# EDGAR Filing Document

**Accession Number:** 0001559992
**File Stem:** 0001193125-26-287701
**Filing Date:** 2026-6
**Character Count:** 2975687
**Document Hash:** 9e93b3898d8340431ed773d624e90d7a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-287701.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001193125-26-287701

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**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:** 261133408

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2221398655.83

**Total Liabilities:** $40424141.55

**Net Assets:** $2180974514.28

**Amount of Assets Invested in Other Investment Companies:** $314336089.73

**Delayed Delivery Securities:** $1609000.00

**Cash Not Reported:** $97869878.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -504.971915498000 | **5-Year:** -2554.587289012000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** -15024.453966906800 | **5-Year:** -10770.148841403400 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219644 | 2.29%                | 2.64%                | 0.99%                |
| Class ID C000219645 | 2.38%                | 2.63%                | 0.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2501793.12             | $-2427016.75                               |
| Month 2  | $-2814610.84             | $-9529621.40                               |
| Month 3  | $-3351931.95             | $-776190.85                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 10014631.SRDSQ                                      | 10014631.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2351 | PA      | $1660.86      | 0.00%             | 2027-05-01      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 10051179.SRDSQ                                      | 10051179.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10421 | PA      | $9993.66      | 0.00%             | 2027-05-09      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10074900.SRDSQ                                      | 10074900.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5335 | PA      | $4973.84      | 0.00%             | 2027-05-14      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10306022.SRDSQ                                      | 10306022.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2082 | PA      | $1997.59      | 0.00%             | 2027-07-08      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10337522.SRDSQ                                      | 10337522.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10604 | PA      | $10172.07     | 0.00%             | 2027-07-15      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10349746.SRDSQ                                      | 10349746.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       940 | PA      | $812.48       | 0.00%             | 2027-07-20      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 10366286.SRDSQ                                      | 10366286.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2200 | PA      | $1635.61      | 0.00%             | 2027-07-23      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 10367938.SRDSQ                                      | 10367938.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7756 | PA      | $7453.03      | 0.00%             | 2027-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10529644.SRDSQ                                      | 10529644.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5065 | PA      | $4807.06      | 0.00%             | 2027-08-27      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10531796.SRDSQ                                      | 10531796.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20837 | PA      | $19755.83     | 0.00%             | 2027-08-27      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10533371.SRDSQ                                      | 10533371.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22898 | PA      | $21323.02     | 0.00%             | 2027-09-01      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 10566852.SRDSQ                                      | 10566852.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8566 | PA      | $8125.15      | 0.00%             | 2027-09-06      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| 10568039.SRDSQ                                      | 10568039.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15451 | PA      | $14466.59     | 0.00%             | 2027-09-06      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10666024.SRDSQ                                      | 10666024.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11849 | PA      | $11178.64     | 0.00%             | 2027-09-27      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10794663.SRDSQ                                      | 10794663.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    116471 | PA      | $109074.68    | 0.01%             | 2027-10-21      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 185262514.SRDLC                                     | 185262514.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       839 | PA      | $87.94        | 0.00%             | 2025-02-23      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 186139447.SRDLC                                     | 186139447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19236 | PA      | $19043.60     | 0.00%             | 2028-03-25      | Fixed         | 20.44%                | Yes           |                  3 | On Loan: No      |
| 186431339.SRDLC                                     | 186431339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7051 | PA      | $7120.41      | 0.00%             | 2027-02-22      | Fixed         | 11.52%                | Yes           |                  3 | On Loan: No      |
| 187162945.SRDLC                                     | 187162945.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4103 | PA      | $430.04       | 0.00%             | 2027-03-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 187642052.SRDLC                                     | 187642052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2056 | PA      | $468.08       | 0.00%             | 2027-03-31      | 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      |
| 192023144.SRDLC                                     | 192023144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4235 | PA      | $4316.77      | 0.00%             | 2027-08-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192054809.SRDLC                                     | 192054809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5576 | PA      | $4003.40      | 0.00%             | 2028-02-12      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 192294945.SRDLC                                     | 192294945.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2922 | PA      | $3040.68      | 0.00%             | 2027-08-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 192359015.SRDLC                                     | 192359015.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5403 | PA      | $731.54       | 0.00%             | 2028-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 194405751.SRDLC                                     | 194405751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5461 | PA      | $5449.92      | 0.00%             | 2027-10-13      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 194767039.SRDLC                                     | 194767039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7592 | PA      | $795.68       | 0.00%             | 2028-10-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203311377.SRDLC                                     | 203311377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2644 | PA      | $277.13       | 0.00%             | 2026-08-14      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203732053.SRDLC                                     | 203732053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1782 | PA      | $1780.55      | 0.00%             | 2026-08-25      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 203779390.SRDLC                                     | 203779390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5882 | PA      | $5941.58      | 0.00%             | 2027-08-22      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204611663.SRDLC                                     | 204611663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1209 | PA      | $1226.62      | 0.00%             | 2026-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204740773.SRDLC                                     | 204740773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3386 | PA      | $3424.73      | 0.00%             | 2026-10-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 204998015.SRDLC                                     | 204998015.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12497 | PA      | $12534.90     | 0.00%             | 2027-11-07      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205054697.SRDLC                                     | 205054697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       884 | PA      | $887.69       | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205069689.SRDLC                                     | 205069689.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16509 | PA      | $2766.96      | 0.00%             | 2028-11-19      | Fixed         | 14.74%                | 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      |
| 205145072.SRDLC                                     | 205145072.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12459 | PA      | $13194.82     | 0.00%             | 2028-11-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205178421.SRDLC                                     | 205178421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4863 | PA      | $5162.34      | 0.00%             | 2028-11-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205239755.SRDLC                                     | 205239755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2259 | PA      | $2250.25      | 0.00%             | 2026-11-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205254709.SRDLC                                     | 205254709.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1617 | PA      | $169.50       | 0.00%             | 2027-05-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205257162.SRDLC                                     | 205257162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1856 | PA      | $1871.02      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205559006.SRDLC                                     | 205559006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2574 | PA      | $2553.57      | 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        |       992 | PA      | $986.83       | 0.00%             | 2026-12-08      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205850651.SRDLC                                     | 205850651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20666 | PA      | $20515.22     | 0.00%             | 2028-12-26      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205872318.SRDLC                                     | 205872318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2052 | PA      | $2076.30      | 0.00%             | 2027-05-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205873132.SRDLC                                     | 205873132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11896 | PA      | $12004.39     | 0.00%             | 2027-12-27      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 206540932.SRDLC                                     | 206540932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       695 | PA      | $686.08       | 0.00%             | 2027-02-06      | Fixed         | 22.49%                | 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      |
| 206666955.SRDLC                                     | 206666955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3324 | PA      | $3301.95      | 0.00%             | 2027-02-12      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 206923791.SRDLC                                     | 206923791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3890 | PA      | $3848.82      | 0.00%             | 2027-03-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207751602.SRDLC                                     | 207751602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14239 | PA      | $14314.25     | 0.00%             | 2029-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207832196.SRDLC                                     | 207832196.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3860 | PA      | $3795.26      | 0.00%             | 2027-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207886285.SRDLC                                     | 207886285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2650.64      | 0.00%             | 2027-04-30      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 207919387.SRDLC                                     | 207919387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8811 | PA      | $923.36       | 0.00%             | 2028-10-23      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210870244.SRDLC                                     | 210870244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21962 | PA      | $2301.66      | 0.00%             | 2029-09-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211015059.SRDLC                                     | 211015059.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1414 | PA      | $1383.95      | 0.00%             | 2028-09-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211139852.SRDLC                                     | 211139852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2528 | PA      | $2483.33      | 0.00%             | 2028-09-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211443315.SRDLC                                     | 211443315.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2052 | PA      | $1994.39      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211456925.SRDLC                                     | 211456925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2381 | PA      | $2293.92      | 0.00%             | 2027-10-02      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211641271.SRDLC                                     | 211641271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4375 | PA      | $4151.92      | 0.00%             | 2029-11-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211649625.SRDLC                                     | 211649625.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3236 | PA      | $3255.87      | 0.00%             | 2026-10-25      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211836473.SRDLC                                     | 211836473.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11427 | PA      | $11205.11     | 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        |      9213 | PA      | $2402.80      | 0.00%             | 2029-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212147696.SRDLC                                     | 212147696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2635 | PA      | $2592.67      | 0.00%             | 2027-11-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212223334.SRDLC                                     | 212223334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18276 | PA      | $17902.90     | 0.00%             | 2030-11-12      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 212437727.SRDLC                                     | 212437727.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23180 | PA      | $22953.10     | 0.00%             | 2027-11-21      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 212485367.SRDLC                                     | 212485367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1663 | PA      | $1655.94      | 0.00%             | 2026-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212543209.SRDLC                                     | 212543209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24260 | PA      | $23318.29     | 0.00%             | 2029-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 212545957.SRDLC                                     | 212545957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9279 | PA      | $9002.06      | 0.00%             | 2027-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213693069.SRDLC                                     | 213693069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9363 | PA      | $9130.88      | 0.00%             | 2029-01-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214376667.SRDLC                                     | 214376667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1510.73      | 0.00%             | 2027-02-14      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214399038.SRDLC                                     | 214399038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6349 | PA      | $6234.28      | 0.00%             | 2029-02-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214967856.SRDLC                                     | 214967856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13382 | PA      | $12809.72     | 0.00%             | 2028-04-17      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215052186.SRDLC                                     | 215052186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10077 | PA      | $1056.05      | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215599208.SRDLC                                     | 215599208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12800 | PA      | $12329.86     | 0.00%             | 2029-04-09      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 216276686.SRDLC                                     | 216276686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14855 | PA      | $14096.98     | 0.00%             | 2028-05-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 216278094.SRDLC                                     | 216278094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3187 | PA      | $3108.73      | 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        |     14070 | PA      | $13529.38     | 0.00%             | 2029-07-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 218305094.SRDLC                                     | 218305094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6119 | PA      | $5818.55      | 0.00%             | 2028-08-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219106811.SRDLC                                     | 219106811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5944 | PA      | $5609.53      | 0.00%             | 2028-08-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219820287.SRDLC                                     | 219820287.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2724 | PA      | $2684.17      | 0.00%             | 2027-09-09      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 219974380.SRDLC                                     | 219974380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6552 | PA      | $6292.33      | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219996378.SRDLC                                     | 219996378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7584 | PA      | $7373.20      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219996400.SRDLC                                     | 219996400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1419.35      | 0.00%             | 2029-09-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 220015672.SRDLC                                     | 220015672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4477 | PA      | $4344.33      | 0.00%             | 2027-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8149441.SRDSQ                                       | 8149441.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       593 | PA      | $200.39       | 0.00%             | 2026-03-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8373827.SRDSQ                                       | 8373827.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1217 | PA      | $667.39       | 0.00%             | 2026-05-12      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8786224.SRDSQ                                       | 8786224.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       511 | PA      | $412.75       | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8793082.SRDSQ                                       | 8793082.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       455 | PA      | $361.02       | 0.00%             | 2026-09-03      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9094587.SRDSQ                                       | 9094587.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       236 | PA      | $233.44       | 0.00%             | 2026-11-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9098936.SRDSQ                                       | 9098936.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3124 | PA      | $231.14       | 0.00%             | 2026-11-18      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 9132740.SRDSQ                                       | 9132740.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       286 | PA      | $279.87       | 0.00%             | 2026-11-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9324036.SRDSQ                                       | 9324036.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15923 | PA      | $11580.62     | 0.00%             | 2027-01-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9344018.SRDSQ                                       | 9344018.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3635 | PA      | $2917.02      | 0.00%             | 2027-01-16      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 9777235.SRDSQ                                       | 9777235.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2643 | PA      | $2544.80      | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910438.SRDUP                                    | CBM3910438.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30712 | PA      | $30699.96     | 0.00%             | 2028-08-02      | Fixed         | 22.29%                | Yes           |                  3 | On Loan: No      |
| CBM3911895.SRDUP                                    | CBM3911895.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1660 | PA      | $1671.18      | 0.00%             | 2028-08-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| CBM3912172.SRDUP                                    | CBM3912172.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3456 | PA      | $3428.34      | 0.00%             | 2029-01-03      | Fixed         | 14.10%                | Yes           |                  3 | On Loan: No      |
| CBM3913457.SRDUP                                    | CBM3913457.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1201 | PA      | $1208.81      | 0.00%             | 2028-08-04      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| CBM3955904.SRDUP                                    | CBM3955904.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6885 | PA      | $6938.23      | 0.00%             | 2028-09-05      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| CBM5382282.SRDUP                                    | CBM5382282.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $1326.21      | 0.00%             | 2030-05-23      | Fixed         | 28.75%                | Yes           |                  3 | On Loan: No      |
| FW3291688.SRDUP                                     | FW3291688.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3643 | PA      | $3634.84      | 0.00%             | 2027-07-19      | Fixed         | 14.61%                | Yes           |                  3 | On Loan: No      |
| FW3302804.SRDUP                                     | FW3302804.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11066 | PA      | $11037.50     | 0.00%             | 2027-10-22      | Fixed         | 14.21%                | Yes           |                  3 | On Loan: No      |
| FW3320406.SRDUP                                     | FW3320406.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       550 | PA      | $551.51       | 0.00%             | 2027-08-01      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3342131.SRDUP                                     | FW3342131.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       425 | PA      | $422.34       | 0.00%             | 2027-08-09      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3499634.SRDUP                                     | FW3499634.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       996 | PA      | $1002.34      | 0.00%             | 2027-10-13      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| FW3910687.SRDUP                                     | FW3910687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6604 | PA      | $6540.32      | 0.00%             | 2028-08-02      | Fixed         | 18.34%                | Yes           |                  3 | On Loan: No      |
| FW3957660.SRDUP                                     | FW3957660.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1666 | PA      | $732.56       | 0.00%             | 2026-09-05      | Fixed         | 25.28%                | Yes           |                  3 | On Loan: No      |
| FW4008078.SRDUP                                     | FW4008078.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7201 | PA      | $7209.58      | 0.00%             | 2028-10-06      | Fixed         | 22.78%                | Yes           |                  3 | On Loan: No      |
| FW4012160.SRDUP                                     | FW4012160.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       992 | PA      | $1001.82      | 0.00%             | 2028-10-10      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| FW5177433.SRDUP                                     | FW5177433.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2331 | PA      | $2139.83      | 0.00%             | 2030-04-03      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| FW5582941.SRDUP                                     | FW5582941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7961 | PA      | $1235.56      | 0.00%             | 2030-07-02      | Fixed         | 31.28%                | Yes           |                  3 | On Loan: No      |
| L3304935.SRDUP                                      | L3304935.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1740 | PA      | $1733.40      | 0.00%             | 2027-07-25      | Fixed         | 12.34%                | Yes           |                  3 | On Loan: No      |
| L3305582.SRDUP                                      | L3305582.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1066 | PA      | $1061.96      | 0.00%             | 2027-07-25      | Fixed         | 11.14%                | Yes           |                  3 | On Loan: No      |
| L3312347.SRDUP                                      | L3312347.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3152 | PA      | $3140.85      | 0.00%             | 2027-07-27      | Fixed         | 12.73%                | Yes           |                  3 | On Loan: No      |
| L3320133.SRDUP                                      | L3320133.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5832 | PA      | $5880.47      | 0.00%             | 2028-01-01      | Fixed         | 20.46%                | Yes           |                  3 | On Loan: No      |
| L3328360.SRDUP                                      | L3328360.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1629 | PA      | $1641.56      | 0.00%             | 2027-08-03      | Fixed         | 20.13%                | Yes           |                  3 | On Loan: No      |
| L3331276.SRDUP                                      | L3331276.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       676 | PA      | $141.81       | 0.00%             | 2027-08-04      | Fixed         | 23.86%                | Yes           |                  3 | On Loan: No      |
| L3391572.SRDUP                                      | L3391572.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7535 | PA      | $7487.12      | 0.00%             | 2027-09-01      | Fixed         | 17.31%                | Yes           |                  3 | On Loan: No      |
| L3391640.SRDUP                                      | L3391640.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10401 | PA      | $10332.12     | 0.00%             | 2027-09-01      | Fixed         | 12.14%                | Yes           |                  3 | On Loan: No      |
| L3501081.SRDUP                                      | L3501081.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3715 | PA      | $3600.16      | 0.00%             | 2027-10-22      | Fixed         | 21.06%                | Yes           |                  3 | On Loan: No      |
| L3913266.SRDUP                                      | L3913266.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3444 | PA      | $3443.91      | 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        |      1408 | PA      | $1396.86      | 0.00%             | 2029-02-05      | Fixed         | 21.47%                | Yes           |                  3 | On Loan: No      |
