                                      | L3956243.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2950 | PA      | $2960.77      | 0.00%             | 2028-09-05      | Fixed         | 12.26%                | Yes           |                  3 | On Loan: No      |
| L3956508.SRDUP                                      | L3956508.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $227.85       | 0.00%             | 2028-09-05      | Fixed         | 14.39%                | Yes           |                  3 | On Loan: No      |
| 187232739.SRDLC                                     | 187232739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4225 | PA      | $4152.47      | 0.00%             | 2027-08-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 192359015.SRDLC                                     | 192359015.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5622 | PA      | $1193.38      | 0.00%             | 2028-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215046146.SRDLC                                     | 215046146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13109 | PA      | $12943.40     | 0.00%             | 2028-03-21      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 215046834.SRDLC                                     | 215046834.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12905 | PA      | $12327.12     | 0.00%             | 2029-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| L5577477.SRDUP                                      | L5577477.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1160 | PA      | $1146.94      | 0.00%             | 2030-07-01      | Fixed         | 15.45%                | Yes           |                  3 | On Loan: No      |
| 186930176.SRDLC                                     | 186930176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4677 | PA      | $3741.38      | 0.00%             | 2027-03-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HUF/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29825.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22024.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRB5382375.SRDUP                                    | DRB5382375.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1073 | PA      | $983.19       | 0.00%             | 2030-05-22      | Fixed         | 27.12%                | Yes           |                  3 | On Loan: No      |
| DRB5578778.SRDUP                                    | DRB5578778.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1439 | PA      | $1398.75      | 0.00%             | 2028-07-01      | Fixed         | 25.57%                | Yes           |                  3 | On Loan: No      |
| 210628442.SRDLC                                     | 210628442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2322 | PA      | $1765.62      | 0.00%             | 2028-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210873920.SRDLC                                     | 210873920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1030 | PA      | $1020.91      | 0.00%             | 2026-09-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8174178.SRDSQ                                       | 8174178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4932 | PA      | $3627.55      | 0.00%             | 2026-03-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8368126.SRDSQ                                       | 8368126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       465 | PA      | $392.87       | 0.00%             | 2026-05-08      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| FW3954176.SRDUP                                     | FW3954176.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6101 | PA      | $6153.95      | 0.00%             | 2028-09-01      | Fixed         | 24.45%                | Yes           |                  3 | On Loan: No      |
| FW4008687.SRDUP                                     | FW4008687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1059 | PA      | $1067.57      | 0.00%             | 2028-10-06      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| DRB5382781.SRDUP                                    | DRB5382781.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23456 | PA      | $22345.20     | 0.00%             | 2030-05-23      | Fixed         | 30.93%                | Yes           |                  3 | On Loan: No      |
| DRB5589294.SRDUP                                    | DRB5589294.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4792 | PA      | $4635.13      | 0.00%             | 2030-07-03      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| 193432417.SRDLC                                     | 193432417.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19431 | PA      | $2036.34      | 0.00%             | 2025-09-15      | Fixed         | 13.69%                | Yes           |                  3 | On Loan: No      |
| 205222349.SRDLC                                     | 205222349.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12116 | PA      | $1269.74      | 0.00%             | 2028-11-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3328509.SRDUP                                      | L3328509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3270 | PA      | $3274.54      | 0.00%             | 2028-01-05      | Fixed         | 17.07%                | Yes           |                  3 | On Loan: No      |
| L3959169.SRDUP                                      | L3959169.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10287 | PA      | $10350.69     | 0.00%             | 2028-09-05      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| 211452595.SRDLC                                     | 211452595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16665 | PA      | $15778.24     | 0.00%             | 2027-10-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211453555.SRDLC                                     | 211453555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7864 | PA      | $7452.09      | 0.00%             | 2027-10-10      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8413919.SRDSQ                                       | 8413919.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1425 | PA      | $1382.81      | 0.00%             | 2026-05-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8663684.SRDSQ                                       | 8663684.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30343 | PA      | $22934.82     | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5008338.SRDUP                                      | L5008338.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22042 | PA      | $20509.82     | 0.00%             | 2030-02-07      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| L5008893.SRDUP                                      | L5008893.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9279 | PA      | $8656.81      | 0.00%             | 2030-02-07      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| 215054013.SRDLC                                     | 215054013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9362 | PA      | $8866.48      | 0.00%             | 2028-03-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215084485.SRDLC                                     | 215084485.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17407 | PA      | $17054.79     | 0.00%             | 2031-03-26      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| FW3309870.SRDUP                                     | FW3309870.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       854 | PA      | $184.81       | 0.00%             | 2027-07-26      | Fixed         | 21.93%                | Yes           |                  3 | On Loan: No      |
| FW3500778.SRDUP                                     | FW3500778.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         2 | PA      | $1.71         | 0.00%             | 2025-10-13      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| 195018882.SRDLC                                     | 195018882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       892 | PA      | $893.87       | 0.00%             | 2026-03-28      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| 203566046.SRDLC                                     | 203566046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5842 | PA      | $6136.17      | 0.00%             | 2028-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L4996448.SRDUP                                      | L4996448.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45230 | PA      | $42975.59     | 0.00%             | 2030-02-03      | Fixed         | 23.68%                | Yes           |                  3 | On Loan: No      |
| L5008454.SRDUP                                      | L5008454.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3689 | PA      | $3463.81      | 0.00%             | 2030-02-07      | Fixed         | 23.30%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1800                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-5840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1805                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-3500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211660307.SRDLC                                     | 211660307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25231 | PA      | $24421.63     | 0.00%             | 2029-10-21      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 212166390.SRDLC                                     | 212166390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8605 | PA      | $8209.44      | 0.00%             | 2030-05-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1810                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-6365.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1815                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-5440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5010084.SRDUP                                      | L5010084.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45566 | PA      | $44120.49     | 0.00%             | 2030-02-07      | Fixed         | 17.89%                | Yes           |                  3 | On Loan: No      |
| L5177171.SRDUP                                      | L5177171.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13728 | PA      | $13243.30     | 0.00%             | 2028-04-03      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | IBEX 35 INDX FUTR Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |      -180 | NC      | $-1077474.55  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IDR/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $172422.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L5176041.SRDUP                                      | L5176041.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15926 | PA      | $15408.18     | 0.00%             | 2030-04-02      | Fixed         | 15.86%                | Yes           |                  3 | On Loan: No      |
| L5581249.SRDUP                                      | L5581249.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19382 | PA      | $19167.77     | 0.00%             | 2030-07-01      | Fixed         | 18.41%                | Yes           |                  3 | On Loan: No      |
| 210956926.SRDLC                                     | 210956926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8212 | PA      | $7882.70      | 0.00%             | 2028-09-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211136122.SRDLC                                     | 211136122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14198 | PA      | $13495.05     | 0.00%             | 2029-10-02      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 193109985.SRDLC                                     | 193109985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2706 | PA      | $283.60       | 0.00%             | 2027-09-09      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193939471.SRDLC                                     | 193939471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3963 | PA      | $4194.90      | 0.00%             | 2027-10-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212346529.SRDLC                                     | 212346529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2029 | PA      | $1933.87      | 0.00%             | 2028-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212373207.SRDLC                                     | 212373207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3976 | PA      | $3942.11      | 0.00%             | 2026-11-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L5190129.SRDUP                                      | L5190129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1789 | PA      | $1702.99      | 0.00%             | 2030-04-07      | Fixed         | 18.63%                | Yes           |                  3 | On Loan: No      |
| L5380041.SRDUP                                      | L5380041.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3843 | PA      | $3734.31      | 0.00%             | 2030-05-22      | Fixed         | 15.77%                | Yes           |                  3 | On Loan: No      |
| FW3542662.SRDUP                                     | FW3542662.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1469 | PA      | $1470.80      | 0.00%             | 2027-11-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| L3304867.SRDUP                                      | L3304867.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2060 | PA      | $2079.68      | 0.00%             | 2027-07-25      | Fixed         | 21.38%                | Yes           |                  3 | On Loan: No      |
| 219075003.SRDLC                                     | 219075003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6503 | PA      | $6354.29      | 0.00%             | 2027-08-14      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 220047743.SRDLC                                     | 220047743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9895 | PA      | $9578.45      | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | ILS/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1030393.19  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | INR/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-217619.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 8871430.SRDSQ                                       | 8871430.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2290 | PA      | $380.41       | 0.00%             | 2026-09-21      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 9065732.SRDSQ                                       | 9065732.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16546 | PA      | $15990.48     | 0.00%             | 2026-11-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212447463.SRDLC                                     | 212447463.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4996 | PA      | $4703.46      | 0.00%             | 2027-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212526438.SRDLC                                     | 212526438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7970 | PA      | $7551.93      | 0.00%             | 2027-11-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3909795.SRDUP                                      | L3909795.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4844 | PA      | $4857.45      | 0.00%             | 2028-08-02      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| L4011207.SRDUP                                      | L4011207.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       834 | PA      | $837.98       | 0.00%             | 2028-10-10      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| 203537628.SRDLC                                     | 203537628.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       412 | PA      | $411.83       | 0.00%             | 2026-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203626028.SRDLC                                     | 203626028.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3898 | PA      | $3868.45      | 0.00%             | 2026-08-17      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 8341858.SRDSQ                                       | 8341858.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46206 | PA      | $18609.12     | 0.00%             | 2026-05-01      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8368961.SRDSQ                                       | 8368961.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4411 | PA      | $4123.50      | 0.00%             | 2026-05-09      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L5382274.SRDUP                                      | L5382274.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13391 | PA      | $12765.51     | 0.00%             | 2030-05-22      | Fixed         | 21.86%                | Yes           |                  3 | On Loan: No      |
| L5384702.SRDUP                                      | L5384702.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2876 | PA      | $2598.91      | 0.00%             | 2030-05-23      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1820                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-5490.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1825                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-14790.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9139085.SRDSQ                                       | 9139085.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17620 | PA      | $15205.16     | 0.00%             | 2026-11-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9282373.SRDSQ                                       | 9282373.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26574 | PA      | $25529.07     | 0.00%             | 2027-01-01      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 212536138.SRDLC                                     | 212536138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6035 | PA      | $5940.35      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214998126.SRDLC                                     | 214998126.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18269 | PA      | $18079.94     | 0.00%             | 2029-03-14      | Fixed         | 6.57%                 | Yes           |                  3 | On Loan: No      |
| L5006424.SRDUP                                      | L5006424.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29107 | PA      | $28169.99     | 0.00%             | 2030-02-06      | Fixed         | 13.26%                | Yes           |                  3 | On Loan: No      |
| L5010078.SRDUP                                      | L5010078.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       609 | PA      | $589.55       | 0.00%             | 2030-02-07      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| 211147918.SRDLC                                     | 211147918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7130 | PA      | $6767.27      | 0.00%             | 2028-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211159415.SRDLC                                     | 211159415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7143 | PA      | $6765.02      | 0.00%             | 2027-10-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -381 | NC      | $-876300.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -337 | NC      | $-985725.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| 8377351.SRDSQ                                       | 8377351.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $1278.65      | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8543323.SRDSQ                                       | 8543323.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       292 | PA      | $281.51       | 0.00%             | 2026-06-30      | Fixed         | 5.92%                 | Yes           |                  3 | On Loan: No      |
| L5386261.SRDUP                                      | L5386261.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5398 | PA      | $5161.42      | 0.00%             | 2030-05-23      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| L5579927.SRDUP                                      | L5579927.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1589.67      | 0.00%             | 2030-07-01      | Fixed         | 19.44%                | Yes           |                  3 | On Loan: No      |
| 9735131.SRDSQ                                       | 9735131.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3294 | PA      | $3112.20      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9847171.SRDSQ                                       | 9847171.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     58583 | PA      | $54596.08     | 0.00%             | 2027-03-25      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 15                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-25200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 15.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -350 | NC      | $-90160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219048495.SRDLC                                     | 219048495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15090 | PA      | $14511.13     | 0.00%             | 2029-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 219913461.SRDLC                                     | 219913461.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4837 | PA      | $4710.49      | 0.00%             | 2027-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219507311.SRDLC                                     | 219507311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9753 | PA      | $9508.60      | 0.00%             | 2028-09-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 7484468.SRDSQ                                       | 7484468.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       696 | PA      | $54.59        | 0.00%             | 2025-08-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Nov25P 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -27 | NC      | $-95512.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 66.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-7187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211709941.SRDLC                                     | 211709941.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18246 | PA      | $17735.52     | 0.00%             | 2029-10-21      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 219874626.SRDLC                                     | 219874626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6870 | PA      | $6645.60      | 0.00%             | 2028-09-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 220035211.SRDLC                                     | 220035211.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2465 | PA      | $2403.42      | 0.00%             | 2029-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 7479459.SRDSQ                                       | 7479459.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3247 | PA      | $254.57       | 0.00%             | 2025-08-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 205225922.SRDLC                                     | 205225922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3358 | PA      | $3403.08      | 0.00%             | 2027-11-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205226655.SRDLC                                     | 205226655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3082 | PA      | $3036.82      | 0.00%             | 2026-12-05      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| CBM3954476.SRDUP                                    | CBM3954476.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $757.83       | 0.00%             | 2028-09-01      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| CBM4996757.SRDUP                                    | CBM4996757.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4027 | PA      | $3897.22      | 0.00%             | 2030-02-03      | Fixed         | 15.91%                | Yes           |                  3 | On Loan: No      |
| 8819657.SRDSQ                                       | 8819657.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4258 | PA      | $2841.69      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8820157.SRDSQ                                       | 8820157.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1854 | PA      | $1354.30      | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -30 | NC      | $-5625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -66 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8861841.SRDSQ                                       | 8861841.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1469 | PA      | $1432.12      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8872259.SRDSQ                                       | 8872259.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       473 | PA      | $455.25       | 0.00%             | 2026-09-21      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8371007.SRDSQ                                       | 8371007.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9232 | PA      | $723.77       | 0.00%             | 2026-05-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8801305.SRDSQ                                       | 8801305.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       848 | PA      | $530.47       | 0.00%             | 2026-09-05      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| CBM5386083.SRDUP                                    | CBM5386083.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2786 | PA      | $2652.90      | 0.00%             | 2030-05-23      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| DRB5003331.SRDUP                                    | DRB5003331.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $866.39       | 0.00%             | 2030-02-05      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| 9128886.SRDSQ                                       | 9128886.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1395 | PA      | $1319.60      | 0.00%             | 2026-11-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9323490.SRDSQ                                       | 9323490.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9908 | PA      | $8692.97      | 0.00%             | 2027-01-10      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 204862989.SRDLC                                     | 204862989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       449 | PA      | $449.58       | 0.00%             | 2026-11-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204871983.SRDLC                                     | 204871983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4747 | PA      | $4704.81      | 0.00%             | 2026-11-24      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 9050433.SRDSQ                                       | 9050433.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       719 | PA      | $542.89       | 0.00%             | 2026-11-06      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 9077621.SRDSQ                                       | 9077621.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1774 | PA      | $1626.57      | 0.00%             | 2026-11-13      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -93 | NC      | $-8137.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Dec25C 69                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -37 | NC      | $-1618.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5176855.SRDUP                                    | DRB5176855.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1064 | PA      | $1010.36      | 0.00%             | 2030-09-03      | Fixed         | 27.28%                | Yes           |                  3 | On Loan: No      |
| DRB5178316.SRDUP                                    | DRB5178316.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8113 | PA      | $7576.46      | 0.00%             | 2030-04-03      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 9355023.SRDSQ                                       | 9355023.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9229 | PA      | $8785.15      | 0.00%             | 2027-01-18      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9379229.SRDSQ                                       | 9379229.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2766 | PA      | $1931.30      | 0.00%             | 2027-01-25      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 205152075.SRDLC                                     | 205152075.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2632 | PA      | $275.85       | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205157508.SRDLC                                     | 205157508.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2745 | PA      | $2786.68      | 0.00%             | 2026-11-08      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| L5583754.SRDUP                                      | L5583754.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32603 | PA      | $31806.89     | 0.00%             | 2030-07-02      | Fixed         | 22.29%                | Yes           |                  3 | On Loan: No      |
| 204611663.SRDLC                                     | 204611663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2218 | PA      | $2255.03      | 0.00%             | 2026-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205231184.SRDLC                                     | 205231184.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13278 | PA      | $13481.06     | 0.00%             | 2029-09-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206506609.SRDLC                                     | 206506609.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1571 | PA      | $1522.92      | 0.00%             | 2027-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 9357676.SRDSQ                                       | 9357676.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4647 | PA      | $4441.73      | 0.00%             | 2027-01-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9814785.SRDSQ                                       | 9814785.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4229 | PA      | $4007.23      | 0.00%             | 2027-03-18      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 8890516.SRDSQ                                       | 8890516.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4135 | PA      | $3539.31      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9352512.SRDSQ                                       | 9352512.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       870 | PA      | $835.57       | 0.00%             | 2027-01-17      | Fixed         | 5.49%                 | Yes           |                  3 | On Loan: No      |
| 186952065.SRDLC                                     | 186952065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $190.78       | 0.00%             | 2025-03-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187033106.SRDLC                                     | 187033106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2843 | PA      | $297.93       | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| DRB5181455.SRDUP                                    | DRB5181455.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4322 | PA      | $4060.82      | 0.00%             | 2028-04-04      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| DRB5385327.SRDUP                                    | DRB5385327.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13213 | PA      | $12579.77     | 0.00%             | 2030-05-23      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| 9746504.SRDSQ                                       | 9746504.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2329 | PA      | $2208.71      | 0.00%             | 2027-03-02      | Fixed         | 5.51%                 | Yes           |                  3 | On Loan: No      |
| CBM3954359.SRDUP                                    | CBM3954359.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31200 | PA      | $31553.16     | 0.00%             | 2028-09-01      | Fixed         | 24.68%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPY/USD FWD 20260114                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2487873.91  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN YEN CURR FUT  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1755 | NC      | $1678008.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 9843951.SRDSQ                                       | 9843951.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2724 | PA      | $2346.50      | 0.00%             | 2027-03-25      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| CBM5007097.SRDUP                                    | CBM5007097.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1028 | PA      | $955.89       | 0.00%             | 2030-02-07      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| 205205655.SRDLC                                     | 205205655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12051 | PA      | $3104.72      | 0.00%             | 2026-11-27      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205257304.SRDLC                                     | 205257304.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21674 | PA      | $21326.14     | 0.00%             | 2028-11-14      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 206515107.SRDLC                                     | 206515107.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        40 | PA      | $39.96        | 0.00%             | 2027-02-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206857031.SRDLC                                     | 206857031.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12518 | PA      | $10457.23     | 0.00%             | 2027-07-23      | Fixed         | 12.37%                | Yes           |                  3 | On Loan: No      |
| DRB5581952.SRDUP                                    | DRB5581952.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7739 | PA      | $7477.46      | 0.00%             | 2030-07-01      | Fixed         | 32.35%                | Yes           |                  3 | On Loan: No      |
| FW3296166.SRDUP                                     | FW3296166.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       533 | PA      | $538.36       | 0.00%             | 2027-07-20      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| CBM4011116.SRDUP                                    | CBM4011116.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       872 | PA      | $871.71       | 0.00%             | 2026-10-10      | Fixed         | 12.01%                | Yes           |                  3 | On Loan: No      |
| CBM5179193.SRDUP                                    | CBM5179193.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13303 | PA      | $12424.90     | 0.00%             | 2030-04-03      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| CBM5577417.SRDUP                                    | CBM5577417.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5776 | PA      | $5581.30      | 0.00%             | 2030-07-01      | Fixed         | 31.20%                | Yes           |                  3 | On Loan: No      |
| DRB4998236.SRDUP                                    | DRB4998236.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13056 | PA      | $12127.05     | 0.00%             | 2030-02-04      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| 187356525.SRDLC                                     | 187356525.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       215 | PA      | $220.67       | 0.00%             | 2026-03-24      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191252175.SRDLC                                     | 191252175.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2658 | PA      | $2123.60      | 0.00%             | 2027-07-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1830                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-3300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1835                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-3710.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -129 | NC      | $-191935.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3295754.SRDUP                                      | L3295754.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14144 | PA      | $2056.52      | 0.00%             | 2027-07-20      | Fixed         | 18.51%                | Yes           |                  3 | On Loan: No      |
| 205615348.SRDLC                                     | 205615348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28695 | PA      | $28063.32     | 0.00%             | 2028-12-08      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 206679078.SRDLC                                     | 206679078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15566 | PA      | $15238.29     | 0.00%             | 2029-02-13      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26C 15.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -340 | NC      | $-68544.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 16.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -425 | NC      | $-4760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207097003.SRDLC                                     | 207097003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6253 | PA      | $6171.36      | 0.00%             | 2029-03-07      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 207473074.SRDLC                                     | 207473074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6755 | PA      | $1054.55      | 0.00%             | 2027-04-03      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193330824.SRDLC                                     | 193330824.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7720 | PA      | $7840.26      | 0.00%             | 2027-10-11      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 195096186.SRDLC                                     | 195096186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2703 | PA      | $283.23       | 0.00%             | 2025-10-27      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| DRB5002908.SRDUP                                    | DRB5002908.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1474 | PA      | $1382.05      | 0.00%             | 2028-07-05      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| DRB5010118.SRDUP                                    | DRB5010118.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19609 | PA      | $18242.36     | 0.00%             | 2030-02-07      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| 205287163.SRDLC                                     | 205287163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6548 | PA      | $686.24       | 0.00%             | 2026-11-15      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205689835.SRDLC                                     | 205689835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12421 | PA      | $3348.42      | 0.00%             | 2026-12-14      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| CBM5385486.SRDUP                                    | CBM5385486.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1053 | PA      | $1001.99      | 0.00%             | 2030-05-23      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| DRB4998397.SRDUP                                    | DRB4998397.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3698 | PA      | $3454.78      | 0.00%             | 2030-02-04      | Fixed         | 31.19%                | Yes           |                  3 | On Loan: No      |
| L3309588.SRDUP                                      | L3309588.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6742 | PA      | $6775.86      | 0.00%             | 2027-07-26      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3331693.SRDUP                                      | L3331693.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3490 | PA      | $3512.16      | 0.00%             | 2027-08-04      | Fixed         | 22.32%                | Yes           |                  3 | On Loan: No      |
| 206704769.SRDLC                                     | 206704769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2548 | PA      | $2486.01      | 0.00%             | 2028-02-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 207039650.SRDLC                                     | 207039650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5660 | PA      | $5511.54      | 0.00%             | 2027-03-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207756401.SRDLC                                     | 207756401.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1686 | PA      | $1639.77      | 0.00%             | 2028-04-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211131672.SRDLC                                     | 211131672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9034 | PA      | $8484.41      | 0.00%             | 2029-10-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5178816.SRDUP                                    | DRB5178816.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3733 | PA      | $3488.85      | 0.00%             | 2030-04-03      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| DRB5181026.SRDUP                                    | DRB5181026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2294 | PA      | $2152.87      | 0.00%             | 2030-04-04      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| L5378234.SRDUP                                      | L5378234.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3694 | PA      | $3661.05      | 0.00%             | 2028-05-22      | Fixed         | 10.54%                | Yes           |                  3 | On Loan: No      |
| L5383174.SRDUP                                      | L5383174.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5435 | PA      | $5198.53      | 0.00%             | 2030-05-23      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 16.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -500 | NC      | $-5600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 17                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -485 | NC      | $-5432.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5004058.SRDUP                                    | DRB5004058.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4428 | PA      | $4226.10      | 0.00%             | 2028-02-05      | Fixed         | 24.70%                | Yes           |                  3 | On Loan: No      |
| DRB5006380.SRDUP                                    | DRB5006380.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4568 | PA      | $4247.38      | 0.00%             | 2030-02-06      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| FW3302465.SRDUP                                     | FW3302465.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7750 | PA      | $7935.75      | 0.00%             | 2027-07-22      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| FW3305845.SRDUP                                     | FW3305845.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14803 | PA      | $2152.36      | 0.00%             | 2027-07-25      | Fixed         | 24.69%                | Yes           |                  3 | On Loan: No      |
| L3332282.SRDUP                                      | L3332282.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       612 | PA      | $611.66       | 0.00%             | 2027-08-04      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| L3342241.SRDUP                                      | L3342241.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2808 | PA      | $2831.11      | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| 7486633.SRDSQ                                       | 7486633.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         0 | PA      | $0.02         | 0.00%             | 2025-08-12      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7502056.SRDSQ                                       | 7502056.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8346 | PA      | $654.30       | 0.00%             | 2025-08-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| DRB5577355.SRDUP                                    | DRB5577355.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5513 | PA      | $5279.48      | 0.00%             | 2030-07-01      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| FW3312235.SRDUP                                     | FW3312235.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2358.99      | 0.00%             | 2027-07-27      | Fixed         | 19.25%                | Yes           |                  3 | On Loan: No      |
| 9355788.SRDSQ                                       | 9355788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4966 | PA      | $4774.77      | 0.00%             | 2027-01-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9383985.SRDSQ                                       | 9383985.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48771 | PA      | $46986.14     | 0.00%             | 2027-01-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207727396.SRDLC                                     | 207727396.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1480 | PA      | $1468.67      | 0.00%             | 2026-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207904809.SRDLC                                     | 207904809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10976 | PA      | $10681.92     | 0.00%             | 2028-04-22      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| DRB5177215.SRDUP                                    | DRB5177215.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $892.26       | 0.00%             | 2030-04-03      | Fixed         | 28.40%                | Yes           |                  3 | On Loan: No      |
| DRB5384774.SRDUP                                    | DRB5384774.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3939 | PA      | $3751.57      | 0.00%             | 2030-05-23      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Dec25C 1840                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-13260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | OMXS30 IND FUTURE Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |       199 | NC      | $131365.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FW3325668.SRDUP                                     | FW3325668.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6045 | PA      | $6127.88      | 0.00%             | 2027-08-02      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3499876.SRDUP                                     | FW3499876.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25003 | PA      | $25364.61     | 0.00%             | 2028-03-13      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 17.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -335 | NC      | $-3752.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 17.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-1400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3499818.SRDUP                                     | FW3499818.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1793.53      | 0.00%             | 2027-10-13      | Fixed         | 19.72%                | Yes           |                  3 | On Loan: No      |
| FW3499839.SRDUP                                     | FW3499839.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       863 | PA      | $882.43       | 0.00%             | 2027-10-13      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| L3344676.SRDUP                                      | L3344676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16422 | PA      | $16572.09     | 0.00%             | 2027-08-10      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| L3394493.SRDUP                                      | L3394493.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30619 | PA      | $31273.20     | 0.00%             | 2028-02-02      | Fixed         | 25.08%                | Yes           |                  3 | On Loan: No      |
| DRB5581040.SRDUP                                    | DRB5581040.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1954 | PA      | $1888.37      | 0.00%             | 2030-07-01      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| DRB5584011.SRDUP                                    | DRB5584011.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3057 | PA      | $2984.73      | 0.00%             | 2030-07-02      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| FW3500603.SRDUP                                     | FW3500603.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8603 | PA      | $8798.13      | 0.00%             | 2027-10-13      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| FW3957354.SRDUP                                     | FW3957354.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       686 | PA      | $693.77       | 0.00%             | 2028-09-05      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| 210717183.SRDLC                                     | 210717183.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8022 | PA      | $7611.64      | 0.00%             | 2029-09-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212365965.SRDLC                                     | 212365965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11589 | PA      | $10906.76     | 0.00%             | 2027-11-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 17.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-840.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 18                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205850651.SRDLC                                     | 205850651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23658 | PA      | $23175.90     | 0.00%             | 2028-12-26      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206541316.SRDLC                                     | 206541316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6177 | PA      | $647.38       | 0.00%             | 2026-02-06      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3542538.SRDUP                                     | FW3542538.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2248 | PA      | $2266.31      | 0.00%             | 2027-11-16      | Fixed         | 28.16%                | Yes           |                  3 | On Loan: No      |
| FW3955871.SRDUP                                     | FW3955871.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13666 | PA      | $13681.46     | 0.00%             | 2029-02-10      | Fixed         | 20.77%                | Yes           |                  3 | On Loan: No      |
| DRB5179885.SRDUP                                    | DRB5179885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12870 | PA      | $6720.30      | 0.00%             | 2030-04-03      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| DRB5181330.SRDUP                                    | DRB5181330.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28619 | PA      | $26765.81     | 0.00%             | 2030-04-04      | Fixed         | 31.11%                | Yes           |                  3 | On Loan: No      |
| L5384082.SRDUP                                      | L5384082.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8638 | PA      | $8180.41      | 0.00%             | 2030-05-23      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| L5385628.SRDUP                                      | L5385628.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4117 | PA      | $3919.52      | 0.00%             | 2030-05-23      | Fixed         | 25.94%                | Yes           |                  3 | On Loan: No      |
| L3402023.SRDUP                                      | L3402023.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5603 | PA      | $5609.77      | 0.00%             | 2027-09-06      | Fixed         | 14.02%                | Yes           |                  3 | On Loan: No      |
| L3541676.SRDUP                                      | L3541676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        79 | PA      | $78.28        | 0.00%             | 2025-11-01      | Fixed         | 15.78%                | Yes           |                  3 | On Loan: No      |
| FW3391331.SRDUP                                     | FW3391331.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1805 | PA      | $1814.74      | 0.00%             | 2027-09-01      | Fixed         | 26.82%                | Yes           |                  3 | On Loan: No      |
| FW3957773.SRDUP                                     | FW3957773.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7202 | PA      | $1047.22      | 0.00%             | 2028-09-05      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| 9480337.SRDSQ                                       | 9480337.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2278 | PA      | $2163.97      | 0.00%             | 2027-01-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9482981.SRDSQ                                       | 9482981.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6567 | PA      | $6191.96      | 0.00%             | 2027-01-27      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| FW5000110.SRDUP                                     | FW5000110.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5138 | PA      | $4817.10      | 0.00%             | 2030-02-04      | Fixed         | 20.82%                | Yes           |                  3 | On Loan: No      |
| FW5002197.SRDUP                                     | FW5002197.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16069 | PA      | $15074.48     | 0.00%             | 2030-02-05      | Fixed         | 21.89%                | Yes           |                  3 | On Loan: No      |
| L4008264.SRDUP                                      | L4008264.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14310 | PA      | $14233.17     | 0.00%             | 2029-03-06      | Fixed         | 16.33%                | Yes           |                  3 | On Loan: No      |
| L4986572.SRDUP                                      | L4986572.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43855 | PA      | $43184.26     | 0.00%             | 2030-02-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 8824751.SRDSQ                                       | 8824751.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4652 | PA      | $3926.43      | 0.00%             | 2026-09-11      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8849266.SRDSQ                                       | 8849266.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1028 | PA      | $1002.97      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3956162.SRDUP                                     | FW3956162.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25972 | PA      | $26043.84     | 0.00%             | 2028-09-05      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| FW3956386.SRDUP                                     | FW3956386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1999 | PA      | $1989.58      | 0.00%             | 2029-02-05      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 18.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 13                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4008328.SRDUP                                     | FW4008328.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2243 | PA      | $2261.51      | 0.00%             | 2028-10-06      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| FW5008320.SRDUP                                     | FW5008320.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10148 | PA      | $9527.81      | 0.00%             | 2030-02-07      | Fixed         | 23.42%                | Yes           |                  3 | On Loan: No      |
| FW4011051.SRDUP                                     | FW4011051.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33151 | PA      | $33081.46     | 0.00%             | 2028-10-10      | Fixed         | 17.11%                | Yes           |                  3 | On Loan: No      |
| FW5177192.SRDUP                                     | FW5177192.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15965 | PA      | $15108.17     | 0.00%             | 2030-04-03      | Fixed         | 20.20%                | Yes           |                  3 | On Loan: No      |
| L3914153.SRDUP                                      | L3914153.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       401 | PA      | $399.94       | 0.00%             | 2028-08-04      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| L3957334.SRDUP                                      | L3957334.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8572 | PA      | $4503.32      | 0.00%             | 2028-09-05      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| 9739658.SRDSQ                                       | 9739658.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18397 | PA      | $17356.15     | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9773923.SRDSQ                                       | 9773923.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5589 | PA      | $5259.48      | 0.00%             | 2027-03-08      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| FW3960098.SRDUP                                     | FW3960098.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1774 | PA      | $1790.31      | 0.00%             | 2028-09-05      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| FW4996250.SRDUP                                     | FW4996250.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6438 | PA      | $5978.67      | 0.00%             | 2030-02-03      | Fixed         | 21.98%                | Yes           |                  3 | On Loan: No      |
| 9060631.SRDSQ                                       | 9060631.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6329 | PA      | $6148.48      | 0.00%             | 2026-11-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3911536.SRDUP                                    | CBM3911536.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1168 | PA      | $1182.01      | 0.00%             | 2028-08-03      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 13.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -65 | NC      | $-2912.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 13.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -150 | NC      | $-10080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5187543.SRDUP                                     | FW5187543.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12208 | PA      | $11475.67     | 0.00%             | 2030-04-07      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| L3501070.SRDUP                                      | L3501070.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1426 | PA      | $1442.75      | 0.00%             | 2027-10-23      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Low Su Gasoil G   Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -74 | NC      | $-298620.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    Jan26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       436 | NC      | $344231.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FW5384619.SRDUP                                     | FW5384619.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3364 | PA      | $3041.55      | 0.00%             | 2030-05-23      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3325657.SRDUP                                      | L3325657.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8723 | PA      | $8771.39      | 0.00%             | 2027-08-02      | Fixed         | 22.31%                | Yes           |                  3 | On Loan: No      |
| CBM4007944.SRDUP                                    | CBM4007944.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       918 | PA      | $283.84       | 0.00%             | 2028-10-06      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| FW3913164.SRDUP                                     | FW3913164.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       610 | PA      | $605.87       | 0.00%             | 2026-08-04      | Fixed         | 27.55%                | Yes           |                  3 | On Loan: No      |
| FW5010179.SRDUP                                     | FW5010179.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2718 | PA      | $2528.40      | 0.00%             | 2030-02-07      | Fixed         | 31.77%                | Yes           |                  3 | On Loan: No      |
| FW5177345.SRDUP                                     | FW5177345.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2001 | PA      | $1869.27      | 0.00%             | 2030-04-03      | Fixed         | 31.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 13.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -250 | NC      | $-28000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 14                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -450 | NC      | $-80640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9794319.SRDSQ                                       | 9794319.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2459 | PA      | $2283.76      | 0.00%             | 2027-03-13      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 9845618.SRDSQ                                       | 9845618.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4719 | PA      | $4443.01      | 0.00%             | 2027-03-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8368753.SRDSQ                                       | 8368753.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $742.09       | 0.00%             | 2026-05-09      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8399477.SRDSQ                                       | 8399477.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1299 | PA      | $646.37       | 0.00%             | 2026-05-20      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| L3959379.SRDUP                                      | L3959379.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5193 | PA      | $5181.98      | 0.00%             | 2028-09-05      | Fixed         | 15.62%                | Yes           |                  3 | On Loan: No      |
| L4008044.SRDUP                                      | L4008044.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3853 | PA      | $3820.83      | 0.00%             | 2026-10-06      | Fixed         | 15.34%                | Yes           |                  3 | On Loan: No      |
| L3330502.SRDUP                                      | L3330502.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5545 | PA      | $5536.47      | 0.00%             | 2027-08-04      | Fixed         | 10.16%                | Yes           |                  3 | On Loan: No      |
| L3391434.SRDUP                                      | L3391434.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10482 | PA      | $10539.01     | 0.00%             | 2027-09-01      | Fixed         | 23.72%                | Yes           |                  3 | On Loan: No      |
| L3319799.SRDUP                                      | L3319799.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1168 | PA      | $1183.46      | 0.00%             | 2027-08-01      | Fixed         | 23.94%                | Yes           |                  3 | On Loan: No      |
| L3341076.SRDUP                                      | L3341076.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       870 | PA      | $144.19       | 0.00%             | 2025-08-09      | Fixed         | 10.32%                | Yes           |                  3 | On Loan: No      |
| 207565164.SRDLC                                     | 207565164.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1415 | PA      | $1414.64      | 0.00%             | 2026-04-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207628434.SRDLC                                     | 207628434.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10205 | PA      | $10245.03     | 0.00%             | 2028-04-16      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 14.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -450 | NC      | $-126000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 14.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -337 | NC      | $-135878.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 195297116.SRDLC                                     | 195297116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2797 | PA      | $1873.65      | 0.00%             | 2027-11-07      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 203830149.SRDLC                                     | 203830149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2698 | PA      | $2709.63      | 0.00%             | 2027-08-28      | Fixed         | 16.46%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        91 | NC      | $273686.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1070                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -184 | NC      | $-441600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3956343.SRDUP                                     | FW3956343.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30685 | PA      | $30617.52     | 0.00%             | 2028-09-05      | Fixed         | 17.00%                | Yes           |                  3 | On Loan: No      |
| FW3956629.SRDUP                                     | FW3956629.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       461 | PA      | $458.89       | 0.00%             | 2028-09-05      | Fixed         | 27.86%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1080                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -167 | NC      | $-329825.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1090                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -290 | NC      | $-458562.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| L5582505.SRDUP                                      | L5582505.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1461 | PA      | $1426.68      | 0.00%             | 2030-07-01      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 186430295.SRDLC                                     | 186430295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4060 | PA      | $4112.14      | 0.00%             | 2027-02-22      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 186609833.SRDLC                                     | 186609833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7579 | PA      | $7653.32      | 0.00%             | 2027-02-24      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 187142957.SRDLC                                     | 187142957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5825 | PA      | $5727.93      | 0.00%             | 2027-03-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| CBM4011977.SRDUP                                    | CBM4011977.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11098 | PA      | $11074.21     | 0.00%             | 2028-10-10      | Fixed         | 14.32%                | Yes           |                  3 | On Loan: No      |
| CBM5178805.SRDUP                                    | CBM5178805.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20755 | PA      | $19651.56     | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L3336614.SRDUP                                      | L3336614.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3072 | PA      | $3092.12      | 0.00%             | 2027-08-08      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3394760.SRDUP                                      | L3394760.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2044 | PA      | $2068.74      | 0.00%             | 2027-09-02      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| L4012063.SRDUP                                      | L4012063.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1019 | PA      | $1024.31      | 0.00%             | 2028-10-10      | Fixed         | 22.95%                | Yes           |                  3 | On Loan: No      |
| L5002548.SRDUP                                      | L5002548.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35751 | PA      | $33979.47     | 0.00%             | 2030-02-05      | Fixed         | 18.20%                | Yes           |                  3 | On Loan: No      |
| 210780869.SRDLC                                     | 210780869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1889 | PA      | $1853.53      | 0.00%             | 2027-01-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211119143.SRDLC                                     | 211119143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $1924.01      | 0.00%             | 2026-10-04      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| DRB5382758.SRDUP                                    | DRB5382758.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1559 | PA      | $1479.42      | 0.00%             | 2030-05-23      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| DRB5384713.SRDUP                                    | DRB5384713.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1080 | PA      | $209.60       | 0.00%             | 2030-05-23      | Fixed         | 20.63%                | Yes           |                  3 | On Loan: No      |
| 211279182.SRDLC                                     | 211279182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7008 | PA      | $6890.73      | 0.00%             | 2027-10-22      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211327546.SRDLC                                     | 211327546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13020 | PA      | $12325.20     | 0.00%             | 2029-10-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L3500805.SRDUP                                      | L3500805.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1630 | PA      | $1633.27      | 0.00%             | 2027-10-28      | Fixed         | 19.56%                | Yes           |                  3 | On Loan: No      |
| L3913367.SRDUP                                      | L3913367.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27660 | PA      | $27764.18     | 0.00%             | 2028-08-04      | Fixed         | 12.13%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 14.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -475 | NC      | $-276640.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 15                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -475 | NC      | $-372400.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25C 1100                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -274 | NC      | $-337362.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1046                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -80 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5176178.SRDUP                                      | L5176178.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23247 | PA      | $22510.08     | 0.00%             | 2030-04-02      | Fixed         | 14.76%                | Yes           |                  3 | On Loan: No      |
| L5179882.SRDUP                                      | L5179882.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5838 | PA      | $5592.49      | 0.00%             | 2028-04-03      | Fixed         | 19.59%                | Yes           |                  3 | On Loan: No      |
| DRB5176918.SRDUP                                    | DRB5176918.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $5972.08      | 0.00%             | 2030-04-03      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| DRB5380679.SRDUP                                    | DRB5380679.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46928 | PA      | $44455.66     | 0.00%             | 2030-05-22      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4445                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-22950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4450                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-9500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8417691.SRDSQ                                       | 8417691.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1666 | PA      | $1603.59      | 0.00%             | 2026-05-25      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8611301.SRDSQ                                       | 8611301.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2396 | PA      | $933.51       | 0.00%             | 2026-07-13      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| DRB5385773.SRDUP                                    | DRB5385773.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3955 | PA      | $3768.44      | 0.00%             | 2030-05-23      | Fixed         | 32.29%                | Yes           |                  3 | On Loan: No      |