| L4008092.SRDUP                                      | L4008092.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19009 | PA      | $18967.56     | 0.00%             | 2028-10-06      | Fixed         | 12.27%                | Yes           |                  3 | On Loan: No      |
| L4008663.SRDUP                                      | L4008663.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1998 | PA      | $1980.14      | 0.00%             | 2026-10-06      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| L5008893.SRDUP                                      | L5008893.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8607 | PA      | $7937.33      | 0.00%             | 2030-02-16      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| 10014271.SRDSQ                                      | 10014271.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4074 | PA      | $3732.17      | 0.00%             | 2027-05-01      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10085952.SRDSQ                                      | 10085952.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2003 | PA      | $1937.32      | 0.00%             | 2027-05-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5178970.SRDUP                                      | L5178970.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4672 | PA      | $725.04       | 0.00%             | 2030-04-03      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L5187436.SRDUP                                      | L5187436.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2744 | PA      | $549.35       | 0.00%             | 2028-04-07      | Fixed         | 14.00%                | Yes           |                  3 | On Loan: No      |
| 10112971.SRDSQ                                      | 10112971.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       811 | PA      | $777.22       | 0.00%             | 2027-05-24      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 10266920.SRDSQ                                      | 10266920.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3679 | PA      | $3442.43      | 0.00%             | 2027-06-30      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10289891.SRDSQ                                      | 10289891.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6911 | PA      | $6597.58      | 0.00%             | 2027-07-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10290244.SRDSQ                                      | 10290244.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4338 | PA      | $4129.39      | 0.00%             | 2027-07-06      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10316837.SRDSQ                                      | 10316837.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7969 | PA      | $7396.43      | 0.00%             | 2027-07-12      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10320919.SRDSQ                                      | 10320919.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1766 | PA      | $1209.68      | 0.00%             | 2027-07-13      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10362309.SRDSQ                                      | 10362309.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3385 | PA      | $3118.65      | 0.00%             | 2027-07-22      | Fixed         | 5.46%                 | Yes           |                  3 | On Loan: No      |
| 10373975.SRDSQ                                      | 10373975.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5012 | PA      | $4787.77      | 0.00%             | 2027-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10375394.SRDSQ                                      | 10375394.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2461 | PA      | $2346.54      | 0.00%             | 2027-07-26      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 10528030.SRDSQ                                      | 10528030.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12110 | PA      | $11503.29     | 0.00%             | 2027-08-27      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10597792.SRDSQ                                      | 10597792.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19482 | PA      | $18424.36     | 0.00%             | 2027-09-12      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10646738.SRDSQ                                      | 10646738.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29042 | PA      | $27288.10     | 0.00%             | 2027-09-24      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10665569.SRDSQ                                      | 10665569.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3510 | PA      | $3314.66      | 0.00%             | 2027-09-27      | Fixed         | 4.54%                 | Yes           |                  3 | On Loan: No      |
| 186952065.SRDLC                                     | 186952065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $0.00         | 0.00%             | 2025-03-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 187299766.SRDLC                                     | 187299766.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2459 | PA      | $2525.91      | 0.00%             | 2027-03-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187869709.SRDLC                                     | 187869709.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7333 | PA      | $768.48       | 0.00%             | 2027-04-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 191434671.SRDLC                                     | 191434671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7418 | PA      | $7481.66      | 0.00%             | 2027-07-14      | Fixed         | 13.44%                | Yes           |                  3 | On Loan: No      |
| 192010930.SRDLC                                     | 192010930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       206 | PA      | $209.26       | 0.00%             | 2026-08-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192995083.SRDLC                                     | 192995083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4964 | PA      | $520.19       | 0.00%             | 2027-09-06      | Fixed         | 32.39%                | 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      |
| 10024566.SRDSQ                                      | 10024566.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6691 | PA      | $6484.04      | 0.00%             | 2027-05-04      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10025540.SRDSQ                                      | 10025540.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25326 | PA      | $24645.11     | 0.00%             | 2027-05-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 203647546.SRDLC                                     | 203647546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11988 | PA      | $12455.90     | 0.00%             | 2028-09-05      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 203669529.SRDLC                                     | 203669529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2434 | PA      | $2430.31      | 0.00%             | 2026-08-21      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 10030678.SRDSQ                                      | 10030678.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1113 | PA      | $857.93       | 0.00%             | 2027-05-05      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 10086286.SRDSQ                                      | 10086286.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23311 | PA      | $7070.26      | 0.00%             | 2027-05-18      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 203830149.SRDLC                                     | 203830149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2040 | PA      | $2060.10      | 0.00%             | 2027-08-28      | Fixed         | 16.46%                | Yes           |                  3 | On Loan: No      |
| 204062213.SRDLC                                     | 204062213.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19575 | PA      | $2051.49      | 0.00%             | 2028-09-18      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 10089889.SRDSQ                                      | 10089889.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3964 | PA      | $3812.92      | 0.00%             | 2027-05-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10290522.SRDSQ                                      | 10290522.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3217 | PA      | $3095.31      | 0.00%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 204210805.SRDLC                                     | 204210805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1689 | PA      | $1694.20      | 0.00%             | 2026-09-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 204517947.SRDLC                                     | 204517947.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13711 | PA      | $14510.55     | 0.00%             | 2028-10-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204891575.SRDLC                                     | 204891575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17316 | PA      | $5028.56      | 0.00%             | 2028-10-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205075732.SRDLC                                     | 205075732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16192 | PA      | $1696.97      | 0.00%             | 2028-06-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10309931.SRDSQ                                      | 10309931.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5076 | PA      | $4785.97      | 0.00%             | 2027-07-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10317946.SRDSQ                                      | 10317946.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5499 | PA      | $5291.40      | 0.00%             | 2027-07-12      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10020149.SRDSQ                                      | 10020149.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       836 | PA      | $807.86       | 0.00%             | 2027-05-03      | Fixed         | 4.74%                 | Yes           |                  3 | On Loan: No      |
| 10068311.SRDSQ                                      | 10068311.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2295 | PA      | $2222.63      | 0.00%             | 2027-05-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10336256.SRDSQ                                      | 10336256.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12837 | PA      | $12320.95     | 0.00%             | 2027-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10555660.SRDSQ                                      | 10555660.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39779 | PA      | $37511.55     | 0.00%             | 2027-09-04      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 205138029.SRDLC                                     | 205138029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10569 | PA      | $11243.00     | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205283754.SRDLC                                     | 205283754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3816 | PA      | $3806.90      | 0.00%             | 2026-11-24      | Fixed         | 7.17%                 | 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      | $1715030.98   | 0.08%             | 2031-10-27      | Fixed         | 0.00%                 | No            |                  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      | $4761462.21   | 0.22%             | 2032-04-26      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 205570754.SRDLC                                     | 205570754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15656 | PA      | $15499.61     | 0.00%             | 2028-12-13      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 206476430.SRDLC                                     | 206476430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6920 | PA      | $6828.38      | 0.00%             | 2027-02-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 10570141.SRDSQ                                      | 10570141.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6257 | PA      | $5910.50      | 0.00%             | 2027-09-06      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10589085.SRDSQ                                      | 10589085.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3322 | PA      | $3098.98      | 0.00%             | 2027-09-11      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10112912.SRDSQ                                      | 10112912.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1640 | PA      | $1186.88      | 0.00%             | 2027-05-24      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| 10264767.SRDSQ                                      | 10264767.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1614 | PA      | $1461.64      | 0.00%             | 2027-06-30      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR2 Trust                                                 | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4418083.15   | 0.20%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR2 Trust                                                 | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1720641.78   | 0.08%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2026-1 Class B                                           | CUSIP: 04227FAH8<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   1346000 | PA      | $1346000.00   | 0.06%             | 2029-06-07      | Floating      | 3.69%                 | 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      | $762964.90    | 0.03%             | 2027-04-07      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| 207132650.SRDLC                                     | 207132650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9511 | PA      | $9488.66      | 0.00%             | 2029-03-11      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 207135412.SRDLC                                     | 207135412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27364 | PA      | $27205.35     | 0.00%             | 2029-03-19      | Fixed         | 16.74%                | 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      | $745330.00    | 0.03%             | 2027-06-07      | Floating      | 9.08%                 | 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      | $1013901.35   | 0.05%             | 2027-06-07      | Floating      | 12.04%                | Yes           |                  2 | On Loan: No      |
| 10310240.SRDSQ                                      | 10310240.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33907 | PA      | $32906.87     | 0.00%             | 2027-07-09      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10320449.SRDSQ                                      | 10320449.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2010 | PA      | $1892.80      | 0.00%             | 2027-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2024-SFR2 Trust                                                 | CUSIP: 00179UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4620578.20   | 0.21%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2025-SFR1 Trust                                                 | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1638500.42   | 0.08%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 210577054.SRDLC                                     | 210577054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3427 | PA      | $3323.99      | 0.00%             | 2027-09-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210661857.SRDLC                                     | 210661857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10330 | PA      | $9945.62      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10621659.SRDSQ                                      | 10621659.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11898 | PA      | $11161.32     | 0.00%             | 2027-09-18      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10628148.SRDSQ                                      | 10628148.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5153 | PA      | $4843.67      | 0.00%             | 2027-09-19      | Fixed         | 6.18%                 | 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      | $323175.00    | 0.01%             | 2029-07-08      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Atlas Capital DAC                                   | Atlas Capital DAC 2024-1 Class A                                     | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    267000 | PA      | $285916.95    | 0.01%             | 2027-06-08      | Floating      | 17.85%                | 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      | $2859620.40   | 0.13%             | 2026-06-08      | Floating      | 12.52%                | Yes           |                  2 | On Loan: No      |
| Aragonite Re Ltd.                                   | Aragonite Re 2024-1 Class A                                          | CUSIP: 03851YAA7<br>LEI: 254900LF29LPMNPHA287 | Long             | DBT              | CORP              | BM        |    931000 | PA      | $946640.80    | 0.04%             | 2027-04-07      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| 10007343.SRDSQ                                      | 10007343.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9811 | PA      | $9332.53      | 0.00%             | 2027-04-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10082841.SRDSQ                                      | 10082841.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1476 | PA      | $1388.58      | 0.00%             | 2027-05-17      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 210753773.SRDLC                                     | 210753773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11015 | PA      | $10678.23     | 0.00%             | 2029-09-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211118029.SRDLC                                     | 211118029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12401 | PA      | $12120.80     | 0.00%             | 2028-09-30      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 10682102.SRDSQ                                      | 10682102.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    103281 | PA      | $93541.85     | 0.00%             | 2027-09-30      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 185947404.SRDLC                                     | 185947404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13176 | PA      | $1380.83      | 0.00%             | 2027-02-15      | Fixed         | 16.74%                | 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      | $455499.80    | 0.02%             | 2027-07-07      | Floating      | 8.74%                 | 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      | $2585438.50   | 0.12%             | 2029-07-09      | Floating      | 7.44%                 | 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      | $2714048.70   | 0.12%             | 2027-05-07      | Floating      | 13.89%                | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-2 Class A                                           | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   2253000 | PA      | $2370831.90   | 0.11%             | 2028-01-07      | Floating      | 12.30%                | Yes           |                  2 | On Loan: No      |
| 211168038.SRDLC                                     | 211168038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14287 | PA      | $13727.14     | 0.00%             | 2027-10-03      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211260000.SRDLC                                     | 211260000.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3157 | PA      | $3044.05      | 0.00%             | 2027-10-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186135953.SRDLC                                     | 186135953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2067 | PA      | $2094.27      | 0.00%             | 2027-02-24      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187017395.SRDLC                                     | 187017395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6647 | PA      | $7143.06      | 0.00%             | 2027-10-27      | Fixed         | 28.99%                | 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      | $1717479.40   | 0.08%             | 2026-05-26      | Floating      | 16.08%                | 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      | $1727029.95   | 0.08%             | 2026-05-26      | Floating      | 22.74%                | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2026-1 Class A                                           | CUSIP: 04227FAG0<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   1231000 | PA      | $1231000.00   | 0.06%             | 2029-06-07      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2026-1 Class A                                              | CUSIP: 07304LAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1609000 | PA      | $1609000.00   | 0.07%             | 2029-05-08      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 211440795.SRDLC                                     | 211440795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7612 | PA      | $7384.75      | 0.00%             | 2029-10-10      | Fixed         | 32.39%                | 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      |
| 10101890.SRDSQ                                      | 10101890.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15721 | PA      | $14408.50     | 0.00%             | 2027-05-20      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10321776.SRDSQ                                      | 10321776.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5795 | PA      | $5590.33      | 0.00%             | 2027-07-13      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2025-SFR1 Trust                                                 | CUSIP: 00182MAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2327662.11   | 0.11%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  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      | $12665010.53  | 0.58%             | 2055-04-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 10340789.SRDSQ                                      | 10340789.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4048 | PA      | $3884.08      | 0.00%             | 2027-07-16      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10368360.SRDSQ                                      | 10368360.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1883 | PA      | $1819.78      | 0.00%             | 2027-07-23      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 187777756.SRDLC                                     | 187777756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1867 | PA      | $195.62       | 0.00%             | 2027-03-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193051775.SRDLC                                     | 193051775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2229 | PA      | $2262.16      | 0.00%             | 2027-09-01      | Fixed         | 24.49%                | 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      | $2547854.40   | 0.12%             | 2027-04-30      | Floating      | 12.03%                | 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      | $665768.95    | 0.03%             | 2027-04-30      | Floating      | 21.62%                | Yes           |                  2 | 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      | $2407558.24   | 0.11%             | 2034-12-15      | 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      | $1142531.06   | 0.05%             | 2035-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| 211582447.SRDLC                                     | 211582447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15574 | PA      | $15245.64     | 0.00%             | 2029-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211625334.SRDLC                                     | 211625334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1314 | PA      | $1310.84      | 0.00%             | 2026-10-02      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 10334923.SRDSQ                                      | 10334923.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19247 | PA      | $18320.96     | 0.00%             | 2027-07-15      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10336943.SRDSQ                                      | 10336943.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7712 | PA      | $7399.35      | 0.00%             | 2027-07-15      | Fixed         | 4.72%                 | 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      | $2058991.40   | 0.09%             | 2026-11-06      | Floating      | 8.04%                 | 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      | $2170545.80   | 0.10%             | 2027-11-05      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| 10524282.SRDSQ                                      | 10524282.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14831 | PA      | $13995.84     | 0.00%             | 2027-08-26      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10525380.SRDSQ                                      | 10525380.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10480 | PA      | $9717.76      | 0.00%             | 2027-08-26      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 193348242.SRDLC                                     | 193348242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3513 | PA      | $2749.44      | 0.00%             | 2027-09-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 193847911.SRDLC                                     | 193847911.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       760 | PA      | $79.63        | 0.00%             | 2025-09-23      | Fixed         | 20.19%                | 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      | $517723.05    | 0.02%             | 2028-06-07      | Floating      | 9.44%                 | 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      | $1780113.75   | 0.08%             | 2028-06-07      | Floating      | 12.19%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2025-1 Class A                                              | CUSIP: 07304LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2137000 | PA      | $2155912.45   | 0.10%             | 2028-05-08      | Floating      | 10.69%                | Yes           |                  2 | 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      | $908786.08    | 0.04%             | 2035-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 211796634.SRDLC                                     | 211796634.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12044 | PA      | $11646.25     | 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        |     22117 | PA      | $21663.54     | 0.00%             | 2027-10-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 10343882.SRDSQ                                      | 10343882.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1389 | PA      | $1082.88      | 0.00%             | 2027-07-16      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10344166.SRDSQ                                      | 10344166.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1437.12      | 0.00%             | 2027-07-17      | Fixed         | 5.49%                 | Yes           |                  3 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2025-X1                            | CUSIP: 00834M103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10300 | PA      | $172399.44    | 0.01%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  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      | $183897.84    | 0.01%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 10539672.SRDSQ                                      | 10539672.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3688 | PA      | $3333.23      | 0.00%             | 2027-09-02      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| 10569715.SRDSQ                                      | 10569715.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11182 | PA      | $10521.43     | 0.00%             | 2027-09-06      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 194006210.SRDLC                                     | 194006210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7514 | PA      | $7607.17      | 0.00%             | 2027-10-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 195694244.SRDLC                                     | 195694244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10464 | PA      | $9119.20      | 0.00%             | 2028-01-06      | Fixed         | 15.00%                | 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      | $1456101.00   | 0.07%             | 2028-06-07      | Floating      | 15.44%                | 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      | $2930996.25   | 0.13%             | 2027-06-07      | Floating      | 15.69%                | Yes           |                  2 | 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      | $3574327.28   | 0.16%             | 2035-06-15      | Fixed         | 0.00%                 | No            |                  3 | 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      | $2346471.64   | 0.11%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 211830260.SRDLC                                     | 211830260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5375 | PA      | $5277.53      | 0.00%             | 2029-10-28      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211830375.SRDLC                                     | 211830375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2973 | PA      | $2872.03      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 10522949.SRDSQ                                      | 10522949.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15228 | PA      | $14603.64     | 0.00%             | 2027-08-26      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 10529244.SRDSQ                                      | 10529244.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4835 | PA      | $4559.43      | 0.00%             | 2027-08-27      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2025-X2                            | CUSIP: 00835D102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51285 | PA      | $2690786.60   | 0.12%             | 2030-10-15      | 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        |  15711000 | PA      | $15780913.95  | 0.72%             | 2026-06-07      | Floating      | 12.77%                | Yes           |                  2 | On Loan: No      |
| 10661817.SRDSQ                                      | 10661817.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1504 | PA      | $1421.38      | 0.00%             | 2027-09-26      | Fixed         | 4.57%                 | Yes           |                  3 | On Loan: No      |
| 186499500.SRDLC                                     | 186499500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10757 | PA      | $1127.28      | 0.00%             | 2027-03-16      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 203951950.SRDLC                                     | 203951950.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8512 | PA      | $8581.65      | 0.00%             | 2027-09-10      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 204610980.SRDLC                                     | 204610980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       257 | PA      | $257.03       | 0.00%             | 2026-10-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class B                                            | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    391000 | PA      | $390667.65    | 0.02%             | 2027-12-19      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class C                                            | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   1969000 | PA      | $1977663.60   | 0.09%             | 2027-12-19      | Floating      | 9.19%                 | Yes           |                  2 | 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      | $1216250.83   | 0.06%             | 2035-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Best Egg Asset Structured Pass                      | Best Egg Asset Structured Pass Through Master Trust Series 2025-H    | CUSIP: 08652EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9517 | PA      | $1472907.99   | 0.07%             | 2035-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 212000556.SRDLC                                     | 212000556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3609 | PA      | $3390.32      | 0.00%             | 2028-11-06      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 212155486.SRDLC                                     | 212155486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8876 | PA      | $930.18       | 0.00%             | 2026-11-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 10540263.SRDSQ                                      | 10540263.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7802 | PA      | $7392.11      | 0.00%             | 2027-09-02      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10543975.SRDSQ                                      | 10543975.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3505 | PA      | $3315.68      | 0.00%             | 2027-09-03      | Fixed         | 4.54%                 | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class A                                              | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   9400000 | PA      | $9510920.00   | 0.44%             | 2027-06-07      | Floating      | 10.23%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class B                                              | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |  11104000 | PA      | $11318307.20  | 0.52%             | 2027-06-07      | Floating      | 12.13%                | Yes           |                  2 | On Loan: No      |
| 186978254.SRDLC                                     | 186978254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8733 | PA      | $8695.05      | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 187004337.SRDLC                                     | 187004337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8820 | PA      | $8783.75      | 0.00%             | 2027-10-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204744165.SRDLC                                     | 204744165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3356 | PA      | $3432.73      | 0.00%             | 2027-10-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204968495.SRDLC                                     | 204968495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10207 | PA      | $10559.96     | 0.00%             | 2029-06-07      | Fixed         | 31.49%                | 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      | $1533386.15   | 0.07%             | 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      | $4165600.17   | 0.19%             | 2037-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2025-1 Class A                                            | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    553000 | PA      | $480335.80    | 0.02%             | 2027-01-08      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| 10008165.SRDSQ                                      | 10008165.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5779 | PA      | $5521.32      | 0.00%             | 2027-04-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212488949.SRDLC                                     | 212488949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1287 | PA      | $1264.90      | 0.00%             | 2027-11-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213908440.SRDLC                                     | 213908440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1976 | PA      | $1913.25      | 0.00%             | 2028-01-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 10574821.SRDSQ                                      | 10574821.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17035 | PA      | $16082.37     | 0.00%             | 2027-09-09      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10617934.SRDSQ                                      | 10617934.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34197 | PA      | $32364.29     | 0.00%             | 2027-09-17      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 187170600.SRDLC                                     | 187170600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5630 | PA      | $5843.45      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187701388.SRDLC                                     | 187701388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2948 | PA      | $3130.48      | 0.00%             | 2027-03-22      | Fixed         | 28.49%                | 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      | $7622146.00   | 0.35%             | 2026-06-07      | Floating      | 15.57%                | Yes           |                  2 | On Loan: No      |
| 10008438.SRDSQ                                      | 10008438.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17582 | PA      | $16609.28     | 0.00%             | 2027-04-30      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 204980470.SRDLC                                     | 204980470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8274 | PA      | $867.14       | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205039537.SRDLC                                     | 205039537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8123 | PA      | $8187.44      | 0.00%             | 2027-11-15      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 214100749.SRDLC                                     | 214100749.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1915 | PA      | $1894.48      | 0.00%             | 2028-02-26      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 214233719.SRDLC                                     | 214233719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23563 | PA      | $2469.40      | 0.00%             | 2030-02-12      | Fixed         | 20.99%                | 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      | $518760.60    | 0.02%             | 2028-05-08      | Floating      | 11.69%                | Yes           |                  2 | 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      | $3516575.40   | 0.16%             | 2027-01-08      | Floating      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| 10080042.SRDSQ                                      | 10080042.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3734 | PA      | $3279.91      | 0.00%             | 2027-05-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10090950.SRDSQ                                      | 10090950.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2275 | PA      | $1956.80      | 0.00%             | 2027-05-19      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 10037448.SRDSQ                                      | 10037448.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3428 | PA      | $3326.04      | 0.00%             | 2027-05-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10066776.SRDSQ                                      | 10066776.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12292 | PA      | $11898.99     | 0.00%             | 2027-05-13      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 187854697.SRDLC                                     | 187854697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1447 | PA      | $1495.40      | 0.00%             | 2027-04-04      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 188202504.SRDLC                                     | 188202504.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2710 | PA      | $2702.67      | 0.00%             | 2027-04-01      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 186694143.SRDLC                                     | 186694143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2426 | PA      | $2410.19      | 0.00%             | 2027-02-28      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 187920689.SRDLC                                     | 187920689.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2593 | PA      | $2713.10      | 0.00%             | 2027-07-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205136231.SRDLC                                     | 205136231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1036 | PA      | $1041.02      | 0.00%             | 2026-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205212215.SRDLC                                     | 205212215.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4923 | PA      | $4902.72      | 0.00%             | 2026-11-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214842925.SRDLC                                     | 214842925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10085 | PA      | $9775.41      | 0.00%             | 2029-03-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214969747.SRDLC                                     | 214969747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35421 | PA      | $34850.25     | 0.00%             | 2028-03-17      | Fixed         | 10.74%                | Yes           |                  3 | 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      | $4284046.15   | 0.20%             | 2027-01-08      | Floating      | 11.97%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class A                                         | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1548000 | PA      | $1555894.80   | 0.07%             | 2029-01-08      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| 10306594.SRDSQ                                      | 10306594.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3187 | PA      | $3050.60      | 0.00%             | 2027-07-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10319014.SRDSQ                                      | 10319014.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1751 | PA      | $1654.83      | 0.00%             | 2027-07-13      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 188687759.SRDLC                                     | 188687759.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3954 | PA      | $3956.42      | 0.00%             | 2027-04-22      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191151335.SRDLC                                     | 191151335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5299 | PA      | $555.35       | 0.00%             | 2027-07-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 10076465.SRDSQ                                      | 10076465.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4592 | PA      | $4340.85      | 0.00%             | 2027-05-15      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10312671.SRDSQ                                      | 10312671.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9713 | PA      | $9276.42      | 0.00%             | 2027-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 188494020.SRDLC                                     | 188494020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6035 | PA      | $632.50       | 0.00%             | 2027-04-18      | Fixed         | 15.19%                | 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      |
| 215155702.SRDLC                                     | 215155702.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26945 | PA      | $26279.01     | 0.00%             | 2028-03-21      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 215619495.SRDLC                                     | 215619495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2229 | PA      | $233.56       | 0.00%             | 2028-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205649098.SRDLC                                     | 205649098.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6826 | PA      | $6776.49      | 0.00%             | 2027-01-03      | Fixed         | 11.09%                | Yes           |                  3 | On Loan: No      |
| 205800726.SRDLC                                     | 205800726.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22110 | PA      | $21937.78     | 0.00%             | 2028-12-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 10547038.SRDSQ                                      | 10547038.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2176 | PA      | $1970.35      | 0.00%             | 2027-09-03      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10564100.SRDSQ                                      | 10564100.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7523 | PA      | $7047.80      | 0.00%             | 2027-09-05      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class B                                         | CUSIP: 096003AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1548000 | PA      | $1527411.60   | 0.07%             | 2029-01-08      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class C                                         | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    792000 | PA      | $774378.00    | 0.04%             | 2029-01-08      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| 10343966.SRDSQ                                      | 10343966.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2386 | PA      | $2279.00      | 0.00%             | 2027-07-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10368488.SRDSQ                                      | 10368488.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5683 | PA      | $5494.89      | 0.00%             | 2027-07-23      | Fixed         | 5.16%                 | Yes           |                  3 | 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      |
| 193639194.SRDLC                                     | 193639194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5154 | PA      | $540.19       | 0.00%             | 2027-09-19      | Fixed         | 20.49%                | 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      |
| 193110550.SRDLC                                     | 193110550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       977 | PA      | $445.37       | 0.00%             | 2026-07-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 215753200.SRDLC                                     | 215753200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7367 | PA      | $7057.82      | 0.00%             | 2028-04-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219118114.SRDLC                                     | 219118114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9073 | PA      | $8732.97      | 0.00%             | 2029-08-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206241383.SRDLC                                     | 206241383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6120 | PA      | $6079.49      | 0.00%             | 2027-02-12      | Fixed         | 9.24%                 | 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      |
| 10669373.SRDSQ                                      | 10669373.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2186 | PA      | $2037.24      | 0.00%             | 2027-09-27      | Fixed         | 6.51%                 | Yes           |                  3 | 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      | $2687906.00   | 0.12%             | 2028-01-07      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class D                                         | CUSIP: 096003AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1812000 | PA      | $1782917.40   | 0.08%             | 2029-01-08      | Floating      | 14.69%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class A                                          | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    764000 | PA      | $769959.20    | 0.04%             | 2026-06-06      | Floating      | 14.25%                | Yes           |                  2 | On Loan: No      |
| 194633979.SRDLC                                     | 194633979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       578 | PA      | $60.58        | 0.00%             | 2025-11-17      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 195262520.SRDLC                                     | 195262520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14805 | PA      | $14725.53     | 0.00%             | 2027-11-12      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 10590656.SRDSQ                                      | 10590656.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2551 | PA      | $2396.72      | 0.00%             | 2027-09-11      | Fixed         | 4.56%                 | Yes           |                  3 | On Loan: No      |
| 10627113.SRDSQ                                      | 10627113.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7614 | PA      | $7168.10      | 0.00%             | 2027-09-19      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 195854400.SRDLC                                     | 195854400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3641 | PA      | $381.61       | 0.00%             | 2025-11-29      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 195915447.SRDLC                                     | 195915447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1660 | PA      | $1663.22      | 0.00%             | 2026-11-29      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 206521503.SRDLC                                     | 206521503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9605 | PA      | $9491.64      | 0.00%             | 2029-02-14      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 206548546.SRDLC                                     | 206548546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17649 | PA      | $17862.93     | 0.00%             | 2029-02-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 220060153.SRDLC                                     | 220060153.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $1723.49      | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 220368588.SRDLC                                     | 220368588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5231 | PA      | $5039.32      | 0.00%             | 2031-09-30      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 186422693.SRDLC                                     | 186422693.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5041 | PA      | $5047.69      | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 186682717.SRDLC                                     | 186682717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3411 | PA      | $1191.23      | 0.00%             | 2027-04-09      | Fixed         | 30.49%                | 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      | $440752.40    | 0.02%             | 2026-06-06      | Floating      | 17.02%                | 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      | $774619.60    | 0.04%             | 2026-06-06      | Floating      | 20.93%                | Yes           |                  2 | On Loan: No      |
| 10648620.SRDSQ                                      | 10648620.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1916 | PA      | $1813.23      | 0.00%             | 2027-09-24      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 10728591.SRDSQ                                      | 10728591.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    172636 | PA      | $161880.71    | 0.01%             | 2027-10-08      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 195846687.SRDLC                                     | 195846687.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13513 | PA      | $7945.89      | 0.00%             | 2029-01-10      | Fixed         | 17.29%                | Yes           |                  3 | On Loan: No      |
| 203980955.SRDLC                                     | 203980955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3979 | PA      | $3872.18      | 0.00%             | 2027-04-20      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 206581528.SRDLC                                     | 206581528.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       686 | PA      | $677.48       | 0.00%             | 2027-02-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206837462.SRDLC                                     | 206837462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10262 | PA      | $1075.45      | 0.00%             | 2028-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 7500971.SRDSQ                                       | 7500971.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10778 | PA      | $797.60       | 0.00%             | 2025-08-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7511286.SRDSQ                                       | 7511286.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1816 | PA      | $134.41       | 0.00%             | 2025-08-19      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 203209922.SRDLC                                     | 203209922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3700 | PA      | $3692.10      | 0.00%             | 2026-08-02      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204322219.SRDLC                                     | 204322219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4478 | PA      | $469.34       | 0.00%             | 2028-10-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 192565665.SRDLC                                     | 192565665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8703 | PA      | $9237.83      | 0.00%             | 2028-03-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 195008403.SRDLC                                     | 195008403.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3592 | PA      | $376.49       | 0.00%             | 2027-10-04      | Fixed         | 15.94%                | 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      | $1577280.47   | 0.07%             | 2026-06-06      | Floating      | 26.49%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3300                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-74620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186211572.SRDLC                                     | 186211572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1162 | PA      | $1165.33      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 187489246.SRDLC                                     | 187489246.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2692 | PA      | $246.87       | 0.00%             | 2027-05-24      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 203987377.SRDLC                                     | 203987377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2353 | PA      | $2346.18      | 0.00%             | 2026-09-06      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204587454.SRDLC                                     | 204587454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17390 | PA      | $18499.48     | 0.00%             | 2028-10-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206845110.SRDLC                                     | 206845110.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11470 | PA      | $11783.16     | 0.00%             | 2029-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206939430.SRDLC                                     | 206939430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17897 | PA      | $17945.75     | 0.00%             | 2028-02-27      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| 8408637.SRDSQ                                       | 8408637.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       717 | PA      | $350.75       | 0.00%             | 2026-05-22      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8786249.SRDSQ                                       | 8786249.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3881 | PA      | $287.21       | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 204471173.SRDLC                                     | 204471173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8281 | PA      | $8717.03      | 0.00%             | 2028-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204653543.SRDLC                                     | 204653543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1476 | PA      | $1475.75      | 0.00%             | 2026-10-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 203419416.SRDLC                                     | 203419416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2575 | PA      | $2568.06      | 0.00%             | 2026-08-04      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204970758.SRDLC                                     | 204970758.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18819 | PA      | $18967.80     | 0.00%             | 2027-11-14      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3350                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-95550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 125                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-49600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207206340.SRDLC                                     | 207206340.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4009 | PA      | $3990.65      | 0.00%             | 2027-03-25      | Fixed         | 11.12%                | Yes           |                  3 | On Loan: No      |