| DRB5385960.SRDUP                                    | DRB5385960.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10822 | PA      | $10314.43     | 0.00%             | 2030-05-23      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 211439322.SRDLC                                     | 211439322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3251 | PA      | $3091.34      | 0.00%             | 2028-10-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211486325.SRDLC                                     | 211486325.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6300 | PA      | $1684.33      | 0.00%             | 2026-10-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4455                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-7350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4460                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-13160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 15.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -500 | NC      | $-504000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 15.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -500 | NC      | $-627200.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4010342.SRDUP                                     | FW4010342.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3905 | PA      | $567.75       | 0.00%             | 2028-10-10      | Fixed         | 28.14%                | Yes           |                  3 | On Loan: No      |
| FW4996382.SRDUP                                     | FW4996382.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5251 | PA      | $4874.44      | 0.00%             | 2030-02-03      | Fixed         | 32.08%                | Yes           |                  3 | On Loan: No      |
| 219974380.SRDLC                                     | 219974380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7000 | PA      | $4490.18      | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8373827.SRDSQ                                       | 8373827.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1385 | PA      | $811.56       | 0.00%             | 2026-05-12      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| L4008508.SRDUP                                      | L4008508.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9349 | PA      | $9319.91      | 0.00%             | 2027-03-06      | Fixed         | 20.53%                | Yes           |                  3 | On Loan: No      |
| L4012708.SRDUP                                      | L4012708.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1117 | PA      | $1117.57      | 0.00%             | 2026-10-10      | Fixed         | 11.54%                | Yes           |                  3 | On Loan: No      |
| L5581100.SRDUP                                      | L5581100.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1067 | PA      | $1055.12      | 0.00%             | 2030-07-01      | Fixed         | 19.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4475                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-6600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4.1                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -495 | NC      | $-1352835.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| 212377798.SRDLC                                     | 212377798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7114 | PA      | $745.53       | 0.00%             | 2026-11-28      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212518235.SRDLC                                     | 212518235.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12720 | PA      | $12130.11     | 0.00%             | 2028-11-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 15.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -294 | NC      | $-444528.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 16                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -340 | NC      | $-605472.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 211531284.SRDLC                                     | 211531284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2629 | PA      | $2576.44      | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211592263.SRDLC                                     | 211592263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3998 | PA      | $3975.13      | 0.00%             | 2026-10-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L4997676.SRDUP                                      | L4997676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7251 | PA      | $1350.89      | 0.00%             | 2030-02-03      | Fixed         | 20.23%                | Yes           |                  3 | On Loan: No      |
| L5007750.SRDUP                                      | L5007750.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $925.63       | 0.00%             | 2030-02-06      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| DRB5582980.SRDUP                                    | DRB5582980.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24360 | PA      | $23895.06     | 0.00%             | 2030-07-02      | Fixed         | 20.10%                | Yes           |                  3 | On Loan: No      |
| DRB5583364.SRDUP                                    | DRB5583364.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1729 | PA      | $1657.52      | 0.00%             | 2030-07-02      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| 211268223.SRDLC                                     | 211268223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3246 | PA      | $3067.96      | 0.00%             | 2027-10-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211339651.SRDLC                                     | 211339651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10603 | PA      | $10014.74     | 0.00%             | 2029-10-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8422045.SRDSQ                                       | 8422045.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2173 | PA      | $1792.61      | 0.00%             | 2026-05-26      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8637367.SRDSQ                                       | 8637367.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1978 | PA      | $1942.35      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211607731.SRDLC                                     | 211607731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2639 | PA      | $2497.74      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211751095.SRDLC                                     | 211751095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1791 | PA      | $1739.10      | 0.00%             | 2027-10-22      | Fixed         | 15.50%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4.15                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -97 | NC      | $-243664.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4.2                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -106 | NC      | $-244330.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L4998678.SRDUP                                      | L4998678.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3317 | PA      | $3081.29      | 0.00%             | 2030-02-04      | Fixed         | 22.75%                | Yes           |                  3 | On Loan: No      |
| L5002759.SRDUP                                      | L5002759.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2126 | PA      | $2024.66      | 0.00%             | 2030-02-05      | Fixed         | 21.01%                | Yes           |                  3 | On Loan: No      |
| L5580886.SRDUP                                      | L5580886.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2718 | PA      | $2664.87      | 0.00%             | 2030-07-01      | Fixed         | 20.11%                | Yes           |                  3 | On Loan: No      |
| 186089886.SRDLC                                     | 186089886.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10025 | PA      | $1050.63      | 0.00%             | 2027-07-09      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 186987081.SRDLC                                     | 186987081.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5523 | PA      | $578.84       | 0.00%             | 2025-03-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187076024.SRDLC                                     | 187076024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9017 | PA      | $9071.76      | 0.00%             | 2027-03-10      | Fixed         | 12.19%                | Yes           |                  3 | On Loan: No      |
| 212175593.SRDLC                                     | 212175593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10204 | PA      | $9672.39      | 0.00%             | 2028-11-12      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212196573.SRDLC                                     | 212196573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1750 | PA      | $1705.44      | 0.00%             | 2026-11-12      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| L4008684.SRDUP                                      | L4008684.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17783 | PA      | $17709.69     | 0.00%             | 2028-10-06      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| L4011503.SRDUP                                      | L4011503.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11257 | PA      | $11295.27     | 0.00%             | 2028-10-10      | Fixed         | 13.50%                | Yes           |                  3 | On Loan: No      |
| L3910699.SRDUP                                      | L3910699.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $914.20       | 0.00%             | 2026-08-02      | Fixed         | 20.05%                | Yes           |                  3 | On Loan: No      |
| L3911143.SRDUP                                      | L3911143.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1580 | PA      | $1576.37      | 0.00%             | 2026-08-02      | Fixed         | 12.39%                | Yes           |                  3 | On Loan: No      |
| 187853969.SRDLC                                     | 187853969.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4968 | PA      | $520.68       | 0.00%             | 2027-04-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 188187819.SRDLC                                     | 188187819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4145 | PA      | $434.39       | 0.00%             | 2027-04-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186834062.SRDLC                                     | 186834062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9365 | PA      | $9197.43      | 0.00%             | 2027-03-03      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 187653936.SRDLC                                     | 187653936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $211.13       | 0.00%             | 2025-05-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW5010185.SRDUP                                     | FW5010185.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4409 | PA      | $4101.61      | 0.00%             | 2030-02-07      | Fixed         | 32.34%                | Yes           |                  3 | On Loan: No      |
| FW5171137.SRDUP                                     | FW5171137.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2125 | PA      | $1995.30      | 0.00%             | 2028-04-03      | Fixed         | 27.82%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 16.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -365 | NC      | $-748104.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25P 16.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-174720.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3342196.SRDUP                                      | L3342196.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2559 | PA      | $2576.78      | 0.00%             | 2027-08-09      | Fixed         | 22.70%                | Yes           |                  3 | On Loan: No      |
| L3956164.SRDUP                                      | L3956164.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11859 | PA      | $11776.87     | 0.00%             | 2029-02-05      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| DRB5383715.SRDUP                                    | DRB5383715.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3833 | PA      | $3649.52      | 0.00%             | 2030-05-23      | Fixed         | 26.62%                | Yes           |                  3 | On Loan: No      |
| FW3291332.SRDUP                                     | FW3291332.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1295 | PA      | $1309.23      | 0.00%             | 2027-07-19      | Fixed         | 25.05%                | Yes           |                  3 | On Loan: No      |
| 211468242.SRDLC                                     | 211468242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12528 | PA      | $12257.23     | 0.00%             | 2026-10-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211492976.SRDLC                                     | 211492976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4470 | PA      | $4216.81      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212530777.SRDLC                                     | 212530777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       785 | PA      | $740.23       | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213852378.SRDLC                                     | 213852378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16364 | PA      | $15930.58     | 0.00%             | 2028-01-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 188317779.SRDLC                                     | 188317779.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3352 | PA      | $3291.25      | 0.00%             | 2027-04-20      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 191390818.SRDLC                                     | 191390818.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21142 | PA      | $2215.65      | 0.00%             | 2027-07-04      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 192054809.SRDLC                                     | 192054809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6580 | PA      | $6628.47      | 0.00%             | 2028-02-12      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 194563879.SRDLC                                     | 194563879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10434 | PA      | $10944.14     | 0.00%             | 2028-04-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3401194.SRDUP                                      | L3401194.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4272 | PA      | $863.36       | 0.00%             | 2028-02-20      | Fixed         | 22.61%                | Yes           |                  3 | On Loan: No      |
| L3542239.SRDUP                                      | L3542239.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $1247.15      | 0.00%             | 2027-11-01      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| 8637213.SRDSQ                                       | 8637213.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2911 | PA      | $2834.65      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8761373.SRDSQ                                       | 8761373.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42562 | PA      | $41658.50     | 0.00%             | 2026-08-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3308055.SRDUP                                     | FW3308055.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1330.68      | 0.00%             | 2027-07-28      | Fixed         | 27.97%                | Yes           |                  3 | On Loan: No      |
| FW3391682.SRDUP                                     | FW3391682.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2080 | PA      | $2108.58      | 0.00%             | 2027-09-01      | Fixed         | 33.15%                | Yes           |                  3 | On Loan: No      |
| 211313208.SRDLC                                     | 211313208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12883 | PA      | $1350.10      | 0.00%             | 2027-10-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211487350.SRDLC                                     | 211487350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1685 | PA      | $1662.08      | 0.00%             | 2026-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L5379468.SRDUP                                      | L5379468.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3467 | PA      | $3340.04      | 0.00%             | 2028-05-22      | Fixed         | 21.16%                | Yes           |                  3 | On Loan: No      |
| L5385017.SRDUP                                      | L5385017.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4717 | PA      | $4510.44      | 0.00%             | 2030-05-23      | Fixed         | 18.92%                | Yes           |                  3 | On Loan: No      |
| L4998564.SRDUP                                      | L4998564.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5254 | PA      | $4881.64      | 0.00%             | 2030-02-04      | Fixed         | 23.03%                | Yes           |                  3 | On Loan: No      |
| L5008362.SRDUP                                      | L5008362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10014 | PA      | $9524.77      | 0.00%             | 2030-02-07      | Fixed         | 21.47%                | Yes           |                  3 | On Loan: No      |
| 203461601.SRDLC                                     | 203461601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3704 | PA      | $3656.65      | 0.00%             | 2026-12-15      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 204691132.SRDLC                                     | 204691132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23870 | PA      | $23918.74     | 0.00%             | 2027-11-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 187732651.SRDLC                                     | 187732651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       393 | PA      | $99.05        | 0.00%             | 2025-11-28      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 192047796.SRDLC                                     | 192047796.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22289 | PA      | $2335.85      | 0.00%             | 2027-08-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8781177.SRDSQ                                       | 8781177.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7857 | PA      | $2343.24      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8823658.SRDSQ                                       | 8823658.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3625 | PA      | $3167.41      | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 204891575.SRDLC                                     | 204891575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18755 | PA      | $19826.59     | 0.00%             | 2028-10-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205852854.SRDLC                                     | 205852854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18462 | PA      | $17946.35     | 0.00%             | 2029-01-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| FW3910025.SRDUP                                     | FW3910025.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4428 | PA      | $4414.81      | 0.00%             | 2028-08-02      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| FW3956062.SRDUP                                     | FW3956062.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4964 | PA      | $4992.52      | 0.00%             | 2028-09-05      | Fixed         | 22.12%                | Yes           |                  3 | On Loan: No      |
| FW3393950.SRDUP                                     | FW3393950.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $490.03       | 0.00%             | 2027-09-02      | Fixed         | 33.75%                | Yes           |                  3 | On Loan: No      |
| FW3909828.SRDUP                                     | FW3909828.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17238 | PA      | $17256.33     | 0.00%             | 2028-08-02      | Fixed         | 22.21%                | Yes           |                  3 | On Loan: No      |
| 8607361.SRDSQ                                       | 8607361.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5167 | PA      | $5055.30      | 0.00%             | 2026-07-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8799944.SRDSQ                                       | 8799944.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6803 | PA      | $6637.92      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5586977.SRDUP                                      | L5586977.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1164 | PA      | $1142.02      | 0.00%             | 2030-07-02      | Fixed         | 19.71%                | Yes           |                  3 | On Loan: No      |
| 8789123.SRDSQ                                       | 8789123.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7236 | PA      | $6979.62      | 0.00%             | 2026-09-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8829307.SRDSQ                                       | 8829307.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6958 | PA      | $6748.02      | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881195.SRDSQ                                       | 8881195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1097 | PA      | $1016.63      | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9068017.SRDSQ                                       | 9068017.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4800 | PA      | $3729.25      | 0.00%             | 2026-11-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 204707973.SRDLC                                     | 204707973.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5705 | PA      | $5818.22      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204955900.SRDLC                                     | 204955900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       774 | PA      | $773.90       | 0.00%             | 2025-11-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3332213.SRDUP                                     | FW3332213.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1085 | PA      | $1101.59      | 0.00%             | 2027-08-04      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3500536.SRDUP                                     | FW3500536.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7040 | PA      | $7048.46      | 0.00%             | 2027-10-13      | Fixed         | 12.55%                | Yes           |                  3 | On Loan: No      |
| 8871038.SRDSQ                                       | 8871038.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1805 | PA      | $1763.80      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9109780.SRDSQ                                       | 9109780.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1441 | PA      | $1367.93      | 0.00%             | 2026-11-21      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW3911734.SRDUP                                     | FW3911734.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2423 | PA      | $2434.65      | 0.00%             | 2028-08-03      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| FW3956066.SRDUP                                     | FW3956066.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4835 | PA      | $4897.88      | 0.00%             | 2028-09-05      | Fixed         | 27.42%                | Yes           |                  3 | On Loan: No      |
| 212254603.SRDLC                                     | 212254603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5951 | PA      | $5843.31      | 0.00%             | 2026-11-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212525214.SRDLC                                     | 212525214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2994 | PA      | $2946.57      | 0.00%             | 2026-11-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L5177226.SRDUP                                      | L5177226.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5302 | PA      | $5079.61      | 0.00%             | 2028-04-15      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| L5178690.SRDUP                                      | L5178690.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5174 | PA      | $4834.12      | 0.00%             | 2030-04-03      | Fixed         | 23.62%                | Yes           |                  3 | On Loan: No      |
| L5177160.SRDUP                                      | L5177160.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1506 | PA      | $1459.11      | 0.00%             | 2030-04-03      | Fixed         | 17.47%                | Yes           |                  3 | On Loan: No      |
| L5178870.SRDUP                                      | L5178870.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3186 | PA      | $3087.53      | 0.00%             | 2030-04-03      | Fixed         | 18.57%                | Yes           |                  3 | On Loan: No      |
| L3913469.SRDUP                                      | L3913469.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       884 | PA      | $880.75       | 0.00%             | 2029-01-04      | Fixed         | 15.92%                | Yes           |                  3 | On Loan: No      |
| L3954179.SRDUP                                      | L3954179.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3156 | PA      | $3168.03      | 0.00%             | 2028-09-01      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| FW5009744.SRDUP                                     | FW5009744.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2610 | PA      | $2428.00      | 0.00%             | 2030-02-07      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| FW5177071.SRDUP                                     | FW5177071.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14289 | PA      | $14096.73     | 0.00%             | 2030-04-03      | Fixed         | 10.42%                | Yes           |                  3 | On Loan: No      |
| 9350774.SRDSQ                                       | 9350774.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13879 | PA      | $13328.54     | 0.00%             | 2027-01-17      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9613054.SRDSQ                                       | 9613054.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18492 | PA      | $17303.85     | 0.00%             | 2027-01-29      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 212352874.SRDLC                                     | 212352874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13010 | PA      | $12372.62     | 0.00%             | 2028-11-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212366195.SRDLC                                     | 212366195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1819 | PA      | $1779.32      | 0.00%             | 2026-11-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L5002980.SRDUP                                      | L5002980.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $2008.04      | 0.00%             | 2030-02-05      | Fixed         | 21.31%                | Yes           |                  3 | On Loan: No      |
| L5380421.SRDUP                                      | L5380421.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5211 | PA      | $5069.97      | 0.00%             | 2030-05-22      | Fixed         | 18.35%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EOX5_MS_2025.11.21_SHORT                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-115796.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EUR/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1308905.02  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| 9814282.SRDSQ                                       | 9814282.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6223 | PA      | $5454.14      | 0.00%             | 2027-03-18      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9827047.SRDSQ                                       | 9827047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11559 | PA      | $9869.83      | 0.00%             | 2027-03-22      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 187720227.SRDLC                                     | 187720227.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       412 | PA      | $424.52       | 0.00%             | 2026-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187847354.SRDLC                                     | 187847354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21650 | PA      | $2268.95      | 0.00%             | 2027-09-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25C 4.25                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -82 | NC      | $-173266.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Dec25P 3.35                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -393 | NC      | $-101394.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8801665.SRDSQ                                       | 8801665.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4791 | PA      | $3795.22      | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8825785.SRDSQ                                       | 8825785.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11812 | PA      | $11493.24     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 191462983.SRDLC                                     | 191462983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3625 | PA      | $3852.81      | 0.00%             | 2027-07-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 192075255.SRDLC                                     | 192075255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $5355.95      | 0.00%             | 2027-08-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3501054.SRDUP                                     | FW3501054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6188 | PA      | $6328.52      | 0.00%             | 2027-10-13      | Fixed         | 27.15%                | Yes           |                  3 | On Loan: No      |
| FW3910897.SRDUP                                     | FW3910897.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1216 | PA      | $1232.66      | 0.00%             | 2028-12-02      | Fixed         | 28.43%                | Yes           |                  3 | On Loan: No      |
| 211496185.SRDLC                                     | 211496185.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7750 | PA      | $7216.40      | 0.00%             | 2030-04-26      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211617223.SRDLC                                     | 211617223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1787.60      | 0.00%             | 2026-10-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L5378595.SRDUP                                      | L5378595.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2045 | PA      | $1989.69      | 0.00%             | 2028-05-22      | Fixed         | 16.61%                | Yes           |                  3 | On Loan: No      |
| L5382103.SRDUP                                      | L5382103.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22554 | PA      | $21900.05     | 0.00%             | 2030-05-22      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| 188214926.SRDLC                                     | 188214926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $2082.59      | 0.00%             | 2027-04-11      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 192512046.SRDLC                                     | 192512046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2054 | PA      | $2111.62      | 0.00%             | 2027-08-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW5582831.SRDUP                                     | FW5582831.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7143 | PA      | $6906.13      | 0.00%             | 2030-07-02      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| L3298354.SRDUP                                      | L3298354.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3293 | PA      | $3306.18      | 0.00%             | 2027-07-21      | Fixed         | 14.05%                | Yes           |                  3 | On Loan: No      |
| L4011587.SRDUP                                      | L4011587.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12915 | PA      | $12884.49     | 0.00%             | 2028-10-10      | Fixed         | 18.07%                | Yes           |                  3 | On Loan: No      |
| L4996413.SRDUP                                      | L4996413.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4242 | PA      | $4155.19      | 0.00%             | 2028-02-03      | Fixed         | 14.08%                | Yes           |                  3 | On Loan: No      |
| L5385563.SRDUP                                      | L5385563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8476 | PA      | $8082.09      | 0.00%             | 2030-05-23      | Fixed         | 23.30%                | Yes           |                  3 | On Loan: No      |
| 206476430.SRDLC                                     | 206476430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10508 | PA      | $10187.36     | 0.00%             | 2027-02-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206533162.SRDLC                                     | 206533162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4200 | PA      | $4073.03      | 0.00%             | 2027-02-06      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| L3301225.SRDUP                                      | L3301225.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       884 | PA      | $883.82       | 0.00%             | 2027-08-03      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| L3310251.SRDUP                                      | L3310251.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       277 | PA      | $40.33        | 0.00%             | 2027-07-26      | Fixed         | 19.26%                | Yes           |                  3 | On Loan: No      |
| 205239755.SRDLC                                     | 205239755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4065 | PA      | $4009.71      | 0.00%             | 2026-11-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 206564728.SRDLC                                     | 206564728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $195.87       | 0.00%             | 2027-02-14      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214204315.SRDLC                                     | 214204315.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2395 | PA      | $623.69       | 0.00%             | 2027-02-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214298262.SRDLC                                     | 214298262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2653 | PA      | $2532.39      | 0.00%             | 2028-01-31      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213908290.SRDLC                                     | 213908290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26952 | PA      | $26052.76     | 0.00%             | 2028-01-23      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 214973713.SRDLC                                     | 214973713.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2210 | PA      | $2092.58      | 0.00%             | 2028-03-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214443732.SRDLC                                     | 214443732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10072 | PA      | $9468.78      | 0.00%             | 2028-02-28      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214909327.SRDLC                                     | 214909327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19726 | PA      | $19482.57     | 0.00%             | 2029-03-25      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205186172.SRDLC                                     | 205186172.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       235 | PA      | $233.30       | 0.00%             | 2026-11-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205265680.SRDLC                                     | 205265680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1640 | PA      | $1678.80      | 0.00%             | 2026-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 192613924.SRDLC                                     | 192613924.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12872 | PA      | $13056.56     | 0.00%             | 2027-08-30      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 195271773.SRDLC                                     | 195271773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        55 | PA      | $54.46        | 0.00%             | 2025-11-07      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215284725.SRDLC                                     | 215284725.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3620 | PA      | $148.07       | 0.00%             | 2027-04-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 7511508.SRDSQ                                       | 7511508.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $118.95       | 0.00%             | 2025-08-19      | Fixed         | 5.37%                 | Yes           |                  3 | On Loan: No      |
| L3394593.SRDUP                                      | L3394593.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3455 | PA      | $3528.13      | 0.00%             | 2028-02-02      | Fixed         | 28.14%                | Yes           |                  3 | On Loan: No      |
| L3956281.SRDUP                                      | L3956281.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32385 | PA      | $32469.52     | 0.00%             | 2028-09-05      | Fixed         | 10.90%                | Yes           |                  3 | On Loan: No      |
| CBM4011013.SRDUP                                    | CBM4011013.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2967 | PA      | $2996.00      | 0.00%             | 2028-10-10      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| CBM5009099.SRDUP                                    | CBM5009099.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1950 | PA      | $1814.41      | 0.00%             | 2030-02-07      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| FW5001196.SRDUP                                     | FW5001196.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45668 | PA      | $44211.17     | 0.00%             | 2030-02-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| FW5178905.SRDUP                                     | FW5178905.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3881 | PA      | $3629.66      | 0.00%             | 2030-04-03      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| FW4008496.SRDUP                                     | FW4008496.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29418 | PA      | $29517.26     | 0.00%             | 2028-10-06      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| FW4009831.SRDUP                                     | FW4009831.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1068.96      | 0.00%             | 2028-10-10      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| L5385723.SRDUP                                      | L5385723.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3313 | PA      | $3223.26      | 0.00%             | 2030-05-23      | Fixed         | 17.72%                | Yes           |                  3 | On Loan: No      |
| 186995899.SRDLC                                     | 186995899.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       157 | PA      | $75.00        | 0.00%             | 2025-11-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3293259.SRDUP                                     | FW3293259.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1361 | PA      | $1393.50      | 0.00%             | 2027-07-22      | Fixed         | 29.68%                | Yes           |                  3 | On Loan: No      |
| FW3302981.SRDUP                                     | FW3302981.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1802 | PA      | $1845.34      | 0.00%             | 2027-07-22      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| 211443315.SRDLC                                     | 211443315.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2592 | PA      | $2446.11      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8793082.SRDSQ                                       | 8793082.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1066 | PA      | $986.57       | 0.00%             | 2026-09-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 212267422.SRDLC                                     | 212267422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5367 | PA      | $5081.26      | 0.00%             | 2029-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 212440195.SRDLC                                     | 212440195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5432 | PA      | $5140.66      | 0.00%             | 2029-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| L5009820.SRDUP                                      | L5009820.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2227 | PA      | $2156.88      | 0.00%             | 2030-02-07      | Fixed         | 17.42%                | Yes           |                  3 | On Loan: No      |
| L5010193.SRDUP                                      | L5010193.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3434 | PA      | $3230.74      | 0.00%             | 2030-02-07      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| CBM5177162.SRDUP                                    | CBM5177162.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2203 | PA      | $2058.90      | 0.00%             | 2030-04-03      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| CBM5181163.SRDUP                                    | CBM5181163.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6283 | PA      | $5896.20      | 0.00%             | 2030-04-04      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| 187214657.SRDLC                                     | 187214657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3514 | PA      | $368.29       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187721287.SRDLC                                     | 187721287.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       472 | PA      | $473.37       | 0.00%             | 2026-03-09      | Fixed         | 14.04%                | Yes           |                  3 | On Loan: No      |
| 205795932.SRDLC                                     | 205795932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4395 | PA      | $4343.89      | 0.00%             | 2026-12-19      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| 206567945.SRDLC                                     | 206567945.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14232 | PA      | $13841.65     | 0.00%             | 2028-02-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L5010060.SRDUP                                      | L5010060.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5052 | PA      | $4807.43      | 0.00%             | 2030-02-07      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| L5010169.SRDUP                                      | L5010169.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3012 | PA      | $2916.28      | 0.00%             | 2030-02-07      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 219094539.SRDLC                                     | 219094539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8304 | PA      | $8073.33      | 0.00%             | 2027-08-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 220002296.SRDLC                                     | 220002296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8884 | PA      | $8615.52      | 0.00%             | 2029-09-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203209922.SRDLC                                     | 203209922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8737 | PA      | $8713.86      | 0.00%             | 2026-08-02      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 203883383.SRDLC                                     | 203883383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11984 | PA      | $12052.85     | 0.00%             | 2027-09-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 8165158.SRDSQ                                       | 8165158.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5653 | PA      | $443.23       | 0.00%             | 2026-03-09      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8618239.SRDSQ                                       | 8618239.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       474 | PA      | $381.18       | 0.00%             | 2026-07-15      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 192662590.SRDLC                                     | 192662590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2828 | PA      | $296.42       | 0.00%             | 2025-08-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193981563.SRDLC                                     | 193981563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4653 | PA      | $4769.45      | 0.00%             | 2027-09-26      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 191340523.SRDLC                                     | 191340523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11429 | PA      | $11456.96     | 0.00%             | 2027-07-11      | Fixed         | 15.69%                | Yes           |                  3 | On Loan: No      |
| 194535429.SRDLC                                     | 194535429.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4923 | PA      | $5001.11      | 0.00%             | 2027-10-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213817550.SRDLC                                     | 213817550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45094 | PA      | $44409.72     | 0.00%             | 2031-01-21      | Fixed         | 8.82%                 | Yes           |                  3 | On Loan: No      |
| 213960121.SRDLC                                     | 213960121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29010 | PA      | $28356.60     | 0.00%             | 2030-01-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| L4999622.SRDUP                                      | L4999622.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       893 | PA      | $858.74       | 0.00%             | 2028-02-04      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| L5001154.SRDUP                                      | L5001154.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10603 | PA      | $9850.69      | 0.00%             | 2030-02-04      | Fixed         | 23.12%                | Yes           |                  3 | On Loan: No      |
| L3542487.SRDUP                                      | L3542487.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       525 | PA      | $521.10       | 0.00%             | 2027-11-01      | Fixed         | 23.59%                | Yes           |                  3 | On Loan: No      |
| L3909858.SRDUP                                      | L3909858.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15186 | PA      | $15142.09     | 0.00%             | 2028-08-02      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| 192789922.SRDLC                                     | 192789922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7985 | PA      | $8001.25      | 0.00%             | 2028-04-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194763161.SRDLC                                     | 194763161.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1600 | PA      | $167.72       | 0.00%             | 2026-03-02      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| FW5179372.SRDUP                                     | FW5179372.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7206 | PA      | $3723.79      | 0.00%             | 2030-04-03      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| FW5381497.SRDUP                                     | FW5381497.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5395 | PA      | $5248.88      | 0.00%             | 2030-05-23      | Fixed         | 17.08%                | Yes           |                  3 | On Loan: No      |
| 8790844.SRDSQ                                       | 8790844.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4285 | PA      | $4184.48      | 0.00%             | 2026-09-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8797376.SRDSQ                                       | 8797376.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4773 | PA      | $4639.09      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 204652983.SRDLC                                     | 204652983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5625 | PA      | $5840.06      | 0.00%             | 2028-10-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205162420.SRDLC                                     | 205162420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       153 | PA      | $152.60       | 0.00%             | 2025-11-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206903125.SRDLC                                     | 206903125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2679 | PA      | $2634.03      | 0.00%             | 2028-02-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210647772.SRDLC                                     | 210647772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6053 | PA      | $0.00         | 0.00%             | 2029-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5177213.SRDUP                                      | L5177213.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2952 | PA      | $2912.85      | 0.00%             | 2030-04-03      | Fixed         | 10.83%                | Yes           |                  3 | On Loan: No      |
| L5385836.SRDUP                                      | L5385836.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11016 | PA      | $10709.69     | 0.00%             | 2030-05-23      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| FW3309638.SRDUP                                     | FW3309638.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1728 | PA      | $1773.84      | 0.00%             | 2027-07-26      | Fixed         | 29.61%                | Yes           |                  3 | On Loan: No      |
| FW3316990.SRDUP                                     | FW3316990.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        41 | PA      | $39.28        | 0.00%             | 2027-08-01      | Fixed         | 29.27%                | Yes           |                  1 | On Loan: No      |
| 205174746.SRDLC                                     | 205174746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10295 | PA      | $10336.50     | 0.00%             | 2027-06-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205633187.SRDLC                                     | 205633187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4238 | PA      | $4185.40      | 0.00%             | 2026-12-11      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 8809310.SRDSQ                                       | 8809310.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1683 | PA      | $205.86       | 0.00%             | 2026-09-06      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8828187.SRDSQ                                       | 8828187.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1202 | PA      | $1176.77      | 0.00%             | 2026-09-12      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1048                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1050                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -443 | NC      | $-27687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203454561.SRDLC                                     | 203454561.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11564 | PA      | $12002.49     | 0.00%             | 2028-08-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204007369.SRDLC                                     | 204007369.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6063 | PA      | $6011.36      | 0.00%             | 2026-09-05      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 8845711.SRDSQ                                       | 8845711.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $946.67       | 0.00%             | 2026-09-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8846369.SRDSQ                                       | 8846369.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11859 | PA      | $11556.21     | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206751332.SRDLC                                     | 206751332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8779 | PA      | $8557.06      | 0.00%             | 2029-02-15      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 206895753.SRDLC                                     | 206895753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7498 | PA      | $7296.61      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW4011015.SRDUP                                     | FW4011015.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16738 | PA      | $16707.52     | 0.00%             | 2029-03-10      | Fixed         | 26.80%                | Yes           |                  3 | On Loan: No      |
| FW4012601.SRDUP                                     | FW4012601.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2184 | PA      | $2191.61      | 0.00%             | 2028-10-10      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| 206897990.SRDLC                                     | 206897990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12324 | PA      | $12276.36     | 0.00%             | 2029-02-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206934152.SRDLC                                     | 206934152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6728 | PA      | $6545.27      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L5006467.SRDUP                                      | L5006467.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1109 | PA      | $1054.80      | 0.00%             | 2030-02-06      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L5009165.SRDUP                                      | L5009165.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       922 | PA      | $865.64       | 0.00%             | 2030-02-07      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| 210679636.SRDLC                                     | 210679636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12401 | PA      | $12180.70     | 0.00%             | 2027-09-06      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| 210720420.SRDLC                                     | 210720420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2001 | PA      | $1962.57      | 0.00%             | 2026-09-09      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 195016998.SRDLC                                     | 195016998.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       705 | PA      | $706.03       | 0.00%             | 2025-11-29      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 203623021.SRDLC                                     | 203623021.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $5413.12      | 0.00%             | 2026-08-24      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| FW3316990.SRDUP                                     | FW3316990.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              |  | US        |       -41 | PA      | $-40.50       | -0.00%            | 2027-08-01      | Fixed         | 29.27%                | Yes           |                  1 | On Loan: No      |
| FW3393442.SRDUP                                     | FW3393442.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4509 | PA      | $4500.88      | 0.00%             | 2027-09-02      | Fixed         | 11.33%                | Yes           |                  3 | On Loan: No      |
| L5178884.SRDUP                                      | L5178884.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5472 | PA      | $5180.67      | 0.00%             | 2030-04-03      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| L5181408.SRDUP                                      | L5181408.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5042 | PA      | $4885.81      | 0.00%             | 2030-04-04      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| L5386225.SRDUP                                      | L5386225.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7070 | PA      | $6860.90      | 0.00%             | 2028-05-23      | Fixed         | 16.40%                | Yes           |                  3 | On Loan: No      |
| 186330563.SRDLC                                     | 186330563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12102 | PA      | $1693.22      | 0.00%             | 2027-02-22      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| 8849459.SRDSQ                                       | 8849459.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2120 | PA      | $1949.37      | 0.00%             | 2026-09-17      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9352021.SRDSQ                                       | 9352021.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7328 | PA      | $6931.62      | 0.00%             | 2027-01-17      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 532                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-6150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 533                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -38 | NC      | $-56525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204356087.SRDLC                                     | 204356087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3797 | PA      | $3813.69      | 0.00%             | 2026-09-28      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 204607632.SRDLC                                     | 204607632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10876 | PA      | $2888.56      | 0.00%             | 2027-06-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204471173.SRDLC                                     | 204471173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9280 | PA      | $9550.54      | 0.00%             | 2028-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204692447.SRDLC                                     | 204692447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3529 | PA      | $3587.89      | 0.00%             | 2026-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8846627.SRDSQ                                       | 8846627.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4898 | PA      | $4753.05      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8869289.SRDSQ                                       | 8869289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       248 | PA      | $103.42       | 0.00%             | 2026-09-20      | Fixed         | 4.97%                 | Yes           |                  3 | On Loan: No      |
| 213679721.SRDLC                                     | 213679721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1287 | PA      | $1259.29      | 0.00%             | 2027-01-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213755960.SRDLC                                     | 213755960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3483 | PA      | $3426.64      | 0.00%             | 2028-01-21      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| L5382539.SRDUP                                      | L5382539.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3034 | PA      | $2948.48      | 0.00%             | 2030-05-22      | Fixed         | 17.10%                | Yes           |                  3 | On Loan: No      |
| L5383765.SRDUP                                      | L5383765.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42510 | PA      | $19647.91     | 0.00%             | 2030-06-07      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| FW5386274.SRDUP                                     | FW5386274.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1878 | PA      | $1780.85      | 0.00%             | 2028-05-23      | Fixed         | 25.59%                | Yes           |                  3 | On Loan: No      |
| FW5579871.SRDUP                                     | FW5579871.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4980 | PA      | $4812.32      | 0.00%             | 2030-07-01      | Fixed         | 27.71%                | Yes           |                  3 | On Loan: No      |
| 220050368.SRDLC                                     | 220050368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1474 | PA      | $1420.81      | 0.00%             | 2028-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8353772.SRDSQ                                       | 8353772.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2877 | PA      | $225.59       | 0.00%             | 2026-05-06      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 534                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -55 | NC      | $-79062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 535                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -57 | NC      | $-78375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206500152.SRDLC                                     | 206500152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13362 | PA      | $12939.52     | 0.00%             | 2027-02-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210587322.SRDLC                                     | 210587322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5712 | PA      | $5424.62      | 0.00%             | 2029-09-06      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8852992.SRDSQ                                       | 8852992.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3408 | PA      | $3311.94      | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8886324.SRDSQ                                       | 8886324.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3476 | PA      | $3259.20      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8876403.SRDSQ                                       | 8876403.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       330 | PA      | $323.72       | 0.00%             | 2026-09-23      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| 9047850.SRDSQ                                       | 9047850.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       873 | PA      | $752.00       | 0.00%             | 2026-11-05      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 204732244.SRDLC                                     | 204732244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18543 | PA      | $1943.35      | 0.00%             | 2028-11-03      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205090540.SRDLC                                     | 205090540.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4697 | PA      | $4759.35      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB5009547.SRDUP                                    | DRB5009547.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1393 | PA      | $1295.86      | 0.00%             | 2030-02-07      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| DRB5382774.SRDUP                                    | DRB5382774.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7075 | PA      | $6735.35      | 0.00%             | 2030-05-23      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | FTSE/JSE TOP 40   Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |      -537 | NC      | $451052.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EURO FX CURR FUT  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -749 | NC      | $569347.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 9329587.SRDSQ                                       | 9329587.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47339 | PA      | $45178.81     | 0.00%             | 2027-01-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9357397.SRDSQ                                       | 9357397.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6047 | PA      | $5530.29      | 0.00%             | 2027-01-19      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 8840263.SRDSQ                                       | 8840263.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2820 | PA      | $2721.10      | 0.00%             | 2026-09-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8879147.SRDSQ                                       | 8879147.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       300 | PA      | $284.59       | 0.00%             | 2026-09-24      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| FW4013621.SRDUP                                     | FW4013621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $1140.11      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW5004761.SRDUP                                     | FW5004761.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1875 | PA      | $1743.11      | 0.00%             | 2030-02-06      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L5582315.SRDUP                                      | L5582315.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5578 | PA      | $5534.82      | 0.00%             | 2030-07-01      | Fixed         | 16.88%                | Yes           |                  3 | On Loan: No      |
| 186561715.SRDLC                                     | 186561715.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2012 | PA      | $210.83       | 0.00%             | 2025-06-23      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8374190.SRDSQ                                       | 8374190.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       448 | PA      | $444.33       | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8417487.SRDSQ                                       | 8417487.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4915 | PA      | $3555.32      | 0.00%             | 2026-05-25      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 9268527.SRDSQ                                       | 9268527.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4111 | PA      | $3812.10      | 0.00%             | 2026-12-27      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9330648.SRDSQ                                       | 9330648.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5065 | PA      | $4829.37      | 0.00%             | 2027-01-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3303535.SRDUP                                      | L3303535.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $5299.24      | 0.00%             | 2027-07-26      | Fixed         | 12.58%                | Yes           |                  3 | On Loan: No      |
| L3309530.SRDUP                                      | L3309530.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2371 | PA      | $2405.67      | 0.00%             | 2027-07-26      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| 213781643.SRDLC                                     | 213781643.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9759 | PA      | $9414.00      | 0.00%             | 2028-01-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213931265.SRDLC                                     | 213931265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7839 | PA      | $7631.09      | 0.00%             | 2028-01-31      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205098102.SRDLC                                     | 205098102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6657 | PA      | $6729.03      | 0.00%             | 2027-11-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205440955.SRDLC                                     | 205440955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4234 | PA      | $4175.54      | 0.00%             | 2026-12-06      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| FW3956371.SRDUP                                     | FW3956371.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4670 | PA      | $4734.36      | 0.00%             | 2028-09-05      | Fixed         | 31.01%                | Yes           |                  3 | On Loan: No      |
| FW4012577.SRDUP                                     | FW4012577.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15557 | PA      | $15506.60     | 0.00%             | 2028-10-10      | Fixed         | 15.38%                | Yes           |                  3 | On Loan: No      |
| 8789326.SRDSQ                                       | 8789326.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $811.31       | 0.00%             | 2026-09-01      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8814730.SRDSQ                                       | 8814730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5862 | PA      | $5706.58      | 0.00%             | 2026-09-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9317475.SRDSQ                                       | 9317475.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1265 | PA      | $1234.77      | 0.00%             | 2027-01-09      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9775831.SRDSQ                                       | 9775831.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1424 | PA      | $1319.48      | 0.00%             | 2027-03-09      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| L5010713.SRDUP                                      | L5010713.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1701 | PA      | $1598.41      | 0.00%             | 2030-02-07      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L5176890.SRDUP                                      | L5176890.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10560 | PA      | $9961.10      | 0.00%             | 2030-04-03      | Fixed         | 20.28%                | Yes           |                  3 | On Loan: No      |
| DRB5386142.SRDUP                                    | DRB5386142.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2522 | PA      | $2397.10      | 0.00%             | 2028-05-23      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| DRB5578381.SRDUP                                    | DRB5578381.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1074 | PA      | $1038.27      | 0.00%             | 2030-07-01      | Fixed         | 28.15%                | Yes           |                  3 | On Loan: No      |
| 205235365.SRDLC                                     | 205235365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10464 | PA      | $1817.85      | 0.00%             | 2027-08-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205245476.SRDLC                                     | 205245476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17760 | PA      | $1861.23      | 0.00%             | 2028-11-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5177383.SRDUP                                    | DRB5177383.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5260 | PA      | $4934.88      | 0.00%             | 2030-04-03      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| DRB5177974.SRDUP                                    | DRB5177974.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29047 | PA      | $27502.03     | 0.00%             | 2030-04-03      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| 205710942.SRDLC                                     | 205710942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1545 | PA      | $1513.05      | 0.00%             | 2026-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 207562572.SRDLC                                     | 207562572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5622 | PA      | $5420.61      | 0.00%             | 2028-04-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210804171.SRDLC                                     | 210804171.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18190 | PA      | $17369.90     | 0.00%             | 2029-09-12      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 210924341.SRDLC                                     | 210924341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2648 | PA      | $2646.51      | 0.00%             | 2026-09-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9348931.SRDSQ                                       | 9348931.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2806 | PA      | $2701.12      | 0.00%             | 2027-01-17      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 9628069.SRDSQ                                       | 9628069.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    104202 | PA      | $98515.14     | 0.01%             | 2027-02-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211010352.SRDLC                                     | 211010352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2523 | PA      | $2426.11      | 0.00%             | 2028-09-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211259987.SRDLC                                     | 211259987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17732 | PA      | $16741.67     | 0.00%             | 2029-09-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L3909895.SRDUP                                      | L3909895.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11130 | PA      | $11105.74     | 0.00%             | 2028-08-02      | Fixed         | 17.79%                | Yes           |                  3 | On Loan: No      |
| L4008337.SRDUP                                      | L4008337.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14597 | PA      | $14253.05     | 0.00%             | 2029-03-06      | Fixed         | 21.04%                | Yes           |                  3 | On Loan: No      |
| 9818497.SRDSQ                                       | 9818497.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5249 | PA      | $4955.84      | 0.00%             | 2027-03-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| CBM3910374.SRDUP                                    | CBM3910374.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10233 | PA      | $10332.17     | 0.00%             | 2028-08-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW5009552.SRDUP                                     | FW5009552.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3377 | PA      | $3141.70      | 0.00%             | 2030-02-07      | Fixed         | 32.34%                | Yes           |                  3 | On Loan: No      |
| FW5186286.SRDUP                                     | FW5186286.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3569 | PA      | $3382.45      | 0.00%             | 2030-04-07      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| FW5178890.SRDUP                                     | FW5178890.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14064 | PA      | $13637.81     | 0.00%             | 2029-02-03      | Fixed         | 27.41%                | Yes           |                  3 | On Loan: No      |
| L3297779.SRDUP                                      | L3297779.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       435 | PA      | $101.46       | 0.00%             | 2027-07-26      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| CBM3911219.SRDUP                                    | CBM3911219.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       810 | PA      | $804.35       | 0.00%             | 2026-08-02      | Fixed         | 23.85%                | Yes           |                  3 | On Loan: No      |
| CBM3954356.SRDUP                                    | CBM3954356.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33372 | PA      | $33426.28     | 0.00%             | 2028-09-01      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| L5187436.SRDUP                                      | L5187436.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $2857.18      | 0.00%             | 2028-04-07      | Fixed         | 14.00%                | Yes           |                  3 | On Loan: No      |
| L5384973.SRDUP                                      | L5384973.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1074 | PA      | $1038.31      | 0.00%             | 2028-05-23      | Fixed         | 19.73%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1052                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-1856.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1054                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -73 | NC      | $-5475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5384030.SRDUP                                      | L5384030.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3242 | PA      | $3101.65      | 0.00%             | 2030-05-23      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| 210787587.SRDLC                                     | 210787587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2771 | PA      | $290.42       | 0.00%             | 2026-09-17      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 211220370.SRDLC                                     | 211220370.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18443 | PA      | $17377.03     | 0.00%             | 2027-10-11      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207204473.SRDLC                                     | 207204473.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22015 | PA      | $2307.15      | 0.00%             | 2029-03-31      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207371590.SRDLC                                     | 207371590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7086 | PA      | $7039.37      | 0.00%             | 2027-03-22      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 187081426.SRDLC                                     | 187081426.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6734 | PA      | $7127.37      | 0.00%             | 2027-03-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187581030.SRDLC                                     | 187581030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9315 | PA      | $1729.71      | 0.00%             | 2027-03-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3330321.SRDUP                                      | L3330321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6527 | PA      | $3903.83      | 0.00%             | 2027-08-04      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| L3334276.SRDUP                                      | L3334276.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5385 | PA      | $5383.07      | 0.00%             | 2027-08-05      | Fixed         | 13.91%                | Yes           |                  3 | On Loan: No      |
| 203570882.SRDLC                                     | 203570882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26730 | PA      | $26550.60     | 0.00%             | 2028-08-16      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 204610980.SRDLC                                     | 204610980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $484.87       | 0.00%             | 2026-10-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| FW4996422.SRDUP                                     | FW4996422.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6218 | PA      | $5937.25      | 0.00%             | 2028-02-03      | Fixed         | 24.78%                | Yes           |                  3 | On Loan: No      |
| FW5002007.SRDUP                                     | FW5002007.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4946 | PA      | $4847.56      | 0.00%             | 2028-02-05      | Fixed         | 13.60%                | Yes           |                  3 | On Loan: No      |
| L5386284.SRDUP                                      | L5386284.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5337 | PA      | $5181.98      | 0.00%             | 2030-05-23      | Fixed         | 14.64%                | Yes           |                  3 | On Loan: No      |
| L5578006.SRDUP                                      | L5578006.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15872 | PA      | $15696.78     | 0.00%             | 2030-07-01      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| 203548820.SRDLC                                     | 203548820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8856 | PA      | $8736.37      | 0.00%             | 2028-08-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 203986355.SRDLC                                     | 203986355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3937 | PA      | $412.55       | 0.00%             | 2026-09-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211288523.SRDLC                                     | 211288523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3024 | PA      | $2843.60      | 0.00%             | 2027-10-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211313978.SRDLC                                     | 211313978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15386 | PA      | $14772.11     | 0.00%             | 2029-10-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 187751211.SRDLC                                     | 187751211.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       223 | PA      | $23.41        | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192400720.SRDLC                                     | 192400720.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4721 | PA      | $494.77       | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8816178.SRDSQ                                       | 8816178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6181 | PA      | $5968.67      | 0.00%             | 2026-09-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8846590.SRDSQ                                       | 8846590.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       206 | PA      | $153.79       | 0.00%             | 2026-09-16      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| L3341955.SRDUP                                      | L3341955.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1299 | PA      | $1304.23      | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3342073.SRDUP                                      | L3342073.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       858 | PA      | $864.65       | 0.00%             | 2027-08-09      | Fixed         | 23.36%                | Yes           |                  3 | On Loan: No      |
| L5578199.SRDUP                                      | L5578199.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12072 | PA      | $11939.09     | 0.00%             | 2030-07-01      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| L5581167.SRDUP                                      | L5581167.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3805 | PA      | $3751.72      | 0.00%             | 2030-07-01      | Fixed         | 20.89%                | Yes           |                  3 | On Loan: No      |
| 207686904.SRDLC                                     | 207686904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1456 | PA      | $1446.24      | 0.00%             | 2026-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210604820.SRDLC                                     | 210604820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14397 | PA      | $2432.20      | 0.00%             | 2029-09-25      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9075466.SRDSQ                                       | 9075466.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8226 | PA      | $8036.72      | 0.00%             | 2026-11-12      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9649593.SRDSQ                                       | 9649593.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    125463 | PA      | $116814.37    | 0.01%             | 2027-02-07      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| FW3913149.SRDUP                                     | FW3913149.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6773 | PA      | $6859.09      | 0.00%             | 2028-08-04      | Fixed         | 28.30%                | Yes           |                  3 | On Loan: No      |
| FW5010135.SRDUP                                     | FW5010135.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4175 | PA      | $3884.67      | 0.00%             | 2030-02-07      | Fixed         | 26.18%                | Yes           |                  3 | On Loan: No      |
| L3304611.SRDUP                                      | L3304611.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4855 | PA      | $4878.42      | 0.00%             | 2027-07-25      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3328192.SRDUP                                      | L3328192.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       307 | PA      | $306.03       | 0.00%             | 2027-08-03      | Fixed         | 15.93%                | Yes           |                  3 | On Loan: No      |
| 204700848.SRDLC                                     | 204700848.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7760 | PA      | $7731.91      | 0.00%             | 2026-11-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204910003.SRDLC                                     | 204910003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2348 | PA      | $2329.23      | 0.00%             | 2028-10-30      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 213996069.SRDLC                                     | 213996069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10757 | PA      | $10514.06     | 0.00%             | 2027-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214482189.SRDLC                                     | 214482189.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2175 | PA      | $2138.58      | 0.00%             | 2029-02-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| L3955810.SRDUP                                      | L3955810.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1243.01      | 0.00%             | 2026-09-05      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| L3957863.SRDUP                                      | L3957863.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       582 | PA      | $581.75       | 0.00%             | 2027-07-05      | Fixed         | 20.18%                | Yes           |                  3 | On Loan: No      |
| L4009582.SRDUP                                      | L4009582.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9456 | PA      | $9491.68      | 0.00%             | 2028-10-06      | Fixed         | 23.38%                | Yes           |                  3 | On Loan: No      |
| L4012445.SRDUP                                      | L4012445.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1709 | PA      | $1710.51      | 0.00%             | 2026-10-10      | Fixed         | 21.66%                | Yes           |                  3 | On Loan: No      |
| 205180725.SRDLC                                     | 205180725.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8880 | PA      | $930.66       | 0.00%             | 2027-11-05      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 205569647.SRDLC                                     | 205569647.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10013 | PA      | $9875.43      | 0.00%             | 2026-12-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 193897869.SRDLC                                     | 193897869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9705 | PA      | $1017.06      | 0.00%             | 2027-09-26      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 203172623.SRDLC                                     | 203172623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $1915.12      | 0.00%             | 2026-08-07      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| DRB5581737.SRDUP                                    | DRB5581737.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2349 | PA      | $2269.54      | 0.00%             | 2030-07-01      | Fixed         | 30.91%                | Yes           |                  3 | On Loan: No      |
| DRB5581902.SRDUP                                    | DRB5581902.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2855 | PA      | $1485.93      | 0.00%             | 2030-07-01      | Fixed         | 31.60%                | Yes           |                  3 | On Loan: No      |
| 9763568.SRDSQ                                       | 9763568.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2483 | PA      | $2336.48      | 0.00%             | 2027-03-05      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 9801746.SRDSQ                                       | 9801746.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       838 | PA      | $660.43       | 0.00%             | 2027-03-16      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8888269.SRDSQ                                       | 8888269.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4345 | PA      | $4186.56      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9138176.SRDSQ                                       | 9138176.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3073 | PA      | $1956.87      | 0.00%             | 2026-11-28      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205459769.SRDLC                                     | 205459769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3329 | PA      | $3300.62      | 0.00%             | 2026-11-29      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 206551021.SRDLC                                     | 206551021.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1492 | PA      | $1463.44      | 0.00%             | 2027-02-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| DRB5007015.SRDUP                                    | DRB5007015.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1232 | PA      | $1220.01      | 0.00%             | 2030-02-06      | Fixed         | 13.18%                | Yes           |                  3 | On Loan: No      |
| DRB5381091.SRDUP                                    | DRB5381091.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6647 | PA      | $562.10       | 0.00%             | 2030-05-22      | Fixed         | 25.86%                | Yes           |                  3 | On Loan: No      |
| 214195012.SRDLC                                     | 214195012.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16729 | PA      | $16345.24     | 0.00%             | 2028-02-06      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| 214315517.SRDLC                                     | 214315517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21565 | PA      | $21104.95     | 0.00%             | 2030-02-24      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 1060                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -176 | NC      | $-16500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 960                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-62.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178799.SRDUP                                    | DRB5178799.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4419 | PA      | $4145.14      | 0.00%             | 2030-04-03      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| DRB5180117.SRDUP                                    | DRB5180117.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8360 | PA      | $7829.71      | 0.00%             | 2028-04-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| 207866407.SRDLC                                     | 207866407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16062 | PA      | $15562.26     | 0.00%             | 2028-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210568127.SRDLC                                     | 210568127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2800 | PA      | $2655.86      | 0.00%             | 2027-09-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 203483431.SRDLC                                     | 203483431.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       303 | PA      | $71.84        | 0.00%             | 2025-12-17      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 203951950.SRDLC                                     | 203951950.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11210 | PA      | $11255.39     | 0.00%             | 2027-09-10      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| FW5384618.SRDUP                                     | FW5384618.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21831 | PA      | $20946.06     | 0.00%             | 2030-05-23      | Fixed         | 19.59%                | Yes           |                  3 | On Loan: No      |
| FW5385363.SRDUP                                     | FW5385363.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14736 | PA      | $14549.12     | 0.00%             | 2030-05-23      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GBP/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1476791.60   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $661129.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5588089.SRDUP                                    | DRB5588089.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4309 | PA      | $4165.66      | 0.00%             | 2030-07-02      | Fixed         | 31.92%                | Yes           |                  3 | On Loan: No      |
| FW3304684.SRDUP                                     | FW3304684.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2997.11      | 0.00%             | 2027-07-25      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 9823890.SRDSQ                                       | 9823890.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15995 | PA      | $15085.23     | 0.00%             | 2027-03-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3954143.SRDUP                                    | CBM3954143.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4324 | PA      | $2534.15      | 0.00%             | 2028-09-01      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| FW5175761.SRDUP                                     | FW5175761.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29844 | PA      | $28951.08     | 0.00%             | 2030-04-02      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| FW5181500.SRDUP                                     | FW5181500.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $4736.56      | 0.00%             | 2028-04-04      | Fixed         | 13.26%                | Yes           |                  3 | On Loan: No      |
| 212116569.SRDLC                                     | 212116569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4587 | PA      | $4296.79      | 0.00%             | 2027-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213722585.SRDLC                                     | 213722585.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17432 | PA      | $16672.43     | 0.00%             | 2029-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 970                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 980                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -94 | NC      | $-1175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9375879.SRDSQ                                       | 9375879.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12110 | PA      | $11433.75     | 0.00%             | 2027-01-24      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 9667221.SRDSQ                                       | 9667221.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    202889 | PA      | $192468.18    | 0.01%             | 2027-02-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211425106.SRDLC                                     | 211425106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9029 | PA      | $8568.30      | 0.00%             | 2029-10-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211497978.SRDLC                                     | 211497978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $3197.11      | 0.00%             | 2026-10-21      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       140 | NC      | $-5428421.80  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4200                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-62250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215012776.SRDLC                                     | 215012776.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2553 | PA      | $2417.21      | 0.00%             | 2028-03-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215495077.SRDLC                                     | 215495077.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2383 | PA      | $2299.16      | 0.00%             | 2027-04-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L5584386.SRDUP                                      | L5584386.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7791 | PA      | $7642.02      | 0.00%             | 2030-07-02      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| 186222490.SRDLC                                     | 186222490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14182 | PA      | $14142.93     | 0.00%             | 2027-02-16      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 536                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-37100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 537                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-36975.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3331686.SRDUP                                      | L3331686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4945 | PA      | $4948.24      | 0.00%             | 2027-08-04      | Fixed         | 14.06%                | Yes           |                  3 | On Loan: No      |
| L3334780.SRDUP                                      | L3334780.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22443 | PA      | $22433.37     | 0.00%             | 2027-08-05      | Fixed         | 13.56%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Dec25P 990                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-731.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 55                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-45540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215671582.SRDLC                                     | 215671582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1757 | PA      | $1649.92      | 0.00%             | 2028-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 216006676.SRDLC                                     | 216006676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8474 | PA      | $8255.21      | 0.00%             | 2027-04-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219828087.SRDLC                                     | 219828087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12527 | PA      | $12274.18     | 0.00%             | 2027-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219967621.SRDLC                                     | 219967621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10640 | PA      | $10358.38     | 0.00%             | 2027-09-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| CBM5584109.SRDUP                                    | CBM5584109.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5715 | PA      | $5501.44      | 0.00%             | 2030-07-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| DRB5004031.SRDUP                                    | DRB5004031.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5247 | PA      | $4918.86      | 0.00%             | 2028-02-05      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| DRB5384876.SRDUP                                    | DRB5384876.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22762 | PA      | $21836.46     | 0.00%             | 2030-05-23      | Fixed         | 19.07%                | Yes           |                  3 | On Loan: No      |
| DRB5578653.SRDUP                                    | DRB5578653.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4015 | PA      | $3879.58      | 0.00%             | 2030-07-01      | Fixed         | 31.88%                | Yes           |                  3 | On Loan: No      |
| 9301631.SRDSQ                                       | 9301631.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43717 | PA      | $42302.94     | 0.00%             | 2027-01-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9361355.SRDSQ                                       | 9361355.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8006 | PA      | $7743.60      | 0.00%             | 2027-01-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5180825.SRDUP                                    | DRB5180825.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5654 | PA      | $5306.25      | 0.00%             | 2030-04-04      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| DRB5187584.SRDUP                                    | DRB5187584.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1326 | PA      | $1241.18      | 0.00%             | 2030-04-07      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| 210770762.SRDLC                                     | 210770762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1276 | PA      | $1252.13      | 0.00%             | 2026-09-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211164878.SRDLC                                     | 211164878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11007 | PA      | $10328.43     | 0.00%             | 2027-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 55.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-20475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 55.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -46 | NC      | $-42320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205654400.SRDLC                                     | 205654400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21456 | PA      | $16360.60     | 0.00%             | 2029-07-17      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| 205694550.SRDLC                                     | 205694550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4612 | PA      | $4556.16      | 0.00%             | 2026-12-13      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 204129331.SRDLC                                     | 204129331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3131 | PA      | $3103.42      | 0.00%             | 2026-09-11      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205210430.SRDLC                                     | 205210430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7795 | PA      | $8112.01      | 0.00%             | 2028-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3343707.SRDUP                                     | FW3343707.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       597 | PA      | $607.97       | 0.00%             | 2027-08-10      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| FW3393350.SRDUP                                     | FW3393350.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2459 | PA      | $2472.93      | 0.00%             | 2027-09-15      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 540                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -88 | NC      | $-100100.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 541                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -78 | NC      | $-85800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3542686.SRDUP                                      | L3542686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4289 | PA      | $4327.35      | 0.00%             | 2027-11-02      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| L3904726.SRDUP                                      | L3904726.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1778 | PA      | $1775.24      | 0.00%             | 2026-08-02      | Fixed         | 21.67%                | Yes           |                  3 | On Loan: No      |
| 9793756.SRDSQ                                       | 9793756.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2566 | PA      | $2366.52      | 0.00%             | 2027-03-12      | Fixed         | 5.51%                 | Yes           |                  3 | On Loan: No      |
| 9814735.SRDSQ                                       | 9814735.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       990 | PA      | $928.70       | 0.00%             | 2027-03-18      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 205760641.SRDLC                                     | 205760641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23721 | PA      | $23685.42     | 0.00%             | 2027-12-18      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206465203.SRDLC                                     | 206465203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2422 | PA      | $2430.35      | 0.00%             | 2026-02-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L5010641.SRDUP                                      | L5010641.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       917 | PA      | $872.23       | 0.00%             | 2030-02-07      | Fixed         | 21.28%                | Yes           |                  3 | On Loan: No      |
| L5177295.SRDUP                                      | L5177295.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3951 | PA      | $3739.91      | 0.00%             | 2030-04-03      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| DRB5010720.SRDUP                                    | DRB5010720.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1393 | PA      | $1330.56      | 0.00%             | 2028-02-07      | Fixed         | 20.96%                | Yes           |                  3 | On Loan: No      |
| DRB5585409.SRDUP                                    | DRB5585409.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4339 | PA      | $4158.30      | 0.00%             | 2030-07-02      | Fixed         | 30.97%                | Yes           |                  3 | On Loan: No      |
| DRB5380066.SRDUP                                    | DRB5380066.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13985 | PA      | $13246.53     | 0.00%             | 2030-05-22      | Fixed         | 28.90%                | Yes           |                  3 | On Loan: No      |
| DRB5384269.SRDUP                                    | DRB5384269.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1729 | PA      | $1647.15      | 0.00%             | 2030-05-23      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 55.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-9570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 56                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-33000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7507135.SRDSQ                                       | 7507135.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23038 | PA      | $12655.00     | 0.00%             | 2025-08-16      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7534256.SRDSQ                                       | 7534256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1143 | PA      | $695.12       | 0.00%             | 2025-08-26      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| CBM3954499.SRDUP                                    | CBM3954499.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22119 | PA      | $22374.51     | 0.00%             | 2028-09-01      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| CBM4008187.SRDUP                                    | CBM4008187.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6388 | PA      | $6408.96      | 0.00%             | 2028-10-06      | Fixed         | 21.13%                | Yes           |                  3 | On Loan: No      |
| 205314809.SRDLC                                     | 205314809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14359 | PA      | $1504.78      | 0.00%             | 2028-11-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206714632.SRDLC                                     | 206714632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17770 | PA      | $17308.98     | 0.00%             | 2028-02-13      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| DRB5587315.SRDUP                                    | DRB5587315.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1270 | PA      | $1227.98      | 0.00%             | 2030-07-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3542980.SRDUP                                     | FW3542980.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19187 | PA      | $19132.80     | 0.00%             | 2028-04-08      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| 214438288.SRDLC                                     | 214438288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11694 | PA      | $11395.77     | 0.00%             | 2028-02-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215015742.SRDLC                                     | 215015742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13665 | PA      | $2192.28      | 0.00%             | 2028-03-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206489104.SRDLC                                     | 206489104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4086 | PA      | $3998.65      | 0.00%             | 2029-02-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206800576.SRDLC                                     | 206800576.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8467 | PA      | $8366.20      | 0.00%             | 2027-02-20      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 186444854.SRDLC                                     | 186444854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3087 | PA      | $3127.77      | 0.00%             | 2027-02-27      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 195674668.SRDLC                                     | 195674668.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       365 | PA      | $364.98       | 0.00%             | 2025-11-18      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| L3910245.SRDUP                                      | L3910245.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3061 | PA      | $3054.41      | 0.00%             | 2026-08-02      | Fixed         | 19.86%                | Yes           |                  3 | On Loan: No      |
| L3913166.SRDUP                                      | L3913166.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5052 | PA      | $5102.46      | 0.00%             | 2029-01-04      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| 211495861.SRDLC                                     | 211495861.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2474 | PA      | $2416.55      | 0.00%             | 2026-10-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211961550.SRDLC                                     | 211961550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7840 | PA      | $7493.98      | 0.00%             | 2029-10-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM4012547.SRDUP                                    | CBM4012547.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2427 | PA      | $2418.96      | 0.00%             | 2028-10-10      | Fixed         | 16.28%                | Yes           |                  3 | On Loan: No      |
| DRB5010035.SRDUP                                    | DRB5010035.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2988 | PA      | $2780.02      | 0.00%             | 2030-02-07      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| 8383932.SRDSQ                                       | 8383932.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1302 | PA      | $1241.36      | 0.00%             | 2026-05-14      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8629331.SRDSQ                                       | 8629331.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10340 | PA      | $2253.91      | 0.00%             | 2026-07-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 206845110.SRDLC                                     | 206845110.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12650 | PA      | $12612.12     | 0.00%             | 2029-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207206340.SRDLC                                     | 207206340.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6005 | PA      | $5923.29      | 0.00%             | 2027-03-25      | Fixed         | 11.12%                | Yes           |                  3 | On Loan: No      |
| 211513755.SRDLC                                     | 211513755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5877 | PA      | $5555.25      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211833430.SRDLC                                     | 211833430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18974 | PA      | $17952.56     | 0.00%             | 2027-10-31      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215036532.SRDLC                                     | 215036532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6343 | PA      | $1627.86      | 0.00%             | 2028-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215068765.SRDLC                                     | 215068765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2591 | PA      | $2512.53      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204225759.SRDLC                                     | 204225759.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16566 | PA      | $16280.39     | 0.00%             | 2028-10-03      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 204843005.SRDLC                                     | 204843005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14036 | PA      | $14093.62     | 0.00%             | 2027-10-25      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| FW3959080.SRDUP                                     | FW3959080.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16300 | PA      | $16341.72     | 0.00%             | 2028-09-05      | Fixed         | 11.63%                | Yes           |                  3 | On Loan: No      |
| FW4007992.SRDUP                                     | FW4007992.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6977 | PA      | $6997.91      | 0.00%             | 2028-10-06      | Fixed         | 22.56%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 56.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-8580.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 56.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-20720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8861885.SRDSQ                                       | 8861885.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6378 | PA      | $6186.64      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9029045.SRDSQ                                       | 9029045.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       724 | PA      | $695.25       | 0.00%             | 2026-10-30      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| DRB5177077.SRDUP                                    | DRB5177077.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9417 | PA      | $1916.74      | 0.00%             | 2028-04-03      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| DRB5177277.SRDUP                                    | DRB5177277.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $1675.96      | 0.00%             | 2030-04-03      | Fixed         | 31.48%                | Yes           |                  3 | On Loan: No      |
| 215768395.SRDLC                                     | 215768395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4004 | PA      | $3869.90      | 0.00%             | 2027-04-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8344545.SRDSQ                                       | 8344545.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $182.27       | 0.00%             | 2026-05-02      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 207241657.SRDLC                                     | 207241657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2273 | PA      | $238.19       | 0.00%             | 2027-03-18      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 210592826.SRDLC                                     | 210592826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1543 | PA      | $1463.42      | 0.00%             | 2027-09-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3956267.SRDUP                                      | L3956267.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14042 | PA      | $14226.26     | 0.00%             | 2028-09-20      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| L4008452.SRDUP                                      | L4008452.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35992 | PA      | $36074.34     | 0.00%             | 2028-10-06      | Fixed         | 21.33%                | Yes           |                  3 | On Loan: No      |
| FW5000539.SRDUP                                     | FW5000539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6634 | PA      | $6161.80      | 0.00%             | 2030-02-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW5178919.SRDUP                                     | FW5178919.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1631 | PA      | $1529.77      | 0.00%             | 2030-04-03      | Fixed         | 32.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 56.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-4935.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 57                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-15410.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5178832.SRDUP                                    | DRB5178832.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25719 | PA      | $24494.21     | 0.00%             | 2030-04-03      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| DRB5384590.SRDUP                                    | DRB5384590.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10767 | PA      | $10255.04     | 0.00%             | 2030-05-23      | Fixed         | 29.26%                | Yes           |                  3 | On Loan: No      |
| 205040595.SRDLC                                     | 205040595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11393 | PA      | $11553.54     | 0.00%             | 2026-11-06      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205091740.SRDLC                                     | 205091740.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3954 | PA      | $4069.67      | 0.00%             | 2028-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211043858.SRDLC                                     | 211043858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3481 | PA      | $3310.38      | 0.00%             | 2027-09-23      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211130675.SRDLC                                     | 211130675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13612 | PA      | $12806.97     | 0.00%             | 2029-10-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L4009116.SRDUP                                      | L4009116.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3942 | PA      | $3952.40      | 0.00%             | 2028-10-06      | Fixed         | 23.47%                | Yes           |                  3 | On Loan: No      |
| L4012951.SRDUP                                      | L4012951.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8088 | PA      | $8061.22      | 0.00%             | 2028-10-10      | Fixed         | 20.55%                | Yes           |                  3 | On Loan: No      |
| FW5180074.SRDUP                                     | FW5180074.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1325 | PA      | $1243.95      | 0.00%             | 2028-04-03      | Fixed         | 26.45%                | Yes           |                  3 | On Loan: No      |
| FW5577890.SRDUP                                     | FW5577890.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1399 | PA      | $1381.43      | 0.00%             | 2028-07-01      | Fixed         | 16.22%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -250 | NC      | $-1059140.20  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -180 | NC      | $-852894.97   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5385474.SRDUP                                    | DRB5385474.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4330 | PA      | $4124.31      | 0.00%             | 2030-05-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| FW3301788.SRDUP                                     | FW3301788.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4344 | PA      | $4443.04      | 0.00%             | 2027-07-27      | Fixed         | 29.88%                | Yes           |                  3 | On Loan: No      |
| 205211487.SRDLC                                     | 205211487.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       667 | PA      | $666.07       | 0.00%             | 2026-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205245190.SRDLC                                     | 205245190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8005 | PA      | $838.94       | 0.00%             | 2026-11-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211379086.SRDLC                                     | 211379086.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10728 | PA      | $10161.57     | 0.00%             | 2027-10-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211518650.SRDLC                                     | 211518650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5010 | PA      | $4747.74      | 0.00%             | 2027-10-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8406297.SRDSQ                                       | 8406297.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3229 | PA      | $3043.75      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8856006.SRDSQ                                       | 8856006.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1284 | PA      | $1223.61      | 0.00%             | 2026-09-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5001874.SRDUP                                      | L5001874.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15486 | PA      | $13958.43     | 0.00%             | 2030-07-15      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| L5008741.SRDUP                                      | L5008741.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5206 | PA      | $4950.83      | 0.00%             | 2030-02-07      | Fixed         | 18.82%                | Yes           |                  3 | On Loan: No      |
| 219638476.SRDLC                                     | 219638476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15866 | PA      | $15380.10     | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8338632.SRDSQ                                       | 8338632.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       444 | PA      | $410.40       | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| L4008279.SRDUP                                      | L4008279.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9736 | PA      | $9696.43      | 0.00%             | 2028-10-06      | Fixed         | 16.67%                | Yes           |                  3 | On Loan: No      |
| L4008571.SRDUP                                      | L4008571.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36175 | PA      | $36280.08     | 0.00%             | 2028-10-06      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| 8876496.SRDSQ                                       | 8876496.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5978 | PA      | $470.16       | 0.00%             | 2026-09-23      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9104420.SRDSQ                                       | 9104420.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4982 | PA      | $4833.53      | 0.00%             | 2026-11-20      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW3304498.SRDUP                                     | FW3304498.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2815 | PA      | $2817.47      | 0.00%             | 2027-07-27      | Fixed         | 13.39%                | Yes           |                  3 | On Loan: No      |
| FW3542352.SRDUP                                     | FW3542352.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2645 | PA      | $2706.62      | 0.00%             | 2027-11-01      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 211849428.SRDLC                                     | 211849428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1755 | PA      | $1726.64      | 0.00%             | 2027-10-25      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 213942177.SRDLC                                     | 213942177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6531 | PA      | $6342.13      | 0.00%             | 2028-02-24      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| FW3402647.SRDUP                                     | FW3402647.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13432 | PA      | $13444.78     | 0.00%             | 2027-09-06      | Fixed         | 18.09%                | Yes           |                  3 | On Loan: No      |
| FW3910054.SRDUP                                     | FW3910054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3347 | PA      | $3386.21      | 0.00%             | 2028-08-02      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 245                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 250                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3291872.SRDUP                                      | L3291872.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3088 | PA      | $3125.92      | 0.00%             | 2027-07-19      | Fixed         | 23.71%                | Yes           |                  3 | On Loan: No      |
| L3298448.SRDUP                                      | L3298448.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22062 | PA      | $22151.27     | 0.00%             | 2027-07-21      | Fixed         | 15.61%                | Yes           |                  3 | On Loan: No      |
| L5178656.SRDUP                                      | L5178656.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4126 | PA      | $3925.72      | 0.00%             | 2030-04-03      | Fixed         | 19.40%                | Yes           |                  3 | On Loan: No      |
| L5186856.SRDUP                                      | L5186856.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6385 | PA      | $6182.19      | 0.00%             | 2030-04-07      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| FW3914457.SRDUP                                     | FW3914457.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19559 | PA      | $19632.45     | 0.00%             | 2029-01-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3957086.SRDUP                                     | FW3957086.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15780 | PA      | $15821.49     | 0.00%             | 2028-09-05      | Fixed         | 10.26%                | Yes           |                  3 | On Loan: No      |
| DRB5588808.SRDUP                                    | DRB5588808.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1390 | PA      | $711.27       | 0.00%             | 2030-07-02      | Fixed         | 28.19%                | Yes           |                  3 | On Loan: No      |
| FW3327988.SRDUP                                     | FW3327988.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       956 | PA      | $975.33       | 0.00%             | 2028-01-03      | Fixed         | 25.41%                | Yes           |                  3 | On Loan: No      |
| 205162124.SRDLC                                     | 205162124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1832 | PA      | $1873.05      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205243406.SRDLC                                     | 205243406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12826 | PA      | $12930.85     | 0.00%             | 2029-08-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 205247919.SRDLC                                     | 205247919.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4727 | PA      | $4823.07      | 0.00%             | 2026-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206916117.SRDLC                                     | 206916117.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15685 | PA      | $15609.71     | 0.00%             | 2028-02-29      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 9316958.SRDSQ                                       | 9316958.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8375 | PA      | $8006.27      | 0.00%             | 2027-01-09      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9334062.SRDSQ                                       | 9334062.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6216 | PA      | $6060.77      | 0.00%             | 2027-01-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 207601108.SRDLC                                     | 207601108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1198 | PA      | $1170.90      | 0.00%             | 2027-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 207900316.SRDLC                                     | 207900316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5370 | PA      | $5223.00      | 0.00%             | 2029-04-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8376168.SRDSQ                                       | 8376168.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3296 | PA      | $2004.31      | 0.00%             | 2026-05-13      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8816174.SRDSQ                                       | 8816174.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       403 | PA      | $296.53       | 0.00%             | 2026-09-09      | Fixed         | 4.90%                 | Yes           |                  3 | On Loan: No      |
| FW3542479.SRDUP                                     | FW3542479.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       652 | PA      | $668.29       | 0.00%             | 2027-11-01      | Fixed         | 29.50%                | Yes           |                  3 | On Loan: No      |
| FW3909839.SRDUP                                     | FW3909839.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       566 | PA      | $196.97       | 0.00%             | 2028-08-02      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 9085403.SRDSQ                                       | 9085403.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27995 | PA      | $27016.68     | 0.00%             | 2026-11-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9098936.SRDSQ                                       | 9098936.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3124 | PA      | $682.21       | 0.00%             | 2026-11-18      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 205161386.SRDLC                                     | 205161386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3813 | PA      | $3819.51      | 0.00%             | 2026-11-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205165035.SRDLC                                     | 205165035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2267 | PA      | $2269.78      | 0.00%             | 2025-11-17      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 207206158.SRDLC                                     | 207206158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9103 | PA      | $9012.69      | 0.00%             | 2027-03-13      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 210775209.SRDLC                                     | 210775209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3898 | PA      | $3717.27      | 0.00%             | 2027-09-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW5584535.SRDUP                                     | FW5584535.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17503 | PA      | $17168.66     | 0.00%             | 2030-07-02      | Fixed         | 22.38%                | Yes           |                  3 | On Loan: No      |
| L3319888.SRDUP                                      | L3319888.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1245 | PA      | $1251.34      | 0.00%             | 2027-08-01      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| L4008576.SRDUP                                      | L4008576.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $972.40       | 0.00%             | 2028-10-06      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| L4996129.SRDUP                                      | L4996129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2837 | PA      | $2635.62      | 0.00%             | 2030-02-03      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| 9765903.SRDSQ                                       | 9765903.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5671 | PA      | $5300.32      | 0.00%             | 2027-03-05      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9768051.SRDSQ                                       | 9768051.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28278 | PA      | $26732.65     | 0.00%             | 2027-03-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9368055.SRDSQ                                       | 9368055.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2611 | PA      | $2511.55      | 0.00%             | 2027-01-23      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9369641.SRDSQ                                       | 9369641.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4946 | PA      | $4751.77      | 0.00%             | 2027-01-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211069185.SRDLC                                     | 211069185.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5518 | PA      | $5309.89      | 0.00%             | 2027-09-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211353036.SRDLC                                     | 211353036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3626 | PA      | $3461.26      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 9776041.SRDSQ                                       | 9776041.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1598 | PA      | $1251.85      | 0.00%             | 2027-03-09      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| CBM3913556.SRDUP                                    | CBM3913556.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3944 | PA      | $3966.52      | 0.00%             | 2028-08-04      | Fixed         | 20.57%                | Yes           |                  3 | On Loan: No      |
| L3542911.SRDUP                                      | L3542911.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2665 | PA      | $2687.50      | 0.00%             | 2027-11-02      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3910172.SRDUP                                      | L3910172.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8367 | PA      | $8403.30      | 0.00%             | 2028-08-02      | Fixed         | 22.51%                | Yes           |                  3 | On Loan: No      |
| FW5386245.SRDUP                                     | FW5386245.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11269 | PA      | $10680.58     | 0.00%             | 2030-05-23      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | DAX INDEX FUTURE  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         8 | NC      | $-49371.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3328810.SRDUP                                      | L3328810.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       848 | PA      | $853.24       | 0.00%             | 2027-08-03      | Fixed         | 22.40%                | Yes           |                  3 | On Loan: No      |
| L3329112.SRDUP                                      | L3329112.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2264.99      | 0.00%             | 2027-08-03      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 205207590.SRDLC                                     | 205207590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1496 | PA      | $1533.30      | 0.00%             | 2026-11-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205216468.SRDLC                                     | 205216468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11343 | PA      | $11390.37     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| CBM4010393.SRDUP                                    | CBM4010393.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2161 | PA      | $2183.21      | 0.00%             | 2028-10-10      | Fixed         | 26.09%                | Yes           |                  3 | On Loan: No      |
| DRB5008302.SRDUP                                    | DRB5008302.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2437 | PA      | $2267.29      | 0.00%             | 2030-02-07      | Fixed         | 31.90%                | Yes           |                  3 | On Loan: No      |
| 9127503.SRDSQ                                       | 9127503.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8719 | PA      | $8191.38      | 0.00%             | 2026-11-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9346407.SRDSQ                                       | 9346407.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13331 | PA      | $2985.14      | 0.00%             | 2027-01-16      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| L5382437.SRDUP                                      | L5382437.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13419 | PA      | $13051.88     | 0.00%             | 2030-05-22      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| L5386337.SRDUP                                      | L5386337.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1782 | PA      | $1723.14      | 0.00%             | 2028-05-23      | Fixed         | 17.32%                | Yes           |                  3 | On Loan: No      |
| FW3911228.SRDUP                                     | FW3911228.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6920 | PA      | $1006.15      | 0.00%             | 2028-08-02      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| FW3913458.SRDUP                                     | FW3913458.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       633 | PA      | $400.95       | 0.00%             | 2028-08-04      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 214208962.SRDLC                                     | 214208962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12548 | PA      | $3013.48      | 0.00%             | 2030-02-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214277237.SRDLC                                     | 214277237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11749 | PA      | $11356.89     | 0.00%             | 2030-02-10      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| L3302210.SRDUP                                      | L3302210.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1975 | PA      | $2000.90      | 0.00%             | 2027-07-22      | Fixed         | 24.30%                | Yes           |                  3 | On Loan: No      |
| L3320275.SRDUP                                      | L3320275.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1506 | PA      | $1505.17      | 0.00%             | 2027-08-01      | Fixed         | 12.92%                | Yes           |                  3 | On Loan: No      |
| FW3298271.SRDUP                                     | FW3298271.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       886 | PA      | $906.42       | 0.00%             | 2027-07-21      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW3325648.SRDUP                                     | FW3325648.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1136 | PA      | $1141.85      | 0.00%             | 2027-08-02      | Fixed         | 24.67%                | Yes           |                  3 | On Loan: No      |
| FW3500560.SRDUP                                     | FW3500560.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12492 | PA      | $12761.78     | 0.00%             | 2027-10-13      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| FW3910153.SRDUP                                     | FW3910153.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       683 | PA      | $681.04       | 0.00%             | 2028-08-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 545                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -111 | NC      | $-104062.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 546                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -83 | NC      | $-74700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3304210.SRDUP                                      | L3304210.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2318 | PA      | $2361.42      | 0.00%             | 2027-07-25      | Fixed         | 20.61%                | Yes           |                  3 | On Loan: No      |
| L3956096.SRDUP                                      | L3956096.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19587 | PA      | $19662.11     | 0.00%             | 2028-09-05      | Fixed         | 11.81%                | Yes           |                  3 | On Loan: No      |
| 9847035.SRDSQ                                       | 9847035.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2179 | PA      | $1954.07      | 0.00%             | 2027-03-25      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| CBM4008227.SRDUP                                    | CBM4008227.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       678 | PA      | $677.91       | 0.00%             | 2026-10-06      | Fixed         | 19.33%                | Yes           |                  3 | On Loan: No      |
| FW3913234.SRDUP                                     | FW3913234.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       857 | PA      | $868.11       | 0.00%             | 2028-08-04      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| FW4012187.SRDUP                                     | FW4012187.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       986 | PA      | $996.27       | 0.00%             | 2028-10-10      | Fixed         | 29.15%                | Yes           |                  3 | On Loan: No      |
| 211337252.SRDLC                                     | 211337252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17524 | PA      | $16521.64     | 0.00%             | 2027-10-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211430811.SRDLC                                     | 211430811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5694 | PA      | $5533.14      | 0.00%             | 2027-10-08      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4210                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-58250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4225                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-42000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910047.SRDUP                                    | CBM3910047.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1902 | PA      | $1906.13      | 0.00%             | 2028-08-02      | Fixed         | 21.61%                | Yes           |                  3 | On Loan: No      |
| CBM4007984.SRDUP                                    | CBM4007984.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3032 | PA      | $440.83       | 0.00%             | 2029-03-21      | Fixed         | 27.98%                | Yes           |                  3 | On Loan: No      |
| FW4008617.SRDUP                                     | FW4008617.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2806 | PA      | $2829.39      | 0.00%             | 2028-10-06      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| FW5176896.SRDUP                                     | FW5176896.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13925 | PA      | $13128.98     | 0.00%             | 2030-04-18      | Fixed         | 31.30%                | Yes           |                  3 | On Loan: No      |
| 212215137.SRDLC                                     | 212215137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24078 | PA      | $23295.07     | 0.00%             | 2029-11-19      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 213693069.SRDLC                                     | 213693069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10511 | PA      | $10063.13     | 0.00%             | 2029-01-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L4997514.SRDUP                                      | L4997514.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4451 | PA      | $4132.34      | 0.00%             | 2030-02-03      | Fixed         | 25.92%                | Yes           |                  3 | On Loan: No      |
| L4998862.SRDUP                                      | L4998862.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3806 | PA      | $3618.76      | 0.00%             | 2030-02-04      | Fixed         | 19.21%                | Yes           |                  3 | On Loan: No      |
| L3402012.SRDUP                                      | L3402012.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1202 | PA      | $1202.89      | 0.00%             | 2027-09-06      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| L3501266.SRDUP                                      | L3501266.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       605 | PA      | $614.56       | 0.00%             | 2027-10-13      | Fixed         | 23.82%                | Yes           |                  3 | On Loan: No      |