| 207925547.SRDLC                                     | 207925547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2082 | PA      | $2051.54      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8801763.SRDSQ                                       | 8801763.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10295 | PA      | $8601.69      | 0.00%             | 2026-09-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8821753.SRDSQ                                       | 8821753.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       373 | PA      | $359.94       | 0.00%             | 2026-09-11      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 204984636.SRDLC                                     | 204984636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       809 | PA      | $812.65       | 0.00%             | 2026-11-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205040207.SRDLC                                     | 205040207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1998 | PA      | $1993.17      | 0.00%             | 2028-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10006399.SRDSQ                                      | 10006399.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1213 | PA      | $1138.42      | 0.00%             | 2027-04-30      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10027690.SRDSQ                                      | 10027690.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7470 | PA      | $7187.48      | 0.00%             | 2027-05-04      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 204993748.SRDLC                                     | 204993748.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       482 | PA      | $482.35       | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205217188.SRDLC                                     | 205217188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6195 | PA      | $6194.64      | 0.00%             | 2026-11-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187871605.SRDLC                                     | 187871605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10302 | PA      | $8241.53      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193178153.SRDLC                                     | 193178153.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6001 | PA      | $5973.90      | 0.00%             | 2027-09-07      | Fixed         | 9.59%                 | Yes           |                  3 | On Loan: No      |
| 205266365.SRDLC                                     | 205266365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6976 | PA      | $6931.76      | 0.00%             | 2028-11-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206675765.SRDLC                                     | 206675765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3206 | PA      | $3181.26      | 0.00%             | 2027-02-12      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 10006479.SRDSQ                                      | 10006479.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6174 | PA      | $5969.90      | 0.00%             | 2027-04-30      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10014560.SRDSQ                                      | 10014560.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       171 | PA      | $167.53       | 0.00%             | 2027-05-01      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 125.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-38500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 126                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-4440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210695929.SRDLC                                     | 210695929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3721 | PA      | $3601.92      | 0.00%             | 2027-09-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 210742977.SRDLC                                     | 210742977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3794 | PA      | $397.63       | 0.00%             | 2026-09-10      | Fixed         | 21.49%                | 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      | $283820.97    | 0.01%             | 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        |  25894213 | PA      | $24917299.20  | 1.14%             | 2055-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 205238405.SRDLC                                     | 205238405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4631 | PA      | $263.50       | 0.00%             | 2026-12-01      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| 205299614.SRDLC                                     | 205299614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11574 | PA      | $11604.46     | 0.00%             | 2027-12-10      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 10038505.SRDSQ                                      | 10038505.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7828 | PA      | $7433.11      | 0.00%             | 2027-05-06      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10071886.SRDSQ                                      | 10071886.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10802 | PA      | $9614.72      | 0.00%             | 2027-05-14      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10080908.SRDSQ                                      | 10080908.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       894 | PA      | $544.36       | 0.00%             | 2027-05-17      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 10106640.SRDSQ                                      | 10106640.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10137 | PA      | $9787.82      | 0.00%             | 2027-05-21      | Fixed         | 4.72%                 | 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      | $344151.60    | 0.02%             | 2028-01-10      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class A                                         | CUSIP: 577092AW9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    592000 | PA      | $590756.80    | 0.03%             | 2028-02-04      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| 204725761.SRDLC                                     | 204725761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5353 | PA      | $5583.24      | 0.00%             | 2028-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204852757.SRDLC                                     | 204852757.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1898 | PA      | $1904.93      | 0.00%             | 2027-10-24      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206734020.SRDLC                                     | 206734020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7165 | PA      | $7081.40      | 0.00%             | 2029-02-15      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 207974568.SRDLC                                     | 207974568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3822 | PA      | $3799.48      | 0.00%             | 2028-04-29      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10075508.SRDSQ                                      | 10075508.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7557 | PA      | $7073.76      | 0.00%             | 2027-05-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10275212.SRDSQ                                      | 10275212.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3579 | PA      | $3453.58      | 0.00%             | 2027-07-01      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10115237.SRDSQ                                      | 10115237.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2548 | PA      | $2338.14      | 0.00%             | 2027-05-24      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10637780.SRDSQ                                      | 10637780.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1207 | PA      | $1129.02      | 0.00%             | 2027-09-21      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 205395360.SRDLC                                     | 205395360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9193 | PA      | $9284.22      | 0.00%             | 2027-11-27      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| 205746711.SRDLC                                     | 205746711.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2007 | PA      | $1972.87      | 0.00%             | 2027-09-15      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 126.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-7100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 127                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-10960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204986421.SRDLC                                     | 204986421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12122 | PA      | $12072.69     | 0.00%             | 2028-11-24      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 205240957.SRDLC                                     | 205240957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4617 | PA      | $4602.86      | 0.00%             | 2026-11-26      | Fixed         | 12.74%                | 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      |
| 204980743.SRDLC                                     | 204980743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6182 | PA      | $6541.52      | 0.00%             | 2028-11-03      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8896160.SRDSQ                                       | 8896160.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1801 | PA      | $1560.34      | 0.00%             | 2026-09-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9309900.SRDSQ                                       | 9309900.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       876 | PA      | $636.26       | 0.00%             | 2027-01-08      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 212557371.SRDLC                                     | 212557371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4197 | PA      | $4106.01      | 0.00%             | 2029-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 213504137.SRDLC                                     | 213504137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9834 | PA      | $9486.98      | 0.00%             | 2028-01-14      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 9482981.SRDSQ                                       | 9482981.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3426 | PA      | $3175.43      | 0.00%             | 2027-01-27      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9692562.SRDSQ                                       | 9692562.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42480 | PA      | $41137.95     | 0.00%             | 2027-02-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10015209.SRDSQ                                      | 10015209.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1487 | PA      | $1392.86      | 0.00%             | 2027-05-02      | Fixed         | 5.71%                 | Yes           |                  3 | On Loan: No      |
| 10076995.SRDSQ                                      | 10076995.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $1119.26      | 0.00%             | 2027-05-15      | Fixed         | 4.72%                 | 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      | $1634785.25   | 0.07%             | 2029-01-08      | Floating      | 11.58%                | 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      | $1696639.95   | 0.08%             | 2028-01-07      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| 205799041.SRDLC                                     | 205799041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1639 | PA      | $171.75       | 0.00%             | 2026-05-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 206502104.SRDLC                                     | 206502104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14674 | PA      | $14929.20     | 0.00%             | 2029-02-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 10061937.SRDSQ                                      | 10061937.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3985 | PA      | $3794.93      | 0.00%             | 2027-05-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10076679.SRDSQ                                      | 10076679.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3679 | PA      | $3572.10      | 0.00%             | 2027-05-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205253628.SRDLC                                     | 205253628.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1257 | PA      | $254.25       | 0.00%             | 2026-11-20      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205377136.SRDLC                                     | 205377136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4665 | PA      | $4765.80      | 0.00%             | 2027-11-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 10322388.SRDSQ                                      | 10322388.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7062 | PA      | $6692.04      | 0.00%             | 2027-07-13      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10589724.SRDSQ                                      | 10589724.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27562 | PA      | $26015.42     | 0.00%             | 2027-09-11      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 211043858.SRDLC                                     | 211043858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2734 | PA      | $2674.43      | 0.00%             | 2027-09-23      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211064509.SRDLC                                     | 211064509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3181 | PA      | $3117.28      | 0.00%             | 2028-09-27      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 10015349.SRDSQ                                      | 10015349.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       140 | PA      | $134.76       | 0.00%             | 2027-05-02      | Fixed         | 6.60%                 | Yes           |                  3 | On Loan: No      |
| 10055835.SRDSQ                                      | 10055835.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1842 | PA      | $1679.55      | 0.00%             | 2027-05-10      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10032533.SRDSQ                                      | 10032533.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5769 | PA      | $5533.88      | 0.00%             | 2027-05-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10107243.SRDSQ                                      | 10107243.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        50 | PA      | $49.36        | 0.00%             | 2027-05-21      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10014700.SRDSQ                                      | 10014700.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4465 | PA      | $4343.19      | 0.00%             | 2027-05-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10525841.SRDSQ                                      | 10525841.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9933 | PA      | $9220.35      | 0.00%             | 2027-08-26      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 10036722.SRDSQ                                      | 10036722.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1171.62      | 0.00%             | 2027-05-06      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10053376.SRDSQ                                      | 10053376.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1196 | PA      | $1158.42      | 0.00%             | 2027-05-10      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10040656.SRDSQ                                      | 10040656.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10864 | PA      | $9846.04      | 0.00%             | 2027-05-06      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10107943.SRDSQ                                      | 10107943.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23528 | PA      | $22966.00     | 0.00%             | 2027-05-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10061616.SRDSQ                                      | 10061616.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       726 | PA      | $505.42       | 0.00%             | 2027-05-12      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 10289082.SRDSQ                                      | 10289082.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4359 | PA      | $4234.14      | 0.00%             | 2027-07-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10760271.SRDSQ                                      | 10760271.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    119688 | PA      | $112135.69    | 0.01%             | 2027-10-14      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 193900889.SRDLC                                     | 193900889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8220 | PA      | $8370.07      | 0.00%             | 2027-09-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 10040608.SRDSQ                                      | 10040608.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       778 | PA      | $754.01       | 0.00%             | 2027-05-06      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10057347.SRDSQ                                      | 10057347.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2538 | PA      | $2421.41      | 0.00%             | 2027-05-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10265580.SRDSQ                                      | 10265580.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21135 | PA      | $20433.63     | 0.00%             | 2027-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10301892.SRDSQ                                      | 10301892.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8782 | PA      | $6264.74      | 0.00%             | 2027-07-08      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10076002.SRDSQ                                      | 10076002.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2815 | PA      | $2712.07      | 0.00%             | 2027-05-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10288155.SRDSQ                                      | 10288155.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7389 | PA      | $7099.30      | 0.00%             | 2027-07-05      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10020431.SRDSQ                                      | 10020431.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3093 | PA      | $3012.57      | 0.00%             | 2027-05-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10021118.SRDSQ                                      | 10021118.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3101 | PA      | $2084.72      | 0.00%             | 2027-05-03      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10073432.SRDSQ                                      | 10073432.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2239 | PA      | $1917.53      | 0.00%             | 2027-05-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10074675.SRDSQ                                      | 10074675.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3054 | PA      | $2859.03      | 0.00%             | 2027-05-14      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 10014101.SRDSQ                                      | 10014101.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5619 | PA      | $4517.20      | 0.00%             | 2027-05-01      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 10077047.SRDSQ                                      | 10077047.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6380 | PA      | $6157.91      | 0.00%             | 2027-05-15      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10008780.SRDSQ                                      | 10008780.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10456 | PA      | $9040.40      | 0.00%             | 2027-04-30      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10050198.SRDSQ                                      | 10050198.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2404 | PA      | $2340.22      | 0.00%             | 2027-05-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10601119.SRDSQ                                      | 10601119.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13723 | PA      | $12909.07     | 0.00%             | 2027-09-13      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10611137.SRDSQ                                      | 10611137.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4426 | PA      | $4191.16      | 0.00%             | 2027-09-16      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10039908.SRDSQ                                      | 10039908.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2052 | PA      | $1978.68      | 0.00%             | 2027-05-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10048818.SRDSQ                                      | 10048818.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1514 | PA      | $1267.61      | 0.00%             | 2027-05-07      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10024184.SRDSQ                                      | 10024184.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3595 | PA      | $3493.62      | 0.00%             | 2027-05-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10086080.SRDSQ                                      | 10086080.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4058 | PA      | $2629.38      | 0.00%             | 2027-05-18      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9748031.SRDSQ                                       | 9748031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1235 | PA      | $1129.99      | 0.00%             | 2027-03-02      | Fixed         | 5.96%                 | Yes           |                  3 | On Loan: No      |
| 9777526.SRDSQ                                       | 9777526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6083 | PA      | $5942.01      | 0.00%             | 2027-03-09      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10022328.SRDSQ                                      | 10022328.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       140 | PA      | $138.55       | 0.00%             | 2027-05-03      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10028138.SRDSQ                                      | 10028138.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4003 | PA      | $3879.01      | 0.00%             | 2027-05-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10070145.SRDSQ                                      | 10070145.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16922 | PA      | $16546.01     | 0.00%             | 2027-05-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10111418.SRDSQ                                      | 10111418.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3417 | PA      | $3238.88      | 0.00%             | 2027-05-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10056319.SRDSQ                                      | 10056319.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2568 | PA      | $2492.30      | 0.00%             | 2027-05-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10290619.SRDSQ                                      | 10290619.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4621 | PA      | $4433.23      | 0.00%             | 2027-07-06      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10027265.SRDSQ                                      | 10027265.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4171 | PA      | $3919.16      | 0.00%             | 2027-05-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10105523.SRDSQ                                      | 10105523.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2902 | PA      | $2734.12      | 0.00%             | 2027-05-21      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10051080.SRDSQ                                      | 10051080.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1093 | PA      | $951.02       | 0.00%             | 2027-05-09      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 10075142.SRDSQ                                      | 10075142.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       728 | PA      | $693.98       | 0.00%             | 2027-05-14      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust                                                           | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6232895.97   | 0.29%             | 2028-08-19      | Fixed         | 4.50%                 | No            |                  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        |   1772000 | PA      | $1779619.60   | 0.08%             | 2026-06-08      | Floating      | 10.95%                | Yes           |                  2 | On Loan: No      |
| 10068169.SRDSQ                                      | 10068169.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1694 | PA      | $1574.99      | 0.00%             | 2027-05-13      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10076336.SRDSQ                                      | 10076336.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3753 | PA      | $3656.30      | 0.00%             | 2027-05-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10115413.SRDSQ                                      | 10115413.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $1817.87      | 0.00%             | 2027-05-24      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 10272816.SRDSQ                                      | 10272816.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22043 | PA      | $20791.02     | 0.00%             | 2027-06-30      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| L5385740.SRDUP                                      | L5385740.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9408 | PA      | $9298.10      | 0.00%             | 2030-05-23      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| 10087374.SRDSQ                                      | 10087374.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3966 | PA      | $2656.60      | 0.00%             | 2027-05-18      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 10089228.SRDSQ                                      | 10089228.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5835 | PA      | $5350.16      | 0.00%             | 2027-05-19      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10115616.SRDSQ                                      | 10115616.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3401 | PA      | $3299.80      | 0.00%             | 2027-05-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10356694.SRDSQ                                      | 10356694.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2684 | PA      | $2199.40      | 0.00%             | 2027-07-21      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10373685.SRDSQ                                      | 10373685.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       922 | PA      | $868.35       | 0.00%             | 2027-07-26      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| 10286067.SRDSQ                                      | 10286067.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3425 | PA      | $3320.17      | 0.00%             | 2027-07-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10319683.SRDSQ                                      | 10319683.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8602 | PA      | $8115.96      | 0.00%             | 2027-07-13      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10315591.SRDSQ                                      | 10315591.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1570.02      | 0.00%             | 2027-07-12      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10344963.SRDSQ                                      | 10344963.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       826 | PA      | $775.51       | 0.00%             | 2027-07-17      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10295141.SRDSQ                                      | 10295141.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5072 | PA      | $4847.59      | 0.00%             | 2027-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10537876.SRDSQ                                      | 10537876.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4870 | PA      | $4054.85      | 0.00%             | 2027-09-02      | Fixed         | 5.81%                 | Yes           |                  3 | On Loan: No      |