| FW3331079.SRDUP                                     | FW3331079.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1487.84      | 0.00%             | 2027-08-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW3334990.SRDUP                                     | FW3334990.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10114 | PA      | $10121.82     | 0.00%             | 2027-08-05      | Fixed         | 14.73%                | Yes           |                  3 | On Loan: No      |
| 211133869.SRDLC                                     | 211133869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1389 | PA      | $1359.76      | 0.00%             | 2026-10-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211290906.SRDLC                                     | 211290906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       558 | PA      | $549.32       | 0.00%             | 2026-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3913278.SRDUP                                      | L3913278.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3241 | PA      | $3251.01      | 0.00%             | 2028-08-04      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L3913978.SRDUP                                      | L3913978.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $1363.17      | 0.00%             | 2028-08-04      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4350                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-17100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4355                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-4350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206473197.SRDLC                                     | 206473197.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7081 | PA      | $742.08       | 0.00%             | 2028-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206521503.SRDLC                                     | 206521503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10797 | PA      | $10488.43     | 0.00%             | 2029-02-14      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L3541799.SRDUP                                      | L3541799.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3558 | PA      | $3560.98      | 0.00%             | 2027-11-01      | Fixed         | 15.10%                | Yes           |                  3 | On Loan: No      |
| L3541957.SRDUP                                      | L3541957.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        32 | PA      | $31.99        | 0.00%             | 2025-11-01      | Fixed         | 10.31%                | Yes           |                  3 | On Loan: No      |
| 205280438.SRDLC                                     | 205280438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4867 | PA      | $4805.24      | 0.00%             | 2026-11-17      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205871140.SRDLC                                     | 205871140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8677 | PA      | $8583.58      | 0.00%             | 2026-12-26      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| L3500057.SRDUP                                      | L3500057.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4060 | PA      | $1228.21      | 0.00%             | 2027-10-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L3500484.SRDUP                                      | L3500484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5861 | PA      | $5910.41      | 0.00%             | 2027-10-13      | Fixed         | 20.57%                | Yes           |                  3 | On Loan: No      |
| L5581826.SRDUP                                      | L5581826.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8812 | PA      | $8714.67      | 0.00%             | 2030-07-01      | Fixed         | 17.57%                | Yes           |                  3 | On Loan: No      |
| 186422693.SRDLC                                     | 186422693.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7793 | PA      | $7768.90      | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| FW4999636.SRDUP                                     | FW4999636.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11984 | PA      | $864.17       | 0.00%             | 2030-02-04      | Fixed         | 26.35%                | Yes           |                  3 | On Loan: No      |
| FW5000097.SRDUP                                     | FW5000097.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4128 | PA      | $3867.57      | 0.00%             | 2028-02-04      | Fixed         | 29.57%                | Yes           |                  3 | On Loan: No      |
| 210663605.SRDLC                                     | 210663605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3399 | PA      | $3334.62      | 0.00%             | 2026-09-09      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 210822252.SRDLC                                     | 210822252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6195 | PA      | $1001.65      | 0.00%             | 2028-10-11      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211447593.SRDLC                                     | 211447593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14752 | PA      | $13925.34     | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211567458.SRDLC                                     | 211567458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29533 | PA      | $28557.61     | 0.00%             | 2029-10-17      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| L3911642.SRDUP                                      | L3911642.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       899 | PA      | $881.46       | 0.00%             | 2026-08-17      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| L3913486.SRDUP                                      | L3913486.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       845 | PA      | $857.16       | 0.00%             | 2028-08-04      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| FW3402261.SRDUP                                     | FW3402261.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5491 | PA      | $5432.07      | 0.00%             | 2028-02-15      | Fixed         | 34.43%                | Yes           |                  3 | On Loan: No      |
| L3312211.SRDUP                                      | L3312211.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2425 | PA      | $277.07       | 0.00%             | 2027-12-27      | Fixed         | 16.91%                | Yes           |                  3 | On Loan: No      |
| 206543287.SRDLC                                     | 206543287.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       296 | PA      | $293.85       | 0.00%             | 2026-02-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206754897.SRDLC                                     | 206754897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $1032.12      | 0.00%             | 2027-02-25      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211440795.SRDLC                                     | 211440795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8304 | PA      | $5374.54      | 0.00%             | 2029-10-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211517883.SRDLC                                     | 211517883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3810 | PA      | $3622.96      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9804619.SRDSQ                                       | 9804619.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1073 | PA      | $1024.72      | 0.00%             | 2027-03-16      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| CBM3911341.SRDUP                                    | CBM3911341.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1331 | PA      | $414.48       | 0.00%             | 2028-08-02      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4360                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-5950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4365                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-22960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186682717.SRDLC                                     | 186682717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4278 | PA      | $3422.68      | 0.00%             | 2027-04-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186825061.SRDLC                                     | 186825061.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11077 | PA      | $10967.21     | 0.00%             | 2027-03-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| DRB5385696.SRDUP                                    | DRB5385696.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8077 | PA      | $7692.82      | 0.00%             | 2030-05-23      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| DRB5578734.SRDUP                                    | DRB5578734.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7825 | PA      | $7560.95      | 0.00%             | 2030-07-01      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| L3913495.SRDUP                                      | L3913495.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6637 | PA      | $6677.18      | 0.00%             | 2028-08-04      | Fixed         | 19.89%                | Yes           |                  3 | On Loan: No      |
| L4012893.SRDUP                                      | L4012893.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17026 | PA      | $17093.92     | 0.00%             | 2028-10-10      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| L4999762.SRDUP                                      | L4999762.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5122 | PA      | $4807.06      | 0.00%             | 2030-02-04      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| L5009759.SRDUP                                      | L5009759.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4655 | PA      | $4582.46      | 0.00%             | 2030-02-07      | Fixed         | 10.80%                | Yes           |                  3 | On Loan: No      |
| DRB5580258.SRDUP                                    | DRB5580258.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4306 | PA      | $4160.90      | 0.00%             | 2030-07-01      | Fixed         | 30.94%                | Yes           |                  3 | On Loan: No      |
| DRB5581194.SRDUP                                    | DRB5581194.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3325 | PA      | $3212.93      | 0.00%             | 2030-07-01      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| FW5009975.SRDUP                                     | FW5009975.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26843 | PA      | $24976.89     | 0.00%             | 2030-02-18      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW5178242.SRDUP                                     | FW5178242.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4711 | PA      | $4484.74      | 0.00%             | 2030-04-03      | Fixed         | 22.17%                | Yes           |                  3 | On Loan: No      |
| 206763993.SRDLC                                     | 206763993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7947 | PA      | $7721.03      | 0.00%             | 2027-02-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211049960.SRDLC                                     | 211049960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4931 | PA      | $4633.89      | 0.00%             | 2027-10-04      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 213752323.SRDLC                                     | 213752323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7792 | PA      | $7657.83      | 0.00%             | 2028-01-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214491672.SRDLC                                     | 214491672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15885 | PA      | $15707.93     | 0.00%             | 2028-02-20      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 187064981.SRDLC                                     | 187064981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2408 | PA      | $408.15       | 0.00%             | 2026-03-11      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187066092.SRDLC                                     | 187066092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2769 | PA      | $2939.26      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| CBM3955807.SRDUP                                    | CBM3955807.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1999.27      | 0.00%             | 2028-09-05      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| CBM4007968.SRDUP                                    | CBM4007968.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12138 | PA      | $12087.95     | 0.00%             | 2028-10-06      | Fixed         | 18.55%                | Yes           |                  3 | On Loan: No      |
| L4995197.SRDUP                                      | L4995197.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5266 | PA      | $5014.01      | 0.00%             | 2030-02-17      | Fixed         | 20.69%                | Yes           |                  3 | On Loan: No      |
| L5008928.SRDUP                                      | L5008928.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1782 | PA      | $1746.64      | 0.00%             | 2028-02-07      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| CBM4008334.SRDUP                                    | CBM4008334.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1592 | PA      | $1605.40      | 0.00%             | 2028-10-06      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| CBM5178198.SRDUP                                    | CBM5178198.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4884 | PA      | $4568.32      | 0.00%             | 2028-04-03      | Fixed         | 30.68%                | Yes           |                  3 | On Loan: No      |
| DRB5581323.SRDUP                                    | DRB5581323.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2229 | PA      | $2203.96      | 0.00%             | 2030-07-01      | Fixed         | 18.25%                | Yes           |                  3 | On Loan: No      |
| DRB5589426.SRDUP                                    | DRB5589426.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2643 | PA      | $2556.48      | 0.00%             | 2030-07-03      | Fixed         | 31.29%                | Yes           |                  3 | On Loan: No      |
| 214816930.SRDLC                                     | 214816930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13010 | PA      | $12138.31     | 0.00%             | 2028-03-11      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 216357280.SRDLC                                     | 216357280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5709 | PA      | $5401.13      | 0.00%             | 2030-05-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214623496.SRDLC                                     | 214623496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4390 | PA      | $4276.75      | 0.00%             | 2027-02-28      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214809762.SRDLC                                     | 214809762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12065 | PA      | $11259.86     | 0.00%             | 2028-03-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 187171712.SRDLC                                     | 187171712.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1787 | PA      | $187.28       | 0.00%             | 2025-03-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 194479316.SRDLC                                     | 194479316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3489 | PA      | $1113.41      | 0.00%             | 2026-04-14      | Fixed         | 11.29%                | Yes           |                  3 | On Loan: No      |
| CBM5180061.SRDUP                                    | CBM5180061.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1471 | PA      | $1376.77      | 0.00%             | 2028-04-03      | Fixed         | 30.45%                | Yes           |                  3 | On Loan: No      |
| CBM5383862.SRDUP                                    | CBM5383862.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2057 | PA      | $1993.88      | 0.00%             | 2028-05-23      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| CBM5384812.SRDUP                                    | CBM5384812.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37203 | PA      | $35444.88     | 0.00%             | 2030-05-23      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| DRB5003634.SRDUP                                    | DRB5003634.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4031 | PA      | $3802.43      | 0.00%             | 2030-02-05      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| 219994404.SRDLC                                     | 219994404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11909 | PA      | $11514.19     | 0.00%             | 2030-09-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8306351.SRDSQ                                       | 8306351.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1972 | PA      | $1941.48      | 0.00%             | 2026-04-22      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| FW4008651.SRDUP                                     | FW4008651.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1268 | PA      | $1280.11      | 0.00%             | 2028-10-06      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| FW5178646.SRDUP                                     | FW5178646.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1831.10      | 0.00%             | 2030-04-03      | Fixed         | 31.34%                | Yes           |                  3 | On Loan: No      |
| DRB5590008.SRDUP                                    | DRB5590008.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4880 | PA      | $4721.11      | 0.00%             | 2030-07-03      | Fixed         | 25.32%                | Yes           |                  3 | On Loan: No      |
| FW3328999.SRDUP                                     | FW3328999.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       462 | PA      | $461.97       | 0.00%             | 2027-08-03      | Fixed         | 16.13%                | Yes           |                  3 | On Loan: No      |
| CBM4999626.SRDUP                                    | CBM4999626.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        14 | PA      | $13.41        | 0.00%             | 2030-02-04      | Fixed         | 27.77%                | Yes           |                  3 | On Loan: No      |
| DRB5007576.SRDUP                                    | DRB5007576.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2674 | PA      | $2486.96      | 0.00%             | 2030-02-06      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| 211936508.SRDLC                                     | 211936508.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10208 | PA      | $9699.44      | 0.00%             | 2028-11-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 212356804.SRDLC                                     | 212356804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13074 | PA      | $12369.16     | 0.00%             | 2029-11-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214955111.SRDLC                                     | 214955111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4280 | PA      | $4030.63      | 0.00%             | 2028-03-18      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 215020024.SRDLC                                     | 215020024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9179 | PA      | $8642.27      | 0.00%             | 2030-03-31      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L5176972.SRDUP                                      | L5176972.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5364 | PA      | $5077.70      | 0.00%             | 2030-04-03      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| L5177293.SRDUP                                      | L5177293.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2918 | PA      | $2753.38      | 0.00%             | 2030-04-03      | Fixed         | 22.41%                | Yes           |                  3 | On Loan: No      |
| CBM5385843.SRDUP                                    | CBM5385843.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4565 | PA      | $4165.64      | 0.00%             | 2030-05-23      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| DRB5004342.SRDUP                                    | DRB5004342.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2060 | PA      | $1915.46      | 0.00%             | 2030-02-06      | Fixed         | 31.27%                | Yes           |                  3 | On Loan: No      |
| 203441299.SRDLC                                     | 203441299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9534 | PA      | $9455.57      | 0.00%             | 2026-08-11      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203638248.SRDLC                                     | 203638248.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12404 | PA      | $11100.65     | 0.00%             | 2026-12-26      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 8387297.SRDSQ                                       | 8387297.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       722 | PA      | $600.74       | 0.00%             | 2026-05-15      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8802554.SRDSQ                                       | 8802554.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5536 | PA      | $5378.69      | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| FW3332326.SRDUP                                     | FW3332326.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1692 | PA      | $1701.41      | 0.00%             | 2027-08-04      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| FW3500621.SRDUP                                     | FW3500621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1098 | PA      | $1122.71      | 0.00%             | 2027-10-13      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| 215052186.SRDLC                                     | 215052186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10227 | PA      | $9901.30      | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 216641619.SRDLC                                     | 216641619.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19116 | PA      | $18181.13     | 0.00%             | 2028-05-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L5001566.SRDUP                                      | L5001566.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       898 | PA      | $863.39       | 0.00%             | 2028-02-05      | Fixed         | 15.96%                | Yes           |                  3 | On Loan: No      |
| L5009816.SRDUP                                      | L5009816.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2121 | PA      | $1991.25      | 0.00%             | 2030-02-07      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| FW5178977.SRDUP                                     | FW5178977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6757 | PA      | $6344.34      | 0.00%             | 2028-04-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW5381702.SRDUP                                     | FW5381702.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3003 | PA      | $2861.08      | 0.00%             | 2028-05-22      | Fixed         | 30.70%                | Yes           |                  3 | On Loan: No      |
| 204565547.SRDLC                                     | 204565547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8664 | PA      | $8995.71      | 0.00%             | 2028-10-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204705127.SRDLC                                     | 204705127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5430 | PA      | $5669.13      | 0.00%             | 2028-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5008729.SRDUP                                    | DRB5008729.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4609 | PA      | $4299.61      | 0.00%             | 2030-02-07      | Fixed         | 29.34%                | Yes           |                  3 | On Loan: No      |
| DRB5009916.SRDUP                                    | DRB5009916.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1491 | PA      | $1387.56      | 0.00%             | 2030-02-07      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| FW3956866.SRDUP                                     | FW3956866.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       712 | PA      | $716.09       | 0.00%             | 2028-09-05      | Fixed         | 22.67%                | Yes           |                  3 | On Loan: No      |
| FW3957002.SRDUP                                     | FW3957002.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4158 | PA      | $4183.00      | 0.00%             | 2028-09-05      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| DRB5009544.SRDUP                                    | DRB5009544.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4104 | PA      | $3817.95      | 0.00%             | 2030-02-07      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| DRB5009705.SRDUP                                    | DRB5009705.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1399 | PA      | $1301.24      | 0.00%             | 2030-02-07      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| FW5178903.SRDUP                                     | FW5178903.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9457 | PA      | $8872.36      | 0.00%             | 2030-04-03      | Fixed         | 31.42%                | Yes           |                  3 | On Loan: No      |
| FW5181234.SRDUP                                     | FW5181234.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11182 | PA      | $10495.96     | 0.00%             | 2030-04-04      | Fixed         | 31.77%                | Yes           |                  3 | On Loan: No      |
| 204790084.SRDLC                                     | 204790084.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       481 | PA      | $483.34       | 0.00%             | 2026-10-23      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204945531.SRDLC                                     | 204945531.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18944 | PA      | $19610.34     | 0.00%             | 2028-11-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW4008289.SRDUP                                     | FW4008289.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7505 | PA      | $7592.71      | 0.00%             | 2028-10-06      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| FW4008566.SRDUP                                     | FW4008566.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       899 | PA      | $909.53       | 0.00%             | 2028-10-06      | Fixed         | 28.05%                | Yes           |                  3 | On Loan: No      |
| DRB5010025.SRDUP                                    | DRB5010025.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9278 | PA      | $8632.30      | 0.00%             | 2030-02-07      | Fixed         | 26.23%                | Yes           |                  3 | On Loan: No      |
| DRB5010325.SRDUP                                    | DRB5010325.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1062 | PA      | $1021.42      | 0.00%             | 2028-02-07      | Fixed         | 16.17%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 255                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -138 | NC      | $-3450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 260                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -299 | NC      | $-7475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5578399.SRDUP                                     | FW5578399.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2143 | PA      | $2052.07      | 0.00%             | 2030-07-01      | Fixed         | 31.24%                | Yes           |                  3 | On Loan: No      |
| L3328221.SRDUP                                      | L3328221.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       561 | PA      | $563.74       | 0.00%             | 2027-08-03      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 213908440.SRDLC                                     | 213908440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2419 | PA      | $2300.15      | 0.00%             | 2028-01-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214057774.SRDLC                                     | 214057774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7663 | PA      | $7377.20      | 0.00%             | 2030-01-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM5009056.SRDUP                                    | CBM5009056.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3001 | PA      | $2823.19      | 0.00%             | 2030-02-07      | Fixed         | 32.29%                | Yes           |                  3 | On Loan: No      |
| DRB5003240.SRDUP                                    | DRB5003240.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5407 | PA      | $5024.93      | 0.00%             | 2030-02-05      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| DRB5010194.SRDUP                                    | DRB5010194.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1012 | PA      | $941.88       | 0.00%             | 2030-02-07      | Fixed         | 24.55%                | Yes           |                  3 | On Loan: No      |
| DRB5186374.SRDUP                                    | DRB5186374.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12044 | PA      | $11527.36     | 0.00%             | 2028-04-07      | Fixed         | 19.65%                | Yes           |                  3 | On Loan: No      |
| 211293224.SRDLC                                     | 211293224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9577 | PA      | $9023.37      | 0.00%             | 2029-10-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211430876.SRDLC                                     | 211430876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3746 | PA      | $3533.28      | 0.00%             | 2027-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206474486.SRDLC                                     | 206474486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4971 | PA      | $4905.83      | 0.00%             | 2027-02-05      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206870626.SRDLC                                     | 206870626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1970 | PA      | $1936.78      | 0.00%             | 2027-02-23      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| FW4008631.SRDUP                                     | FW4008631.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5002 | PA      | $5043.28      | 0.00%             | 2028-10-06      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW4996276.SRDUP                                     | FW4996276.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1112 | PA      | $1032.56      | 0.00%             | 2030-02-03      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| FW5008566.SRDUP                                     | FW5008566.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3635 | PA      | $3382.04      | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW5581347.SRDUP                                     | FW5581347.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2220 | PA      | $2211.48      | 0.00%             | 2030-07-01      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214902054.SRDLC                                     | 214902054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14220 | PA      | $13457.39     | 0.00%             | 2030-03-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215619495.SRDLC                                     | 215619495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2229 | PA      | $558.08       | 0.00%             | 2028-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5177405.SRDUP                                      | L5177405.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1088.97      | 0.00%             | 2028-04-03      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| L5383874.SRDUP                                      | L5383874.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1693 | PA      | $200.99       | 0.00%             | 2028-05-23      | Fixed         | 19.53%                | Yes           |                  3 | On Loan: No      |
| 205136231.SRDLC                                     | 205136231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1809 | PA      | $1808.99      | 0.00%             | 2026-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205203488.SRDLC                                     | 205203488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5182 | PA      | $5253.10      | 0.00%             | 2027-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 550                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -84 | NC      | $-64050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 555                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -94 | NC      | $-59925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5009608.SRDUP                                    | DRB5009608.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8412 | PA      | $7825.79      | 0.00%             | 2030-02-07      | Fixed         | 30.21%                | Yes           |                  3 | On Loan: No      |
| DRB5010733.SRDUP                                    | DRB5010733.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9311 | PA      | $8662.71      | 0.00%             | 2030-02-07      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| L3304312.SRDUP                                      | L3304312.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2825 | PA      | $2838.51      | 0.00%             | 2027-07-25      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L3312274.SRDUP                                      | L3312274.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       777 | PA      | $112.93       | 0.00%             | 2027-07-27      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 560                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-15750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 565                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-12250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210617040.SRDLC                                     | 210617040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4826 | PA      | $4741.31      | 0.00%             | 2027-09-10      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 210723541.SRDLC                                     | 210723541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9797 | PA      | $1026.76      | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8822655.SRDSQ                                       | 8822655.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18037 | PA      | $17283.94     | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8876628.SRDSQ                                       | 8876628.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       509 | PA      | $393.41       | 0.00%             | 2026-09-23      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| L3911885.SRDUP                                      | L3911885.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19717 | PA      | $19667.58     | 0.00%             | 2028-08-03      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| L4012802.SRDUP                                      | L4012802.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7520 | PA      | $7513.30      | 0.00%             | 2026-10-10      | Fixed         | 14.60%                | Yes           |                  3 | On Loan: No      |
| FW5585756.SRDUP                                     | FW5585756.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4326 | PA      | $4182.79      | 0.00%             | 2030-07-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| L3312683.SRDUP                                      | L3312683.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4144 | PA      | $4139.28      | 0.00%             | 2027-07-27      | Fixed         | 11.33%                | Yes           |                  3 | On Loan: No      |
| 205231841.SRDLC                                     | 205231841.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       324 | PA      | $325.03       | 0.00%             | 2025-11-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207210284.SRDLC                                     | 207210284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20824 | PA      | $20511.11     | 0.00%             | 2029-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5009772.SRDUP                                    | DRB5009772.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2429 | PA      | $2259.55      | 0.00%             | 2030-02-07      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| DRB5010433.SRDUP                                    | DRB5010433.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5550 | PA      | $1610.69      | 0.00%             | 2030-02-07      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| DRB5385217.SRDUP                                    | DRB5385217.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4169 | PA      | $3801.48      | 0.00%             | 2030-05-23      | Fixed         | 28.23%                | Yes           |                  3 | On Loan: No      |
| DRB5581937.SRDUP                                    | DRB5581937.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2736 | PA      | $2644.11      | 0.00%             | 2030-07-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| 211442183.SRDLC                                     | 211442183.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8851 | PA      | $8355.13      | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211827148.SRDLC                                     | 211827148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7901 | PA      | $7815.02      | 0.00%             | 2026-10-24      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211279357.SRDLC                                     | 211279357.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9774 | PA      | $9210.91      | 0.00%             | 2029-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211424538.SRDLC                                     | 211424538.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6680 | PA      | $6586.16      | 0.00%             | 2026-10-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212202409.SRDLC                                     | 212202409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5940 | PA      | $5752.31      | 0.00%             | 2027-11-12      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 212455188.SRDLC                                     | 212455188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19096 | PA      | $18113.46     | 0.00%             | 2029-11-18      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L3328360.SRDUP                                      | L3328360.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2137 | PA      | $2162.15      | 0.00%             | 2027-08-03      | Fixed         | 20.13%                | Yes           |                  3 | On Loan: No      |
| L3499842.SRDUP                                      | L3499842.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1402 | PA      | $290.45       | 0.00%             | 2027-10-13      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 265                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -291 | NC      | $-8730.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 270                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -300 | NC      | $-10500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 216691553.SRDLC                                     | 216691553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5961 | PA      | $5720.06      | 0.00%             | 2028-05-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 216703118.SRDLC                                     | 216703118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4433 | PA      | $4292.83      | 0.00%             | 2030-05-27      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8888188.SRDSQ                                       | 8888188.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4033 | PA      | $3818.33      | 0.00%             | 2026-09-26      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9021953.SRDSQ                                       | 9021953.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17811 | PA      | $17182.88     | 0.00%             | 2026-10-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211593489.SRDLC                                     | 211593489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33821 | PA      | $32686.68     | 0.00%             | 2029-10-16      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 211625334.SRDLC                                     | 211625334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2591 | PA      | $2572.15      | 0.00%             | 2026-10-02      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 218956336.SRDLC                                     | 218956336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15227 | PA      | $14662.38     | 0.00%             | 2028-08-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219134376.SRDLC                                     | 219134376.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2802 | PA      | $2716.47      | 0.00%             | 2027-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219641949.SRDLC                                     | 219641949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10884 | PA      | $10495.66     | 0.00%             | 2029-09-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219914145.SRDLC                                     | 219914145.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10910 | PA      | $10575.42     | 0.00%             | 2030-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3331966.SRDUP                                      | L3331966.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $330.19       | 0.00%             | 2028-01-08      | Fixed         | 23.20%                | Yes           |                  3 | On Loan: No      |
| L3336710.SRDUP                                      | L3336710.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2025 | PA      | $2024.95      | 0.00%             | 2027-08-08      | Fixed         | 14.10%                | Yes           |                  3 | On Loan: No      |
| 210533623.SRDLC                                     | 210533623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4352 | PA      | $4260.33      | 0.00%             | 2026-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211102335.SRDLC                                     | 211102335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6022 | PA      | $5743.33      | 0.00%             | 2027-09-30      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 570                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-6162.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 575                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-10937.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5009886.SRDUP                                     | FW5009886.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39056 | PA      | $36350.38     | 0.00%             | 2030-02-07      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| FW5009991.SRDUP                                     | FW5009991.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2346 | PA      | $2188.63      | 0.00%             | 2030-02-15      | Fixed         | 28.93%                | Yes           |                  3 | On Loan: No      |
| 211894049.SRDLC                                     | 211894049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       426 | PA      | $423.03       | 0.00%             | 2026-10-28      | Fixed         | 18.06%                | Yes           |                  3 | On Loan: No      |
| 213012488.SRDLC                                     | 213012488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8113 | PA      | $7634.00      | 0.00%             | 2028-01-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5381414.SRDUP                                    | DRB5381414.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1544 | PA      | $1470.48      | 0.00%             | 2028-05-22      | Fixed         | 27.03%                | Yes           |                  3 | On Loan: No      |
| DRB5384278.SRDUP                                    | DRB5384278.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5685 | PA      | $5416.42      | 0.00%             | 2030-05-23      | Fixed         | 31.32%                | Yes           |                  3 | On Loan: No      |
| 211522163.SRDLC                                     | 211522163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3557 | PA      | $2845.93      | 0.00%             | 2026-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211645327.SRDLC                                     | 211645327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17311 | PA      | $16398.84     | 0.00%             | 2027-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3337326.SRDUP                                      | L3337326.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       629 | PA      | $630.10       | 0.00%             | 2028-01-08      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| L3345081.SRDUP                                      | L3345081.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3859 | PA      | $3902.44      | 0.00%             | 2027-08-10      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 211796634.SRDLC                                     | 211796634.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13287 | PA      | $12718.19     | 0.00%             | 2029-10-23      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 211802808.SRDLC                                     | 211802808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28503 | PA      | $27684.94     | 0.00%             | 2027-10-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| FW3291622.SRDUP                                     | FW3291622.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       904 | PA      | $920.60       | 0.00%             | 2027-07-19      | Fixed         | 29.25%                | Yes           |                  3 | On Loan: No      |
| FW3336668.SRDUP                                     | FW3336668.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       738 | PA      | $159.00       | 0.00%             | 2027-08-08      | Fixed         | 29.34%                | Yes           |                  3 | On Loan: No      |
| 212163767.SRDLC                                     | 212163767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3457 | PA      | $362.32       | 0.00%             | 2027-12-01      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213500714.SRDLC                                     | 213500714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16997 | PA      | $16703.55     | 0.00%             | 2028-01-17      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 213694002.SRDLC                                     | 213694002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3592 | PA      | $3403.20      | 0.00%             | 2028-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 213780745.SRDLC                                     | 213780745.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18615 | PA      | $18279.88     | 0.00%             | 2029-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| L3292091.SRDUP                                      | L3292091.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3258 | PA      | $3254.20      | 0.00%             | 2027-07-19      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| L3295527.SRDUP                                      | L3295527.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6697 | PA      | $6704.91      | 0.00%             | 2027-07-21      | Fixed         | 11.77%                | Yes           |                  3 | On Loan: No      |
| FW3499856.SRDUP                                     | FW3499856.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       216 | PA      | $215.74       | 0.00%             | 2027-10-13      | Fixed         | 26.88%                | Yes           |                  3 | On Loan: No      |
| FW3501118.SRDUP                                     | FW3501118.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2542 | PA      | $2597.21      | 0.00%             | 2027-10-13      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| DRB5177420.SRDUP                                    | DRB5177420.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11311 | PA      | $10767.72     | 0.00%             | 2030-04-03      | Fixed         | 22.38%                | Yes           |                  3 | On Loan: No      |
| DRB5189532.SRDUP                                    | DRB5189532.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5252 | PA      | $4941.56      | 0.00%             | 2028-04-07      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| L5008549.SRDUP                                      | L5008549.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39796 | PA      | $37847.30     | 0.00%             | 2030-02-07      | Fixed         | 19.55%                | Yes           |                  3 | On Loan: No      |
| L5382794.SRDUP                                      | L5382794.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       972 | PA      | $959.95       | 0.00%             | 2028-05-22      | Fixed         | 13.21%                | Yes           |                  3 | On Loan: No      |
| DRB5582492.SRDUP                                    | DRB5582492.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1658 | PA      | $1603.34      | 0.00%             | 2030-07-02      | Fixed         | 26.33%                | Yes           |                  3 | On Loan: No      |
| FW3292062.SRDUP                                     | FW3292062.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4888 | PA      | $4946.43      | 0.00%             | 2027-07-19      | Fixed         | 23.70%                | Yes           |                  3 | On Loan: No      |
| 212125309.SRDLC                                     | 212125309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9191 | PA      | $8686.91      | 0.00%             | 2027-11-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212143411.SRDLC                                     | 212143411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9934 | PA      | $9592.62      | 0.00%             | 2029-11-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| L3320219.SRDUP                                      | L3320219.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4588 | PA      | $4604.44      | 0.00%             | 2027-08-01      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| L3332231.SRDUP                                      | L3332231.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1020 | PA      | $1019.15      | 0.00%             | 2027-08-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213706392.SRDLC                                     | 213706392.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18497 | PA      | $17365.72     | 0.00%             | 2030-01-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214021761.SRDLC                                     | 214021761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10589 | PA      | $911.90       | 0.00%             | 2030-01-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213925883.SRDLC                                     | 213925883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19416 | PA      | $18782.71     | 0.00%             | 2030-01-24      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214174573.SRDLC                                     | 214174573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14163 | PA      | $13469.50     | 0.00%             | 2030-02-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5385609.SRDUP                                    | DRB5385609.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3752 | PA      | $3573.84      | 0.00%             | 2030-05-23      | Fixed         | 29.88%                | Yes           |                  3 | On Loan: No      |
| FW3304771.SRDUP                                     | FW3304771.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3137 | PA      | $3202.13      | 0.00%             | 2027-12-25      | Fixed         | 20.26%                | Yes           |                  3 | On Loan: No      |
| L5010083.SRDUP                                      | L5010083.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5850 | PA      | $5595.47      | 0.00%             | 2030-02-07      | Fixed         | 20.75%                | Yes           |                  3 | On Loan: No      |
| L5010139.SRDUP                                      | L5010139.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4181 | PA      | $4099.60      | 0.00%             | 2028-02-07      | Fixed         | 12.64%                | Yes           |                  3 | On Loan: No      |
| L4008546.SRDUP                                      | L4008546.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       853 | PA      | $853.48       | 0.00%             | 2026-10-06      | Fixed         | 11.15%                | Yes           |                  3 | On Loan: No      |
| L5179315.SRDUP                                      | L5179315.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13647 | PA      | $12887.11     | 0.00%             | 2030-04-03      | Fixed         | 21.43%                | Yes           |                  3 | On Loan: No      |
| L5010013.SRDUP                                      | L5010013.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2579 | PA      | $2421.56      | 0.00%             | 2030-02-07      | Fixed         | 22.73%                | Yes           |                  3 | On Loan: No      |
| L5010090.SRDUP                                      | L5010090.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4537 | PA      | $4260.91      | 0.00%             | 2030-02-07      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L5179493.SRDUP                                      | L5179493.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20836 | PA      | $20169.45     | 0.00%             | 2030-04-03      | Fixed         | 16.70%                | Yes           |                  3 | On Loan: No      |
| L5186698.SRDUP                                      | L5186698.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1814 | PA      | $1754.46      | 0.00%             | 2028-04-07      | Fixed         | 15.37%                | Yes           |                  3 | On Loan: No      |
| 215635089.SRDLC                                     | 215635089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5912 | PA      | $5666.60      | 0.00%             | 2029-04-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 215812822.SRDLC                                     | 215812822.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2365 | PA      | $2290.61      | 0.00%             | 2027-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213703522.SRDLC                                     | 213703522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4037 | PA      | $3937.81      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213789611.SRDLC                                     | 213789611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31654 | PA      | $31290.99     | 0.00%             | 2029-01-31      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| FW3309698.SRDUP                                     | FW3309698.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       834 | PA      | $846.43       | 0.00%             | 2027-07-26      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| FW3334977.SRDUP                                     | FW3334977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17020 | PA      | $17130.27     | 0.00%             | 2027-08-05      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| L5382911.SRDUP                                      | L5382911.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6593 | PA      | $6332.56      | 0.00%             | 2030-05-23      | Fixed         | 23.44%                | Yes           |                  3 | On Loan: No      |
| L5578109.SRDUP                                      | L5578109.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3894 | PA      | $3803.26      | 0.00%             | 2030-07-01      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| L5381660.SRDUP                                      | L5381660.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2645 | PA      | $2519.43      | 0.00%             | 2030-05-22      | Fixed         | 22.07%                | Yes           |                  3 | On Loan: No      |
| L5384852.SRDUP                                      | L5384852.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7211 | PA      | $6871.84      | 0.00%             | 2028-05-23      | Fixed         | 24.62%                | Yes           |                  3 | On Loan: No      |
| L5582364.SRDUP                                      | L5582364.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1636 | PA      | $1612.83      | 0.00%             | 2030-07-01      | Fixed         | 20.28%                | Yes           |                  3 | On Loan: No      |
| 212535592.SRDLC                                     | 212535592.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4579 | PA      | $4315.82      | 0.00%             | 2027-11-20      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214362202.SRDLC                                     | 214362202.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5028 | PA      | $4733.64      | 0.00%             | 2028-01-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5010335.SRDUP                                      | L5010335.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9900 | PA      | $9414.74      | 0.00%             | 2030-02-07      | Fixed         | 17.98%                | Yes           |                  3 | On Loan: No      |
| L5010707.SRDUP                                      | L5010707.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2680 | PA      | $2551.05      | 0.00%             | 2030-02-07      | Fixed         | 21.42%                | Yes           |                  3 | On Loan: No      |
| L5376859.SRDUP                                      | L5376859.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1628 | PA      | $1548.74      | 0.00%             | 2030-05-22      | Fixed         | 25.91%                | Yes           |                  3 | On Loan: No      |
| L5578764.SRDUP                                      | L5578764.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12954 | PA      | $12772.22     | 0.00%             | 2030-07-01      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| 214542641.SRDLC                                     | 214542641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8776 | PA      | $8628.55      | 0.00%             | 2029-02-24      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 215056068.SRDLC                                     | 215056068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9039 | PA      | $2338.28      | 0.00%             | 2029-03-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3500342.SRDUP                                     | FW3500342.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12816 | PA      | $13020.06     | 0.00%             | 2027-10-13      | Fixed         | 20.29%                | Yes           |                  3 | On Loan: No      |
| FW4999744.SRDUP                                     | FW4999744.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2155 | PA      | $2001.75      | 0.00%             | 2030-02-04      | Fixed         | 31.70%                | Yes           |                  3 | On Loan: No      |
| DRB5384714.SRDUP                                    | DRB5384714.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10997 | PA      | $10639.45     | 0.00%             | 2028-05-23      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| DRB5577213.SRDUP                                    | DRB5577213.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3956 | PA      | $3789.06      | 0.00%             | 2030-07-01      | Fixed         | 31.24%                | Yes           |                  3 | On Loan: No      |
| 216459497.SRDLC                                     | 216459497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18103 | PA      | $17215.12     | 0.00%             | 2030-05-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 218897102.SRDLC                                     | 218897102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6930 | PA      | $6723.88      | 0.00%             | 2027-08-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW3309864.SRDUP                                     | FW3309864.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5596 | PA      | $5704.37      | 0.00%             | 2027-07-26      | Fixed         | 19.92%                | Yes           |                  3 | On Loan: No      |
| FW3328577.SRDUP                                     | FW3328577.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4937 | PA      | $4999.12      | 0.00%             | 2027-08-03      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 580                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-2475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 585                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-6650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5178855.SRDUP                                     | FW5178855.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1069.52      | 0.00%             | 2030-04-03      | Fixed         | 27.66%                | Yes           |                  3 | On Loan: No      |
| FW5384265.SRDUP                                     | FW5384265.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1731 | PA      | $1648.69      | 0.00%             | 2030-05-23      | Fixed         | 29.51%                | Yes           |                  3 | On Loan: No      |
| L5178851.SRDUP                                      | L5178851.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3572 | PA      | $3376.79      | 0.00%             | 2030-04-03      | Fixed         | 23.11%                | Yes           |                  3 | On Loan: No      |
| L5378158.SRDUP                                      | L5378158.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14506 | PA      | $14287.69     | 0.00%             | 2030-05-22      | Fixed         | 10.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 275                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -154 | NC      | $-6160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 276                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -69 | NC      | $-2760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220034378.SRDLC                                     | 220034378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24454 | PA      | $23846.98     | 0.00%             | 2028-09-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 7530439.SRDSQ                                       | 7530439.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8022 | PA      | $628.90       | 0.00%             | 2025-08-25      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| L5009972.SRDUP                                      | L5009972.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       891 | PA      | $857.36       | 0.00%             | 2028-02-07      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| L5385740.SRDUP                                      | L5385740.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10092 | PA      | $9827.49      | 0.00%             | 2030-05-23      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| L5579284.SRDUP                                      | L5579284.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33156 | PA      | $32513.31     | 0.00%             | 2030-07-01      | Fixed         | 22.27%                | Yes           |                  3 | On Loan: No      |
| 186450406.SRDLC                                     | 186450406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10547 | PA      | $10527.28     | 0.00%             | 2027-02-22      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| L3909996.SRDUP                                      | L3909996.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33560 | PA      | $33462.76     | 0.00%             | 2028-08-02      | Fixed         | 17.74%                | Yes           |                  3 | On Loan: No      |
| L3913850.SRDUP                                      | L3913850.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9798 | PA      | $9781.64      | 0.00%             | 2028-08-04      | Fixed         | 18.65%                | Yes           |                  3 | On Loan: No      |
| 219183170.SRDLC                                     | 219183170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10173 | PA      | $9798.80      | 0.00%             | 2029-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8371299.SRDSQ                                       | 8371299.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4473 | PA      | $1053.63      | 0.00%             | 2026-05-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L5580835.SRDUP                                      | L5580835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1028 | PA      | $1011.56      | 0.00%             | 2028-07-01      | Fixed         | 16.73%                | Yes           |                  3 | On Loan: No      |
| L5583569.SRDUP                                      | L5583569.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8133 | PA      | $8032.62      | 0.00%             | 2028-07-02      | Fixed         | 13.90%                | Yes           |                  3 | On Loan: No      |
| 214442245.SRDLC                                     | 214442245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5856 | PA      | $613.73       | 0.00%             | 2030-02-19      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 214965732.SRDLC                                     | 214965732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11338 | PA      | $10754.04     | 0.00%             | 2030-03-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L5581201.SRDUP                                      | L5581201.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5815 | PA      | $5750.92      | 0.00%             | 2030-07-01      | Fixed         | 18.53%                | Yes           |                  3 | On Loan: No      |
| L3542325.SRDUP                                      | L3542325.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7696 | PA      | $7702.59      | 0.00%             | 2027-11-01      | Fixed         | 10.23%                | Yes           |                  3 | On Loan: No      |
| L4012174.SRDUP                                      | L4012174.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5062 | PA      | $5081.54      | 0.00%             | 2028-10-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| DRB5581845.SRDUP                                    | DRB5581845.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2153 | PA      | $2079.97      | 0.00%             | 2030-07-01      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| DRB5581998.SRDUP                                    | DRB5581998.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1916 | PA      | $1835.12      | 0.00%             | 2030-07-01      | Fixed         | 28.22%                | Yes           |                  3 | On Loan: No      |
| 8590846.SRDSQ                                       | 8590846.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       881 | PA      | $847.98       | 0.00%             | 2026-07-06      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8823698.SRDSQ                                       | 8823698.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1717 | PA      | $1688.89      | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5179855.SRDUP                                      | L5179855.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       230 | PA      | $228.67       | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L5186062.SRDUP                                      | L5186062.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1299 | PA      | $1257.08      | 0.00%             | 2028-04-07      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| L5010566.SRDUP                                      | L5010566.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12408 | PA      | $11802.46     | 0.00%             | 2030-02-07      | Fixed         | 19.32%                | Yes           |                  3 | On Loan: No      |
| L5178909.SRDUP                                      | L5178909.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24510 | PA      | $23750.83     | 0.00%             | 2030-04-03      | Fixed         | 18.00%                | Yes           |                  3 | On Loan: No      |
| FW5385403.SRDUP                                     | FW5385403.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20376 | PA      | $6073.31      | 0.00%             | 2030-05-23      | Fixed         | 25.42%                | Yes           |                  3 | On Loan: No      |
| L3310701.SRDUP                                      | L3310701.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12082 | PA      | $12295.12     | 0.00%             | 2027-12-26      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25C 590                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 464                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-9200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8400564.SRDSQ                                       | 8400564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20113 | PA      | $16199.90     | 0.00%             | 2026-05-20      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8662534.SRDSQ                                       | 8662534.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1457 | PA      | $1374.73      | 0.00%             | 2026-07-29      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| FW3913941.SRDUP                                     | FW3913941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       857 | PA      | $867.73       | 0.00%             | 2028-08-04      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| FW5178878.SRDUP                                     | FW5178878.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1047 | PA      | $981.63       | 0.00%             | 2030-04-03      | Fixed         | 28.46%                | Yes           |                  3 | On Loan: No      |
| L3542817.SRDUP                                      | L3542817.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       255 | PA      | $252.69       | 0.00%             | 2025-11-16      | Fixed         | 21.09%                | Yes           |                  3 | On Loan: No      |