| 206433173.SRDLC                                     | 206433173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11393 | PA      | $11321.60     | 0.00%             | 2027-02-08      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 206463820.SRDLC                                     | 206463820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8695 | PA      | $911.28       | 0.00%             | 2027-02-05      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 9845618.SRDSQ                                       | 9845618.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2176 | PA      | $2103.36      | 0.00%             | 2027-03-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| CBM4012040.SRDUP                                    | CBM4012040.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5103 | PA      | $4964.95      | 0.00%             | 2029-03-16      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| 10287911.SRDSQ                                      | 10287911.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3228 | PA      | $2100.94      | 0.00%             | 2027-07-05      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10297921.SRDSQ                                      | 10297921.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8889 | PA      | $8528.03      | 0.00%             | 2027-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 127.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-3960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 128                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-5080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10355682.SRDSQ                                      | 10355682.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18051 | PA      | $17498.84     | 0.00%             | 2027-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10375813.SRDSQ                                      | 10375813.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3546 | PA      | $3332.42      | 0.00%             | 2027-07-26      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10554890.SRDSQ                                      | 10554890.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8359 | PA      | $7916.08      | 0.00%             | 2027-09-04      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10571580.SRDSQ                                      | 10571580.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14898 | PA      | $14063.52     | 0.00%             | 2027-09-07      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 206582932.SRDLC                                     | 206582932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3339 | PA      | $3311.26      | 0.00%             | 2027-02-28      | Fixed         | 22.49%                | 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      |
| CBM4012132.SRDUP                                    | CBM4012132.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       838 | PA      | $171.63       | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| CBM5178805.SRDUP                                    | CBM5178805.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19348 | PA      | $18614.25     | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 132.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-3560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 134                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10544639.SRDSQ                                      | 10544639.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15786 | PA      | $14913.14     | 0.00%             | 2027-09-03      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10569177.SRDSQ                                      | 10569177.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8895 | PA      | $8435.04      | 0.00%             | 2027-09-06      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 205063124.SRDLC                                     | 205063124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1903 | PA      | $1937.83      | 0.00%             | 2027-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205090708.SRDLC                                     | 205090708.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2148 | PA      | $2151.19      | 0.00%             | 2026-11-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 10365024.SRDSQ                                      | 10365024.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3086 | PA      | $2863.19      | 0.00%             | 2027-07-23      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10369424.SRDSQ                                      | 10369424.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6812 | PA      | $6269.39      | 0.00%             | 2027-07-23      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 206674497.SRDLC                                     | 206674497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13550 | PA      | $13362.98     | 0.00%             | 2029-02-26      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 207187282.SRDLC                                     | 207187282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6505 | PA      | $681.70       | 0.00%             | 2027-03-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 10580625.SRDSQ                                      | 10580625.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3122 | PA      | $2882.92      | 0.00%             | 2027-09-10      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10649867.SRDSQ                                      | 10649867.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24055 | PA      | $22751.32     | 0.00%             | 2027-09-24      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 135                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-1480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 135.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-710.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5009742.SRDUP                                    | DRB5009742.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5009 | PA      | $985.86       | 0.00%             | 2030-02-07      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| DRB5187909.SRDUP                                    | DRB5187909.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2714 | PA      | $2498.11      | 0.00%             | 2030-04-07      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| 10569995.SRDSQ                                      | 10569995.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6111 | PA      | $5674.52      | 0.00%             | 2027-09-06      | Fixed         | 5.81%                 | Yes           |                  3 | On Loan: No      |
| 10582955.SRDSQ                                      | 10582955.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3050 | PA      | $2862.75      | 0.00%             | 2027-09-10      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 207215838.SRDLC                                     | 207215838.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7271 | PA      | $762.04       | 0.00%             | 2027-03-26      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207369529.SRDLC                                     | 207369529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8898 | PA      | $8418.77      | 0.00%             | 2028-04-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 205225922.SRDLC                                     | 205225922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2740 | PA      | $2812.41      | 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        |      1823 | PA      | $1814.53      | 0.00%             | 2026-12-05      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 10378882.SRDSQ                                      | 10378882.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2089 | PA      | $2009.31      | 0.00%             | 2027-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10533299.SRDSQ                                      | 10533299.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1981 | PA      | $1867.05      | 0.00%             | 2027-09-01      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 10659881.SRDSQ                                      | 10659881.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1938 | PA      | $1815.75      | 0.00%             | 2027-09-26      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 10662419.SRDSQ                                      | 10662419.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8787 | PA      | $6986.93      | 0.00%             | 2027-09-26      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 10611504.SRDSQ                                      | 10611504.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7924 | PA      | $7492.53      | 0.00%             | 2027-09-16      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10615491.SRDSQ                                      | 10615491.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1547 | PA      | $1256.27      | 0.00%             | 2027-09-17      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 136                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-690.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 136.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207557225.SRDLC                                     | 207557225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1768 | PA      | $1761.05      | 0.00%             | 2027-04-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 207597961.SRDLC                                     | 207597961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1980 | PA      | $1934.72      | 0.00%             | 2027-04-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 10594663.SRDSQ                                      | 10594663.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2722 | PA      | $2544.37      | 0.00%             | 2027-09-12      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10605744.SRDSQ                                      | 10605744.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1691 | PA      | $1635.68      | 0.00%             | 2027-09-14      | Fixed         | 5.32%                 | Yes           |                  3 | On Loan: No      |
| 186127839.SRDLC                                     | 186127839.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1477.25      | 0.00%             | 2027-02-21      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 186205905.SRDLC                                     | 186205905.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2768 | PA      | $2759.32      | 0.00%             | 2027-02-15      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| DRB5381347.SRDUP                                    | DRB5381347.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5269 | PA      | $817.75       | 0.00%             | 2030-05-22      | Fixed         | 32.10%                | Yes           |                  3 | On Loan: No      |
| DRB5579425.SRDUP                                    | DRB5579425.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $212.06       | 0.00%             | 2030-07-01      | Fixed         | 28.63%                | Yes           |                  3 | On Loan: No      |
| 10629863.SRDSQ                                      | 10629863.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48078 | PA      | $45159.52     | 0.00%             | 2027-09-19      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10668405.SRDSQ                                      | 10668405.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23441 | PA      | $20274.40     | 0.00%             | 2027-09-27      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 139.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-5830.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 140                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-11220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2025-1 Class A                                            | CUSIP: 613752AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    265000 | PA      | $264470.00    | 0.01%             | 2028-04-07      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2025-2 Class A                                            | CUSIP: 613752AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1154000 | PA      | $1154577.00   | 0.05%             | 2030-04-09      | Floating      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| 205282222.SRDLC                                     | 205282222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17740 | PA      | $18812.77     | 0.00%             | 2028-11-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205743917.SRDLC                                     | 205743917.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3134 | PA      | $3119.98      | 0.00%             | 2026-12-21      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 10795594.SRDSQ                                      | 10795594.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    112620 | PA      | $104342.62    | 0.00%             | 2027-10-21      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10796522.SRDSQ                                      | 10796522.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    169863 | PA      | $157293.29    | 0.01%             | 2027-10-22      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10641138.SRDSQ                                      | 10641138.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4366 | PA      | $4114.57      | 0.00%             | 2027-09-23      | Fixed         | 5.31%                 | Yes           |                  3 | On Loan: No      |
| 10648936.SRDSQ                                      | 10648936.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4141 | PA      | $3917.66      | 0.00%             | 2027-09-24      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186507209.SRDLC                                     | 186507209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8082 | PA      | $8060.33      | 0.00%             | 2027-02-22      | Fixed         | 9.74%                 | 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      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 140.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-5500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 141                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-5280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10540688.SRDSQ                                      | 10540688.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       417 | PA      | $395.13       | 0.00%             | 2027-09-02      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 10547644.SRDSQ                                      | 10547644.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7865 | PA      | $7387.70      | 0.00%             | 2027-09-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 186291079.SRDLC                                     | 186291079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5237 | PA      | $5479.63      | 0.00%             | 2027-02-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186797391.SRDLC                                     | 186797391.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3059 | PA      | $3186.47      | 0.00%             | 2027-03-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 10685719.SRDSQ                                      | 10685719.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    107314 | PA      | $100692.84    | 0.00%             | 2027-09-30      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10739181.SRDSQ                                      | 10739181.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    133444 | PA      | $123823.13    | 0.01%             | 2027-10-09      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 186609833.SRDLC                                     | 186609833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4928 | PA      | $4981.97      | 0.00%             | 2027-02-24      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 186935363.SRDLC                                     | 186935363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4682 | PA      | $4920.69      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 10324663.SRDSQ                                      | 10324663.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11487 | PA      | $10383.89     | 0.00%             | 2027-07-14      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10353638.SRDSQ                                      | 10353638.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6483 | PA      | $6135.83      | 0.00%             | 2027-07-21      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 206530320.SRDLC                                     | 206530320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2644 | PA      | $2605.59      | 0.00%             | 2027-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206763993.SRDLC                                     | 206763993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5150 | PA      | $5087.96      | 0.00%             | 2027-02-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186938697.SRDLC                                     | 186938697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2653 | PA      | $2781.19      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186977592.SRDLC                                     | 186977592.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1780 | PA      | $1866.09      | 0.00%             | 2027-03-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 10613623.SRDSQ                                      | 10613623.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25784 | PA      | $24363.24     | 0.00%             | 2027-09-17      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10622030.SRDSQ                                      | 10622030.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1329 | PA      | $1257.03      | 0.00%             | 2027-09-18      | Fixed         | 5.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 58.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-330.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 59                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-330.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186226030.SRDLC                                     | 186226030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2622 | PA      | $2679.39      | 0.00%             | 2027-02-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 186367313.SRDLC                                     | 186367313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7630 | PA      | $7573.08      | 0.00%             | 2027-02-20      | Fixed         | 6.59%                 | 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      |
| 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      |
| 206857031.SRDLC                                     | 206857031.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10444 | PA      | $10241.66     | 0.00%             | 2027-07-23      | Fixed         | 12.37%                | Yes           |                  3 | On Loan: No      |
| 206866684.SRDLC                                     | 206866684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       312 | PA      | $32.71        | 0.00%             | 2027-02-26      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187114091.SRDLC                                     | 187114091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6792 | PA      | $6770.44      | 0.00%             | 2027-03-26      | Fixed         | 8.59%                 | Yes           |                  3 | On Loan: No      |
| 187278011.SRDLC                                     | 187278011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3495 | PA      | $3656.18      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 60                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 63.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-550.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186381065.SRDLC                                     | 186381065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11188 | PA      | $1172.50      | 0.00%             | 2027-02-22      | Fixed         | 13.99%                | 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      |
| 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      |
| 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      |
| 10790530.SRDSQ                                      | 10790530.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140175 | PA      | $131287.76    | 0.01%             | 2027-10-20      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186106808.SRDLC                                     | 186106808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3111 | PA      | $326.04       | 0.00%             | 2027-02-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191814695.SRDLC                                     | 191814695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1345 | PA      | $1363.45      | 0.00%             | 2026-08-03      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 194611665.SRDLC                                     | 194611665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7740 | PA      | $7843.70      | 0.00%             | 2027-10-17      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | EURO FX CURR FUT  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       581 | NC      | $-404815.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-29969.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207222770.SRDLC                                     | 207222770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3789 | PA      | $3745.42      | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207431911.SRDLC                                     | 207431911.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2010 | PA      | $2004.20      | 0.00%             | 2027-03-28      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 213789611.SRDLC                                     | 213789611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27417 | PA      | $27249.86     | 0.00%             | 2029-01-31      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 214958026.SRDLC                                     | 214958026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6265 | PA      | $6034.92      | 0.00%             | 2030-03-12      | Fixed         | 32.39%                | 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      |
| 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      |
| 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      |
| 186573934.SRDLC                                     | 186573934.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1863 | PA      | $1882.47      | 0.00%             | 2027-02-23      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| 215802518.SRDLC                                     | 215802518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14934 | PA      | $14338.44     | 0.00%             | 2028-04-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 215962292.SRDLC                                     | 215962292.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14924 | PA      | $14437.64     | 0.00%             | 2030-04-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4920                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-10960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4010                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-10880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203656810.SRDLC                                     | 203656810.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12564 | PA      | $12668.77     | 0.00%             | 2027-08-15      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204054285.SRDLC                                     | 204054285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3957 | PA      | $3989.35      | 0.00%             | 2027-09-11      | Fixed         | 13.49%                | 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      |
| 193722521.SRDLC                                     | 193722521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11038 | PA      | $11821.68     | 0.00%             | 2027-09-26      | Fixed         | 30.99%                | 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      |
| 187504263.SRDLC                                     | 187504263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2145 | PA      | $2206.53      | 0.00%             | 2027-04-19      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 218957229.SRDLC                                     | 218957229.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9088 | PA      | $1562.19      | 0.00%             | 2028-08-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219081471.SRDLC                                     | 219081471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18176 | PA      | $15840.77     | 0.00%             | 2028-12-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204617295.SRDLC                                     | 204617295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2871 | PA      | $2892.91      | 0.00%             | 2027-10-13      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 204833610.SRDLC                                     | 204833610.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14770 | PA      | $14707.58     | 0.00%             | 2028-10-23      | Fixed         | 19.00%                | Yes           |                  3 | On Loan: No      |
| 187044456.SRDLC                                     | 187044456.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2543 | PA      | $2654.43      | 0.00%             | 2027-03-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187067662.SRDLC                                     | 187067662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8491 | PA      | $8505.68      | 0.00%             | 2027-03-25      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 10373812.SRDSQ                                      | 10373812.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       499 | PA      | $474.75       | 0.00%             | 2027-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10385747.SRDSQ                                      | 10385747.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5064 | PA      | $4831.30      | 0.00%             | 2027-07-28      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 203461601.SRDLC                                     | 203461601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2181 | PA      | $2176.76      | 0.00%             | 2026-12-15      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 203499904.SRDLC                                     | 203499904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23771 | PA      | $23608.92     | 0.00%             | 2028-12-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219125537.SRDLC                                     | 219125537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4762 | PA      | $4580.35      | 0.00%             | 2029-08-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219581364.SRDLC                                     | 219581364.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6924 | PA      | $6624.75      | 0.00%             | 2030-09-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187738813.SRDLC                                     | 187738813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7513 | PA      | $1554.43      | 0.00%             | 2028-01-31      | Fixed         | 18.99%                | 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      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4015                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-23460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4020                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-14700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205076877.SRDLC                                     | 205076877.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1127 | PA      | $117.40       | 0.00%             | 2026-11-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205155057.SRDLC                                     | 205155057.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1019 | PA      | $1036.71      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 10578168.SRDSQ                                      | 10578168.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     39291 | PA      | $37094.73     | 0.00%             | 2027-09-09      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10579326.SRDSQ                                      | 10579326.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20491 | PA      | $19366.05     | 0.00%             | 2027-09-09      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 204864290.SRDLC                                     | 204864290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14464 | PA      | $14450.54     | 0.00%             | 2028-10-25      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205161386.SRDLC                                     | 205161386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2220 | PA      | $2236.28      | 0.00%             | 2026-11-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187515980.SRDLC                                     | 187515980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3312 | PA      | $1114.08      | 0.00%             | 2027-03-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 187683385.SRDLC                                     | 187683385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3449 | PA      | $3544.85      | 0.00%             | 2027-04-12      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $284561.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 630                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -78 | NC      | $-80925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205166955.SRDLC                                     | 205166955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2471 | PA      | $2521.94      | 0.00%             | 2027-11-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205227451.SRDLC                                     | 205227451.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       833 | PA      | $847.46       | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188118276.SRDLC                                     | 188118276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16199 | PA      | $1697.66      | 0.00%             | 2027-04-29      | Fixed         | 14.09%                | Yes           |                  3 | On Loan: No      |