| L3543084.SRDUP                                      | L3543084.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17495 | PA      | $5310.32      | 0.00%             | 2027-11-02      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215025231.SRDLC                                     | 215025231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1825 | PA      | $1767.36      | 0.00%             | 2027-03-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215205018.SRDLC                                     | 215205018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18019 | PA      | $17614.77     | 0.00%             | 2030-03-25      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| FW3297600.SRDUP                                     | FW3297600.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       686 | PA      | $695.26       | 0.00%             | 2027-07-21      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| FW3393816.SRDUP                                     | FW3393816.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9621 | PA      | $9760.76      | 0.00%             | 2027-09-02      | Fixed         | 31.66%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4370                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-15010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4375                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-9240.00     | -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        |       -70 | NC      | $-41310.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR #11 (WORLD) Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -2384 | NC      | $1051957.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 216113835.SRDLC                                     | 216113835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7395 | PA      | $6996.02      | 0.00%             | 2028-04-28      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 216194405.SRDLC                                     | 216194405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11819 | PA      | $11135.51     | 0.00%             | 2030-10-30      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 278                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -103 | NC      | $-4635.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 280                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -118 | NC      | $-5900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9081139.SRDSQ                                       | 9081139.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       448 | PA      | $428.83       | 0.00%             | 2026-11-13      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 9132282.SRDSQ                                       | 9132282.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2163 | PA      | $2096.01      | 0.00%             | 2026-11-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3912606.SRDUP                                      | L3912606.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7584 | PA      | $7563.64      | 0.00%             | 2028-08-03      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| L3914293.SRDUP                                      | L3914293.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       956 | PA      | $962.68       | 0.00%             | 2028-08-04      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 465                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-850.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 466                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-1350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5383951.SRDUP                                      | L5383951.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15626 | PA      | $15184.48     | 0.00%             | 2030-05-23      | Fixed         | 18.17%                | Yes           |                  3 | On Loan: No      |
| L5386054.SRDUP                                      | L5386054.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2562 | PA      | $2493.76      | 0.00%             | 2030-05-23      | Fixed         | 19.41%                | Yes           |                  3 | On Loan: No      |
| 211612897.SRDLC                                     | 211612897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2456 | PA      | $2344.96      | 0.00%             | 2028-10-17      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| 212111910.SRDLC                                     | 212111910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3947 | PA      | $3702.37      | 0.00%             | 2027-11-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW5385365.SRDUP                                     | FW5385365.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5520 | PA      | $5032.02      | 0.00%             | 2030-05-23      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| L3401534.SRDUP                                      | L3401534.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6251 | PA      | $6326.58      | 0.00%             | 2027-09-06      | Fixed         | 28.45%                | Yes           |                  3 | On Loan: No      |
| 219064147.SRDLC                                     | 219064147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2998 | PA      | $2906.83      | 0.00%             | 2027-08-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219957234.SRDLC                                     | 219957234.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5947 | PA      | $5762.68      | 0.00%             | 2030-09-12      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214563995.SRDLC                                     | 214563995.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8561 | PA      | $8026.23      | 0.00%             | 2028-03-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 215104293.SRDLC                                     | 215104293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3367 | PA      | $3270.40      | 0.00%             | 2028-03-19      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63000000 | PA      | $61785634.05  | 3.20%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20537001.03  | 1.06%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| L5385722.SRDUP                                      | L5385722.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       401 | PA      | $394.99       | 0.00%             | 2028-05-23      | Fixed         | 19.72%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6595                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -76 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L5578674.SRDUP                                      | L5578674.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3321 | PA      | $3274.35      | 0.00%             | 2030-07-01      | Fixed         | 15.82%                | Yes           |                  3 | On Loan: No      |
| L5581678.SRDUP                                      | L5581678.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1089 | PA      | $1066.55      | 0.00%             | 2028-07-01      | Fixed         | 15.77%                | Yes           |                  3 | On Loan: No      |
| 213910651.SRDLC                                     | 213910651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16742 | PA      | $16364.80     | 0.00%             | 2030-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214601156.SRDLC                                     | 214601156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1507 | PA      | $1450.43      | 0.00%             | 2028-03-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| FW5010376.SRDUP                                     | FW5010376.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39396 | PA      | $38136.34     | 0.00%             | 2030-02-07      | Fixed         | 15.29%                | Yes           |                  3 | On Loan: No      |
| L3292688.SRDUP                                      | L3292688.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1318 | PA      | $1281.81      | 0.00%             | 2027-12-19      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| 213436223.SRDLC                                     | 213436223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10370 | PA      | $10284.28     | 0.00%             | 2027-01-27      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 213655155.SRDLC                                     | 213655155.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5500 | PA      | $5244.56      | 0.00%             | 2030-01-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 282                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -149 | NC      | $-7450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 283                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-220.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214383430.SRDLC                                     | 214383430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3165 | PA      | $3005.66      | 0.00%             | 2028-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214439082.SRDLC                                     | 214439082.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9062 | PA      | $8926.83      | 0.00%             | 2028-03-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR #11 (WORLD) May26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1716 | NC      | $-2419163.30  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Dec25C 14.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-24080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3500901.SRDUP                                      | L3500901.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       617 | PA      | $615.74       | 0.00%             | 2027-10-13      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| L3537611.SRDUP                                      | L3537611.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       733 | PA      | $737.76       | 0.00%             | 2027-11-01      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| FW3382367.SRDUP                                     | FW3382367.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1445 | PA      | $1464.85      | 0.00%             | 2027-09-01      | Fixed         | 33.18%                | Yes           |                  3 | On Loan: No      |
| FW3499772.SRDUP                                     | FW3499772.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4455 | PA      | $4555.94      | 0.00%             | 2027-10-13      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4380                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4385                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-7200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 467                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-3325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 468                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-5500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4008372.SRDUP                                      | L4008372.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3762 | PA      | $3773.28      | 0.00%             | 2028-10-06      | Fixed         | 12.35%                | Yes           |                  3 | On Loan: No      |
| L5002604.SRDUP                                      | L5002604.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7913 | PA      | $7658.74      | 0.00%             | 2030-02-05      | Fixed         | 17.02%                | Yes           |                  3 | On Loan: No      |
| 218921412.SRDLC                                     | 218921412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1722 | PA      | $1667.01      | 0.00%             | 2028-08-08      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 8624621.SRDSQ                                       | 8624621.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $911.07       | 0.00%             | 2026-07-16      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3310766.SRDUP                                      | L3310766.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15291 | PA      | $15577.21     | 0.00%             | 2027-07-26      | Fixed         | 20.52%                | Yes           |                  3 | On Loan: No      |
| L3327884.SRDUP                                      | L3327884.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5153 | PA      | $5154.93      | 0.00%             | 2027-08-03      | Fixed         | 17.23%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6600                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -80 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6605                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8343422.SRDSQ                                       | 8343422.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3188 | PA      | $2726.53      | 0.00%             | 2026-05-01      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8363890.SRDSQ                                       | 8363890.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       447 | PA      | $409.89       | 0.00%             | 2026-05-07      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| FW4008330.SRDUP                                     | FW4008330.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2123 | PA      | $2140.61      | 0.00%             | 2028-10-06      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| FW5008508.SRDUP                                     | FW5008508.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6235 | PA      | $5800.29      | 0.00%             | 2030-02-07      | Fixed         | 31.54%                | Yes           |                  3 | On Loan: No      |
| 216495692.SRDLC                                     | 216495692.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8876 | PA      | $8362.06      | 0.00%             | 2028-05-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219963376.SRDLC                                     | 219963376.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10745 | PA      | $10477.99     | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $40967726.10  | 2.12%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $87521233.50  | 4.53%             | 2026-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 8396252.SRDSQ                                       | 8396252.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34279 | PA      | $30714.54     | 0.00%             | 2026-05-19      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8550212.SRDSQ                                       | 8550212.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3883 | PA      | $3582.41      | 0.00%             | 2026-07-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L5008608.SRDUP                                      | L5008608.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1547 | PA      | $1498.11      | 0.00%             | 2030-02-07      | Fixed         | 17.34%                | Yes           |                  3 | On Loan: No      |
| L5009790.SRDUP                                      | L5009790.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18108 | PA      | $17529.22     | 0.00%             | 2030-02-07      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 284                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203447133.SRDLC                                     | 203447133.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6400 | PA      | $6357.16      | 0.00%             | 2026-08-09      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6610                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6615                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -41 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 186948516.SRDLC                                     | 186948516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       612 | PA      | $615.39       | 0.00%             | 2026-06-02      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| 187040626.SRDLC                                     | 187040626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $4337.77      | 0.00%             | 2027-03-23      | Fixed         | 9.34%                 | Yes           |                  3 | On Loan: No      |
| L3911757.SRDUP                                      | L3911757.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14761 | PA      | $14812.57     | 0.00%             | 2028-08-03      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| L5008431.SRDUP                                      | L5008431.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2864 | PA      | $2787.22      | 0.00%             | 2030-02-07      | Fixed         | 15.91%                | Yes           |                  3 | On Loan: No      |
| L3329098.SRDUP                                      | L3329098.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4570 | PA      | $4572.10      | 0.00%             | 2027-08-15      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| L3334644.SRDUP                                      | L3334644.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6664 | PA      | $6669.34      | 0.00%             | 2027-08-05      | Fixed         | 16.25%                | Yes           |                  3 | On Loan: No      |
| L5176866.SRDUP                                      | L5176866.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2028 | PA      | $1897.25      | 0.00%             | 2030-04-03      | Fixed         | 26.14%                | Yes           |                  3 | On Loan: No      |
| L5179532.SRDUP                                      | L5179532.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46216 | PA      | $43971.51     | 0.00%             | 2030-04-05      | Fixed         | 19.75%                | Yes           |                  3 | On Loan: No      |
| 214892038.SRDLC                                     | 214892038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19273 | PA      | $18250.14     | 0.00%             | 2030-03-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215022029.SRDLC                                     | 215022029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12118 | PA      | $11350.85     | 0.00%             | 2028-03-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8808156.SRDSQ                                       | 8808156.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1438 | PA      | $1380.49      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8876090.SRDSQ                                       | 8876090.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2797 | PA      | $2699.96      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33946055.50  | 1.76%             | 2026-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102000000 | PA      | $98636357.22  | 5.10%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6620                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6675                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -56 | NC      | $-4200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8341203.SRDSQ                                       | 8341203.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1042 | PA      | $1022.71      | 0.00%             | 2026-05-01      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8609778.SRDSQ                                       | 8609778.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $1932.44      | 0.00%             | 2026-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3337668.SRDUP                                      | L3337668.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1754 | PA      | $1747.46      | 0.00%             | 2027-08-23      | Fixed         | 18.62%                | Yes           |                  3 | On Loan: No      |
| L3342573.SRDUP                                      | L3342573.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2938 | PA      | $2963.07      | 0.00%             | 2027-08-24      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Dec25P 469                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HANG SENG IDX FUT Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       -30 | NC      | $126546.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L5008593.SRDUP                                      | L5008593.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5008 | PA      | $4762.46      | 0.00%             | 2030-02-07      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| L5177059.SRDUP                                      | L5177059.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5913 | PA      | $5818.44      | 0.00%             | 2030-04-03      | Fixed         | 11.48%                | Yes           |                  3 | On Loan: No      |
| 204827026.SRDLC                                     | 204827026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3773 | PA      | $3770.37      | 0.00%             | 2026-10-26      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205073163.SRDLC                                     | 205073163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10942 | PA      | $11094.77     | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 213661984.SRDLC                                     | 213661984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2405 | PA      | $2260.12      | 0.00%             | 2028-01-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213698443.SRDLC                                     | 213698443.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16304 | PA      | $15542.00     | 0.00%             | 2030-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 8611385.SRDSQ                                       | 8611385.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8980 | PA      | $7928.58      | 0.00%             | 2026-07-13      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8791900.SRDSQ                                       | 8791900.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15602 | PA      | $14630.74     | 0.00%             | 2026-09-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3344675.SRDUP                                      | L3344675.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1124 | PA      | $1076.37      | 0.00%             | 2027-08-24      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| L3499960.SRDUP                                      | L3499960.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5083 | PA      | $5091.96      | 0.00%             | 2027-10-26      | Fixed         | 18.83%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6680                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -35 | NC      | $-2887.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6685                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-4112.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 188639510.SRDLC                                     | 188639510.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4312 | PA      | $4414.99      | 0.00%             | 2027-04-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193519115.SRDLC                                     | 193519115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1789 | PA      | $187.52       | 0.00%             | 2026-01-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8815773.SRDSQ                                       | 8815773.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2178.94      | 0.00%             | 2026-09-09      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8876801.SRDSQ                                       | 8876801.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        93 | PA      | $88.40        | 0.00%             | 2026-09-23      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| L5585035.SRDUP                                      | L5585035.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10418 | PA      | $10203.22     | 0.00%             | 2028-07-02      | Fixed         | 18.11%                | Yes           |                  3 | On Loan: No      |
| ACHV ABS TRUST                                      | ACHV ABS TRUST 2024-2PL                                              | CUSIP: 00092HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12200 | PA      | $2724845.81   | 0.14%             | 2031-10-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FW3910150.SRDUP                                     | FW3910150.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1591 | PA      | $1577.92      | 0.00%             | 2026-08-02      | Fixed         | 24.55%                | Yes           |                  3 | On Loan: No      |
| FW5009857.SRDUP                                     | FW5009857.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1189 | PA      | $1131.03      | 0.00%             | 2030-02-07      | Fixed         | 19.53%                | Yes           |                  3 | On Loan: No      |
| 215454556.SRDLC                                     | 215454556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1572 | PA      | $1483.42      | 0.00%             | 2028-04-03      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 216148831.SRDLC                                     | 216148831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1894 | PA      | $1839.33      | 0.00%             | 2027-04-29      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19290744.20  | 1.00%             | 2026-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                      | Upgrade Master Pass-Thru Trust Series 2025-PT1                       | CUSIP: 914927AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  45938186 | PA      | $44354777.79  | 2.29%             | 2032-08-16      | Variable      | 17.17%                | No            |                  3 | On Loan: No      |
| 9273699.SRDSQ                                       | 9273699.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3395 | PA      | $3184.03      | 0.00%             | 2026-12-29      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9313217.SRDSQ                                       | 9313217.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9804 | PA      | $9160.15      | 0.00%             | 2027-01-08      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9312450.SRDSQ                                       | 9312450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7119 | PA      | $6636.55      | 0.00%             | 2027-01-08      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9363550.SRDSQ                                       | 9363550.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       659 | PA      | $558.06       | 0.00%             | 2027-01-21      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| L5186908.SRDUP                                      | L5186908.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2431 | PA      | $696.73       | 0.00%             | 2030-04-07      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| L5386265.SRDUP                                      | L5386265.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7337 | PA      | $7132.70      | 0.00%             | 2030-05-23      | Fixed         | 13.82%                | Yes           |                  3 | On Loan: No      |
| 214768954.SRDLC                                     | 214768954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8217 | PA      | $8115.28      | 0.00%             | 2028-03-05      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 214996225.SRDLC                                     | 214996225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9224 | PA      | $8812.30      | 0.00%             | 2030-03-14      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6645                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36 | NC      | $-12060.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6650                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $-5950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6690                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -30 | NC      | $-2850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6695                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -75 | NC      | $-7687.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8561090.SRDSQ                                       | 8561090.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2414 | PA      | $1398.25      | 0.00%             | 2026-07-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8615468.SRDSQ                                       | 8615468.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10386 | PA      | $6355.17      | 0.00%             | 2026-07-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9764071.SRDSQ                                       | 9764071.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5546 | PA      | $5256.31      | 0.00%             | 2027-03-05      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| CBM3910010.SRDUP                                    | CBM3910010.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3390 | PA      | $3398.77      | 0.00%             | 2028-08-02      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| 219844353.SRDLC                                     | 219844353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17800 | PA      | $17234.46     | 0.00%             | 2029-09-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219968013.SRDLC                                     | 219968013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4287 | PA      | $4179.67      | 0.00%             | 2028-09-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L5386303.SRDUP                                      | L5386303.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12430 | PA      | $11908.61     | 0.00%             | 2030-05-23      | Fixed         | 21.30%                | Yes           |                  3 | On Loan: No      |
| L5386357.SRDUP                                      | L5386357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10688 | PA      | $10222.69     | 0.00%             | 2030-05-23      | Fixed         | 19.55%                | Yes           |                  3 | On Loan: No      |
| 215091471.SRDLC                                     | 215091471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       839 | PA      | $809.87       | 0.00%             | 2028-03-19      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 7721401.SRDSQ                                       | 7721401.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       553 | PA      | $43.36        | 0.00%             | 2025-10-25      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 215767321.SRDLC                                     | 215767321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8673 | PA      | $8389.71      | 0.00%             | 2027-04-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215802518.SRDLC                                     | 215802518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17984 | PA      | $17206.75     | 0.00%             | 2028-04-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L3913429.SRDUP                                      | L3913429.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11347 | PA      | $11386.51     | 0.00%             | 2028-08-04      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L3913938.SRDUP                                      | L3913938.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5673 | PA      | $3120.52      | 0.00%             | 2028-08-04      | Fixed         | 21.98%                | Yes           |                  3 | On Loan: No      |
| 8150282.SRDSQ                                       | 8150282.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       797 | PA      | $787.28       | 0.00%             | 2026-03-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8376624.SRDSQ                                       | 8376624.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7381 | PA      | $4446.65      | 0.00%             | 2026-05-13      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 194264252.SRDLC                                     | 194264252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6752 | PA      | $1715.15      | 0.00%             | 2027-10-12      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| 204230106.SRDLC                                     | 204230106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5302 | PA      | $5280.16      | 0.00%             | 2027-09-30      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 8635613.SRDSQ                                       | 8635613.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2957 | PA      | $1024.69      | 0.00%             | 2026-07-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8651582.SRDSQ                                       | 8651582.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5379 | PA      | $4437.54      | 0.00%             | 2026-07-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 205085675.SRDLC                                     | 205085675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4030 | PA      | $4093.13      | 0.00%             | 2027-11-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205512566.SRDLC                                     | 205512566.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11317 | PA      | $11149.28     | 0.00%             | 2028-11-30      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| L3297380.SRDUP                                      | L3297380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       561 | PA      | $571.24       | 0.00%             | 2027-07-21      | Fixed         | 20.18%                | Yes           |                  3 | On Loan: No      |
| L3305316.SRDUP                                      | L3305316.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       540 | PA      | $547.54       | 0.00%             | 2027-07-25      | Fixed         | 24.05%                | Yes           |                  3 | On Loan: No      |
| 215921166.SRDLC                                     | 215921166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14484 | PA      | $13660.49     | 0.00%             | 2028-04-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 218783194.SRDLC                                     | 218783194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18353 | PA      | $17666.47     | 0.00%             | 2030-08-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8630658.SRDSQ                                       | 8630658.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20040 | PA      | $19664.79     | 0.00%             | 2026-07-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8633345.SRDSQ                                       | 8633345.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       400 | PA      | $366.76       | 0.00%             | 2026-07-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8636609.SRDSQ                                       | 8636609.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       755 | PA      | $700.61       | 0.00%             | 2026-07-21      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8642973.SRDSQ                                       | 8642973.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5286 | PA      | $4960.86      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5580127.SRDUP                                      | L5580127.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1066 | PA      | $1053.79      | 0.00%             | 2030-07-01      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| L5582080.SRDUP                                      | L5582080.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6598 | PA      | $6516.73      | 0.00%             | 2028-07-02      | Fixed         | 12.40%                | Yes           |                  3 | On Loan: No      |
| L5378743.SRDUP                                      | L5378743.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15106 | PA      | $14689.78     | 0.00%             | 2030-05-22      | Fixed         | 16.07%                | Yes           |                  3 | On Loan: No      |
| L5381427.SRDUP                                      | L5381427.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9547 | PA      | $9132.85      | 0.00%             | 2030-05-22      | Fixed         | 23.73%                | Yes           |                  3 | On Loan: No      |
| FW5177433.SRDUP                                     | FW5177433.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2476 | PA      | $2322.38      | 0.00%             | 2030-04-03      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| FW5178920.SRDUP                                     | FW5178920.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1442.04      | 0.00%             | 2028-04-03      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| 219133220.SRDLC                                     | 219133220.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11626 | PA      | $11283.33     | 0.00%             | 2029-08-18      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 219365558.SRDLC                                     | 219365558.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9440 | PA      | $9171.41      | 0.00%             | 2031-09-15      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6655                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34 | NC      | $-12580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6660                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -63 | NC      | $-24570.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9290600.SRDSQ                                       | 9290600.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8209 | PA      | $7741.54      | 0.00%             | 2027-01-01      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9313747.SRDSQ                                       | 9313747.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3586 | PA      | $3462.38      | 0.00%             | 2027-01-08      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8636538.SRDSQ                                       | 8636538.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       440 | PA      | $108.94       | 0.00%             | 2026-07-21      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| 8650950.SRDSQ                                       | 8650950.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3445 | PA      | $3282.50      | 0.00%             | 2026-07-25      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9374890.SRDSQ                                       | 9374890.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3847 | PA      | $3683.45      | 0.00%             | 2027-01-24      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9775352.SRDSQ                                       | 9775352.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8644 | PA      | $8127.90      | 0.00%             | 2027-03-09      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 8800204.SRDSQ                                       | 8800204.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2715 | PA      | $2658.51      | 0.00%             | 2026-09-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8840776.SRDSQ                                       | 8840776.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5331 | PA      | $4841.49      | 0.00%             | 2026-09-14      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4390                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-2800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4395                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-680.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8795460.SRDSQ                                       | 8795460.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6912 | PA      | $6809.06      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8818159.SRDSQ                                       | 8818159.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22167 | PA      | $21246.05     | 0.00%             | 2026-09-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 220036691.SRDLC                                     | 220036691.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6858 | PA      | $6658.73      | 0.00%             | 2028-09-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 8345079.SRDSQ                                       | 8345079.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2104 | PA      | $2029.04      | 0.00%             | 2026-05-03      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 9782178.SRDSQ                                       | 9782178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12130 | PA      | $11274.85     | 0.00%             | 2027-03-10      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| CBM4008371.SRDUP                                    | CBM4008371.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2264 | PA      | $1572.61      | 0.00%             | 2028-10-06      | Fixed         | 28.26%                | Yes           |                  3 | On Loan: No      |
| 9344018.SRDSQ                                       | 9344018.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7838 | PA      | $4787.86      | 0.00%             | 2027-01-16      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 9771546.SRDSQ                                       | 9771546.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5093 | PA      | $4700.16      | 0.00%             | 2027-03-08      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM5008558.SRDUP                                    | CBM5008558.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1808 | PA      | $1750.24      | 0.00%             | 2030-02-07      | Fixed         | 16.43%                | Yes           |                  3 | On Loan: No      |
| DRB4998082.SRDUP                                    | DRB4998082.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       500 | PA      | $491.71       | 0.00%             | 2030-02-05      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| 8852893.SRDSQ                                       | 8852893.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       938 | PA      | $911.79       | 0.00%             | 2026-09-18      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8889689.SRDSQ                                       | 8889689.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6861 | PA      | $6663.02      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219921377.SRDLC                                     | 219921377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2900 | PA      | $2836.80      | 0.00%             | 2027-09-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 7488383.SRDSQ                                       | 7488383.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $110.64       | 0.00%             | 2025-08-13      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6700                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -43 | NC      | $-4730.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6705                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -51 | NC      | $-6120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3327322.SRDUP                                      | L3327322.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2739 | PA      | $2771.38      | 0.00%             | 2027-08-03      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| L5002995.SRDUP                                      | L5002995.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28345 | PA      | $26958.24     | 0.00%             | 2030-02-05      | Fixed         | 21.40%                | Yes           |                  3 | On Loan: No      |
| 205779717.SRDLC                                     | 205779717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       392 | PA      | $391.56       | 0.00%             | 2025-12-18      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205796742.SRDLC                                     | 205796742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11167 | PA      | $10994.39     | 0.00%             | 2029-09-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 9084417.SRDSQ                                       | 9084417.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       347 | PA      | $320.85       | 0.00%             | 2026-11-14      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| 9273857.SRDSQ                                       | 9273857.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9419 | PA      | $9024.58      | 0.00%             | 2026-12-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| Achieve Personal Loan Master P                      | Achieve Personal Loan Master Pass-Through Trust Series 2025-2        | CUSIP: 00448GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28969977 | PA      | $19150999.89  | 0.99%             | 2055-04-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2025-1 Class A                                              | CUSIP: 07304LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2137000 | PA      | $2174611.20   | 0.11%             | 2028-05-08      | Floating      | 10.86%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | SPXW US 11/05/25 P6665                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36 | NC      | $-14940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/07/25 P5450                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       350 | NC      | $3500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                      | Upgrade Master Pass-Thru Trust Series 2023-PT1                       | CUSIP: 91533JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11062133 | PA      | $10015040.33  | 0.52%             | 2029-09-15      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                      | Upgrade Master Pass-Thru Trust Series 2025-ST4                       | CUSIP: 91533MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4539000 | PA      | $3565201.31   | 0.18%             | 2032-08-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 9775957.SRDSQ                                       | 9775957.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2110 | PA      | $1958.14      | 0.00%             | 2027-03-09      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9794404.SRDSQ                                       | 9794404.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2687 | PA      | $2433.77      | 0.00%             | 2027-03-13      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-C    | CUSIP: 08651UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12392 | PA      | $1329700.27   | 0.07%             | 2035-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust                  | CUSIP: 08651VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14920 | PA      | $3545768.05   | 0.18%             | 2034-12-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 7653023.SRDSQ                                       | 7653023.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3874 | PA      | $303.70       | 0.00%             | 2025-10-02      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 8639706.SRDSQ                                       | 8639706.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3547 | PA      | $3114.29      | 0.00%             | 2026-07-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5175845.SRDUP                                    | DRB5175845.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2770 | PA      | $2597.50      | 0.00%             | 2030-04-02      | Fixed         | 31.39%                | Yes           |                  3 | On Loan: No      |
| DRB5177388.SRDUP                                    | DRB5177388.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1851 | PA      | $965.00       | 0.00%             | 2030-04-03      | Fixed         | 27.04%                | Yes           |                  3 | On Loan: No      |
| L5382220.SRDUP                                      | L5382220.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5922 | PA      | $5634.24      | 0.00%             | 2030-05-22      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| L5384112.SRDUP                                      | L5384112.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9494 | PA      | $9109.55      | 0.00%             | 2030-05-23      | Fixed         | 19.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6710                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36 | NC      | $-4680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6715                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49 | NC      | $-6982.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3954367.SRDUP                                      | L3954367.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       352 | PA      | $351.27       | 0.00%             | 2026-09-01      | Fixed         | 14.41%                | Yes           |                  3 | On Loan: No      |
| L4010443.SRDUP                                      | L4010443.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14219 | PA      | $14282.64     | 0.00%             | 2028-10-10      | Fixed         | 19.61%                | Yes           |                  3 | On Loan: No      |
| 8803430.SRDSQ                                       | 8803430.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1626 | PA      | $1452.70      | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8839505.SRDSQ                                       | 8839505.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       655 | PA      | $463.78       | 0.00%             | 2026-09-14      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| L5586981.SRDUP                                      | L5586981.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10737 | PA      | $10588.28     | 0.00%             | 2030-07-02      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 187067662.SRDLC                                     | 187067662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12466 | PA      | $12422.69     | 0.00%             | 2027-03-25      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6720                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $-6975.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6725                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-3060.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                      | Upgrade Master Pass-Thru Trust Series 2025-ST7                       | CUSIP: 91533RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8800000 | PA      | $8309474.36   | 0.43%             | 2032-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2021-ST4                           | CUSIP: 91534HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3060000 | PA      | $284644.78    | 0.01%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4400                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-36960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4405                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -82 | NC      | $-52480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5385330.SRDUP                                      | L5385330.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3231 | PA      | $3089.80      | 0.00%             | 2030-05-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L5385733.SRDUP                                      | L5385733.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8447 | PA      | $8081.74      | 0.00%             | 2030-05-23      | Fixed         | 20.45%                | Yes           |                  3 | On Loan: No      |
| 8856346.SRDSQ                                       | 8856346.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $2202.74      | 0.00%             | 2026-09-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9270730.SRDSQ                                       | 9270730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3553 | PA      | $3462.02      | 0.00%             | 2026-12-27      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| DRB5381259.SRDUP                                    | DRB5381259.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3604 | PA      | $3456.78      | 0.00%             | 2030-05-22      | Fixed         | 19.10%                | Yes           |                  3 | On Loan: No      |
| DRB5382382.SRDUP                                    | DRB5382382.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8662 | PA      | $8247.33      | 0.00%             | 2030-05-22      | Fixed         | 30.29%                | Yes           |                  3 | On Loan: No      |
| CBM5377683.SRDUP                                    | CBM5377683.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5106 | PA      | $4861.65      | 0.00%             | 2030-05-22      | Fixed         | 31.07%                | Yes           |                  3 | On Loan: No      |
| DRB5007561.SRDUP                                    | DRB5007561.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27381 | PA      | $25459.73     | 0.00%             | 2030-02-06      | Fixed         | 28.21%                | Yes           |                  3 | On Loan: No      |
| DRB5578651.SRDUP                                    | DRB5578651.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9722 | PA      | $9533.47      | 0.00%             | 2030-07-01      | Fixed         | 22.13%                | Yes           |                  3 | On Loan: No      |
| DRB5579588.SRDUP                                    | DRB5579588.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1667 | PA      | $1610.88      | 0.00%             | 2030-07-01      | Fixed         | 31.24%                | Yes           |                  3 | On Loan: No      |
| FW5180473.SRDUP                                     | FW5180473.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2009 | PA      | $1884.50      | 0.00%             | 2030-04-03      | Fixed         | 32.38%                | Yes           |                  3 | On Loan: No      |
| FW5582703.SRDUP                                     | FW5582703.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1269 | PA      | $1231.62      | 0.00%             | 2030-07-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| L3542117.SRDUP                                      | L3542117.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1471 | PA      | $1480.66      | 0.00%             | 2027-11-01      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3909810.SRDUP                                      | L3909810.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1172 | PA      | $1169.91      | 0.00%             | 2026-08-02      | Fixed         | 18.39%                | Yes           |                  3 | On Loan: No      |
| 206346413.SRDLC                                     | 206346413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5851 | PA      | $4680.74      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206476410.SRDLC                                     | 206476410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5850 | PA      | $5701.36      | 0.00%             | 2028-02-05      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| L5381589.SRDUP                                      | L5381589.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1746 | PA      | $1694.11      | 0.00%             | 2028-05-22      | Fixed         | 16.85%                | Yes           |                  3 | On Loan: No      |
| L5578878.SRDUP                                      | L5578878.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5075 | PA      | $5050.80      | 0.00%             | 2030-07-01      | Fixed         | 14.03%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/03/25 P6730                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25 | NC      | $-4687.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 530                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-20400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9633697.SRDSQ                                       | 9633697.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    141629 | PA      | $134801.22    | 0.01%             | 2027-02-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9742109.SRDSQ                                       | 9742109.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7470 | PA      | $7027.31      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9798282.SRDSQ                                       | 9798282.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6955 | PA      | $6541.19      | 0.00%             | 2027-03-15      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9815024.SRDSQ                                       | 9815024.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2246 | PA      | $1968.84      | 0.00%             | 2027-03-18      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 204269082.SRDLC                                     | 204269082.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2490 | PA      | $2470.42      | 0.00%             | 2026-09-25      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204334194.SRDLC                                     | 204334194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3560 | PA      | $3644.18      | 0.00%             | 2026-09-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4410                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -56 | NC      | $-34720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4415                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-21960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5002237.SRDUP                                    | DRB5002237.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35352 | PA      | $21536.71     | 0.00%             | 2028-02-05      | Fixed         | 30.55%                | Yes           |                  3 | On Loan: No      |
| DRB5181308.SRDUP                                    | DRB5181308.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3634 | PA      | $3411.09      | 0.00%             | 2030-04-04      | Fixed         | 32.23%                | Yes           |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-2                                  | CUSIP: 91679TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857636 | PA      | $1553733.86   | 0.08%             | 2032-05-20      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-1                                  | CUSIP: 91679WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $2447838.96   | 0.13%             | 2032-03-20      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Dec25C 4420                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -65 | NC      | $-38350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        74 | NC      | $-639092.39   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 9767948.SRDSQ                                       | 9767948.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3952 | PA      | $3739.92      | 0.00%             | 2027-03-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9791242.SRDSQ                                       | 9791242.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1289 | PA      | $1215.68      | 0.00%             | 2027-03-12      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-E    | CUSIP: 08651XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17568 | PA      | $5078567.64   | 0.26%             | 2035-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust                  | CUSIP: 08652AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12564 | PA      | $1617524.35   | 0.08%             | 2035-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| L5581695.SRDUP                                      | L5581695.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1578 | PA      | $1572.85      | 0.00%             | 2028-07-01      | Fixed         | 10.54%                | Yes           |                  3 | On Loan: No      |
| 186147186.SRDLC                                     | 186147186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2198 | PA      | $2217.88      | 0.00%             | 2027-02-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L4008235.SRDUP                                      | L4008235.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22126 | PA      | $22198.30     | 0.00%             | 2028-10-06      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| L5008503.SRDUP                                      | L5008503.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5135 | PA      | $4939.69      | 0.00%             | 2028-02-07      | Fixed         | 15.43%                | Yes           |                  3 | On Loan: No      |
| 9358434.SRDSQ                                       | 9358434.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4856 | PA      | $4451.82      | 0.00%             | 2027-01-20      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5176887.SRDUP                                    | DRB5176887.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9247 | PA      | $8674.53      | 0.00%             | 2030-04-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| 186365957.SRDLC                                     | 186365957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5326 | PA      | $5558.44      | 0.00%             | 2027-03-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186776862.SRDLC                                     | 186776862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9296 | PA      | $974.21       | 0.00%             | 2025-03-02      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 8413327.SRDSQ                                       | 8413327.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10581 | PA      | $829.56       | 0.00%             | 2026-05-23      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8605484.SRDSQ                                       | 8605484.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       601 | PA      | $593.44       | 0.00%             | 2026-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 240                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 241                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2020-ST5                           | CUSIP: 91679XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $96568.87     | 0.00%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2021-ST3                           | CUSIP: 91681PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $144898.28    | 0.01%             | 2027-05-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DRB5383906.SRDUP                                    | DRB5383906.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4241 | PA      | $4040.59      | 0.00%             | 2030-05-23      | Fixed         | 31.56%                | Yes           |                  3 | On Loan: No      |
| FW3337303.SRDUP                                     | FW3337303.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10467 | PA      | $10475.32     | 0.00%             | 2027-08-23      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 214044318.SRDLC                                     | 214044318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7138 | PA      | $6881.38      | 0.00%             | 2029-01-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215194472.SRDLC                                     | 215194472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7104 | PA      | $6926.87      | 0.00%             | 2028-03-24      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -155 | NC      | $-262296.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 86                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -275 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3954441.SRDUP                                    | CBM3954441.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       893 | PA      | $900.55       | 0.00%             | 2028-09-01      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| CBM3955779.SRDUP                                    | CBM3955779.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8999 | PA      | $8978.15      | 0.00%             | 2028-09-05      | Fixed         | 16.17%                | Yes           |                  3 | On Loan: No      |
| 187114091.SRDLC                                     | 187114091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11024 | PA      | $10917.76     | 0.00%             | 2027-03-26      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| 187548600.SRDLC                                     | 187548600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3833 | PA      | $401.66       | 0.00%             | 2027-04-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| Upstart Asset Trust I                               | Upstart Asset Trust I Series 2025-2-GS                               | CUSIP: 91683DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  58064281 | PA      | $58610389.01  | 3.03%             | 2055-10-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Asset Trust I                               | Upstart Asset Trust I Series 2025-1-GS                               | CUSIP: 91683UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  46666969 | PA      | $45639894.23  | 2.36%             | 2055-08-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 11/21/25 P5650                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       295 | NC      | $71537.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 12/19/25 P5775                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $135000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 204456266.SRDLC                                     | 204456266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7254 | PA      | $760.17       | 0.00%             | 2026-10-10      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205114020.SRDLC                                     | 205114020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3411 | PA      | $357.46       | 0.00%             | 2025-11-07      | Fixed         | 26.62%                | Yes           |                  3 | On Loan: No      |
| 206538811.SRDLC                                     | 206538811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13361 | PA      | $13003.61     | 0.00%             | 2027-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206583320.SRDLC                                     | 206583320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12212 | PA      | $12021.94     | 0.00%             | 2029-01-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5586373.SRDUP                                    | DRB5586373.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5567 | PA      | $5382.59      | 0.00%             | 2030-07-02      | Fixed         | 28.07%                | Yes           |                  3 | On Loan: No      |
| FW3500397.SRDUP                                     | FW3500397.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2305 | PA      | $2356.99      | 0.00%             | 2027-10-13      | Fixed         | 29.48%                | Yes           |                  3 | On Loan: No      |
| 8755684.SRDSQ                                       | 8755684.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30048 | PA      | $29502.09     | 0.00%             | 2026-08-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8815263.SRDSQ                                       | 8815263.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1406.54      | 0.00%             | 2026-09-08      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9079006.SRDSQ                                       | 9079006.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1309 | PA      | $1260.49      | 0.00%             | 2026-11-13      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9080203.SRDSQ                                       | 9080203.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9325 | PA      | $8930.67      | 0.00%             | 2026-11-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 535                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-10925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 555                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -172 | NC      | $-31175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5177361.SRDUP                                    | DRB5177361.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $1160.44      | 0.00%             | 2030-04-03      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| DRB5178644.SRDUP                                    | DRB5178644.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5367 | PA      | $3235.59      | 0.00%             | 2028-04-03      | Fixed         | 30.47%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 12/19/25 P5800                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $141000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.17                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -91 | NC      | $-2275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Asset Trust I                               | Upstart Asset Trust I Series 2023-1-GS                               | CUSIP: 91684GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15313273 | PA      | $14581287.19  | 0.75%             | 2053-12-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust                                         | CUSIP: 91684NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5028840.00   | 0.26%             | 2034-11-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| 9292528.SRDSQ                                       | 9292528.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7109 | PA      | $6947.94      | 0.00%             | 2027-01-02      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9735059.SRDSQ                                       | 9735059.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1606 | PA      | $1519.81      | 0.00%             | 2027-02-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3310016.SRDUP                                      | L3310016.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3278 | PA      | $3294.26      | 0.00%             | 2027-07-26      | Fixed         | 17.41%                | Yes           |                  3 | On Loan: No      |
| L3312241.SRDUP                                      | L3312241.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3255 | PA      | $3318.90      | 0.00%             | 2027-07-27      | Fixed         | 19.65%                | Yes           |                  3 | On Loan: No      |
| 8605597.SRDSQ                                       | 8605597.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1756 | PA      | $1297.74      | 0.00%             | 2026-07-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8787825.SRDSQ                                       | 8787825.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5009 | PA      | $4728.75      | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 203970650.SRDLC                                     | 203970650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5590 | PA      | $5513.51      | 0.00%             | 2026-09-08      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204710073.SRDLC                                     | 204710073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11577 | PA      | $12134.73     | 0.00%             | 2028-10-25      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3910145.SRDUP                                     | FW3910145.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16945 | PA      | $16539.46     | 0.00%             | 2029-01-08      | Fixed         | 25.69%                | Yes           |                  3 | On Loan: No      |
| FW3910397.SRDUP                                     | FW3910397.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       765 | PA      | $243.62       | 0.00%             | 2028-08-02      | Fixed         | 30.32%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25C 1.195                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-600.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25C 1.2                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -61 | NC      | $-2287.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5582714.SRDUP                                     | FW5582714.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2264 | PA      | $1147.89      | 0.00%             | 2030-07-02      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3298613.SRDUP                                      | L3298613.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7280 | PA      | $6999.10      | 0.00%             | 2027-07-21      | Fixed         | 19.79%                | Yes           |                  3 | On Loan: No      |
| 216011027.SRDLC                                     | 216011027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22857 | PA      | $21913.02     | 0.00%             | 2029-04-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 216140459.SRDLC                                     | 216140459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9501 | PA      | $9102.33      | 0.00%             | 2030-04-28      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 556                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -96 | NC      | $-16200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 558                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -79 | NC      | $-11850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2025-1 Class G                                            | CUSIP: 91734PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7753000 | PA      | $7843322.45   | 0.41%             | 2028-06-07      | Floating      | 12.86%                | Yes           |                  2 | On Loan: No      |
| CBM3911183.SRDUP                                    | CBM3911183.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22472 | PA      | $22451.48     | 0.00%             | 2029-01-02      | Fixed         | 26.29%                | Yes           |                  3 | On Loan: No      |
| L3325289.SRDUP                                      | L3325289.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4443 | PA      | $4439.51      | 0.00%             | 2027-08-02      | Fixed         | 13.13%                | Yes           |                  3 | On Loan: No      |
| L3390824.SRDUP                                      | L3390824.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10809 | PA      | $10934.09     | 0.00%             | 2027-09-01      | Fixed         | 20.97%                | Yes           |                  3 | On Loan: No      |
| L4998216.SRDUP                                      | L4998216.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7716 | PA      | $7336.47      | 0.00%             | 2030-02-04      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| L5186235.SRDUP                                      | L5186235.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8161 | PA      | $8027.53      | 0.00%             | 2028-04-07      | Fixed         | 12.33%                | Yes           |                  3 | On Loan: No      |
| 9771851.SRDSQ                                       | 9771851.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2727 | PA      | $2581.05      | 0.00%             | 2027-03-08      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9844767.SRDSQ                                       | 9844767.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13915 | PA      | $13114.65     | 0.00%             | 2027-03-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205177880.SRDLC                                     | 205177880.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6128 | PA      | $6371.50      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205190152.SRDLC                                     | 205190152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4677 | PA      | $4860.45      | 0.00%             | 2028-11-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 87                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -236 | NC      | $-4720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 88                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -227 | NC      | $-2270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-F    | CUSIP: 08652CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13139 | PA      | $3203737.52   | 0.17%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-G    | CUSIP: 08652DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8317 | PA      | $1571443.48   | 0.08%             | 2035-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CBM4996212.SRDUP                                    | CBM4996212.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1331 | PA      | $259.95       | 0.00%             | 2028-02-03      | Fixed         | 26.57%                | Yes           |                  3 | On Loan: No      |
| CBM4999527.SRDUP                                    | CBM4999527.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2070 | PA      | $1924.33      | 0.00%             | 2030-02-04      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| FW4997114.SRDUP                                     | FW4997114.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4170 | PA      | $3872.10      | 0.00%             | 2030-02-03      | Fixed         | 25.64%                | Yes           |                  3 | On Loan: No      |
| FW5009781.SRDUP                                     | FW5009781.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2469 | PA      | $2298.61      | 0.00%             | 2030-02-07      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust                  | CUSIP: 08652QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12628 | PA      | $2186624.06   | 0.11%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-1HS  | CUSIP: 086917AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29645 | PA      | $5766978.27   | 0.30%             | 2037-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FW3344502.SRDUP                                     | FW3344502.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       783 | PA      | $792.50       | 0.00%             | 2027-08-10      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| FW3391636.SRDUP                                     | FW3391636.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1035 | PA      | $1047.32      | 0.00%             | 2027-09-01      | Fixed         | 20.85%                | Yes           |                  3 | On Loan: No      |
| CBM4995095.SRDUP                                    | CBM4995095.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5579 | PA      | $5179.49      | 0.00%             | 2030-02-03      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| DRB5176843.SRDUP                                    | DRB5176843.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4088 | PA      | $3838.78      | 0.00%             | 2028-04-03      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| 205825442.SRDLC                                     | 205825442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3907 | PA      | $3918.33      | 0.00%             | 2026-12-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206065555.SRDLC                                     | 206065555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5363 | PA      | $5262.45      | 0.00%             | 2027-02-08      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| Black Kite Re Limited                               | Black Kite Re 2025-1 Class A                                         | CUSIP: 092168AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    516000 | PA      | $521521.20    | 0.03%             | 2028-05-08      | Floating      | 11.89%                | Yes           |                  2 | On Loan: No      |
| 187120238.SRDLC                                     | 187120238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $226.91       | 0.00%             | 2025-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8818701.SRDSQ                                       | 8818701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       563 | PA      | $551.24       | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8844329.SRDSQ                                       | 8844329.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2010 | PA      | $1967.87      | 0.00%             | 2026-09-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25C 1.205                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -28 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25C 1.21                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -56 | NC      | $-1400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5386188.SRDUP                                     | FW5386188.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1153 | PA      | $1097.84      | 0.00%             | 2030-05-23      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| L3310870.SRDUP                                      | L3310870.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1166 | PA      | $1174.03      | 0.00%             | 2027-12-26      | Fixed         | 13.32%                | Yes           |                  3 | On Loan: No      |
| 219158673.SRDLC                                     | 219158673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9847 | PA      | $9463.31      | 0.00%             | 2030-08-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219809685.SRDLC                                     | 219809685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23743 | PA      | $23099.67     | 0.00%             | 2030-09-15      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| FW3961051.SRDUP                                     | FW3961051.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2836 | PA      | $2877.01      | 0.00%             | 2028-09-06      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| FW4012907.SRDUP                                     | FW4012907.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       634 | PA      | $634.03       | 0.00%             | 2026-10-10      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| CBM5381754.SRDUP                                    | CBM5381754.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3579 | PA      | $3459.36      | 0.00%             | 2028-05-22      | Fixed         | 20.06%                | Yes           |                  3 | On Loan: No      |
| DRB5006407.SRDUP                                    | DRB5006407.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $866.22       | 0.00%             | 2030-02-06      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 89                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -192 | NC      | $-1920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 90                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-520.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206869591.SRDLC                                     | 206869591.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4717 | PA      | $4542.06      | 0.00%             | 2027-03-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206944802.SRDLC                                     | 206944802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5895 | PA      | $5752.20      | 0.00%             | 2029-03-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3912134.SRDUP                                    | CBM3912134.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6242 | PA      | $6318.08      | 0.00%             | 2028-08-03      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| CBM5187748.SRDUP                                    | CBM5187748.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2569 | PA      | $2414.97      | 0.00%             | 2030-04-07      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 242                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -150 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 243                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -150 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5179856.SRDUP                                    | DRB5179856.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9285 | PA      | $8706.97      | 0.00%             | 2030-04-03      | Fixed         | 25.64%                | Yes           |                  3 | On Loan: No      |
| DRB5181487.SRDUP                                    | DRB5181487.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1818 | PA      | $1706.58      | 0.00%             | 2030-04-04      | Fixed         | 31.95%                | Yes           |                  3 | On Loan: No      |
| 187777756.SRDLC                                     | 187777756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2687 | PA      | $281.55       | 0.00%             | 2027-03-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194532233.SRDLC                                     | 194532233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1282 | PA      | $134.31       | 0.00%             | 2025-10-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3500600.SRDUP                                      | L3500600.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $5354.94      | 0.00%             | 2027-10-13      | Fixed         | 21.06%                | Yes           |                  3 | On Loan: No      |
| L3542473.SRDUP                                      | L3542473.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4674 | PA      | $4669.20      | 0.00%             | 2027-11-01      | Fixed         | 16.92%                | Yes           |                  3 | On Loan: No      |
| 206506284.SRDLC                                     | 206506284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18459 | PA      | $11858.30     | 0.00%             | 2029-11-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 207807774.SRDLC                                     | 207807774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11816 | PA      | $11491.17     | 0.00%             | 2029-04-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5173492.SRDUP                                      | L5173492.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4594 | PA      | $4370.38      | 0.00%             | 2030-04-03      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| L5178907.SRDUP                                      | L5178907.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10266 | PA      | $9772.03      | 0.00%             | 2030-04-03      | Fixed         | 21.92%                | Yes           |                  3 | On Loan: No      |
| DRB5190855.SRDUP                                    | DRB5190855.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4003 | PA      | $3766.43      | 0.00%             | 2028-04-07      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| DRB5381569.SRDUP                                    | DRB5381569.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38075 | PA      | $10299.62     | 0.00%             | 2030-05-22      | Fixed         | 22.05%                | Yes           |                  3 | On Loan: No      |
| DRB5176971.SRDUP                                    | DRB5176971.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14355 | PA      | $13559.97     | 0.00%             | 2030-05-03      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| DRB5178807.SRDUP                                    | DRB5178807.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3443 | PA      | $3230.11      | 0.00%             | 2030-04-03      | Fixed         | 32.28%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 560                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -182 | NC      | $-25025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 565                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -111 | NC      | $-11793.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5385044.SRDUP                                      | L5385044.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8656 | PA      | $8406.11      | 0.00%             | 2030-05-23      | Fixed         | 13.71%                | Yes           |                  3 | On Loan: No      |
| 210685880.SRDLC                                     | 210685880.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $764.40       | 0.00%             | 2026-09-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210793052.SRDLC                                     | 210793052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2905 | PA      | $2812.57      | 0.00%             | 2028-09-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211042909.SRDLC                                     | 211042909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5090 | PA      | $4799.82      | 0.00%             | 2027-10-07      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211255379.SRDLC                                     | 211255379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2266 | PA      | $2169.45      | 0.00%             | 2028-10-03      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L3335310.SRDUP                                      | L3335310.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1871 | PA      | $1872.18      | 0.00%             | 2027-08-05      | Fixed         | 17.09%                | Yes           |                  3 | On Loan: No      |
| L3342477.SRDUP                                      | L3342477.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1510 | PA      | $1530.50      | 0.00%             | 2027-08-09      | Fixed         | 23.12%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 244                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -200 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 245                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8845080.SRDSQ                                       | 8845080.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3044 | PA      | $2865.83      | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9312952.SRDSQ                                       | 9312952.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1533 | PA      | $1488.56      | 0.00%             | 2027-01-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 204710527.SRDLC                                     | 204710527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14514 | PA      | $3716.04      | 0.00%             | 2028-02-22      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204913690.SRDLC                                     | 204913690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10889 | PA      | $10563.53     | 0.00%             | 2028-11-08      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| L3543042.SRDUP                                      | L3543042.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2934 | PA      | $2956.99      | 0.00%             | 2027-11-02      | Fixed         | 23.93%                | Yes           |                  3 | On Loan: No      |
| L3910926.SRDUP                                      | L3910926.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5198 | PA      | $5183.07      | 0.00%             | 2028-08-02      | Fixed         | 13.94%                | Yes           |                  3 | On Loan: No      |
| DRB5009978.SRDUP                                    | DRB5009978.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2434 | PA      | $2263.99      | 0.00%             | 2030-02-07      | Fixed         | 31.03%                | Yes           |                  3 | On Loan: No      |
| DRB5010126.SRDUP                                    | DRB5010126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5717 | PA      | $5366.49      | 0.00%             | 2028-02-07      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| 8862050.SRDSQ                                       | 8862050.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8415 | PA      | $659.70       | 0.00%             | 2026-09-19      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8884440.SRDSQ                                       | 8884440.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9962 | PA      | $9528.63      | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 186887684.SRDLC                                     | 186887684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3377 | PA      | $3421.90      | 0.00%             | 2027-07-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186890838.SRDLC                                     | 186890838.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2396 | PA      | $2370.54      | 0.00%             | 2027-03-07      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| DRB5382825.SRDUP                                    | DRB5382825.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $1989.48      | 0.00%             | 2030-05-23      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5579542.SRDUP                                    | DRB5579542.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3227 | PA      | $3118.57      | 0.00%             | 2030-07-01      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| L3342624.SRDUP                                      | L3342624.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       659 | PA      | $658.66       | 0.00%             | 2027-08-09      | Fixed         | 14.33%                | Yes           |                  3 | On Loan: No      |
| L3394467.SRDUP                                      | L3394467.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3919 | PA      | $3976.46      | 0.00%             | 2027-09-02      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| L3325121.SRDUP                                      | L3325121.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       762 | PA      | $772.36       | 0.00%             | 2027-08-02      | Fixed         | 23.95%                | Yes           |                  3 | On Loan: No      |
| L3329189.SRDUP                                      | L3329189.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2360 | PA      | $2373.96      | 0.00%             | 2027-08-15      | Fixed         | 24.16%                | Yes           |                  3 | On Loan: No      |
| 8897918.SRDSQ                                       | 8897918.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4029 | PA      | $3784.58      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9053400.SRDSQ                                       | 9053400.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       498 | PA      | $470.00       | 0.00%             | 2026-11-07      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L5181351.SRDUP                                      | L5181351.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2596 | PA      | $2494.69      | 0.00%             | 2030-04-04      | Fixed         | 19.97%                | Yes           |                  3 | On Loan: No      |
| L5187375.SRDUP                                      | L5187375.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3299 | PA      | $3127.83      | 0.00%             | 2030-04-07      | Fixed         | 22.44%                | Yes           |                  3 | On Loan: No      |
| DRB5181313.SRDUP                                    | DRB5181313.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6229 | PA      | $5851.91      | 0.00%             | 2028-04-04      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| DRB5191628.SRDUP                                    | DRB5191628.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2748 | PA      | $2576.36      | 0.00%             | 2028-04-07      | Fixed         | 30.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25C 1.215                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-468.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.13                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -15 | NC      | $-2437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5379924.SRDUP                                    | DRB5379924.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3085 | PA      | $2938.11      | 0.00%             | 2030-05-22      | Fixed         | 31.86%                | Yes           |                  3 | On Loan: No      |
| DRB5384840.SRDUP                                    | DRB5384840.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3155 | PA      | $3082.95      | 0.00%             | 2030-10-23      | Fixed         | 31.54%                | Yes           |                  3 | On Loan: No      |
| L3498513.SRDUP                                      | L3498513.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1133.00      | 0.00%             | 2027-10-13      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| L3909854.SRDUP                                      | L3909854.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4808 | PA      | $2633.31      | 0.00%             | 2028-08-02      | Fixed         | 19.63%                | Yes           |                  3 | On Loan: No      |
| 9137902.SRDSQ                                       | 9137902.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       897 | PA      | $784.59       | 0.00%             | 2026-11-28      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 9318939.SRDSQ                                       | 9318939.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       883 | PA      | $831.83       | 0.00%             | 2027-01-09      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 570                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -86 | NC      | $-6987.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 575                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-2187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3342908.SRDUP                                      | L3342908.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5263 | PA      | $5260.38      | 0.00%             | 2027-08-10      | Fixed         | 11.90%                | Yes           |                  3 | On Loan: No      |
| L3401316.SRDUP                                      | L3401316.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5029 | PA      | $731.26       | 0.00%             | 2027-09-06      | Fixed         | 15.39%                | Yes           |                  3 | On Loan: No      |
| DRB5585071.SRDUP                                    | DRB5585071.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8773 | PA      | $8483.01      | 0.00%             | 2030-07-02      | Fixed         | 25.48%                | Yes           |                  3 | On Loan: No      |
| DRB5589455.SRDUP                                    | DRB5589455.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1915 | PA      | $1835.62      | 0.00%             | 2030-07-03      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| L3909992.SRDUP                                      | L3909992.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2470 | PA      | $2466.45      | 0.00%             | 2026-08-02      | Fixed         | 19.61%                | Yes           |                  3 | On Loan: No      |
| L4009738.SRDUP                                      | L4009738.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12691 | PA      | $12673.15     | 0.00%             | 2026-10-06      | Fixed         | 12.18%                | Yes           |                  3 | On Loan: No      |
| DRB5577780.SRDUP                                    | DRB5577780.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2153 | PA      | $2080.70      | 0.00%             | 2030-07-01      | Fixed         | 31.12%                | Yes           |                  3 | On Loan: No      |
| DRB5581841.SRDUP                                    | DRB5581841.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6064 | PA      | $5859.44      | 0.00%             | 2030-07-01      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| 210805587.SRDLC                                     | 210805587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9767 | PA      | $9235.58      | 0.00%             | 2027-10-04      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 210829078.SRDLC                                     | 210829078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1646 | PA      | $1564.53      | 0.00%             | 2028-09-03      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5581983.SRDUP                                    | DRB5581983.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1053 | PA      | $1008.32      | 0.00%             | 2030-07-01      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| DRB5587350.SRDUP                                    | DRB5587350.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2697 | PA      | $2584.89      | 0.00%             | 2030-07-02      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW4996118.SRDUP                                     | FW4996118.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7186 | PA      | $2083.12      | 0.00%             | 2030-02-03      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| FW4999742.SRDUP                                     | FW4999742.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8924 | PA      | $8579.29      | 0.00%             | 2028-02-04      | Fixed         | 17.05%                | Yes           |                  3 | On Loan: No      |
| DRB5578234.SRDUP                                    | DRB5578234.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2306 | PA      | $2208.83      | 0.00%             | 2030-07-01      | Fixed         | 31.94%                | Yes           |                  3 | On Loan: No      |
| DRB5581921.SRDUP                                    | DRB5581921.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3105 | PA      | $2977.30      | 0.00%             | 2030-07-01      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| L3500895.SRDUP                                      | L3500895.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       834 | PA      | $846.81       | 0.00%             | 2027-10-13      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3542213.SRDUP                                      | L3542213.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3939 | PA      | $3943.41      | 0.00%             | 2027-11-01      | Fixed         | 12.46%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 246                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 247                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3302659.SRDUP                                     | FW3302659.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2832 | PA      | $2899.76      | 0.00%             | 2027-07-22      | Fixed         | 28.21%                | Yes           |                  3 | On Loan: No      |
| FW3304678.SRDUP                                     | FW3304678.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9662 | PA      | $9811.95      | 0.00%             | 2027-07-25      | Fixed         | 22.28%                | Yes           |                  3 | On Loan: No      |
| 195316572.SRDLC                                     | 195316572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7893 | PA      | $7909.70      | 0.00%             | 2027-11-07      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 204968495.SRDLC                                     | 204968495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10995 | PA      | $10712.41     | 0.00%             | 2029-06-07      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| DRB5006681.SRDUP                                    | DRB5006681.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26034 | PA      | $24424.94     | 0.00%             | 2030-02-06      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| DRB5006803.SRDUP                                    | DRB5006803.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14616 | PA      | $13588.92     | 0.00%             | 2030-02-06      | Fixed         | 31.58%                | Yes           |                  3 | On Loan: No      |
| L5007014.SRDUP                                      | L5007014.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2017 | PA      | $1877.94      | 0.00%             | 2030-02-06      | Fixed         | 23.91%                | Yes           |                  3 | On Loan: No      |
| L5008426.SRDUP                                      | L5008426.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7377 | PA      | $6864.29      | 0.00%             | 2030-02-07      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| L4999526.SRDUP                                      | L4999526.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       914 | PA      | $102.52       | 0.00%             | 2028-02-04      | Fixed         | 15.97%                | Yes           |                  3 | On Loan: No      |
| L5000074.SRDUP                                      | L5000074.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43202 | PA      | $40510.62     | 0.00%             | 2030-02-04      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| 210877886.SRDLC                                     | 210877886.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1763 | PA      | $1673.22      | 0.00%             | 2027-09-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211443801.SRDLC                                     | 211443801.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11017 | PA      | $10410.37     | 0.00%             | 2027-10-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211364789.SRDLC                                     | 211364789.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5427 | PA      | $5125.47      | 0.00%             | 2029-10-09      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212138570.SRDLC                                     | 212138570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7893 | PA      | $7426.22      | 0.00%             | 2027-11-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3302433.SRDUP                                      | L3302433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $999.41       | 0.00%             | 2027-07-22      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L3337620.SRDUP                                      | L3337620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9554 | PA      | $9625.99      | 0.00%             | 2027-08-08      | Fixed         | 24.38%                | Yes           |                  3 | On Loan: No      |
| 203836638.SRDLC                                     | 203836638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9906 | PA      | $9756.27      | 0.00%             | 2028-09-30      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 204468340.SRDLC                                     | 204468340.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5416 | PA      | $5359.41      | 0.00%             | 2026-10-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 92                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 94                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3341295.SRDUP                                     | FW3341295.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1081 | PA      | $1100.64      | 0.00%             | 2027-08-09      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3344919.SRDUP                                     | FW3344919.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10815 | PA      | $11028.08     | 0.00%             | 2028-01-25      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 248                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 249                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5576720.SRDUP                                      | L5576720.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4466 | PA      | $4379.24      | 0.00%             | 2030-07-01      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| L5577495.SRDUP                                      | L5577495.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1972 | PA      | $854.95       | 0.00%             | 2030-07-01      | Fixed         | 20.24%                | Yes           |                  3 | On Loan: No      |
| L5010695.SRDUP                                      | L5010695.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2292 | PA      | $2221.08      | 0.00%             | 2030-02-07      | Fixed         | 16.04%                | Yes           |                  3 | On Loan: No      |
| L5385786.SRDUP                                      | L5385786.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5771 | PA      | $5465.61      | 0.00%             | 2030-05-23      | Fixed         | 23.53%                | Yes           |                  3 | On Loan: No      |
| 204980470.SRDLC                                     | 204980470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10428 | PA      | $1092.88      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204981896.SRDLC                                     | 204981896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1076 | PA      | $1076.21      | 0.00%             | 2026-11-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25C 580                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 490                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-906.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9610452.SRDSQ                                       | 9610452.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       189 | PA      | $184.93       | 0.00%             | 2027-01-29      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 9719853.SRDSQ                                       | 9719853.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    111334 | PA      | $104617.85    | 0.01%             | 2027-02-26      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FW3292579.SRDUP                                     | FW3292579.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4131 | PA      | $4222.90      | 0.00%             | 2027-07-19      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3302563.SRDUP                                     | FW3302563.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2035 | PA      | $2039.27      | 0.00%             | 2027-07-22      | Fixed         | 16.90%                | Yes           |                  3 | On Loan: No      |
| L3394784.SRDUP                                      | L3394784.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2078 | PA      | $2076.85      | 0.00%             | 2027-09-02      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| L3913546.SRDUP                                      | L3913546.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1602 | PA      | $1598.86      | 0.00%             | 2028-08-04      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| 212223239.SRDLC                                     | 212223239.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4867 | PA      | $4746.36      | 0.00%             | 2026-11-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213970925.SRDLC                                     | 213970925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14329 | PA      | $14171.49     | 0.00%             | 2029-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| L5585502.SRDUP                                      | L5585502.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5526 | PA      | $1347.57      | 0.00%             | 2030-07-02      | Fixed         | 12.58%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 495                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-1612.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 500                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -234 | NC      | $-11700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5581577.SRDUP                                      | L5581577.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4054 | PA      | $3946.66      | 0.00%             | 2028-07-01      | Fixed         | 19.50%                | Yes           |                  3 | On Loan: No      |
| 205039537.SRDLC                                     | 205039537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10261 | PA      | $10285.06     | 0.00%             | 2027-11-15      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205259674.SRDLC                                     | 205259674.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19933 | PA      | $14616.35     | 0.00%             | 2029-07-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| FW3291237.SRDUP                                     | FW3291237.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14575 | PA      | $14643.05     | 0.00%             | 2027-12-28      | Fixed         | 11.78%                | Yes           |                  3 | On Loan: No      |
| FW3296453.SRDUP                                     | FW3296453.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1192 | PA      | $1222.05      | 0.00%             | 2027-12-20      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 250                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25C 252                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3479023.SRDUP                                     | FW3479023.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1362 | PA      | $1391.11      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3542735.SRDUP                                     | FW3542735.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       223 | PA      | $221.83       | 0.00%             | 2025-11-02      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.135                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -27 | NC      | $-6412.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.145                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -93 | NC      | $-46500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204996180.SRDLC                                     | 204996180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12002 | PA      | $12428.51     | 0.00%             | 2028-11-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205000321.SRDLC                                     | 205000321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1077 | PA      | $1076.54      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3912865.SRDUP                                      | L3912865.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33120 | PA      | $33037.41     | 0.00%             | 2028-08-03      | Fixed         | 14.60%                | Yes           |                  3 | On Loan: No      |
| L3913333.SRDUP                                      | L3913333.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10376 | PA      | $10428.94     | 0.00%             | 2028-08-04      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| L3914550.SRDUP                                      | L3914550.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       699 | PA      | $700.89       | 0.00%             | 2028-08-04      | Fixed         | 22.82%                | Yes           |                  3 | On Loan: No      |
| L3958512.SRDUP                                      | L3958512.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14143 | PA      | $14196.43     | 0.00%             | 2028-09-05      | Fixed         | 21.73%                | Yes           |                  3 | On Loan: No      |
| FW3302793.SRDUP                                     | FW3302793.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $2143.68      | 0.00%             | 2027-07-22      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| FW3325207.SRDUP                                     | FW3325207.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1124 | PA      | $1139.43      | 0.00%             | 2027-08-02      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| L5384081.SRDUP                                      | L5384081.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20505 | PA      | $19921.67     | 0.00%             | 2030-05-23      | Fixed         | 17.16%                | Yes           |                  3 | On Loan: No      |
| L3958903.SRDUP                                      | L3958903.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32990 | PA      | $32913.50     | 0.00%             | 2028-09-05      | Fixed         | 16.62%                | Yes           |                  3 | On Loan: No      |
| L4998545.SRDUP                                      | L4998545.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3662 | PA      | $3545.91      | 0.00%             | 2030-02-04      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| 9751903.SRDSQ                                       | 9751903.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5410 | PA      | $5132.68      | 0.00%             | 2027-03-03      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 9777526.SRDSQ                                       | 9777526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25424 | PA      | $23904.04     | 0.00%             | 2027-03-09      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| FW3304599.SRDUP                                     | FW3304599.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       577 | PA      | $592.08       | 0.00%             | 2027-07-25      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3312739.SRDUP                                     | FW3312739.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2409 | PA      | $2455.94      | 0.00%             | 2027-07-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3309708.SRDUP                                     | FW3309708.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4220 | PA      | $4341.16      | 0.00%             | 2027-07-26      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| FW3319980.SRDUP                                     | FW3319980.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1032 | PA      | $1042.23      | 0.00%             | 2027-08-01      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| L4015135.SRDUP                                      | L4015135.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3541 | PA      | $3563.59      | 0.00%             | 2028-10-10      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| L5001696.SRDUP                                      | L5001696.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2989 | PA      | $2778.60      | 0.00%             | 2030-02-05      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| FW3334502.SRDUP                                     | FW3334502.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4297 | PA      | $4361.05      | 0.00%             | 2027-08-05      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3911096.SRDUP                                     | FW3911096.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       882 | PA      | $275.26       | 0.00%             | 2028-08-02      | Fixed         | 27.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 95                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -74 | NC      | $-370.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 96                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-130.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3955825.SRDUP                                     | FW3955825.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15725 | PA      | $15939.12     | 0.00%             | 2028-09-05      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| FW4008607.SRDUP                                     | FW4008607.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       614 | PA      | $614.50       | 0.00%             | 2026-10-06      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| CBM4008343.SRDUP                                    | CBM4008343.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     37201 | PA      | $37503.66     | 0.00%             | 2028-10-06      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| CBM5001750.SRDUP                                    | CBM5001750.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7338 | PA      | $6883.53      | 0.00%             | 2030-02-05      | Fixed         | 21.42%                | Yes           |                  3 | On Loan: No      |
| L4998589.SRDUP                                      | L4998589.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6090 | PA      | $5893.86      | 0.00%             | 2030-02-04      | Fixed         | 16.79%                | Yes           |                  3 | On Loan: No      |
| L5175703.SRDUP                                      | L5175703.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25744 | PA      | $24432.27     | 0.00%             | 2030-04-02      | Fixed         | 20.15%                | Yes           |                  3 | On Loan: No      |
| FW3956410.SRDUP                                     | FW3956410.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $840.20       | 0.00%             | 2028-09-05      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| FW3959966.SRDUP                                     | FW3959966.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33596 | PA      | $33739.57     | 0.00%             | 2028-09-05      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| L5178794.SRDUP                                      | L5178794.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4091 | PA      | $3961.54      | 0.00%             | 2030-04-03      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| L5178838.SRDUP                                      | L5178838.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24410 | PA      | $24079.58     | 0.00%             | 2030-04-03      | Fixed         | 10.52%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 97                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -94 | NC      | $-470.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25C 98                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3320139.SRDUP                                     | FW3320139.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6432 | PA      | $6506.63      | 0.00%             | 2028-06-01      | Fixed         | 25.88%                | Yes           |                  3 | On Loan: No      |
| FW3345025.SRDUP                                     | FW3345025.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       582 | PA      | $582.58       | 0.00%             | 2027-08-10      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| FW4010758.SRDUP                                     | FW4010758.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4821 | PA      | $4871.43      | 0.00%             | 2028-10-10      | Fixed         | 28.11%                | Yes           |                  3 | On Loan: No      |
| FW4012199.SRDUP                                     | FW4012199.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2728 | PA      | $2756.82      | 0.00%             | 2028-10-10      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| 213991689.SRDLC                                     | 213991689.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11608 | PA      | $11418.43     | 0.00%             | 2028-02-29      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 214296884.SRDLC                                     | 214296884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7520 | PA      | $7455.53      | 0.00%             | 2027-02-14      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| L5385392.SRDUP                                      | L5385392.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5589 | PA      | $1450.56      | 0.00%             | 2030-05-23      | Fixed         | 20.13%                | Yes           |                  3 | On Loan: No      |
| L5580116.SRDUP                                      | L5580116.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4276 | PA      | $4176.57      | 0.00%             | 2030-07-01      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| L5193012.SRDUP                                      | L5193012.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       810 | PA      | $795.18       | 0.00%             | 2030-04-07      | Fixed         | 19.89%                | Yes           |                  3 | On Loan: No      |
| L5377869.SRDUP                                      | L5377869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20976 | PA      | $20061.74     | 0.00%             | 2030-05-22      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| DRB5010195.SRDUP                                    | DRB5010195.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4028 | PA      | $281.03       | 0.00%             | 2028-02-07      | Fixed         | 30.41%                | Yes           |                  3 | On Loan: No      |
| DRB5385366.SRDUP                                    | DRB5385366.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3500 | PA      | $508.90       | 0.00%             | 2030-05-23      | Fixed         | 23.30%                | Yes           |                  3 | On Loan: No      |
| 204983615.SRDLC                                     | 204983615.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14597 | PA      | $14262.66     | 0.00%             | 2028-11-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205233408.SRDLC                                     | 205233408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5363 | PA      | $5595.36      | 0.00%             | 2028-11-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205800726.SRDLC                                     | 205800726.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25613 | PA      | $25173.62     | 0.00%             | 2028-12-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206241383.SRDLC                                     | 206241383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9573 | PA      | $9435.14      | 0.00%             | 2027-02-12      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| FW3499879.SRDUP                                     | FW3499879.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3923 | PA      | $3933.80      | 0.00%             | 2027-10-13      | Fixed         | 17.31%                | Yes           |                  3 | On Loan: No      |
| FW3501258.SRDUP                                     | FW3501258.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       635 | PA      | $649.82       | 0.00%             | 2027-10-13      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| 211555652.SRDLC                                     | 211555652.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3114 | PA      | $3047.98      | 0.00%             | 2026-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211653693.SRDLC                                     | 211653693.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $2296.01      | 0.00%             | 2027-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3373195.SRDUP                                     | FW3373195.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1509 | PA      | $1531.47      | 0.00%             | 2027-09-02      | Fixed         | 26.30%                | Yes           |                  3 | On Loan: No      |
| FW3501197.SRDUP                                     | FW3501197.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       850 | PA      | $837.66       | 0.00%             | 2028-03-22      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| 219946772.SRDLC                                     | 219946772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9666 | PA      | $9428.14      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219975270.SRDLC                                     | 219975270.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6952 | PA      | $6714.79      | 0.00%             | 2030-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 220065168.SRDLC                                     | 220065168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6361 | PA      | $6202.77      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 7710771.SRDSQ                                       | 7710771.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1283 | PA      | $949.22       | 0.00%             | 2025-10-23      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 205254198.SRDLC                                     | 205254198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13604 | PA      | $13360.99     | 0.00%             | 2028-11-17      | Fixed         | 10.84%                | Yes           |                  3 | On Loan: No      |
| 205468854.SRDLC                                     | 205468854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6809 | PA      | $6700.19      | 0.00%             | 2026-12-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| FW3501262.SRDUP                                     | FW3501262.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1724 | PA      | $1762.81      | 0.00%             | 2027-10-13      | Fixed         | 29.26%                | Yes           |                  3 | On Loan: No      |
| FW3542869.SRDUP                                     | FW3542869.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7833 | PA      | $7825.78      | 0.00%             | 2027-11-02      | Fixed         | 17.18%                | Yes           |                  3 | On Loan: No      |
| 8352208.SRDSQ                                       | 8352208.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       649 | PA      | $614.78       | 0.00%             | 2026-05-05      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8363776.SRDSQ                                       | 8363776.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2874 | PA      | $1901.63      | 0.00%             | 2026-05-07      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| FW3541903.SRDUP                                     | FW3541903.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2959 | PA      | $2990.39      | 0.00%             | 2027-11-01      | Fixed         | 20.10%                | Yes           |                  3 | On Loan: No      |
| FW4996165.SRDUP                                     | FW4996165.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2528 | PA      | $2346.43      | 0.00%             | 2030-02-03      | Fixed         | 31.13%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 505                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -271 | NC      | $-18631.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204725761.SRDLC                                     | 204725761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6108 | PA      | $6250.75      | 0.00%             | 2028-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.15                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -77 | NC      | $-53900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.155                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -14 | NC      | $-13475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9735472.SRDSQ                                       | 9735472.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2042 | PA      | $1815.68      | 0.00%             | 2027-02-28      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 9764382.SRDSQ                                       | 9764382.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22546 | PA      | $21253.48     | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3542975.SRDUP                                     | FW3542975.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       924 | PA      | $922.44       | 0.00%             | 2026-04-02      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| FW4008039.SRDUP                                     | FW4008039.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11877 | PA      | $11836.15     | 0.00%             | 2028-10-06      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L5385735.SRDUP                                      | L5385735.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3210 | PA      | $3119.26      | 0.00%             | 2030-05-23      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| 186036790.SRDLC                                     | 186036790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10636 | PA      | $10566.72     | 0.00%             | 2027-02-15      | Fixed         | 7.44%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 218                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 219                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5008070.SRDUP                                     | FW5008070.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6106 | PA      | $5681.34      | 0.00%             | 2030-02-07      | Fixed         | 24.79%                | Yes           |                  3 | On Loan: No      |
| FW5375866.SRDUP                                     | FW5375866.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4050 | PA      | $3834.91      | 0.00%             | 2030-05-22      | Fixed         | 25.80%                | Yes           |                  3 | On Loan: No      |
| 205244345.SRDLC                                     | 205244345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        59 | PA      | $59.75        | 0.00%             | 2025-11-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205298282.SRDLC                                     | 205298282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6140 | PA      | $6022.14      | 0.00%             | 2028-11-15      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| FW4008685.SRDUP                                     | FW4008685.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $1379.98      | 0.00%             | 2028-10-06      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| FW4014758.SRDUP                                     | FW4014758.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1321.84      | 0.00%             | 2028-10-10      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| FW3542659.SRDUP                                     | FW3542659.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1196 | PA      | $1229.25      | 0.00%             | 2027-11-01      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| FW3911754.SRDUP                                     | FW3911754.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1239 | PA      | $1253.60      | 0.00%             | 2028-08-03      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| FW5381382.SRDUP                                     | FW5381382.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4420 | PA      | $4207.87      | 0.00%             | 2030-05-22      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| L3298658.SRDUP                                      | L3298658.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4292 | PA      | $4309.26      | 0.00%             | 2027-07-21      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 220                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  Nov25P 221                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-3570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 57.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-6710.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 58                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-8325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.16                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -40 | NC      | $-52000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.165                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -161 | NC      | $-275712.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 8386518.SRDSQ                                       | 8386518.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4637 | PA      | $3987.06      | 0.00%             | 2026-05-15      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8816299.SRDSQ                                       | 8816299.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1433.77      | 0.00%             | 2026-09-09      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW4008099.SRDUP                                     | FW4008099.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1706 | PA      | $1695.44      | 0.00%             | 2026-10-06      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| FW5008618.SRDUP                                     | FW5008618.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18951 | PA      | $18293.28     | 0.00%             | 2028-07-07      | Fixed         | 30.79%                | Yes           |                  3 | On Loan: No      |
| 205872318.SRDLC                                     | 205872318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2845 | PA      | $2770.62      | 0.00%             | 2027-05-28      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206985529.SRDLC                                     | 206985529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16624 | PA      | $16396.03     | 0.00%             | 2027-02-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214912506.SRDLC                                     | 214912506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3672 | PA      | $3457.85      | 0.00%             | 2028-03-25      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 216546444.SRDLC                                     | 216546444.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8054 | PA      | $7655.38      | 0.00%             | 2028-05-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212085986.SRDLC                                     | 212085986.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2828 | PA      | $2754.66      | 0.00%             | 2026-11-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212115324.SRDLC                                     | 212115324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13561 | PA      | $12824.73     | 0.00%             | 2029-11-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| L3336591.SRDUP                                      | L3336591.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4578 | PA      | $4580.56      | 0.00%             | 2027-09-01      | Fixed         | 18.08%                | Yes           |                  3 | On Loan: No      |
| L3499895.SRDUP                                      | L3499895.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2944 | PA      | $2949.19      | 0.00%             | 2027-10-13      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| FW5381348.SRDUP                                     | FW5381348.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3219 | PA      | $3085.98      | 0.00%             | 2030-05-22      | Fixed         | 17.82%                | Yes           |                  3 | On Loan: No      |
| FW5577090.SRDUP                                     | FW5577090.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1326 | PA      | $1279.81      | 0.00%             | 2028-07-01      | Fixed         | 30.09%                | Yes           |                  3 | On Loan: No      |
| FW5005072.SRDUP                                     | FW5005072.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2064 | PA      | $1918.78      | 0.00%             | 2030-02-06      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| FW5009749.SRDUP                                     | FW5009749.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12786 | PA      | $12007.83     | 0.00%             | 2030-02-07      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| CBM5003126.SRDUP                                    | CBM5003126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5828 | PA      | $5641.51      | 0.00%             | 2030-02-05      | Fixed         | 17.57%                | Yes           |                  3 | On Loan: No      |
| CBM5178188.SRDUP                                    | CBM5178188.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1919 | PA      | $1151.00      | 0.00%             | 2028-04-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| L3910255.SRDUP                                      | L3910255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11355 | PA      | $11412.13     | 0.00%             | 2028-08-02      | Fixed         | 22.07%                | Yes           |                  3 | On Loan: No      |
| L4012811.SRDUP                                      | L4012811.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2433 | PA      | $2444.47      | 0.00%             | 2028-10-15      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Dec25P 1.17                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -118 | NC      | $-258125.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | contract 024                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 204799620.SRDLC                                     | 204799620.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2467 | PA      | $2464.22      | 0.00%             | 2026-10-24      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205213415.SRDLC                                     | 205213415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       438 | PA      | $438.84       | 0.00%             | 2025-11-25      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW3954565.SRDUP                                     | FW3954565.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2675 | PA      | $2691.74      | 0.00%             | 2028-09-01      | Fixed         | 28.19%                | Yes           |                  3 | On Loan: No      |
| FW4008470.SRDUP                                     | FW4008470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1041 | PA      | $1044.09      | 0.00%             | 2029-03-06      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| 207326146.SRDLC                                     | 207326146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17494 | PA      | $17326.26     | 0.00%             | 2029-03-27      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 207751602.SRDLC                                     | 207751602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15702 | PA      | $15270.41     | 0.00%             | 2029-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8845935.SRDSQ                                       | 8845935.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4498 | PA      | $4162.68      | 0.00%             | 2026-09-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9099113.SRDSQ                                       | 9099113.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4964 | PA      | $4752.17      | 0.00%             | 2026-11-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219048763.SRDLC                                     | 219048763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2798 | PA      | $2711.61      | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219860005.SRDLC                                     | 219860005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5570 | PA      | $5406.12      | 0.00%             | 2027-09-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186106808.SRDLC                                     | 186106808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3649 | PA      | $382.37       | 0.00%             | 2027-02-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 186355122.SRDLC                                     | 186355122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4930 | PA      | $516.67       | 0.00%             | 2027-02-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205882910.SRDLC                                     | 205882910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4773 | PA      | $4722.06      | 0.00%             | 2027-12-31      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206603915.SRDLC                                     | 206603915.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1804 | PA      | $1798.63      | 0.00%             | 2026-02-07      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| FW5584526.SRDUP                                     | FW5584526.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $2286.13      | 0.00%             | 2028-07-02      | Fixed         | 16.73%                | Yes           |                  3 | On Loan: No      |
| L3500869.SRDUP                                      | L3500869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1120 | PA      | $1122.56      | 0.00%             | 2028-03-13      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25P 77                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -54 | NC      | $-2700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25P 78                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -71 | NC      | $-5680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3500169.SRDUP                                      | L3500169.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1020 | PA      | $1031.86      | 0.00%             | 2027-10-13      | Fixed         | 22.76%                | Yes           |                  3 | On Loan: No      |
| L4008380.SRDUP                                      | L4008380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       735 | PA      | $736.56       | 0.00%             | 2028-10-15      | Fixed         | 23.45%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 58.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-5100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 59                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-7050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4011520.SRDUP                                     | FW4011520.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2297 | PA      | $134.09       | 0.00%             | 2028-10-10      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| FW4013730.SRDUP                                     | FW4013730.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3425 | PA      | $3472.99      | 0.00%             | 2028-10-17      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| 210977375.SRDLC                                     | 210977375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22611 | PA      | $21404.25     | 0.00%             | 2029-10-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211284934.SRDLC                                     | 211284934.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14602 | PA      | $1530.25      | 0.00%             | 2030-03-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 9120505.SRDSQ                                       | 9120505.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1995 | PA      | $1846.14      | 0.00%             | 2026-11-22      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9776701.SRDSQ                                       | 9776701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2723 | PA      | $2248.37      | 0.00%             | 2027-03-09      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| L3543129.SRDUP                                      | L3543129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13661 | PA      | $13649.90     | 0.00%             | 2027-11-02      | Fixed         | 17.95%                | Yes           |                  3 | On Loan: No      |