| 188154421.SRDLC                                     | 188154421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3293 | PA      | $3277.80      | 0.00%             | 2027-04-07      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 10086233.SRDSQ                                      | 10086233.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1506 | PA      | $882.77       | 0.00%             | 2027-05-18      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 10121325.SRDSQ                                      | 10121325.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2806 | PA      | $2466.84      | 0.00%             | 2027-05-25      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 220070872.SRDLC                                     | 220070872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8594 | PA      | $8345.43      | 0.00%             | 2031-09-17      | Fixed         | 25.24%                | 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      | $2790706.50   | 0.13%             | 2027-04-30      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| 205252938.SRDLC                                     | 205252938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1224 | PA      | $1234.66      | 0.00%             | 2026-11-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205265680.SRDLC                                     | 205265680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       942 | PA      | $962.21       | 0.00%             | 2026-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 631                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -65 | NC      | $-64187.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 632                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -84 | NC      | $-79800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10334031.SRDSQ                                      | 10334031.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4674 | PA      | $4544.63      | 0.00%             | 2027-07-15      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10338871.SRDSQ                                      | 10338871.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $1353.34      | 0.00%             | 2027-07-15      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 205235926.SRDLC                                     | 205235926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1498 | PA      | $1532.49      | 0.00%             | 2027-11-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205243791.SRDLC                                     | 205243791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       303 | PA      | $303.15       | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205283960.SRDLC                                     | 205283960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1315 | PA      | $1351.52      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205618379.SRDLC                                     | 205618379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14145 | PA      | $14261.01     | 0.00%             | 2027-12-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 635                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -68 | NC      | $-56950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 639                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-18200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205247816.SRDLC                                     | 205247816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11840 | PA      | $12638.40     | 0.00%             | 2028-11-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205586282.SRDLC                                     | 205586282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4879 | PA      | $4860.36      | 0.00%             | 2026-12-20      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 10522590.SRDSQ                                      | 10522590.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1584 | PA      | $1493.55      | 0.00%             | 2027-08-26      | Fixed         | 6.19%                 | Yes           |                  3 | On Loan: No      |
| 10525313.SRDSQ                                      | 10525313.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2323 | PA      | $2193.66      | 0.00%             | 2027-08-26      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 192020118.SRDLC                                     | 192020118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10574 | PA      | $10627.08     | 0.00%             | 2028-04-23      | Fixed         | 15.00%                | 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      |
| 10346034.SRDSQ                                      | 10346034.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $2233.99      | 0.00%             | 2027-07-19      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 10526403.SRDSQ                                      | 10526403.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11552 | PA      | $10620.77     | 0.00%             | 2027-08-26      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 205781049.SRDLC                                     | 205781049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9681 | PA      | $9593.43      | 0.00%             | 2028-12-18      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205948541.SRDLC                                     | 205948541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2849 | PA      | $298.62       | 0.00%             | 2027-01-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205627622.SRDLC                                     | 205627622.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1930 | PA      | $1924.03      | 0.00%             | 2026-12-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205795932.SRDLC                                     | 205795932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3483 | PA      | $3464.86      | 0.00%             | 2027-03-19      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 640                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-25837.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 641                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-5737.50     | -0.00%            |  |  |  | No            |                  1 | 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      | $322098.80    | 0.01%             | 2029-07-09      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2026-1 Class B                                          | CUSIP: 62865LAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1268000 | PA      | $1253608.20   | 0.06%             | 2029-01-08      | Floating      | 10.59%                | Yes           |                  2 | On Loan: No      |
| 10596047.SRDSQ                                      | 10596047.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1013 | PA      | $955.13       | 0.00%             | 2027-09-12      | Fixed         | 5.31%                 | Yes           |                  3 | On Loan: No      |
| 10615597.SRDSQ                                      | 10615597.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3144 | PA      | $2910.47      | 0.00%             | 2027-09-17      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 206259826.SRDLC                                     | 206259826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3478 | PA      | $3487.01      | 0.00%             | 2027-02-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206469647.SRDLC                                     | 206469647.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1630 | PA      | $1609.03      | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 205900664.SRDLC                                     | 205900664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9319 | PA      | $9283.88      | 0.00%             | 2028-12-28      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 206461682.SRDLC                                     | 206461682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3524 | PA      | $3492.32      | 0.00%             | 2028-02-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 644                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 645                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -32 | NC      | $-17200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186535728.SRDLC                                     | 186535728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8095 | PA      | $848.37       | 0.00%             | 2027-03-23      | Fixed         | 9.63%                 | 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      |
| 1886 Re Ltd.                                        | 1886 Re 2025-1 Class A                                               | CUSIP: 68252UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1063000 | PA      | $1096059.30   | 0.05%             | 2029-07-09      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| 8362786.SRDSQ                                       | 8362786.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       858 | PA      | $534.46       | 0.00%             | 2026-05-07      | Fixed         | 5.12%                 | Yes           |                  3 | On Loan: No      |
| 194975652.SRDLC                                     | 194975652.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12562 | PA      | $11158.58     | 0.00%             | 2028-05-25      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 195427018.SRDLC                                     | 195427018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5272 | PA      | $552.54       | 0.00%             | 2027-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10590836.SRDSQ                                      | 10590836.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5959 | PA      | $5633.33      | 0.00%             | 2027-09-11      | Fixed         | 4.54%                 | Yes           |                  3 | On Loan: No      |
| 10638204.SRDSQ                                      | 10638204.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $1783.70      | 0.00%             | 2027-09-21      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 247                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-210750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 248                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -76 | NC      | $-183160.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 206597289.SRDLC                                     | 206597289.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6443 | PA      | $6395.16      | 0.00%             | 2027-02-12      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| 206607851.SRDLC                                     | 206607851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8449 | PA      | $8396.59      | 0.00%             | 2028-02-28      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 206504857.SRDLC                                     | 206504857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1567 | PA      | $1546.47      | 0.00%             | 2027-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206530265.SRDLC                                     | 206530265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3719 | PA      | $3728.20      | 0.00%             | 2027-02-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8650925.SRDSQ                                       | 8650925.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1433 | PA      | $106.01       | 0.00%             | 2026-07-25      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8846293.SRDSQ                                       | 8846293.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1323 | PA      | $1010.44      | 0.00%             | 2026-09-16      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 204537671.SRDLC                                     | 204537671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2846 | PA      | $2832.94      | 0.00%             | 2026-10-01      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 204637099.SRDLC                                     | 204637099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9469 | PA      | $10080.29     | 0.00%             | 2028-11-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10638870.SRDSQ                                      | 10638870.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4000 | PA      | $3743.62      | 0.00%             | 2027-09-22      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10664051.SRDSQ                                      | 10664051.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45975 | PA      | $42926.68     | 0.00%             | 2027-09-26      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 252                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -173 | NC      | $-152240.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 253                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-72500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206559604.SRDLC                                     | 206559604.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3747 | PA      | $3713.21      | 0.00%             | 2027-02-13      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 206799674.SRDLC                                     | 206799674.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5885 | PA      | $5884.83      | 0.00%             | 2028-02-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186977311.SRDLC                                     | 186977311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1294 | PA      | $1246.30      | 0.00%             | 2026-12-07      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 187022209.SRDLC                                     | 187022209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2264 | PA      | $2362.38      | 0.00%             | 2027-03-08      | Fixed         | 30.99%                | 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      | $380652.40    | 0.02%             | 2027-07-08      | Floating      | 21.69%                | 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      | $1063728.75   | 0.05%             | 2028-02-07      | Floating      | 24.94%                | Yes           |                  2 | On Loan: No      |
| 206693787.SRDLC                                     | 206693787.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2984 | PA      | $2952.51      | 0.00%             | 2028-02-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 206866112.SRDLC                                     | 206866112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9855 | PA      | $9768.96      | 0.00%             | 2029-02-28      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 254                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-26250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 255                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -46 | NC      | $-8740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10712618.SRDSQ                                      | 10712618.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    115121 | PA      | $107258.55    | 0.00%             | 2027-10-06      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186098721.SRDLC                                     | 186098721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6866 | PA      | $6866.27      | 0.00%             | 2027-02-11      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 206862452.SRDLC                                     | 206862452.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2737 | PA      | $2737.06      | 0.00%             | 2028-02-26      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206970932.SRDLC                                     | 206970932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13279 | PA      | $13130.00     | 0.00%             | 2029-02-28      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 187571871.SRDLC                                     | 187571871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       478 | PA      | $473.56       | 0.00%             | 2027-04-22      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 187857140.SRDLC                                     | 187857140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3349 | PA      | $951.79       | 0.00%             | 2028-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206903125.SRDLC                                     | 206903125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2259.80      | 0.00%             | 2028-02-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207664379.SRDLC                                     | 207664379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3785 | PA      | $3714.68      | 0.00%             | 2028-04-11      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 256                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-7500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 257                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-2600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class B                                               | CUSIP: 88577CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1029000 | PA      | $1034299.35   | 0.05%             | 2028-02-07      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| 8869716.SRDSQ                                       | 8869716.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       518 | PA      | $498.07       | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207462446.SRDLC                                     | 207462446.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4261 | PA      | $4250.31      | 0.00%             | 2029-04-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207593904.SRDLC                                     | 207593904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8552 | PA      | $8268.39      | 0.00%             | 2027-10-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204776470.SRDLC                                     | 204776470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       312 | PA      | $315.20       | 0.00%             | 2026-10-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 204966953.SRDLC                                     | 204966953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8242 | PA      | $863.73       | 0.00%             | 2027-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 210944790.SRDLC                                     | 210944790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5729 | PA      | $5626.12      | 0.00%             | 2029-09-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211025387.SRDLC                                     | 211025387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4399 | PA      | $4171.96      | 0.00%             | 2028-04-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 258                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-690.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 217                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207756401.SRDLC                                     | 207756401.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1324 | PA      | $1307.28      | 0.00%             | 2028-04-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211179216.SRDLC                                     | 211179216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5809 | PA      | $5644.20      | 0.00%             | 2027-10-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10309567.SRDSQ                                      | 10309567.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2645 | PA      | $2219.75      | 0.00%             | 2027-07-09      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 10315765.SRDSQ                                      | 10315765.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17330 | PA      | $14985.41     | 0.00%             | 2027-07-12      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 8872551.SRDSQ                                       | 8872551.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $134.95       | 0.00%             | 2026-09-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 9019873.SRDSQ                                       | 9019873.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5969 | PA      | $441.71       | 0.00%             | 2026-10-29      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 205147581.SRDLC                                     | 205147581.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6569 | PA      | $6501.63      | 0.00%             | 2028-11-09      | Fixed         | 12.74%                | 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      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 227                                         | 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  May26P 229                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211169264.SRDLC                                     | 211169264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9240 | PA      | $8924.46      | 0.00%             | 2028-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211425106.SRDLC                                     | 211425106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8325 | PA      | $8144.63      | 0.00%             | 2029-10-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 191122073.SRDLC                                     | 191122073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9408 | PA      | $6526.39      | 0.00%             | 2028-11-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191521233.SRDLC                                     | 191521233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1941 | PA      | $203.39       | 0.00%             | 2025-07-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 9744773.SRDSQ                                       | 9744773.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7193 | PA      | $6658.73      | 0.00%             | 2027-03-01      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9753257.SRDSQ                                       | 9753257.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2862 | PA      | $2660.07      | 0.00%             | 2027-03-03      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 207852113.SRDLC                                     | 207852113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6908 | PA      | $6819.84      | 0.00%             | 2028-04-22      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 207945271.SRDLC                                     | 207945271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2185 | PA      | $2155.43      | 0.00%             | 2027-04-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211430876.SRDLC                                     | 211430876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2985 | PA      | $2898.89      | 0.00%             | 2027-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211497978.SRDLC                                     | 211497978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1729 | PA      | $1721.39      | 0.00%             | 2026-10-21      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205204746.SRDLC                                     | 205204746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3022 | PA      | $3049.25      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205228025.SRDLC                                     | 205228025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13306 | PA      | $13504.07     | 0.00%             | 2028-04-30      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 230                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-130.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 231                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-255.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192608111.SRDLC                                     | 192608111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3103 | PA      | $3270.47      | 0.00%             | 2027-08-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 192789922.SRDLC                                     | 192789922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7322 | PA      | $1999.67      | 0.00%             | 2028-04-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 10343840.SRDSQ                                      | 10343840.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1154 | PA      | $1079.65      | 0.00%             | 2027-07-16      | Fixed         | 5.70%                 | Yes           |                  3 | On Loan: No      |
| 10382723.SRDSQ                                      | 10382723.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6442 | PA      | $3510.92      | 0.00%             | 2027-07-28      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 208055965.SRDLC                                     | 208055965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9936 | PA      | $9901.08      | 0.00%             | 2029-04-30      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 210300770.SRDLC                                     | 210300770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1986 | PA      | $1987.79      | 0.00%             | 2026-09-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211509078.SRDLC                                     | 211509078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3360 | PA      | $3347.42      | 0.00%             | 2028-10-15      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211660730.SRDLC                                     | 211660730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2958 | PA      | $2878.77      | 0.00%             | 2027-10-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 232                                         | 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  May26P 233                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -127 | NC      | $-635.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205232686.SRDLC                                     | 205232686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7080 | PA      | $7531.39      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205249648.SRDLC                                     | 205249648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2252 | PA      | $2246.02      | 0.00%             | 2026-11-21      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 9833560.SRDSQ                                       | 9833560.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6728 | PA      | $6523.78      | 0.00%             | 2027-03-24      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Crncy Fut  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1535 | NC      | $854884.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 210837736.SRDLC                                     | 210837736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        54 | PA      | $53.59        | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210856415.SRDLC                                     | 210856415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18197 | PA      | $17763.56     | 0.00%             | 2028-09-20      | Fixed         | 26.99%                | 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      |