| L3910932.SRDUP                                      | L3910932.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1293 | PA      | $1298.49      | 0.00%             | 2028-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 59.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-4300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 60                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213676681.SRDLC                                     | 213676681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13113 | PA      | $12570.96     | 0.00%             | 2030-01-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 213705879.SRDLC                                     | 213705879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       534 | PA      | $523.69       | 0.00%             | 2027-01-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25P 79                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -275 | NC      | $-35750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25P 80                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -296 | NC      | $-65120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206365532.SRDLC                                     | 206365532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       302 | PA      | $300.74       | 0.00%             | 2026-02-14      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206481938.SRDLC                                     | 206481938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7906 | PA      | $7679.95      | 0.00%             | 2028-02-05      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 186876529.SRDLC                                     | 186876529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7565 | PA      | $792.84       | 0.00%             | 2025-08-03      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 187865865.SRDLC                                     | 187865865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       622 | PA      | $65.21        | 0.00%             | 2025-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206506686.SRDLC                                     | 206506686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18287 | PA      | $1916.47      | 0.00%             | 2028-10-27      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206544330.SRDLC                                     | 206544330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2361 | PA      | $2284.81      | 0.00%             | 2027-02-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L4996189.SRDUP                                      | L4996189.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9115 | PA      | $8658.92      | 0.00%             | 2030-02-03      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| L5577835.SRDUP                                      | L5577835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3406 | PA      | $3291.52      | 0.00%             | 2030-07-01      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| FW5178386.SRDUP                                     | FW5178386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10357 | PA      | $9783.23      | 0.00%             | 2030-04-03      | Fixed         | 27.24%                | Yes           |                  3 | On Loan: No      |
| FW5385101.SRDUP                                     | FW5385101.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4419 | PA      | $4209.05      | 0.00%             | 2030-05-23      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 025                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 030                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 211377846.SRDLC                                     | 211377846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7868 | PA      | $7758.61      | 0.00%             | 2028-10-07      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 211445593.SRDLC                                     | 211445593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12442 | PA      | $11853.64     | 0.00%             | 2028-10-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 60.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-3700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-4200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5385945.SRDUP                                     | FW5385945.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       885 | PA      | $873.82       | 0.00%             | 2028-05-23      | Fixed         | 13.87%                | Yes           |                  3 | On Loan: No      |
| L3291813.SRDUP                                      | L3291813.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2288.56      | 0.00%             | 2027-08-01      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| CBM3913801.SRDUP                                    | CBM3913801.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2998 | PA      | $3036.25      | 0.00%             | 2028-08-04      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| CBM5008510.SRDUP                                    | CBM5008510.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7044 | PA      | $508.34       | 0.00%             | 2030-02-07      | Fixed         | 26.54%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Dec25C 63                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-3900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3304489.SRDUP                                      | L3304489.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3645 | PA      | $598.79       | 0.00%             | 2027-07-25      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3305130.SRDUP                                      | L3305130.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12888 | PA      | $13135.47     | 0.00%             | 2027-07-25      | Fixed         | 21.96%                | Yes           |                  3 | On Loan: No      |
| 214458637.SRDLC                                     | 214458637.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8166 | PA      | $7895.18      | 0.00%             | 2028-02-19      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 214894167.SRDLC                                     | 214894167.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6784 | PA      | $6449.15      | 0.00%             | 2030-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25P 81                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -295 | NC      | $-109150.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Nov25P 82                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -275 | NC      | $-159500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 207099476.SRDLC                                     | 207099476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17860 | PA      | $16678.22     | 0.00%             | 2029-08-11      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 214079210.SRDLC                                     | 214079210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2765 | PA      | $2741.96      | 0.00%             | 2027-02-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 206571682.SRDLC                                     | 206571682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3228 | PA      | $3145.92      | 0.00%             | 2027-02-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206764960.SRDLC                                     | 206764960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21036 | PA      | $20495.57     | 0.00%             | 2029-02-20      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| FW5589016.SRDUP                                     | FW5589016.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1143 | PA      | $1096.24      | 0.00%             | 2030-07-03      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| L3295187.SRDUP                                      | L3295187.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1431 | PA      | $1455.86      | 0.00%             | 2027-07-20      | Fixed         | 21.54%                | Yes           |                  3 | On Loan: No      |
| L3324977.SRDUP                                      | L3324977.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1970 | PA      | $1979.76      | 0.00%             | 2027-08-02      | Fixed         | 24.10%                | Yes           |                  3 | On Loan: No      |
| L3327996.SRDUP                                      | L3327996.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2133 | PA      | $2133.23      | 0.00%             | 2027-08-03      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2024-SFR4 Trust                                 | CUSIP: 74334JAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2511624.93   | 0.13%             | 2041-07-17      | Fixed         | 3.40%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2025-SFR1 Trust                                 | CUSIP: 74334NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1792685.60   | 0.09%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 212065246.SRDLC                                     | 212065246.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3112 | PA      | $2953.35      | 0.00%             | 2027-11-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212272881.SRDLC                                     | 212272881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13110 | PA      | $12781.36     | 0.00%             | 2026-11-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L5578965.SRDUP                                      | L5578965.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14542 | PA      | $14260.75     | 0.00%             | 2030-07-01      | Fixed         | 18.86%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | FTSE/MIB IDX FUT  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |       132 | NC      | $973987.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE Taiwan Index Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |      -376 | NC      | $-333840.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 214916916.SRDLC                                     | 214916916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4194 | PA      | $4002.41      | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214959685.SRDLC                                     | 214959685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7502 | PA      | $7301.88      | 0.00%             | 2028-03-12      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| L3394367.SRDUP                                      | L3394367.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4965 | PA      | $4965.94      | 0.00%             | 2027-09-06      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L3499928.SRDUP                                      | L3499928.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18419 | PA      | $2678.17      | 0.00%             | 2026-07-13      | Fixed         | 21.59%                | Yes           |                  3 | On Loan: No      |
| L5003862.SRDUP                                      | L5003862.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5481 | PA      | $5138.96      | 0.00%             | 2030-02-05      | Fixed         | 18.88%                | Yes           |                  3 | On Loan: No      |
| L5176924.SRDUP                                      | L5176924.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2723 | PA      | $2583.76      | 0.00%             | 2030-04-03      | Fixed         | 20.87%                | Yes           |                  3 | On Loan: No      |
| 206715657.SRDLC                                     | 206715657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15934 | PA      | $1669.93      | 0.00%             | 2027-06-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206837462.SRDLC                                     | 206837462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12530 | PA      | $1313.13      | 0.00%             | 2028-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8338649.SRDSQ                                       | 8338649.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7297 | PA      | $6534.62      | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8341144.SRDSQ                                       | 8341144.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       507 | PA      | $494.78       | 0.00%             | 2026-05-01      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| CBM5178960.SRDUP                                    | CBM5178960.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1142 | PA      | $1071.22      | 0.00%             | 2030-04-03      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| DRB5000564.SRDUP                                    | DRB5000564.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1155 | PA      | $85.15        | 0.00%             | 2030-02-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 047                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $140094.04    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 051                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $42724.90     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DRB5178852.SRDUP                                    | DRB5178852.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21631 | PA      | $20285.13     | 0.00%             | 2030-04-03      | Fixed         | 25.95%                | Yes           |                  3 | On Loan: No      |
| DRB5178955.SRDUP                                    | DRB5178955.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1513 | PA      | $1420.97      | 0.00%             | 2028-04-03      | Fixed         | 30.62%                | Yes           |                  3 | On Loan: No      |
| DRB5006349.SRDUP                                    | DRB5006349.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1119 | PA      | $1040.19      | 0.00%             | 2030-02-06      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| DRB5175881.SRDUP                                    | DRB5175881.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9634 | PA      | $4997.63      | 0.00%             | 2030-04-02      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| L3329108.SRDUP                                      | L3329108.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       589 | PA      | $589.24       | 0.00%             | 2027-08-03      | Fixed         | 21.00%                | Yes           |                  3 | On Loan: No      |
| L4008357.SRDUP                                      | L4008357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18087 | PA      | $18127.45     | 0.00%             | 2028-10-06      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| 216079218.SRDLC                                     | 216079218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13467 | PA      | $12725.67     | 0.00%             | 2028-04-25      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219967952.SRDLC                                     | 219967952.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       967 | PA      | $941.80       | 0.00%             | 2027-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3961216.SRDUP                                      | L3961216.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26517 | PA      | $13181.46     | 0.00%             | 2029-07-06      | Fixed         | 16.08%                | Yes           |                  3 | On Loan: No      |
| L5002954.SRDUP                                      | L5002954.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2206 | PA      | $2069.74      | 0.00%             | 2030-02-05      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 052                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $51323.64     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 053                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.195                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -427 | NC      | $-2668.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.2                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -49 | NC      | $-306.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212356819.SRDLC                                     | 212356819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2062 | PA      | $2014.39      | 0.00%             | 2026-11-19      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212491651.SRDLC                                     | 212491651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15164 | PA      | $14595.18     | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219973718.SRDLC                                     | 219973718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4452 | PA      | $4306.98      | 0.00%             | 2029-09-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 219976489.SRDLC                                     | 219976489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5026 | PA      | $4902.63      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187982886.SRDLC                                     | 187982886.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13612 | PA      | $13660.10     | 0.00%             | 2028-04-30      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 188202504.SRDLC                                     | 188202504.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3928 | PA      | $3897.91      | 0.00%             | 2027-04-01      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| L5007462.SRDUP                                      | L5007462.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19789 | PA      | $19155.08     | 0.00%             | 2030-02-06      | Fixed         | 16.22%                | Yes           |                  3 | On Loan: No      |
| L5177280.SRDUP                                      | L5177280.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5620 | PA      | $5346.11      | 0.00%             | 2030-04-03      | Fixed         | 18.72%                | Yes           |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2025-SFR1 Trust                                 | CUSIP: 74334NAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3521436.28   | 0.18%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Prosper Marketplace Issuance T                      | Prosper Marketplace Issuance Trust Series 2023-1                     | CUSIP: 74390NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3675060.90   | 0.19%             | 2029-07-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| N/A                                                 | contract 056                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $-5991.61     | -0.00%            |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 058                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $-215299.76   | -0.01%            |  |  |  | Yes           |                  3 | On Loan: No      |
| DRB5002662.SRDUP                                    | DRB5002662.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1591 | PA      | $824.27       | 0.00%             | 2030-02-05      | Fixed         | 25.23%                | Yes           |                  3 | On Loan: No      |
| DRB5008563.SRDUP                                    | DRB5008563.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5498 | PA      | $5115.03      | 0.00%             | 2030-02-07      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.205                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -51 | NC      | $-318.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.21                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -23 | NC      | $-143.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207179986.SRDLC                                     | 207179986.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12840 | PA      | $2207.89      | 0.00%             | 2028-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207976639.SRDLC                                     | 207976639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5908 | PA      | $5789.80      | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5187913.SRDUP                                      | L5187913.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14505 | PA      | $13809.98     | 0.00%             | 2030-04-07      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| L5583137.SRDUP                                      | L5583137.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3250 | PA      | $3170.27      | 0.00%             | 2030-07-02      | Fixed         | 19.95%                | Yes           |                  3 | On Loan: No      |
| L5003435.SRDUP                                      | L5003435.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1056 | PA      | $1032.59      | 0.00%             | 2030-02-05      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| L5003925.SRDUP                                      | L5003925.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2109 | PA      | $2067.35      | 0.00%             | 2028-02-05      | Fixed         | 13.80%                | Yes           |                  3 | On Loan: No      |
| DRB5179936.SRDUP                                    | DRB5179936.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4687 | PA      | $4395.89      | 0.00%             | 2030-04-03      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| DRB5379907.SRDUP                                    | DRB5379907.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2209 | PA      | $2102.79      | 0.00%             | 2030-05-22      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| L5177024.SRDUP                                      | L5177024.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2169 | PA      | $2053.47      | 0.00%             | 2030-04-03      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| L5177163.SRDUP                                      | L5177163.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47059 | PA      | $44545.48     | 0.00%             | 2030-04-03      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| 212626756.SRDLC                                     | 212626756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13765 | PA      | $13370.91     | 0.00%             | 2027-11-25      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213853192.SRDLC                                     | 213853192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $3117.40      | 0.00%             | 2029-02-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L5181325.SRDUP                                      | L5181325.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12578 | PA      | $12373.78     | 0.00%             | 2028-04-04      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| L5380964.SRDUP                                      | L5380964.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5641 | PA      | $5366.79      | 0.00%             | 2030-05-22      | Fixed         | 24.83%                | Yes           |                  3 | On Loan: No      |
| DRB5179313.SRDUP                                    | DRB5179313.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2868 | PA      | $2690.43      | 0.00%             | 2030-04-03      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| DRB5364219.SRDUP                                    | DRB5364219.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $1099.19      | 0.00%             | 2030-05-23      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| 210978283.SRDLC                                     | 210978283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1622 | PA      | $170.01       | 0.00%             | 2027-09-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211193772.SRDLC                                     | 211193772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12709 | PA      | $12525.95     | 0.00%             | 2026-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 7702101.SRDSQ                                       | 7702101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16540 | PA      | $1296.77      | 0.00%             | 2025-10-18      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 8364226.SRDSQ                                       | 8364226.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2562 | PA      | $1991.98      | 0.00%             | 2026-05-07      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25C 1.22                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-106.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.135                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -16 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3910862.SRDUP                                      | L3910862.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21436 | PA      | $21251.40     | 0.00%             | 2029-01-02      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L4011063.SRDUP                                      | L4011063.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12846 | PA      | $12925.95     | 0.00%             | 2028-10-10      | Fixed         | 20.63%                | Yes           |                  3 | On Loan: No      |
| 206895588.SRDLC                                     | 206895588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12494 | PA      | $12202.85     | 0.00%             | 2029-03-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207137665.SRDLC                                     | 207137665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8052 | PA      | $7859.66      | 0.00%             | 2029-03-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5164054.SRDUP                                      | L5164054.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1437.21      | 0.00%             | 2030-04-03      | Fixed         | 13.57%                | Yes           |                  3 | On Loan: No      |
| L5578776.SRDUP                                      | L5578776.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33596 | PA      | $33224.07     | 0.00%             | 2030-07-01      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| DRB5010092.SRDUP                                    | DRB5010092.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5789 | PA      | $5385.30      | 0.00%             | 2030-02-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| FW3295093.SRDUP                                     | FW3295093.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1051 | PA      | $1074.92      | 0.00%             | 2027-07-20      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| 8391257.SRDSQ                                       | 8391257.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $783.81       | 0.00%             | 2026-05-18      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8783633.SRDSQ                                       | 8783633.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3467 | PA      | $3194.90      | 0.00%             | 2026-08-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5385404.SRDUP                                    | DRB5385404.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4422 | PA      | $4211.72      | 0.00%             | 2030-05-23      | Fixed         | 29.23%                | Yes           |                  3 | On Loan: No      |
| DRB5385870.SRDUP                                    | DRB5385870.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47390 | PA      | $45375.62     | 0.00%             | 2030-05-23      | Fixed         | 25.91%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.14                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -14 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.145                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -20 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211339687.SRDLC                                     | 211339687.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10512 | PA      | $10213.30     | 0.00%             | 2027-10-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211413427.SRDLC                                     | 211413427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2351 | PA      | $2217.33      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3310027.SRDUP                                     | FW3310027.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1470 | PA      | $213.73       | 0.00%             | 2027-07-26      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW5009943.SRDUP                                     | FW5009943.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19649 | PA      | $18292.22     | 0.00%             | 2030-02-07      | Fixed         | 32.22%                | Yes           |                  3 | On Loan: No      |
| DRB5385173.SRDUP                                    | DRB5385173.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3828 | PA      | $3644.03      | 0.00%             | 2030-05-23      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| DRB5579082.SRDUP                                    | DRB5579082.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20016 | PA      | $19819.61     | 0.00%             | 2028-07-01      | Fixed         | 13.02%                | Yes           |                  3 | On Loan: No      |
| 207189445.SRDLC                                     | 207189445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5639 | PA      | $5569.70      | 0.00%             | 2029-03-18      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 207717030.SRDLC                                     | 207717030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       678 | PA      | $670.86       | 0.00%             | 2026-04-12      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214967856.SRDLC                                     | 214967856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15831 | PA      | $14911.53     | 0.00%             | 2028-04-17      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215018575.SRDLC                                     | 215018575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4380 | PA      | $4151.57      | 0.00%             | 2028-03-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211511823.SRDLC                                     | 211511823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2181 | PA      | $2062.80      | 0.00%             | 2027-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211520253.SRDLC                                     | 211520253.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2515 | PA      | $2398.41      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 191705506.SRDLC                                     | 191705506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       418 | PA      | $43.77        | 0.00%             | 2025-09-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 192855200.SRDLC                                     | 192855200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2773 | PA      | $290.56       | 0.00%             | 2027-08-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8790146.SRDSQ                                       | 8790146.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1279 | PA      | $1231.57      | 0.00%             | 2026-09-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8796166.SRDSQ                                       | 8796166.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1687 | PA      | $1630.59      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| DRB5582402.SRDUP                                    | DRB5582402.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1416.49      | 0.00%             | 2030-07-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| FW3331907.SRDUP                                     | FW3331907.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       656 | PA      | $665.70       | 0.00%             | 2027-08-04      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| Puerto Rico Parametric Re Ltd.                      | Puerto Rico Parametric Re 2024-1 Class A                             | CUSIP: 74528TAA2<br>LEI: 254900GJDFHQXGUCMO94 | Long             | DBT              | CORP              | BM        |    368000 | PA      | $393060.80    | 0.02%             | 2027-06-07      | Floating      | 12.80%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2023-1 Class A                                             | CUSIP: 74639NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1292000 | PA      | $1359119.40   | 0.07%             | 2026-04-24      | Floating      | 17.00%                | Yes           |                  2 | On Loan: No      |
| 8618262.SRDSQ                                       | 8618262.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       653 | PA      | $643.85       | 0.00%             | 2026-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8875520.SRDSQ                                       | 8875520.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1532 | PA      | $1302.37      | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.15                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -203 | NC      | $-38062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.1525                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -62 | NC      | $-17825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5572653.SRDUP                                      | L5572653.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2229 | PA      | $2185.70      | 0.00%             | 2030-07-01      | Fixed         | 18.36%                | Yes           |                  3 | On Loan: No      |
| 8800194.SRDSQ                                       | 8800194.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       351 | PA      | $291.92       | 0.00%             | 2026-09-05      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 8801479.SRDSQ                                       | 8801479.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       950 | PA      | $900.68       | 0.00%             | 2026-09-05      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2023-2 Class A                                             | CUSIP: 74639NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1188000 | PA      | $1245974.40   | 0.06%             | 2026-06-05      | Floating      | 14.38%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2024-1 Class A                                             | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4679000 | PA      | $4990855.35   | 0.26%             | 2027-06-07      | Floating      | 13.01%                | Yes           |                  2 | On Loan: No      |
| DRB5579165.SRDUP                                    | DRB5579165.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1279 | PA      | $1235.82      | 0.00%             | 2030-07-01      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| FW3292131.SRDUP                                     | FW3292131.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2417 | PA      | $2425.89      | 0.00%             | 2027-07-19      | Fixed         | 14.01%                | Yes           |                  3 | On Loan: No      |
| L4011526.SRDUP                                      | L4011526.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5248 | PA      | $5231.27      | 0.00%             | 2028-10-10      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| L5008195.SRDUP                                      | L5008195.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9082 | PA      | $8637.72      | 0.00%             | 2030-02-07      | Fixed         | 20.78%                | Yes           |                  3 | On Loan: No      |
| L5588647.SRDUP                                      | L5588647.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14227 | PA      | $14030.21     | 0.00%             | 2030-07-02      | Fixed         | 17.38%                | Yes           |                  3 | On Loan: No      |
| 207913612.SRDLC                                     | 207913612.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9482 | PA      | $1628.90      | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210478445.SRDLC                                     | 210478445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13342 | PA      | $1398.20      | 0.00%             | 2029-09-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9043307.SRDSQ                                       | 9043307.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2404 | PA      | $2313.54      | 0.00%             | 2026-11-04      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9097161.SRDSQ                                       | 9097161.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3761 | PA      | $3283.82      | 0.00%             | 2026-11-16      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2025-1 Class A                                             | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1629000 | PA      | $1730486.70   | 0.09%             | 2028-06-07      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2025-1 Class B                                             | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1777000 | PA      | $1860519.00   | 0.10%             | 2028-06-07      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| 215103730.SRDLC                                     | 215103730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39085 | PA      | $37830.65     | 0.00%             | 2030-03-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 216276686.SRDLC                                     | 216276686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17506 | PA      | $16542.17     | 0.00%             | 2028-05-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3332086.SRDUP                                     | FW3332086.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $0.00         | 0.00%             | 2028-01-04      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| FW3342389.SRDUP                                     | FW3342389.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7988 | PA      | $8129.09      | 0.00%             | 2027-08-09      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| 8815519.SRDSQ                                       | 8815519.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1254 | PA      | $1210.55      | 0.00%             | 2026-09-08      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8815913.SRDSQ                                       | 8815913.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1312 | PA      | $1286.15      | 0.00%             | 2026-09-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 211561187.SRDLC                                     | 211561187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15470 | PA      | $15053.57     | 0.00%             | 2027-10-15      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 212339614.SRDLC                                     | 212339614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15337 | PA      | $14629.53     | 0.00%             | 2028-11-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 194633979.SRDLC                                     | 194633979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $157.96       | 0.00%             | 2025-11-17      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 195650327.SRDLC                                     | 195650327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19370 | PA      | $19702.15     | 0.00%             | 2027-11-17      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| FW5176984.SRDUP                                     | FW5176984.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $1537.11      | 0.00%             | 2030-04-03      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| FW5181217.SRDUP                                     | FW5181217.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10052 | PA      | $9444.07      | 0.00%             | 2028-04-04      | Fixed         | 25.63%                | Yes           |                  3 | On Loan: No      |
| FW3402560.SRDUP                                     | FW3402560.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13513 | PA      | $13734.72     | 0.00%             | 2027-09-06      | Fixed         | 29.71%                | Yes           |                  3 | On Loan: No      |
| FW4012644.SRDUP                                     | FW4012644.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33378 | PA      | $33525.53     | 0.00%             | 2028-10-10      | Fixed         | 20.35%                | Yes           |                  3 | On Loan: No      |
| Queen Street 2023 Re DAC                            | Queen Street 2023 Re DAC                                             | CUSIP: 747977AA4<br>LEI: 635400VHHVVMXL5BJI05 | Long             | DBT              | CORP              | IE        |   2251000 | PA      | $2261354.60   | 0.12%             | 2025-12-08      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Recoletos Re DAC                                    | Recoletos Re DAC 2024-1 Class A                                      | CUSIP: 755933AA6<br>LEI: 635400FIY9UG8ZHKYH56 | Long             | DBT              | CORP              | IE        |    969000 | PA      | $997197.90    | 0.05%             | 2028-01-07      | Floating      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| 219063445.SRDLC                                     | 219063445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11688 | PA      | $11279.91     | 0.00%             | 2029-08-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219103106.SRDLC                                     | 219103106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9617 | PA      | $9223.14      | 0.00%             | 2028-08-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 9586180.SRDSQ                                       | 9586180.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11944 | PA      | $11303.53     | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9651395.SRDSQ                                       | 9651395.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     90169 | PA      | $85588.80     | 0.00%             | 2027-02-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219212159.SRDLC                                     | 219212159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3151 | PA      | $3075.35      | 0.00%             | 2028-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219984440.SRDLC                                     | 219984440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4056 | PA      | $3957.06      | 0.00%             | 2027-09-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 203951630.SRDLC                                     | 203951630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3960 | PA      | $3918.44      | 0.00%             | 2026-09-11      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 204692078.SRDLC                                     | 204692078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15460 | PA      | $16133.49     | 0.00%             | 2028-10-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3337761.SRDUP                                     | FW3337761.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1246 | PA      | $1266.91      | 0.00%             | 2027-08-08      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| FW3909823.SRDUP                                     | FW3909823.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1214 | PA      | $1228.12      | 0.00%             | 2028-08-03      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| Eiffel Re Ltd.                                      | Eiffel Re 2023-1 Class A                                             | CUSIP: 000000000<br>LEI: 5493000KHTJQAOS8QP53 | Long             | DBT              | CORP              | BM        |   1917000 | PA      | $2229396.07   | 0.12%             | 2027-01-19      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| 187047990.SRDLC                                     | 187047990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4077 | PA      | $427.32       | 0.00%             | 2027-03-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 190656219.SRDLC                                     | 190656219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3070 | PA      | $0.00         | 0.00%             | 2025-07-21      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 193088858.SRDLC                                     | 193088858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5901 | PA      | $6346.86      | 0.00%             | 2027-08-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9050858.SRDSQ                                       | 9050858.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       544 | PA      | $508.24       | 0.00%             | 2026-11-06      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9610218.SRDSQ                                       | 9610218.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       814 | PA      | $790.87       | 0.00%             | 2027-01-29      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 212389539.SRDLC                                     | 212389539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5848 | PA      | $5546.31      | 0.00%             | 2029-11-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214019942.SRDLC                                     | 214019942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36881 | PA      | $36091.80     | 0.00%             | 2031-02-11      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 9775894.SRDSQ                                       | 9775894.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1147 | PA      | $1084.81      | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9849976.SRDSQ                                       | 9849976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28604 | PA      | $26716.78     | 0.00%             | 2027-03-26      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 193322974.SRDLC                                     | 193322974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3448 | PA      | $361.33       | 0.00%             | 2027-09-07      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 204224192.SRDLC                                     | 204224192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7932 | PA      | $7937.73      | 0.00%             | 2027-09-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| FW5191891.SRDUP                                     | FW5191891.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3077 | PA      | $902.55       | 0.00%             | 2030-04-07      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| L3331514.SRDUP                                      | L3331514.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1701 | PA      | $1721.70      | 0.00%             | 2027-08-04      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| L5010167.SRDUP                                      | L5010167.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3181 | PA      | $598.08       | 0.00%             | 2030-02-07      | Fixed         | 19.36%                | Yes           |                  3 | On Loan: No      |
| L5382210.SRDUP                                      | L5382210.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3222 | PA      | $3089.86      | 0.00%             | 2030-05-22      | Fixed         | 18.54%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.155                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -332 | NC      | $-136950.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.1575                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -304 | NC      | $-174800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4009953.SRDUP                                     | FW4009953.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5097 | PA      | $5166.68      | 0.00%             | 2028-10-10      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| L3292141.SRDUP                                      | L3292141.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8576 | PA      | $8577.77      | 0.00%             | 2027-07-19      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 11                                       | CUSIP: 76119YAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    406000 | PA      | $20320.30     | 0.00%             | 2026-06-06      | Floating      | 16.38%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 12                                       | CUSIP: 76119YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    579000 | PA      | $303975.00    | 0.02%             | 2026-06-06      | Floating      | 11.54%                | Yes           |                  2 | On Loan: No      |
| 9752690.SRDSQ                                       | 9752690.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7878 | PA      | $7429.81      | 0.00%             | 2027-03-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9800868.SRDSQ                                       | 9800868.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4088 | PA      | $3844.59      | 0.00%             | 2027-03-15      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  Mar26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -153 | NC      | $152443.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        97 | NC      | $-156257.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5177356.SRDUP                                     | FW5177356.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4946 | PA      | $4780.50      | 0.00%             | 2028-04-03      | Fixed         | 17.55%                | Yes           |                  3 | On Loan: No      |
| L3298280.SRDUP                                      | L3298280.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9192 | PA      | $9231.47      | 0.00%             | 2027-12-21      | Fixed         | 16.01%                | Yes           |                  3 | On Loan: No      |
| 204966802.SRDLC                                     | 204966802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7664 | PA      | $7893.92      | 0.00%             | 2028-11-03      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205059663.SRDLC                                     | 205059663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       499 | PA      | $52.29        | 0.00%             | 2025-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214260261.SRDLC                                     | 214260261.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12736 | PA      | $12410.30     | 0.00%             | 2027-02-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215019611.SRDLC                                     | 215019611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10793 | PA      | $10250.93     | 0.00%             | 2030-03-17      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 51.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 52                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-4680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 52.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -80 | NC      | $-8640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 52.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -138 | NC      | $-13662.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5584831.SRDUP                                      | L5584831.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5722 | PA      | $5554.80      | 0.00%             | 2030-07-02      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 9818267.SRDSQ                                       | 9818267.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3856 | PA      | $3594.37      | 0.00%             | 2027-03-19      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| CBM3955806.SRDUP                                    | CBM3955806.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2074 | PA      | $2091.85      | 0.00%             | 2028-09-05      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| L3337180.SRDUP                                      | L3337180.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9631 | PA      | $9760.45      | 0.00%             | 2027-08-08      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| L3911731.SRDUP                                      | L3911731.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15621 | PA      | $15580.50     | 0.00%             | 2028-08-03      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| L3298621.SRDUP                                      | L3298621.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5544 | PA      | $5549.92      | 0.00%             | 2027-07-21      | Fixed         | 12.01%                | Yes           |                  3 | On Loan: No      |
| L3304544.SRDUP                                      | L3304544.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3843 | PA      | $3941.04      | 0.00%             | 2027-07-25      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| 205212520.SRDLC                                     | 205212520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3928 | PA      | $4084.13      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205224079.SRDLC                                     | 205224079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13148 | PA      | $13021.52     | 0.00%             | 2026-11-22      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.16                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -306 | NC      | $-240975.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.1625                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -116 | NC      | $-118900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 205054208.SRDLC                                     | 205054208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       847 | PA      | $835.85       | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205585266.SRDLC                                     | 205585266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15388 | PA      | $15412.10     | 0.00%             | 2027-12-05      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| CBM4996277.SRDUP                                    | CBM4996277.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9123 | PA      | $8469.61      | 0.00%             | 2030-02-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| DRB4999572.SRDUP                                    | DRB4999572.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4195 | PA      | $3896.62      | 0.00%             | 2030-02-04      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| L3319952.SRDUP                                      | L3319952.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       763 | PA      | $771.47       | 0.00%             | 2027-08-01      | Fixed         | 24.13%                | Yes           |                  3 | On Loan: No      |
| L3331262.SRDUP                                      | L3331262.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       503 | PA      | $507.52       | 0.00%             | 2027-08-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| 206544569.SRDLC                                     | 206544569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17814 | PA      | $17543.72     | 0.00%             | 2027-02-16      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 206761445.SRDLC                                     | 206761445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1756 | PA      | $1728.12      | 0.00%             | 2027-02-20      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.165                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -451 | NC      | $-580662.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.1675                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-39375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Nov25P 1.17                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -206 | NC      | $-386250.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EURO STOXX 50     Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        87 | NC      | $265133.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 205426852.SRDLC                                     | 205426852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24388 | PA      | $23933.32     | 0.00%             | 2028-12-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205759479.SRDLC                                     | 205759479.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22400 | PA      | $22008.44     | 0.00%             | 2028-12-19      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| L3336587.SRDUP                                      | L3336587.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       562 | PA      | $566.50       | 0.00%             | 2027-08-08      | Fixed         | 24.41%                | Yes           |                  3 | On Loan: No      |
| L3391407.SRDUP                                      | L3391407.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5972 | PA      | $5973.73      | 0.00%             | 2027-09-26      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| L3332416.SRDUP                                      | L3332416.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1019 | PA      | $1025.55      | 0.00%             | 2027-08-04      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| L3335274.SRDUP                                      | L3335274.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10049 | PA      | $10054.79     | 0.00%             | 2028-01-05      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 52.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -116 | NC      | $-10440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 53                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -239 | NC      | $-20076.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 216606307.SRDLC                                     | 216606307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1649 | PA      | $1595.07      | 0.00%             | 2027-05-20      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 217862569.SRDLC                                     | 217862569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2712 | PA      | $2595.90      | 0.00%             | 2027-07-02      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210742977.SRDLC                                     | 210742977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3944 | PA      | $3859.11      | 0.00%             | 2026-09-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211153964.SRDLC                                     | 211153964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3007 | PA      | $2825.36      | 0.00%             | 2027-10-03      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206543969.SRDLC                                     | 206543969.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25853 | PA      | $25913.48     | 0.00%             | 2028-02-15      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 207400295.SRDLC                                     | 207400295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1434 | PA      | $1377.09      | 0.00%             | 2027-04-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5008512.SRDUP                                    | DRB5008512.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5524 | PA      | $5138.82      | 0.00%             | 2030-02-07      | Fixed         | 31.19%                | Yes           |                  3 | On Loan: No      |
| DRB5009885.SRDUP                                    | DRB5009885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6183 | PA      | $5881.23      | 0.00%             | 2030-02-07      | Fixed         | 23.56%                | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 13                                       | CUSIP: 76119YAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2346000 | PA      | $2187645.00   | 0.11%             | 2026-06-06      | Floating      | 9.39%                 | Yes           |                  2 | On Loan: No      |
| 8398691.SRDSQ                                       | 8398691.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2646 | PA      | $2374.24      | 0.00%             | 2026-05-20      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-1 Class AA                                              | CUSIP: 90323WAL4<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   1145000 | PA      | $1147232.75   | 0.06%             | 2025-12-06      | Floating      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-1 Class C                                               | CUSIP: 90323WAM2<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    616000 | PA      | $618310.00    | 0.03%             | 2025-12-06      | Floating      | 12.13%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GASOLINE RBOB FUT Apr26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       352 | NC      | $1347157.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | FTSE CHINA A50    Nov25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |      2168 | NC      | $-732243.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 220031348.SRDLC                                     | 220031348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14697 | PA      | $14267.54     | 0.00%             | 2028-09-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 220041673.SRDLC                                     | 220041673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20645 | PA      | $20027.11     | 0.00%             | 2029-09-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 53.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -47 | NC      | $-3666.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 53.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -188 | NC      | $-13536.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3391411.SRDUP                                      | L3391411.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       533 | PA      | $535.78       | 0.00%             | 2027-09-01      | Fixed         | 25.21%                | Yes           |                  3 | On Loan: No      |
| L3542542.SRDUP                                      | L3542542.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       732 | PA      | $739.49       | 0.00%             | 2027-11-01      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| 218592099.SRDLC                                     | 218592099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13375 | PA      | $12947.14     | 0.00%             | 2028-08-07      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219076157.SRDLC                                     | 219076157.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6510 | PA      | $6360.30      | 0.00%             | 2027-08-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 206838735.SRDLC                                     | 206838735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3746 | PA      | $3745.67      | 0.00%             | 2026-02-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206867521.SRDLC                                     | 206867521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9371 | PA      | $8831.87      | 0.00%             | 2029-08-23      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | FTSE 100 IDX FUT  Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -170 | NC      | $-786377.34   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-2 Class E                                               | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   3866000 | PA      | $4023346.20   | 0.21%             | 2026-12-07      | Floating      | 13.13%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class AA                                              | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4257000 | PA      | $4366192.05   | 0.23%             | 2026-12-07      | Floating      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| L3954509.SRDUP                                      | L3954509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32911 | PA      | $33009.67     | 0.00%             | 2028-09-01      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3959963.SRDUP                                      | L3959963.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47653 | PA      | $6928.72      | 0.00%             | 2028-09-05      | Fixed         | 22.58%                | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class D                                               | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4715000 | PA      | $4895820.25   | 0.25%             | 2026-12-07      | Floating      | 12.61%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2025-1 Class F                                               | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4974000 | PA      | $5031449.70   | 0.26%             | 2028-02-22      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| 219093798.SRDLC                                     | 219093798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11526 | PA      | $10988.47     | 0.00%             | 2028-08-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 220482958.SRDLC                                     | 220482958.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13467 | PA      | $13144.99     | 0.00%             | 2030-09-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| DRB5176893.SRDUP                                    | DRB5176893.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9515 | PA      | $8924.51      | 0.00%             | 2030-04-03      | Fixed         | 28.52%                | Yes           |                  3 | On Loan: No      |
| DRB5178879.SRDUP                                    | DRB5178879.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14728 | PA      | $14236.05     | 0.00%             | 2028-04-03      | Fixed         | 16.84%                | Yes           |                  3 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2023-1 Class A                                           | CUSIP: 92335TAA7<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    636000 | PA      | $644268.00    | 0.03%             | 2026-03-09      | Variable      | 10.65%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2023-1 Class B                                           | CUSIP: 92335TAB5<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    611000 | PA      | $625847.30    | 0.03%             | 2026-03-09      | Variable      | 16.49%                | Yes           |                  2 | On Loan: No      |
| 207818343.SRDLC                                     | 207818343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16780 | PA      | $16331.25     | 0.00%             | 2029-04-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207923407.SRDLC                                     | 207923407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5268 | PA      | $5093.75      | 0.00%             | 2027-04-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L3910341.SRDUP                                      | L3910341.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2311 | PA      | $2316.58      | 0.00%             | 2028-08-02      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| L5010145.SRDUP                                      | L5010145.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4160 | PA      | $3973.75      | 0.00%             | 2028-02-07      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| L3391202.SRDUP                                      | L3391202.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3408 | PA      | $3408.04      | 0.00%             | 2027-09-11      | Fixed         | 16.98%                | Yes           |                  3 | On Loan: No      |
| L3910229.SRDUP                                      | L3910229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1013 | PA      | $1011.54      | 0.00%             | 2026-08-02      | Fixed         | 19.53%                | Yes           |                  3 | On Loan: No      |
| 7663618.SRDSQ                                       | 7663618.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4821 | PA      | $377.97       | 0.00%             | 2025-10-04      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8789674.SRDSQ                                       | 8789674.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5098 | PA      | $4908.17      | 0.00%             | 2026-09-01      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L5178993.SRDUP                                      | L5178993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21527 | PA      | $20496.16     | 0.00%             | 2030-04-03      | Fixed         | 19.80%                | Yes           |                  3 | On Loan: No      |
| L5180652.SRDUP                                      | L5180652.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1123 | PA      | $1068.11      | 0.00%             | 2030-04-03      | Fixed         | 18.20%                | Yes           |                  3 | On Loan: No      |
| L5181218.SRDUP                                      | L5181218.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2564 | PA      | $2523.08      | 0.00%             | 2028-04-04      | Fixed         | 10.67%                | Yes           |                  3 | On Loan: No      |
| DRB5178940.SRDUP                                    | DRB5178940.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7694 | PA      | $7352.50      | 0.00%             | 2028-04-03      | Fixed         | 25.57%                | Yes           |                  3 | On Loan: No      |
| DRB5380620.SRDUP                                    | DRB5380620.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9525 | PA      | $1974.59      | 0.00%             | 2028-05-22      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| 210803474.SRDLC                                     | 210803474.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3333 | PA      | $3195.57      | 0.00%             | 2028-09-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211249682.SRDLC                                     | 211249682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1391.82      | 0.00%             | 2027-10-01      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8412872.SRDSQ                                       | 8412872.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1559 | PA      | $1073.59      | 0.00%             | 2026-05-22      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8631885.SRDSQ                                       | 8631885.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1821 | PA      | $1756.41      | 0.00%             | 2026-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8790678.SRDSQ                                       | 8790678.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       895 | PA      | $871.41       | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8877289.SRDSQ                                       | 8877289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2193 | PA      | $1201.55      | 0.00%             | 2026-09-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 207486299.SRDLC                                     | 207486299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4278 | PA      | $4238.41      | 0.00%             | 2026-04-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207576650.SRDLC                                     | 207576650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6116 | PA      | $5888.44      | 0.00%             | 2028-04-17      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 207840125.SRDLC                                     | 207840125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5001 | PA      | $4807.52      | 0.00%             | 2027-04-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210681666.SRDLC                                     | 210681666.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3444 | PA      | $3257.21      | 0.00%             | 2027-09-09      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2024-1 Class A                                           | CUSIP: 92335TAC3<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   2762000 | PA      | $2827735.60   | 0.15%             | 2027-03-08      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2025-1 Class A                                           | CUSIP: 92335TAD1<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   5186000 | PA      | $5203891.70   | 0.27%             | 2028-03-08      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| L4008619.SRDUP                                      | L4008619.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23406 | PA      | $22153.85     | 0.00%             | 2028-10-21      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| L4013573.SRDUP                                      | L4013573.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10319 | PA      | $10285.45     | 0.00%             | 2028-10-10      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| 211309613.SRDLC                                     | 211309613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8855 | PA      | $8644.47      | 0.00%             | 2030-10-04      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211472099.SRDLC                                     | 211472099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3946 | PA      | $3850.18      | 0.00%             | 2026-10-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211485232.SRDLC                                     | 211485232.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7996 | PA      | $7417.52      | 0.00%             | 2029-10-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211537156.SRDLC                                     | 211537156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12122 | PA      | $11457.82     | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8887901.SRDSQ                                       | 8887901.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1364 | PA      | $1321.43      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9274519.SRDSQ                                       | 9274519.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       905 | PA      | $716.70       | 0.00%             | 2026-12-29      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| L4012899.SRDUP                                      | L4012899.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2307 | PA      | $2301.97      | 0.00%             | 2028-10-10      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| L4996433.SRDUP                                      | L4996433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22260 | PA      | $21191.18     | 0.00%             | 2030-02-03      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| 8799195.SRDSQ                                       | 8799195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12295 | PA      | $11587.78     | 0.00%             | 2026-09-04      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8829958.SRDSQ                                       | 8829958.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       984 | PA      | $960.39       | 0.00%             | 2026-09-12      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| L5008313.SRDUP                                      | L5008313.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5107 | PA      | $4945.41      | 0.00%             | 2030-02-07      | Fixed         | 18.21%                | Yes           |                  3 | On Loan: No      |