| 204517405.SRDLC                                     | 204517405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3421 | PA      | $3448.55      | 0.00%             | 2028-10-02      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 234                                         | 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  May26P 235                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -76 | NC      | $-380.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211886136.SRDLC                                     | 211886136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17020 | PA      | $16985.62     | 0.00%             | 2028-10-28      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212043602.SRDLC                                     | 212043602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27743 | PA      | $27556.79     | 0.00%             | 2028-11-04      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211153580.SRDLC                                     | 211153580.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14643 | PA      | $14334.51     | 0.00%             | 2029-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211201442.SRDLC                                     | 211201442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1334 | PA      | $1313.28      | 0.00%             | 2028-09-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 186271799.SRDLC                                     | 186271799.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5385 | PA      | $5440.22      | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 186355122.SRDLC                                     | 186355122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4281 | PA      | $448.68       | 0.00%             | 2027-02-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204710073.SRDLC                                     | 204710073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10326 | PA      | $11071.60     | 0.00%             | 2028-10-25      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 204836877.SRDLC                                     | 204836877.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       426 | PA      | $430.20       | 0.00%             | 2026-10-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 236                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -101 | NC      | $-505.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       702 | NC      | $687064.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 212118735.SRDLC                                     | 212118735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4754 | PA      | $4600.96      | 0.00%             | 2029-10-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212568909.SRDLC                                     | 212568909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6799 | PA      | $6714.45      | 0.00%             | 2027-11-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 69.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -224 | NC      | $-492800.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -278 | NC      | $-542100.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 211254411.SRDLC                                     | 211254411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14189 | PA      | $13764.67     | 0.00%             | 2029-10-01      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211267565.SRDLC                                     | 211267565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3013 | PA      | $2906.48      | 0.00%             | 2027-10-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205250490.SRDLC                                     | 205250490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1802.76      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205546389.SRDLC                                     | 205546389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14444 | PA      | $14483.33     | 0.00%             | 2027-12-15      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       102 | NC      | $131107.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 99                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -99 | NC      | $-990.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211119143.SRDLC                                     | 211119143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1031 | PA      | $1024.35      | 0.00%             | 2026-10-04      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211187954.SRDLC                                     | 211187954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5899 | PA      | $5713.33      | 0.00%             | 2027-10-07      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213345457.SRDLC                                     | 213345457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3038 | PA      | $2950.62      | 0.00%             | 2029-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213665420.SRDLC                                     | 213665420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15301 | PA      | $14932.27     | 0.00%             | 2030-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 186448116.SRDLC                                     | 186448116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $2837.79      | 0.00%             | 2027-02-22      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186455794.SRDLC                                     | 186455794.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7328 | PA      | $7333.10      | 0.00%             | 2027-02-22      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 211568162.SRDLC                                     | 211568162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1516 | PA      | $1488.47      | 0.00%             | 2027-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211614206.SRDLC                                     | 211614206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3387 | PA      | $3331.32      | 0.00%             | 2029-10-16      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26P 89                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26P 90                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -153 | NC      | $-4590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 70.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -205 | NC      | $-352600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 70.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -137 | NC      | $-202760.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 213672263.SRDLC                                     | 213672263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3427 | PA      | $3358.09      | 0.00%             | 2028-01-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 213715053.SRDLC                                     | 213715053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13139 | PA      | $12735.49     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 186552069.SRDLC                                     | 186552069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8939 | PA      | $8962.61      | 0.00%             | 2027-02-27      | Fixed         | 14.99%                | 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      |
| N/A                                                 | LEAN HOGS OPTION  May26P 91                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -185 | NC      | $-11100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26P 92                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -300 | NC      | $-36000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211715137.SRDLC                                     | 211715137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3983 | PA      | $3934.15      | 0.00%             | 2027-10-23      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211836705.SRDLC                                     | 211836705.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       710 | PA      | $707.03       | 0.00%             | 2029-10-25      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 70.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -75 | NC      | $-93750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -486 | NC      | $-505440.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 214003369.SRDLC                                     | 214003369.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7270 | PA      | $7130.13      | 0.00%             | 2029-01-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214304440.SRDLC                                     | 214304440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5168 | PA      | $541.59       | 0.00%             | 2028-02-19      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| 204913690.SRDLC                                     | 204913690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9538 | PA      | $9406.08      | 0.00%             | 2028-11-08      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 204945030.SRDLC                                     | 204945030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1373 | PA      | $1374.77      | 0.00%             | 2026-11-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26P 93                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -132 | NC      | $-31680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26P 94                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-45000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186919095.SRDLC                                     | 186919095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6123 | PA      | $6155.92      | 0.00%             | 2027-03-07      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 191181523.SRDLC                                     | 191181523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8377 | PA      | $8837.11      | 0.00%             | 2027-07-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 71.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -326 | NC      | $-273840.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 71.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -363 | NC      | $-235950.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214363872.SRDLC                                     | 214363872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4127 | PA      | $4008.84      | 0.00%             | 2029-02-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214380420.SRDLC                                     | 214380420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16303 | PA      | $16058.84     | 0.00%             | 2029-03-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212065246.SRDLC                                     | 212065246.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2523 | PA      | $2487.13      | 0.00%             | 2027-11-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212376699.SRDLC                                     | 212376699.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3631 | PA      | $3435.42      | 0.00%             | 2028-03-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204996180.SRDLC                                     | 204996180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10823 | PA      | $11489.26     | 0.00%             | 2028-11-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205005150.SRDLC                                     | 205005150.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       326 | PA      | $330.20       | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.7                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -20 | NC      | $-4400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 74                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -90 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214412857.SRDLC                                     | 214412857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17306 | PA      | $16885.25     | 0.00%             | 2030-02-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214613518.SRDLC                                     | 214613518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6453 | PA      | $6358.96      | 0.00%             | 2028-02-25      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 192512046.SRDLC                                     | 192512046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1582 | PA      | $1631.36      | 0.00%             | 2027-08-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 194279737.SRDLC                                     | 194279737.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1703 | PA      | $1723.56      | 0.00%             | 2026-10-04      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 10530109.SRDSQ                                      | 10530109.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19108 | PA      | $18137.36     | 0.00%             | 2027-08-27      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10539823.SRDSQ                                      | 10539823.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7767 | PA      | $7379.08      | 0.00%             | 2027-09-02      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 74.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -139 | NC      | $-3475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.12                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -32 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212382255.SRDLC                                     | 212382255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1071.10      | 0.00%             | 2026-11-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212518686.SRDLC                                     | 212518686.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12048 | PA      | $11705.49     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 71.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -258 | NC      | $-126420.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 72                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -430 | NC      | $-154800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214716149.SRDLC                                     | 214716149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7595 | PA      | $7281.48      | 0.00%             | 2028-03-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214780454.SRDLC                                     | 214780454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16415 | PA      | $16076.63     | 0.00%             | 2030-03-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.125                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -20 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.13                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -118 | NC      | $-737.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10548060.SRDSQ                                      | 10548060.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7725 | PA      | $7126.66      | 0.00%             | 2027-09-04      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10557359.SRDSQ                                      | 10557359.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       231 | PA      | $217.06       | 0.00%             | 2027-09-04      | Fixed         | 5.37%                 | Yes           |                  3 | On Loan: No      |
| 10004989.SRDSQ                                      | 10004989.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14693 | PA      | $12219.94     | 0.00%             | 2027-04-30      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10032111.SRDSQ                                      | 10032111.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11445 | PA      | $10952.72     | 0.00%             | 2027-05-05      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 212536891.SRDLC                                     | 212536891.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15648 | PA      | $15234.44     | 0.00%             | 2028-11-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 213750027.SRDLC                                     | 213750027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4377 | PA      | $4361.66      | 0.00%             | 2027-01-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214955111.SRDLC                                     | 214955111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3579 | PA      | $3437.74      | 0.00%             | 2028-03-18      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 215006675.SRDLC                                     | 215006675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8270 | PA      | $7771.85      | 0.00%             | 2028-12-31      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213955142.SRDLC                                     | 213955142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14691 | PA      | $2058.21      | 0.00%             | 2028-02-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214417584.SRDLC                                     | 214417584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12263 | PA      | $12062.32     | 0.00%             | 2028-03-06      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.135                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -63 | NC      | $-393.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1375                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -75 | NC      | $-468.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205074337.SRDLC                                     | 205074337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6343 | PA      | $6694.80      | 0.00%             | 2028-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 205233408.SRDLC                                     | 205233408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5176 | PA      | $13.98        | 0.00%             | 2028-11-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 10570437.SRDSQ                                      | 10570437.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40226 | PA      | $37804.64     | 0.00%             | 2027-09-06      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10589263.SRDSQ                                      | 10589263.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       770 | PA      | $684.22       | 0.00%             | 2027-09-11      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| 10046832.SRDSQ                                      | 10046832.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22264 | PA      | $21520.52     | 0.00%             | 2027-05-07      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10088460.SRDSQ                                      | 10088460.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6406 | PA      | $6089.30      | 0.00%             | 2027-05-19      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.14                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -58 | NC      | $-725.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1425                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -39 | NC      | $-487.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214849844.SRDLC                                     | 214849844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13874 | PA      | $13684.27     | 0.00%             | 2029-03-19      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214886753.SRDLC                                     | 214886753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4365 | PA      | $3746.37      | 0.00%             | 2028-11-13      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 215142719.SRDLC                                     | 215142719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21503 | PA      | $20614.96     | 0.00%             | 2030-04-07      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215771320.SRDLC                                     | 215771320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15201 | PA      | $14731.11     | 0.00%             | 2029-04-26      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 10338092.SRDSQ                                      | 10338092.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6076 | PA      | $5728.08      | 0.00%             | 2027-07-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10338521.SRDSQ                                      | 10338521.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3392 | PA      | $3264.37      | 0.00%             | 2027-07-15      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10610158.SRDSQ                                      | 10610158.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6199 | PA      | $5870.21      | 0.00%             | 2027-09-16      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10622075.SRDSQ                                      | 10622075.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9737 | PA      | $9155.58      | 0.00%             | 2027-09-18      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.145                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -136 | NC      | $-2550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1475                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -99 | NC      | $-2475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214950076.SRDLC                                     | 214950076.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7867 | PA      | $7639.30      | 0.00%             | 2029-03-13      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 215051825.SRDLC                                     | 215051825.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5818 | PA      | $5627.14      | 0.00%             | 2030-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 216691553.SRDLC                                     | 216691553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4979 | PA      | $4777.96      | 0.00%             | 2028-05-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 218822427.SRDLC                                     | 218822427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23393 | PA      | $22329.09     | 0.00%             | 2030-08-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 10346206.SRDSQ                                      | 10346206.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7616 | PA      | $6892.17      | 0.00%             | 2027-07-19      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10357211.SRDSQ                                      | 10357211.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4148 | PA      | $3999.85      | 0.00%             | 2027-07-21      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 72.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -386 | NC      | $-96500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 72.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -310 | NC      | $-52700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.15                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -191 | NC      | $-5968.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1525                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -81 | NC      | $-3037.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10368873.SRDSQ                                      | 10368873.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8612 | PA      | $7557.85      | 0.00%             | 2027-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10373837.SRDSQ                                      | 10373837.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2534 | PA      | $2381.13      | 0.00%             | 2027-07-26      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 207637239.SRDLC                                     | 207637239.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6259 | PA      | $655.92       | 0.00%             | 2028-04-12      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207683802.SRDLC                                     | 207683802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2496 | PA      | $2443.35      | 0.00%             | 2027-04-12      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 216169944.SRDLC                                     | 216169944.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7713 | PA      | $7411.06      | 0.00%             | 2028-04-29      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 216673939.SRDLC                                     | 216673939.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11276 | PA      | $10886.75     | 0.00%             | 2029-05-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 218944787.SRDLC                                     | 218944787.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5540 | PA      | $5233.52      | 0.00%             | 2028-08-21      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 218994142.SRDLC                                     | 218994142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12666 | PA      | $11976.07     | 0.00%             | 2028-08-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211268223.SRDLC                                     | 211268223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2461 | PA      | $2380.99      | 0.00%             | 2027-10-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211446570.SRDLC                                     | 211446570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17333 | PA      | $1816.46      | 0.00%             | 2027-10-10      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205254198.SRDLC                                     | 205254198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11699 | PA      | $11597.65     | 0.00%             | 2028-11-17      | Fixed         | 10.84%                | Yes           |                  3 | On Loan: No      |
| 205276547.SRDLC                                     | 205276547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2565 | PA      | $2594.08      | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.155                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -146 | NC      | $-7300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1575                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -153 | NC      | $-9562.50     | -0.00%            |  |  |  | No            |                  1 | 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      |