| L5192052.SRDUP                                      | L5192052.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10470 | PA      | $10141.49     | 0.00%             | 2030-04-07      | Fixed         | 16.71%                | Yes           |                  3 | On Loan: No      |
| DRB5581961.SRDUP                                    | DRB5581961.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3900 | PA      | $3769.48      | 0.00%             | 2030-07-01      | Fixed         | 24.51%                | Yes           |                  3 | On Loan: No      |
| DRB5582096.SRDUP                                    | DRB5582096.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1369 | PA      | $1322.82      | 0.00%             | 2030-07-01      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2025-1 Class B                                           | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   2228000 | PA      | $2252508.00   | 0.12%             | 2028-03-08      | Floating      | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vita Capital VI Ltd                                 | Vita Capital VI 2021-1 Class B                                       | CUSIP: 92846DAB2<br>LEI: 549300LLF863700IF088 | Long             | DBT              | CORP              | KY        |   2144000 | PA      | $0.21         | 0.00%             | 2026-01-08      | Floating      | 7.36%                 | Yes           |                  3 | On Loan: No      |
| 8846905.SRDSQ                                       | 8846905.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1473 | PA      | $1139.00      | 0.00%             | 2026-09-16      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8894961.SRDSQ                                       | 8894961.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5489 | PA      | $5323.13      | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9331754.SRDSQ                                       | 9331754.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11948 | PA      | $11471.19     | 0.00%             | 2027-01-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9800825.SRDSQ                                       | 9800825.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1801 | PA      | $1687.72      | 0.00%             | 2027-03-15      | Fixed         | 5.17%                 | Yes           |                  3 | On Loan: No      |
| DRB5582633.SRDUP                                    | DRB5582633.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3983 | PA      | $3815.84      | 0.00%             | 2030-07-02      | Fixed         | 32.32%                | Yes           |                  3 | On Loan: No      |
| DRB5586658.SRDUP                                    | DRB5586658.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2544 | PA      | $2459.89      | 0.00%             | 2030-07-02      | Fixed         | 30.87%                | Yes           |                  3 | On Loan: No      |
| 211081584.SRDLC                                     | 211081584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5899 | PA      | $5686.54      | 0.00%             | 2028-09-25      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 211273090.SRDLC                                     | 211273090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8784 | PA      | $8309.17      | 0.00%             | 2027-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211690816.SRDLC                                     | 211690816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31138 | PA      | $30883.39     | 0.00%             | 2028-10-25      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| 211900969.SRDLC                                     | 211900969.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12466 | PA      | $12217.44     | 0.00%             | 2030-10-28      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 54                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -237 | NC      | $-14931.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 54.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -289 | NC      | $-15606.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 55                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -300 | NC      | $-14400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3911374.SRDUP                                    | CBM3911374.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       791 | PA      | $785.18       | 0.00%             | 2026-08-02      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| L4998361.SRDUP                                      | L4998361.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16641 | PA      | $16107.82     | 0.00%             | 2030-02-04      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| L4998555.SRDUP                                      | L4998555.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25580 | PA      | $24306.86     | 0.00%             | 2030-02-04      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| 8896208.SRDSQ                                       | 8896208.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1004 | PA      | $985.91       | 0.00%             | 2026-09-27      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| 8897433.SRDSQ                                       | 8897433.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16555 | PA      | $15853.88     | 0.00%             | 2026-09-27      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| L5010386.SRDUP                                      | L5010386.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6345 | PA      | $6145.37      | 0.00%             | 2030-02-07      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| L5385584.SRDUP                                      | L5385584.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41670 | PA      | $39883.41     | 0.00%             | 2030-05-23      | Fixed         | 22.50%                | Yes           |                  3 | On Loan: No      |
| CBM3913502.SRDUP                                    | CBM3913502.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       545 | PA      | $419.79       | 0.00%             | 2026-08-04      | Fixed         | 25.31%                | Yes           |                  3 | On Loan: No      |
| CBM4008222.SRDUP                                    | CBM4008222.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5130 | PA      | $5142.44      | 0.00%             | 2028-10-06      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| CBM4014926.SRDUP                                    | CBM4014926.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13202 | PA      | $11756.35     | 0.00%             | 2029-03-15      | Fixed         | 27.29%                | Yes           |                  3 | On Loan: No      |
| DRB5002085.SRDUP                                    | DRB5002085.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2191 | PA      | $2053.61      | 0.00%             | 2028-02-05      | Fixed         | 30.34%                | Yes           |                  3 | On Loan: No      |
| 211442323.SRDLC                                     | 211442323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6866 | PA      | $6717.89      | 0.00%             | 2026-10-09      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211485599.SRDLC                                     | 211485599.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22045 | PA      | $20915.22     | 0.00%             | 2029-10-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 9475112.SRDSQ                                       | 9475112.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2597 | PA      | $2452.32      | 0.00%             | 2027-01-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 55.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -294 | NC      | $-13230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9079256.SRDSQ                                       | 9079256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $1685.49      | 0.00%             | 2026-11-13      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9822498.SRDSQ                                       | 9822498.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14977 | PA      | $13794.26     | 0.00%             | 2027-03-21      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 214280381.SRDLC                                     | 214280381.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38130 | PA      | $9202.18      | 0.00%             | 2030-02-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214417488.SRDLC                                     | 214417488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16512 | PA      | $16171.95     | 0.00%             | 2027-02-25      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW3909927.SRDUP                                     | FW3909927.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       934 | PA      | $905.58       | 0.00%             | 2029-01-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| L3305321.SRDUP                                      | L3305321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4015 | PA      | $4088.00      | 0.00%             | 2027-07-25      | Fixed         | 21.67%                | Yes           |                  3 | On Loan: No      |
| L3911872.SRDUP                                      | L3911872.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1753 | PA      | $1758.83      | 0.00%             | 2028-08-03      | Fixed         | 23.70%                | Yes           |                  3 | On Loan: No      |
| L3959969.SRDUP                                      | L3959969.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       864 | PA      | $875.18       | 0.00%             | 2028-09-05      | Fixed         | 24.18%                | Yes           |                  3 | On Loan: No      |
| L5378583.SRDUP                                      | L5378583.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40820 | PA      | $39642.34     | 0.00%             | 2030-05-22      | Fixed         | 15.95%                | Yes           |                  3 | On Loan: No      |
| CBM3910827.SRDUP                                    | CBM3910827.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2478 | PA      | $2512.09      | 0.00%             | 2028-08-02      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| CBM4008196.SRDUP                                    | CBM4008196.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2020 | PA      | $2012.13      | 0.00%             | 2028-10-06      | Fixed         | 16.91%                | Yes           |                  3 | On Loan: No      |
| CBM5178312.SRDUP                                    | CBM5178312.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1807 | PA      | $1695.20      | 0.00%             | 2030-04-03      | Fixed         | 28.35%                | Yes           |                  3 | On Loan: No      |
| CBM5385607.SRDUP                                    | CBM5385607.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2621 | PA      | $2535.55      | 0.00%             | 2030-05-23      | Fixed         | 22.00%                | Yes           |                  3 | On Loan: No      |
| 212262455.SRDLC                                     | 212262455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9662 | PA      | $9142.83      | 0.00%             | 2027-11-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214436046.SRDLC                                     | 214436046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4560 | PA      | $4299.15      | 0.00%             | 2028-02-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5179566.SRDUP                                    | DRB5179566.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9576 | PA      | $8949.02      | 0.00%             | 2030-04-03      | Fixed         | 25.38%                | Yes           |                  3 | On Loan: No      |
| DRB5382126.SRDUP                                    | DRB5382126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15298 | PA      | $14490.13     | 0.00%             | 2030-05-22      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| L4008136.SRDUP                                      | L4008136.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12404 | PA      | $12353.52     | 0.00%             | 2028-10-06      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| L5010700.SRDUP                                      | L5010700.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1354 | PA      | $1333.34      | 0.00%             | 2030-02-07      | Fixed         | 15.03%                | Yes           |                  3 | On Loan: No      |
| L5177265.SRDUP                                      | L5177265.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3209 | PA      | $3008.96      | 0.00%             | 2030-04-03      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| L5181470.SRDUP                                      | L5181470.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14597 | PA      | $14365.24     | 0.00%             | 2030-04-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 211882041.SRDLC                                     | 211882041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9108 | PA      | $8539.82      | 0.00%             | 2027-11-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212164372.SRDLC                                     | 212164372.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9921 | PA      | $9305.38      | 0.00%             | 2027-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 213492359.SRDLC                                     | 213492359.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7927 | PA      | $7574.41      | 0.00%             | 2028-01-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214411979.SRDLC                                     | 214411979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5295 | PA      | $5142.67      | 0.00%             | 2028-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 56                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -138 | NC      | $-5382.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 56.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -102 | NC      | $-3672.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5578729.SRDUP                                    | DRB5578729.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1720 | PA      | $1647.87      | 0.00%             | 2030-07-01      | Fixed         | 26.10%                | Yes           |                  3 | On Loan: No      |
| DRB5579053.SRDUP                                    | DRB5579053.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1957 | PA      | $1891.16      | 0.00%             | 2030-07-01      | Fixed         | 30.80%                | Yes           |                  3 | On Loan: No      |
| L5581187.SRDUP                                      | L5581187.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42730 | PA      | $41669.10     | 0.00%             | 2030-07-01      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 57                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -73 | NC      | $-2190.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 57.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -70 | NC      | $-1890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214804523.SRDLC                                     | 214804523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6414 | PA      | $6199.59      | 0.00%             | 2028-03-06      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 215055399.SRDLC                                     | 215055399.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8218 | PA      | $7972.77      | 0.00%             | 2027-03-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 58                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -64 | NC      | $-1536.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 58.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215735163.SRDLC                                     | 215735163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5666 | PA      | $5370.48      | 0.00%             | 2028-04-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 216632259.SRDLC                                     | 216632259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10273 | PA      | $9770.25      | 0.00%             | 2028-05-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L5188524.SRDUP                                      | L5188524.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5194 | PA      | $5030.57      | 0.00%             | 2030-04-07      | Fixed         | 16.54%                | Yes           |                  3 | On Loan: No      |
| CBM4008282.SRDUP                                    | CBM4008282.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1489 | PA      | $1505.87      | 0.00%             | 2028-10-06      | Fixed         | 29.01%                | Yes           |                  3 | On Loan: No      |
| CBM5187277.SRDUP                                    | CBM5187277.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1598 | PA      | $1521.79      | 0.00%             | 2030-04-10      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| CBM5386226.SRDUP                                    | CBM5386226.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2241 | PA      | $2130.02      | 0.00%             | 2028-05-23      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| DRB4999707.SRDUP                                    | DRB4999707.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19409 | PA      | $18215.99     | 0.00%             | 2028-02-04      | Fixed         | 26.75%                | Yes           |                  3 | On Loan: No      |
| 214776575.SRDLC                                     | 214776575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10132 | PA      | $9628.10      | 0.00%             | 2030-03-13      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214951160.SRDLC                                     | 214951160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8344 | PA      | $7949.63      | 0.00%             | 2029-03-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 214955925.SRDLC                                     | 214955925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6724 | PA      | $6561.21      | 0.00%             | 2027-03-25      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 215005670.SRDLC                                     | 215005670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18780 | PA      | $17863.65     | 0.00%             | 2030-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB5176786.SRDUP                                    | DRB5176786.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9719 | PA      | $9320.20      | 0.00%             | 2030-07-03      | Fixed         | 31.82%                | Yes           |                  3 | On Loan: No      |
| DRB5179866.SRDUP                                    | DRB5179866.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5771 | PA      | $5413.41      | 0.00%             | 2030-04-03      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| DRB5006378.SRDUP                                    | DRB5006378.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6910 | PA      | $6478.98      | 0.00%             | 2028-02-06      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| DRB5178929.SRDUP                                    | DRB5178929.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5400 | PA      | $5064.18      | 0.00%             | 2030-04-03      | Fixed         | 25.63%                | Yes           |                  3 | On Loan: No      |
| DRB5581682.SRDUP                                    | DRB5581682.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2176.30      | 0.00%             | 2030-07-01      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| DRB5581854.SRDUP                                    | DRB5581854.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1202 | PA      | $1149.16      | 0.00%             | 2028-07-01      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| 215973920.SRDLC                                     | 215973920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10498 | PA      | $9900.93      | 0.00%             | 2028-04-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 216089527.SRDLC                                     | 216089527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12105 | PA      | $11654.08     | 0.00%             | 2029-04-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219112385.SRDLC                                     | 219112385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5136 | PA      | $4977.57      | 0.00%             | 2027-08-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219123874.SRDLC                                     | 219123874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3727 | PA      | $3620.36      | 0.00%             | 2027-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 216701991.SRDLC                                     | 216701991.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6558 | PA      | $6291.69      | 0.00%             | 2029-05-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219045075.SRDLC                                     | 219045075.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2309 | PA      | $2256.09      | 0.00%             | 2027-08-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| DRB5589060.SRDUP                                    | DRB5589060.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2052 | PA      | $1983.89      | 0.00%             | 2030-07-02      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| FW3302687.SRDUP                                     | FW3302687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11296 | PA      | $10815.46     | 0.00%             | 2027-07-22      | Fixed         | 12.86%                | Yes           |                  3 | On Loan: No      |
| DRB5583873.SRDUP                                    | DRB5583873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1467 | PA      | $1433.13      | 0.00%             | 2030-07-02      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5588049.SRDUP                                    | DRB5588049.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4999 | PA      | $4835.28      | 0.00%             | 2030-07-03      | Fixed         | 30.58%                | Yes           |                  3 | On Loan: No      |
| FW3298144.SRDUP                                     | FW3298144.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2778 | PA      | $2813.05      | 0.00%             | 2027-07-21      | Fixed         | 24.93%                | Yes           |                  3 | On Loan: No      |
| FW3305296.SRDUP                                     | FW3305296.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       721 | PA      | $738.32       | 0.00%             | 2027-07-25      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| 219165956.SRDLC                                     | 219165956.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5758 | PA      | $5552.49      | 0.00%             | 2028-08-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219822427.SRDLC                                     | 219822427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14842 | PA      | $14367.66     | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 220024303.SRDLC                                     | 220024303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15805 | PA      | $15324.04     | 0.00%             | 2029-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8148391.SRDSQ                                       | 8148391.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4020 | PA      | $1292.65      | 0.00%             | 2026-03-03      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 214885389.SRDLC                                     | 214885389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8820 | PA      | $8520.24      | 0.00%             | 2027-03-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214962234.SRDLC                                     | 214962234.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9373 | PA      | $8896.10      | 0.00%             | 2030-03-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW3316977.SRDUP                                     | FW3316977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1485 | PA      | $1503.03      | 0.00%             | 2027-08-01      | Fixed         | 25.55%                | Yes           |                  3 | On Loan: No      |
| FW3345036.SRDUP                                     | FW3345036.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3257 | PA      | $3302.41      | 0.00%             | 2027-08-10      | Fixed         | 27.15%                | Yes           |                  3 | On Loan: No      |
| DRB5385756.SRDUP                                    | DRB5385756.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5200 | PA      | $4960.82      | 0.00%             | 2030-05-23      | Fixed         | 25.70%                | Yes           |                  3 | On Loan: No      |
| DRB5584478.SRDUP                                    | DRB5584478.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1348 | PA      | $1291.66      | 0.00%             | 2030-07-02      | Fixed         | 28.41%                | Yes           |                  3 | On Loan: No      |
| FW3391392.SRDUP                                     | FW3391392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       946 | PA      | $950.60       | 0.00%             | 2027-09-01      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| FW4998714.SRDUP                                     | FW4998714.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21107 | PA      | $19769.11     | 0.00%             | 2028-02-04      | Fixed         | 30.81%                | Yes           |                  3 | On Loan: No      |
| 220068194.SRDLC                                     | 220068194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7730 | PA      | $7539.65      | 0.00%             | 2028-09-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 1886 Re Ltd.                                        | 1886 Re 2025-1 Class A                                               | CUSIP: 68252UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1063000 | PA      | $1113386.20   | 0.06%             | 2029-07-09      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| 8163496.SRDSQ                                       | 8163496.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       400 | PA      | $378.24       | 0.00%             | 2026-03-08      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8561180.SRDSQ                                       | 8561180.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       378 | PA      | $349.80       | 0.00%             | 2026-07-05      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 214969198.SRDLC                                     | 214969198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11822 | PA      | $11325.82     | 0.00%             | 2028-03-25      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 218904990.SRDLC                                     | 218904990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9544 | PA      | $9313.15      | 0.00%             | 2028-08-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| FW5179002.SRDUP                                     | FW5179002.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24951 | PA      | $7742.83      | 0.00%             | 2028-04-03      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| FW5581626.SRDUP                                     | FW5581626.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4871 | PA      | $4707.66      | 0.00%             | 2030-07-01      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| L3298584.SRDUP                                      | L3298584.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3386 | PA      | $492.28       | 0.00%             | 2027-07-21      | Fixed         | 16.45%                | Yes           |                  3 | On Loan: No      |
| L3312046.SRDUP                                      | L3312046.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9347 | PA      | $9338.23      | 0.00%             | 2027-07-27      | Fixed         | 10.36%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Dec25C 59                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3902241.SRDUP                                    | CBM3902241.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1026 | PA      | $1031.90      | 0.00%             | 2028-08-04      | Fixed         | 20.11%                | Yes           |                  3 | On Loan: No      |
| L3341816.SRDUP                                      | L3341816.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18778 | PA      | $18171.94     | 0.00%             | 2028-01-16      | Fixed         | 20.30%                | Yes           |                  3 | On Loan: No      |
| L3542922.SRDUP                                      | L3542922.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7092 | PA      | $7168.55      | 0.00%             | 2027-11-02      | Fixed         | 21.55%                | Yes           |                  3 | On Loan: No      |
| FW3320235.SRDUP                                     | FW3320235.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2479 | PA      | $2516.07      | 0.00%             | 2027-08-10      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| FW3331788.SRDUP                                     | FW3331788.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       624 | PA      | $627.89       | 0.00%             | 2027-08-04      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| CBM5008477.SRDUP                                    | CBM5008477.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8054 | PA      | $7491.91      | 0.00%             | 2030-02-07      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| DRB5007519.SRDUP                                    | DRB5007519.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2289 | PA      | $2145.85      | 0.00%             | 2028-02-06      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| DRB5382310.SRDUP                                    | DRB5382310.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5988 | PA      | $5671.49      | 0.00%             | 2030-05-22      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| DRB5587409.SRDUP                                    | DRB5587409.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4800 | PA      | $4640.20      | 0.00%             | 2030-07-02      | Fixed         | 32.31%                | Yes           |                  3 | On Loan: No      |
| FW4008078.SRDUP                                     | FW4008078.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8217 | PA      | $8234.50      | 0.00%             | 2028-10-06      | Fixed         | 22.78%                | Yes           |                  3 | On Loan: No      |
| FW4012581.SRDUP                                     | FW4012581.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       868 | PA      | $879.03       | 0.00%             | 2028-10-10      | Fixed         | 27.32%                | Yes           |                  3 | On Loan: No      |
| L3910115.SRDUP                                      | L3910115.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27346 | PA      | $27504.87     | 0.00%             | 2028-08-02      | Fixed         | 20.80%                | Yes           |                  3 | On Loan: No      |
| L4997295.SRDUP                                      | L4997295.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14136 | PA      | $13679.36     | 0.00%             | 2030-02-03      | Fixed         | 14.66%                | Yes           |                  3 | On Loan: No      |
| 8336738.SRDSQ                                       | 8336738.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1247 | PA      | $1162.83      | 0.00%             | 2026-04-30      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8362322.SRDSQ                                       | 8362322.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $1345.50      | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| FW4998693.SRDUP                                     | FW4998693.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9004 | PA      | $8363.30      | 0.00%             | 2030-02-04      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| FW5009539.SRDUP                                     | FW5009539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9258 | PA      | $8612.10      | 0.00%             | 2030-02-07      | Fixed         | 32.08%                | Yes           |                  3 | On Loan: No      |
| FW5176770.SRDUP                                     | FW5176770.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3748 | PA      | $3632.19      | 0.00%             | 2030-04-03      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| FW5380724.SRDUP                                     | FW5380724.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7866 | PA      | $7520.39      | 0.00%             | 2030-05-22      | Fixed         | 18.69%                | Yes           |                  3 | On Loan: No      |
| FW5381964.SRDUP                                     | FW5381964.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       960 | PA      | $919.63       | 0.00%             | 2030-05-22      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| FW5386040.SRDUP                                     | FW5386040.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2122 | PA      | $2022.09      | 0.00%             | 2030-05-23      | Fixed         | 32.27%                | Yes           |                  3 | On Loan: No      |
| 8389527.SRDSQ                                       | 8389527.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6113 | PA      | $5731.10      | 0.00%             | 2026-05-17      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8635227.SRDSQ                                       | 8635227.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2489 | PA      | $2330.88      | 0.00%             | 2026-07-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8881204.SRDSQ                                       | 8881204.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1746 | PA      | $1711.08      | 0.00%             | 2026-09-25      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8888372.SRDSQ                                       | 8888372.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3587 | PA      | $3439.51      | 0.00%             | 2026-09-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| DRB5589803.SRDUP                                    | DRB5589803.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1955 | PA      | $1891.06      | 0.00%             | 2030-07-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW3956438.SRDUP                                     | FW3956438.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2385 | PA      | $155.72       | 0.00%             | 2028-09-05      | Fixed         | 28.92%                | Yes           |                  3 | On Loan: No      |
| FW3298637.SRDUP                                     | FW3298637.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4921 | PA      | $5035.44      | 0.00%             | 2027-07-21      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| FW3911724.SRDUP                                     | FW3911724.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $483.01       | 0.00%             | 2026-08-03      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| L5007009.SRDUP                                      | L5007009.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       874 | PA      | $846.37       | 0.00%             | 2030-02-06      | Fixed         | 15.38%                | Yes           |                  3 | On Loan: No      |
| L5008312.SRDUP                                      | L5008312.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2205 | PA      | $2097.37      | 0.00%             | 2030-02-07      | Fixed         | 21.52%                | Yes           |                  3 | On Loan: No      |
| FW5580932.SRDUP                                     | FW5580932.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11108 | PA      | $10735.37     | 0.00%             | 2030-07-01      | Fixed         | 24.96%                | Yes           |                  3 | On Loan: No      |
| L3305031.SRDUP                                      | L3305031.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1922 | PA      | $1950.10      | 0.00%             | 2027-07-25      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L4008663.SRDUP                                      | L4008663.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3886 | PA      | $3856.83      | 0.00%             | 2026-10-06      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| L4997333.SRDUP                                      | L4997333.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12902 | PA      | $12096.57     | 0.00%             | 2030-02-03      | Fixed         | 22.92%                | Yes           |                  3 | On Loan: No      |
| 8633293.SRDSQ                                       | 8633293.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3249 | PA      | $1252.01      | 0.00%             | 2026-07-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8857210.SRDSQ                                       | 8857210.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5330 | PA      | $5223.83      | 0.00%             | 2026-09-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2024-1 Class B                                               | CUSIP: 88577CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    367000 | PA      | $404837.70    | 0.02%             | 2027-07-08      | Floating      | 21.85%                | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class A                                               | CUSIP: 88577CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1029000 | PA      | $1083331.20   | 0.06%             | 2028-02-07      | Floating      | 25.10%                | Yes           |                  2 | On Loan: No      |
| FW3954472.SRDUP                                     | FW3954472.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1120 | PA      | $1111.87      | 0.00%             | 2026-09-01      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| FW4013153.SRDUP                                     | FW4013153.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16659 | PA      | $16755.13     | 0.00%             | 2028-10-10      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| FW4996213.SRDUP                                     | FW4996213.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1584 | PA      | $1470.75      | 0.00%             | 2030-02-03      | Fixed         | 28.53%                | Yes           |                  3 | On Loan: No      |
| FW5010001.SRDUP                                     | FW5010001.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4225 | PA      | $3964.56      | 0.00%             | 2028-02-07      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| 219067104.SRDLC                                     | 219067104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5724 | PA      | $5512.75      | 0.00%             | 2028-08-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219940223.SRDLC                                     | 219940223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $832.85       | 0.00%             | 2027-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 220007829.SRDLC                                     | 220007829.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7916 | PA      | $7644.86      | 0.00%             | 2030-09-15      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 220072238.SRDLC                                     | 220072238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9521 | PA      | $9237.64      | 0.00%             | 2030-09-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8897381.SRDSQ                                       | 8897381.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       413 | PA      | $407.77       | 0.00%             | 2026-09-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 9137325.SRDSQ                                       | 9137325.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3687 | PA      | $3500.92      | 0.00%             | 2026-11-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class B                                               | CUSIP: 88577CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1029000 | PA      | $1036563.15   | 0.05%             | 2028-02-07      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| 8881710.SRDSQ                                       | 8881710.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3987 | PA      | $3864.93      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3337320.SRDUP                                      | L3337320.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2246 | PA      | $2286.68      | 0.00%             | 2027-08-15      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L5177229.SRDUP                                      | L5177229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45516 | PA      | $44032.76     | 0.00%             | 2030-04-03      | Fixed         | 13.40%                | Yes           |                  3 | On Loan: No      |
| 8883554.SRDSQ                                       | 8883554.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2259 | PA      | $2178.79      | 0.00%             | 2026-09-25      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9053199.SRDSQ                                       | 9053199.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1193 | PA      | $1080.16      | 0.00%             | 2026-11-07      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 9738522.SRDSQ                                       | 9738522.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3046 | PA      | $2525.61      | 0.00%             | 2027-02-28      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| CBM4009147.SRDUP                                    | CBM4009147.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2253 | PA      | $2278.71      | 0.00%             | 2028-10-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| FW5179841.SRDUP                                     | FW5179841.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2121.65      | 0.00%             | 2030-09-03      | Fixed         | 31.58%                | Yes           |                  3 | On Loan: No      |
| FW5380559.SRDUP                                     | FW5380559.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4006 | PA      | $3823.18      | 0.00%             | 2030-05-22      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| L3321962.SRDUP                                      | L3321962.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       864 | PA      | $868.98       | 0.00%             | 2027-08-02      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| L3334336.SRDUP                                      | L3334336.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3521 | PA      | $511.94       | 0.00%             | 2028-06-15      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| L5177282.SRDUP                                      | L5177282.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7555 | PA      | $7154.26      | 0.00%             | 2030-04-03      | Fixed         | 23.57%                | Yes           |                  3 | On Loan: No      |
| L5178976.SRDUP                                      | L5178976.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3438 | PA      | $3382.12      | 0.00%             | 2028-04-03      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| 8338336.SRDSQ                                       | 8338336.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $67.00        | 0.00%             | 2026-04-30      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8399516.SRDSQ                                       | 8399516.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11632 | PA      | $11407.69     | 0.00%             | 2026-05-20      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L3342388.SRDUP                                      | L3342388.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        97 | PA      | $96.32        | 0.00%             | 2027-08-09      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3910026.SRDUP                                      | L3910026.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7014 | PA      | $7032.78      | 0.00%             | 2028-08-02      | Fixed         | 11.22%                | Yes           |                  3 | On Loan: No      |
| L5181438.SRDUP                                      | L5181438.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6464 | PA      | $6252.42      | 0.00%             | 2030-04-04      | Fixed         | 13.07%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26P 13.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-21280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jan26P 13.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -350 | NC      | $-101920.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SWISS MKT IX FUTR Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       216 | NC      | $-583637.01   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5181461.SRDUP                                    | DRB5181461.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7172 | PA      | $6732.42      | 0.00%             | 2030-04-04      | Fixed         | 32.24%                | Yes           |                  3 | On Loan: No      |
| DRB5380477.SRDUP                                    | DRB5380477.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5340 | PA      | $5107.54      | 0.00%             | 2030-05-22      | Fixed         | 22.88%                | Yes           |                  3 | On Loan: No      |
| L5579520.SRDUP                                      | L5579520.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1169 | PA      | $1146.60      | 0.00%             | 2030-07-01      | Fixed         | 24.98%                | Yes           |                  3 | On Loan: No      |
| 9270050.SRDSQ                                       | 9270050.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7691 | PA      | $7214.96      | 0.00%             | 2026-12-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9280998.SRDSQ                                       | 9280998.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8283 | PA      | $7346.82      | 0.00%             | 2027-01-01      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9679937.SRDSQ                                       | 9679937.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    183928 | PA      | $172528.98    | 0.01%             | 2027-02-15      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM4008214.SRDUP                                    | CBM4008214.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3600 | PA      | $3605.21      | 0.00%             | 2028-10-06      | Fixed         | 22.59%                | Yes           |                  3 | On Loan: No      |
| DRB5578462.SRDUP                                    | DRB5578462.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       791 | PA      | $786.56       | 0.00%             | 2030-07-01      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW3302043.SRDUP                                     | FW3302043.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1422 | PA      | $1404.91      | 0.00%             | 2027-07-22      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| L3910879.SRDUP                                      | L3910879.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9349 | PA      | $9293.17      | 0.00%             | 2028-08-02      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| L3960142.SRDUP                                      | L3960142.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10134 | PA      | $10111.83     | 0.00%             | 2028-09-05      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 06/17/27 P4750                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20 | NC      | $232000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 06/17/27 P4800                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31 | NC      | $373395.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5200                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        65 | NC      | $1315275.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5250                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        80 | NC      | $1675200.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L5378554.SRDUP                                      | L5378554.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21964 | PA      | $21351.39     | 0.00%             | 2030-05-22      | Fixed         | 14.53%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 285                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -151 | NC      | $-8305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5178967.SRDUP                                      | L5178967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16497 | PA      | $15466.92     | 0.00%             | 2030-04-03      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| L5187843.SRDUP                                      | L5187843.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8711 | PA      | $8428.00      | 0.00%             | 2028-04-07      | Fixed         | 19.47%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5300                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       145 | NC      | $3137800.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5350                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       175 | NC      | $3914750.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM5386165.SRDUP                                    | CBM5386165.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1522 | PA      | $1445.13      | 0.00%             | 2030-05-23      | Fixed         | 29.28%                | Yes           |                  3 | On Loan: No      |
| DRB4966203.SRDUP                                    | DRB4966203.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9504 | PA      | $8837.53      | 0.00%             | 2030-02-06      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| FW3955977.SRDUP                                     | FW3955977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       239 | PA      | $236.48       | 0.00%             | 2026-09-05      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| FW4008503.SRDUP                                     | FW4008503.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1139 | PA      | $1131.82      | 0.00%             | 2026-10-06      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| 8637889.SRDSQ                                       | 8637889.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1456 | PA      | $114.17       | 0.00%             | 2026-07-22      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8785844.SRDSQ                                       | 8785844.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9223 | PA      | $8934.61      | 0.00%             | 2026-08-28      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 286                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -164 | NC      | $-9840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 287                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-600.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 288                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Dec25P 290                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -62 | NC      | $-4030.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5010061.SRDUP                                    | DRB5010061.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6470 | PA      | $6018.73      | 0.00%             | 2030-02-07      | Fixed         | 32.08%                | Yes           |                  3 | On Loan: No      |
| DRB5186520.SRDUP                                    | DRB5186520.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8693 | PA      | $8180.02      | 0.00%             | 2028-04-07      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| L5384954.SRDUP                                      | L5384954.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5434 | PA      | $5199.34      | 0.00%             | 2030-05-23      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 8798521.SRDSQ                                       | 8798521.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21677 | PA      | $17332.65     | 0.00%             | 2026-09-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8814811.SRDSQ                                       | 8814811.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5876 | PA      | $5629.76      | 0.00%             | 2026-09-08      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8834391.SRDSQ                                       | 8834391.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3649 | PA      | $3588.58      | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8873116.SRDSQ                                       | 8873116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1173 | PA      | $1060.99      | 0.00%             | 2026-09-21      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8881347.SRDSQ                                       | 8881347.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $918.29       | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8895156.SRDSQ                                       | 8895156.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43533 | PA      | $41998.25     | 0.00%             | 2026-09-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3301471.SRDUP                                     | FW3301471.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       446 | PA      | $449.48       | 0.00%             | 2027-07-22      | Fixed         | 28.94%                | Yes           |                  3 | On Loan: No      |
| FW3500372.SRDUP                                     | FW3500372.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7216 | PA      | $7298.18      | 0.00%             | 2027-10-13      | Fixed         | 23.00%                | Yes           |                  3 | On Loan: No      |
| FW3542603.SRDUP                                     | FW3542603.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5637 | PA      | $506.42       | 0.00%             | 2027-11-01      | Fixed         | 27.86%                | Yes           |                  3 | On Loan: No      |
| FW3542901.SRDUP                                     | FW3542901.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1306 | PA      | $1340.24      | 0.00%             | 2027-11-02      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| FW3954483.SRDUP                                     | FW3954483.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1059 | PA      | $625.65       | 0.00%             | 2028-09-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| FW3957551.SRDUP                                     | FW3957551.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1570 | PA      | $1499.64      | 0.00%             | 2029-02-05      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| 9055746.SRDSQ                                       | 9055746.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2370 | PA      | $2280.22      | 0.00%             | 2026-11-07      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9084818.SRDSQ                                       | 9084818.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3484 | PA      | $3382.62      | 0.00%             | 2026-11-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9272723.SRDSQ                                       | 9272723.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1624 | PA      | $1554.94      | 0.00%             | 2026-12-28      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 9313593.SRDSQ                                       | 9313593.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4546 | PA      | $1397.55      | 0.00%             | 2027-01-08      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| FW5010168.SRDUP                                     | FW5010168.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3544 | PA      | $3299.67      | 0.00%             | 2030-02-07      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| FW5580231.SRDUP                                     | FW5580231.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2841 | PA      | $2744.72      | 0.00%             | 2030-07-01      | Fixed         | 32.23%                | Yes           |                  3 | On Loan: No      |
| L3303191.SRDUP                                      | L3303191.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9531 | PA      | $9576.29      | 0.00%             | 2027-12-22      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| L3325345.SRDUP                                      | L3325345.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       670 | PA      | $669.81       | 0.00%             | 2027-08-02      | Fixed         | 13.12%                | Yes           |                  3 | On Loan: No      |
| L3913218.SRDUP                                      | L3913218.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       657 | PA      | $655.72       | 0.00%             | 2028-08-04      | Fixed         | 15.28%                | Yes           |                  3 | On Loan: No      |
| L3956173.SRDUP                                      | L3956173.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2180 | PA      | $2144.57      | 0.00%             | 2029-02-05      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L4008451.SRDUP                                      | L4008451.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6315 | PA      | $6288.86      | 0.00%             | 2028-10-06      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| L5178969.SRDUP                                      | L5178969.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2740 | PA      | $2594.51      | 0.00%             | 2030-04-03      | Fixed         | 23.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5400                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $924800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P5350                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       421 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6570                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6575                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 9743626.SRDSQ                                       | 9743626.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17780 | PA      | $16730.57     | 0.00%             | 2027-03-01      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 9759715.SRDSQ                                       | 9759715.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     59567 | PA      | $56292.31     | 0.00%             | 2027-03-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6580                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -84 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6585                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 10/31/25 P6590                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | TWD/USD FWD 20260113                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-140135.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 510                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -224 | NC      | $-22400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 512                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -97 | NC      | $-11518.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5179326.SRDUP                                      | L5179326.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18564 | PA      | $17585.11     | 0.00%             | 2030-04-03      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| L5581885.SRDUP                                      | L5581885.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2897 | PA      | $2865.12      | 0.00%             | 2030-07-01      | Fixed         | 14.65%                | Yes           |                  3 | On Loan: No      |
| 9766981.SRDSQ                                       | 9766981.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       953 | PA      | $901.10       | 0.00%             | 2027-03-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3959168.SRDUP                                    | CBM3959168.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6303 | PA      | $6300.92      | 0.00%             | 2026-09-05      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| CBM5385243.SRDUP                                    | CBM5385243.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6560 | PA      | $6250.58      | 0.00%             | 2030-05-23      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| DRB5000370.SRDUP                                    | DRB5000370.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1849 | PA      | $1734.29      | 0.00%             | 2028-02-04      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| FW5177065.SRDUP                                     | FW5177065.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8088 | PA      | $7586.69      | 0.00%             | 2030-04-03      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| L3298607.SRDUP                                      | L3298607.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9231 | PA      | $9397.46      | 0.00%             | 2027-07-26      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Dec25P 514                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -101 | NC      | $-13887.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPI 200 FUTURES   Dec25                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        38 | NC      | $9883.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5187673.SRDUP                                    | DRB5187673.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1943 | PA      | $1863.96      | 0.00%             | 2028-04-07      | Fixed         | 23.88%                | Yes           |                  3 | On Loan: No      |
| DRB5187909.SRDUP                                    | DRB5187909.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2869 | PA      | $2697.65      | 0.00%             | 2030-04-07      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| Quercus Re DAC                                      | Quercus Re DAC                                                       | CUSIP: 000000000<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |    315000 | PA      | $363591.41    | 0.02%             | 2027-07-08      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Vision 2039 2025-1 Class A                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2760392.01   | 0.14%             | 2028-04-06      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| L3301939.SRDUP                                      | L3301939.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1212 | PA      | $1225.41      | 0.00%             | 2027-07-22      | Fixed         | 23.78%                | Yes           |                  3 | On Loan: No      |
| L3325559.SRDUP                                      | L3325559.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1372 | PA      | $1386.22      | 0.00%             | 2027-08-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| DRB5188582.SRDUP                                    | DRB5188582.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4164 | PA      | $3897.26      | 0.00%             | 2030-04-07      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| DRB5382846.SRDUP                                    | DRB5382846.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1251 | PA      | $1191.53      | 0.00%             | 2030-05-23      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| L3500906.SRDUP                                      | L3500906.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4055 | PA      | $4066.21      | 0.00%             | 2027-10-13      | Fixed         | 17.79%                | Yes           |                  3 | On Loan: No      |
| L4014835.SRDUP                                      | L4014835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8205 | PA      | $8244.80      | 0.00%             | 2028-10-17      | Fixed         | 24.03%                | Yes           |                  3 | On Loan: No      |
| DRB5385919.SRDUP                                    | DRB5385919.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15979 | PA      | $15221.17     | 0.00%             | 2030-05-23      | Fixed         | 30.36%                | Yes           |                  3 | On Loan: No      |
| DRB5386355.SRDUP                                    | DRB5386355.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9456 | PA      | $9334.61      | 0.00%             | 2030-05-23      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| FW3303183.SRDUP                                     | FW3303183.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1634 | PA      | $1668.36      | 0.00%             | 2027-07-22      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3402478.SRDUP                                     | FW3402478.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6861 | PA      | $6976.34      | 0.00%             | 2027-09-06      | Fixed         | 34.66%                | Yes           |                  3 | On Loan: No      |
| L5578139.SRDUP                                      | L5578139.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4081 | PA      | $3981.09      | 0.00%             | 2030-07-02      | Fixed         | 21.68%                | Yes           |                  3 | On Loan: No      |
| FW3542728.SRDUP                                     | FW3542728.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       920 | PA      | $916.28       | 0.00%             | 2027-11-02      | Fixed         | 27.25%                | Yes           |                  3 | On Loan: No      |
| FW3542972.SRDUP                                     | FW3542972.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3358 | PA      | $3356.51      | 0.00%             | 2028-04-02      | Fixed         | 14.72%                | Yes           |                  3 | On Loan: No      |
| FW3543054.SRDUP                                     | FW3543054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16650 | PA      | $16793.50     | 0.00%             | 2027-11-02      | Fixed         | 25.59%                | Yes           |                  3 | On Loan: No      |
| FW3954338.SRDUP                                     | FW3954338.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2771 | PA      | $2779.80      | 0.00%             | 2028-09-01      | Fixed         | 18.89%                | Yes           |                  3 | On Loan: No      |
| FW3956858.SRDUP                                     | FW3956858.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6222 | PA      | $0.00         | 0.00%             | 2029-02-05      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| FW4008149.SRDUP                                     | FW4008149.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3376 | PA      | $2046.78      | 0.00%             | 2028-10-06      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| FW5179216.SRDUP                                     | FW5179216.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7397 | PA      | $6937.11      | 0.00%             | 2030-04-03      | Fixed         | 26.27%                | Yes           |                  3 | On Loan: No      |
| FW5385250.SRDUP                                     | FW5385250.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1899 | PA      | $1799.91      | 0.00%             | 2030-05-23      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| L3304669.SRDUP                                      | L3304669.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2298 | PA      | $2309.26      | 0.00%             | 2027-07-25      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| L3325178.SRDUP                                      | L3325178.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3212 | PA      | $3230.08      | 0.00%             | 2027-08-02      | Fixed         | 21.55%                | Yes           |                  3 | On Loan: No      |
| L3325691.SRDUP                                      | L3325691.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11301 | PA      | $11277.99     | 0.00%             | 2027-08-02      | Fixed         | 9.81%                 | Yes           |                  3 | On Loan: No      |
| L3337137.SRDUP                                      | L3337137.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1849 | PA      | $1863.64      | 0.00%             | 2027-08-10      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| L5007512.SRDUP                                      | L5007512.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1997 | PA      | $1933.01      | 0.00%             | 2030-02-07      | Fixed         | 16.15%                | Yes           |                  3 | On Loan: No      |
| L5178228.SRDUP                                      | L5178228.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5588 | PA      | $5421.46      | 0.00%             | 2030-04-03      | Fixed         | 20.90%                | Yes           |                  3 | On Loan: No      |
| L5181201.SRDUP                                      | L5181201.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3285 | PA      | $3175.49      | 0.00%             | 2028-04-04      | Fixed         | 15.77%                | Yes           |                  3 | On Loan: No      |
| L5386168.SRDUP                                      | L5386168.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4534 | PA      | $4411.73      | 0.00%             | 2028-05-23      | Fixed         | 16.58%                | Yes           |                  3 | On Loan: No      |
| L5577742.SRDUP                                      | L5577742.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1461 | PA      | $1432.98      | 0.00%             | 2030-07-01      | Fixed         | 19.01%                | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Stone Ridge Trust

**Signature:** Maura Keselowsky

**Name of Signer:** Maura Keselowsky

**Title:** Treasurer and Principal Financial Officer