| 186137950.SRDLC                                     | 186137950.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5235 | PA      | $5196.52      | 0.00%             | 2027-02-28      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 211534714.SRDLC                                     | 211534714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2008 | PA      | $1917.92      | 0.00%             | 2029-05-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213600778.SRDLC                                     | 213600778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       839 | PA      | $835.05       | 0.00%             | 2027-01-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 72.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -148 | NC      | $-16280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -187 | NC      | $-13090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219028982.SRDLC                                     | 219028982.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1188 | PA      | $328.59       | 0.00%             | 2027-08-14      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 219175387.SRDLC                                     | 219175387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1478 | PA      | $1445.07      | 0.00%             | 2027-08-25      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 10564397.SRDSQ                                      | 10564397.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4759 | PA      | $4452.76      | 0.00%             | 2027-09-05      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10577829.SRDSQ                                      | 10577829.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10210 | PA      | $9666.51      | 0.00%             | 2027-09-09      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 219889448.SRDLC                                     | 219889448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4739 | PA      | $4485.23      | 0.00%             | 2028-09-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219958583.SRDLC                                     | 219958583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13540 | PA      | $12971.12     | 0.00%             | 2030-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 186761684.SRDLC                                     | 186761684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7041 | PA      | $737.89       | 0.00%             | 2026-03-10      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 186834062.SRDLC                                     | 186834062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6144 | PA      | $6089.54      | 0.00%             | 2027-03-03      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 219985742.SRDLC                                     | 219985742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5476 | PA      | $5263.70      | 0.00%             | 2029-09-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219987878.SRDLC                                     | 219987878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4163 | PA      | $3993.59      | 0.00%             | 2028-09-16      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 213711251.SRDLC                                     | 213711251.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       746 | PA      | $737.51       | 0.00%             | 2028-01-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215036532.SRDLC                                     | 215036532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6243 | PA      | $654.32       | 0.00%             | 2028-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205468854.SRDLC                                     | 205468854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3990 | PA      | $3966.36      | 0.00%             | 2026-12-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 205640907.SRDLC                                     | 205640907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14891 | PA      | $14996.49     | 0.00%             | 2027-12-11      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 219985068.SRDLC                                     | 219985068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3870 | PA      | $3672.33      | 0.00%             | 2028-09-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219987623.SRDLC                                     | 219987623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2578 | PA      | $2514.25      | 0.00%             | 2027-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 10073207.SRDSQ                                      | 10073207.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1874 | PA      | $1583.14      | 0.00%             | 2027-05-14      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 10102802.SRDSQ                                      | 10102802.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $1106.18      | 0.00%             | 2027-05-21      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10599606.SRDSQ                                      | 10599606.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2217 | PA      | $2136.84      | 0.00%             | 2027-09-12      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 10642858.SRDSQ                                      | 10642858.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17248 | PA      | $16333.92     | 0.00%             | 2027-09-23      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10085123.SRDSQ                                      | 10085123.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12415 | PA      | $11594.49     | 0.00%             | 2027-05-18      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10111726.SRDSQ                                      | 10111726.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1579 | PA      | $1556.19      | 0.00%             | 2027-05-24      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 195518264.SRDLC                                     | 195518264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13521 | PA      | $1417.04      | 0.00%             | 2027-11-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 203454561.SRDLC                                     | 203454561.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10310 | PA      | $10948.15     | 0.00%             | 2028-08-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10270728.SRDSQ                                      | 10270728.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1711 | PA      | $1607.62      | 0.00%             | 2027-06-30      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10270933.SRDSQ                                      | 10270933.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11146 | PA      | $10497.31     | 0.00%             | 2027-06-30      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 73.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -20 | NC      | $-900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 75                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -18 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220034378.SRDLC                                     | 220034378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21024 | PA      | $20157.88     | 0.00%             | 2028-09-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 220067539.SRDLC                                     | 220067539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9219 | PA      | $8720.43      | 0.00%             | 2030-09-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 215068765.SRDLC                                     | 215068765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1767 | PA      | $1748.93      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219103155.SRDLC                                     | 219103155.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2869 | PA      | $2789.24      | 0.00%             | 2027-08-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205807964.SRDLC                                     | 205807964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17862 | PA      | $18499.57     | 0.00%             | 2028-12-20      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 206415213.SRDLC                                     | 206415213.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6522 | PA      | $6382.86      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 10643582.SRDSQ                                      | 10643582.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     72225 | PA      | $67862.75     | 0.00%             | 2027-09-23      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10651253.SRDSQ                                      | 10651253.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $828.46       | 0.00%             | 2027-09-25      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 203592212.SRDLC                                     | 203592212.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       381 | PA      | $383.23       | 0.00%             | 2026-08-25      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204136163.SRDLC                                     | 204136163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       187 | PA      | $187.61       | 0.00%             | 2026-09-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210631857.SRDLC                                     | 210631857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3260 | PA      | $3165.59      | 0.00%             | 2028-09-06      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 210877890.SRDLC                                     | 210877890.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3422 | PA      | $3225.74      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211339687.SRDLC                                     | 211339687.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8086 | PA      | $7914.79      | 0.00%             | 2027-10-04      | Fixed         | 10.49%                | 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      |
| 8316795.SRDSQ                                       | 8316795.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     81738 | PA      | $49255.07     | 0.00%             | 2026-04-24      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8647701.SRDSQ                                       | 8647701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1128 | PA      | $764.45       | 0.00%             | 2026-07-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 10652665.SRDSQ                                      | 10652665.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31034 | PA      | $27511.76     | 0.00%             | 2027-09-25      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2026-1 Class A                                       | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4525000 | PA      | $4500791.25   | 0.21%             | 2029-03-21      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| 210935362.SRDLC                                     | 210935362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4087 | PA      | $3948.96      | 0.00%             | 2027-09-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211023462.SRDLC                                     | 211023462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1746 | PA      | $1754.55      | 0.00%             | 2026-09-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219540611.SRDLC                                     | 219540611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12362 | PA      | $12007.65     | 0.00%             | 2031-09-16      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 219967989.SRDLC                                     | 219967989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7059 | PA      | $6758.53      | 0.00%             | 2030-09-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 67                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 67.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220041673.SRDLC                                     | 220041673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20385 | PA      | $17737.05     | 0.00%             | 2030-07-16      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220068337.SRDLC                                     | 220068337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7215 | PA      | $6831.10      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8865123.SRDSQ                                       | 8865123.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2552 | PA      | $2203.40      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9060155.SRDSQ                                       | 9060155.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3867 | PA      | $1995.16      | 0.00%             | 2026-11-08      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 204187223.SRDLC                                     | 204187223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6746 | PA      | $7159.44      | 0.00%             | 2028-09-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205162124.SRDLC                                     | 205162124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1061 | PA      | $1083.65      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211109405.SRDLC                                     | 211109405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1124 | PA      | $1115.35      | 0.00%             | 2026-10-02      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211241719.SRDLC                                     | 211241719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1453 | PA      | $1415.10      | 0.00%             | 2028-10-06      | Fixed         | 22.49%                | Yes           |                  3 | 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      | $322888.80    | 0.01%             | 2030-07-08      | Floating      | 7.69%                 | Yes           |                  2 | 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      | $408803.20    | 0.02%             | 2029-04-09      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| 211450360.SRDLC                                     | 211450360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2955 | PA      | $2862.26      | 0.00%             | 2027-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212532732.SRDLC                                     | 212532732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3784 | PA      | $3730.70      | 0.00%             | 2027-11-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -50 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 67.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -74 | NC      | $-370.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2026-1 Class B                                       | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5981000 | PA      | $5945413.05   | 0.27%             | 2029-03-21      | Floating      | 9.69%                 | 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      | $1842453.75   | 0.08%             | 2027-05-10      | Floating      | 11.33%                | Yes           |                  2 | On Loan: No      |
| 205230663.SRDLC                                     | 205230663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2537 | PA      | $2605.09      | 0.00%             | 2027-11-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205240259.SRDLC                                     | 205240259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22058 | PA      | $4058.61      | 0.00%             | 2028-11-28      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211259280.SRDLC                                     | 211259280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1941 | PA      | $1873.40      | 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        |       919 | PA      | $900.53       | 0.00%             | 2027-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213996069.SRDLC                                     | 213996069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5941 | PA      | $5908.18      | 0.00%             | 2027-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214260261.SRDLC                                     | 214260261.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8331 | PA      | $8280.52      | 0.00%             | 2027-02-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| Kizuna Re III Pte. Ltd.                             | Kizuna Re III 2026-1 Class A                                         | CUSIP: 49835JAC0<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |   1840000 | PA      | $1838528.00   | 0.08%             | 2031-04-09      | Floating      | 6.22%                 | 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      | $767707.05    | 0.04%             | 2030-02-15      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| 211283933.SRDLC                                     | 211283933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5330 | PA      | $5140.70      | 0.00%             | 2027-10-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211319132.SRDLC                                     | 211319132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1146 | PA      | $916.40       | 0.00%             | 2026-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 9102280.SRDSQ                                       | 9102280.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10358 | PA      | $9888.00      | 0.00%             | 2026-11-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9327730.SRDSQ                                       | 9327730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7300 | PA      | $7122.72      | 0.00%             | 2027-01-11      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| Chartwell Re Ltd.                                   | Chartwell Re 2025-1 Class A                                          | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   1783000 | PA      | $1832299.95   | 0.08%             | 2028-06-07      | Floating      | 9.69%                 | Yes           |                  2 | 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      |
| 205312683.SRDLC                                     | 205312683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8458 | PA      | $8394.98      | 0.00%             | 2028-11-17      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205512566.SRDLC                                     | 205512566.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10108 | PA      | $10072.75     | 0.00%             | 2028-11-30      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 214364368.SRDLC                                     | 214364368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8276 | PA      | $7953.84      | 0.00%             | 2028-02-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214816930.SRDLC                                     | 214816930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11014 | PA      | $10629.34     | 0.00%             | 2028-03-11      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 68                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -174 | NC      | $-870.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 68.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -242 | NC      | $-1210.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8349432.SRDSQ                                       | 8349432.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       178 | PA      | $90.41        | 0.00%             | 2026-05-04      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| 8399477.SRDSQ                                       | 8399477.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       198 | PA      | $121.67       | 0.00%             | 2026-05-20      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 205879798.SRDLC                                     | 205879798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9220 | PA      | $9225.41      | 0.00%             | 2028-12-26      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 206310285.SRDLC                                     | 206310285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4034 | PA      | $4029.74      | 0.00%             | 2027-02-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211610325.SRDLC                                     | 211610325.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13699 | PA      | $2490.47      | 0.00%             | 2029-10-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211739637.SRDLC                                     | 211739637.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1846 | PA      | $193.49       | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 9814116.SRDSQ                                       | 9814116.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       746 | PA      | $723.57       | 0.00%             | 2027-03-18      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| CBM3908662.SRDUP                                    | CBM3908662.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       582 | PA      | $586.01       | 0.00%             | 2028-08-02      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| 214959465.SRDLC                                     | 214959465.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8733 | PA      | $8542.35      | 0.00%             | 2029-03-12      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| 215001860.SRDLC                                     | 215001860.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13815 | PA      | $12996.79     | 0.00%             | 2030-03-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 186682233.SRDLC                                     | 186682233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13023 | PA      | $1364.82      | 0.00%             | 2028-02-03      | Fixed         | 12.74%                | 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      |
| 8546488.SRDSQ                                       | 8546488.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       146 | PA      | $122.60       | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8550864.SRDSQ                                       | 8550864.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4145 | PA      | $306.75       | 0.00%             | 2026-07-01      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 206472529.SRDLC                                     | 206472529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7309 | PA      | $7262.49      | 0.00%             | 2027-02-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206491916.SRDLC                                     | 206491916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14435 | PA      | $1512.80      | 0.00%             | 2027-02-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206572374.SRDLC                                     | 206572374.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19703 | PA      | $19604.43     | 0.00%             | 2029-08-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207138091.SRDLC                                     | 207138091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1439 | PA      | $150.81       | 0.00%             | 2028-04-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212140073.SRDLC                                     | 212140073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12822 | PA      | $12431.81     | 0.00%             | 2029-11-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212214928.SRDLC                                     | 212214928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4427 | PA      | $4369.64      | 0.00%             | 2027-11-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| CBM3910258.SRDUP                                    | CBM3910258.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15516 | PA      | $15414.96     | 0.00%             | 2029-06-02      | Fixed         | 26.04%                | Yes           |                  3 | On Loan: No      |
| CBM3910645.SRDUP                                    | CBM3910645.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       109 | PA      | $107.70       | 0.00%             | 2026-08-02      | Fixed         | 20.35%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 68.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -112 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 68.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -204 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215012776.SRDLC                                     | 215012776.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2125 | PA      | $2037.37      | 0.00%             | 2028-03-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215405112.SRDLC                                     | 215405112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       745 | PA      | $709.40       | 0.00%             | 2028-04-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207818370.SRDLC                                     | 207818370.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3564 | PA      | $3519.44      | 0.00%             | 2029-04-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207918931.SRDLC                                     | 207918931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4588 | PA      | $4610.41      | 0.00%             | 2027-04-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8610218.SRDSQ                                       | 8610218.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1454 | PA      | $594.69       | 0.00%             | 2026-07-12      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8829482.SRDSQ                                       | 8829482.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26156 | PA      | $13734.77     | 0.00%             | 2026-09-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4008158.SRDUP                                    | CBM4008158.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21869 | PA      | $21998.36     | 0.00%             | 2028-10-06      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| CBM4011217.SRDUP                                    | CBM4011217.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $489.56       | 0.00%             | 2028-10-10      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| 212226158.SRDLC                                     | 212226158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27659 | PA      | $27506.53     | 0.00%             | 2028-11-12      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| 212367294.SRDLC                                     | 212367294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2902 | PA      | $2803.16      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 69                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -299 | NC      | $-2990.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 69.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -309 | NC      | $-4635.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215641184.SRDLC                                     | 215641184.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18395 | PA      | $15518.27     | 0.00%             | 2031-01-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215670875.SRDLC                                     | 215670875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1259.31      | 0.00%             | 2028-04-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210563588.SRDLC                                     | 210563588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3719 | PA      | $3592.44      | 0.00%             | 2027-09-08      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211057701.SRDLC                                     | 211057701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5489 | PA      | $5485.45      | 0.00%             | 2026-09-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| DRB5004259.SRDUP                                    | DRB5004259.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15906 | PA      | $7618.83      | 0.00%             | 2030-02-06      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| DRB5176596.SRDUP                                    | DRB5176596.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5251 | PA      | $4819.61      | 0.00%             | 2030-04-03      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| 9047192.SRDSQ                                       | 9047192.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1575 | PA      | $1447.79      | 0.00%             | 2026-11-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9331019.SRDSQ                                       | 9331019.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5871 | PA      | $5625.71      | 0.00%             | 2027-01-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187031324.SRDLC                                     | 187031324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2990 | PA      | $3122.05      | 0.00%             | 2027-03-08      | Fixed         | 27.99%                | 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      |
| N/A                                                 | AUDUSD Euro 9am   May26P 69.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -251 | NC      | $-3765.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Jun26C 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -80 | NC      | $-28800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212445795.SRDLC                                     | 212445795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1730 | PA      | $330.34       | 0.00%             | 2027-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212483697.SRDLC                                     | 212483697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3742 | PA      | $3623.91      | 0.00%             | 2027-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5178216.SRDUP                                    | DRB5178216.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1318 | PA      | $1271.90      | 0.00%             | 2028-04-03      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| DRB5179885.SRDUP                                    | DRB5179885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12071 | PA      | $11084.60     | 0.00%             | 2030-04-03      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| 215735163.SRDLC                                     | 215735163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4746 | PA      | $4538.51      | 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        |      8663 | PA      | $8277.71      | 0.00%             | 2028-05-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 9337070.SRDSQ                                       | 9337070.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6824 | PA      | $504.98       | 0.00%             | 2027-01-14      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9662239.SRDSQ                                       | 9662239.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     81190 | PA      | $77844.81     | 0.00%             | 2027-02-11      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.16                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -136 | NC      | $-11900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1625                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -294 | NC      | $-33075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211120285.SRDLC                                     | 211120285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6023 | PA      | $5923.49      | 0.00%             | 2027-10-09      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211222017.SRDLC                                     | 211222017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13799 | PA      | $13292.82     | 0.00%             | 2027-10-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 212487831.SRDLC                                     | 212487831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10696 | PA      | $10283.83     | 0.00%             | 2029-11-28      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 212536216.SRDLC                                     | 212536216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       742 | PA      | $720.08       | 0.00%             | 2027-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 216701991.SRDLC                                     | 216701991.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6046 | PA      | $5838.71      | 0.00%             | 2029-05-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 218557670.SRDLC                                     | 218557670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3351 | PA      | $3171.93      | 0.00%             | 2028-08-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5580847.SRDUP                                    | DRB5580847.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11654 | PA      | $10825.37     | 0.00%             | 2030-07-01      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| DRB5582408.SRDUP                                    | DRB5582408.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1167 | PA      | $103.41       | 0.00%             | 2030-07-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| 9667221.SRDSQ                                       | 9667221.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    101534 | PA      | $97940.06     | 0.00%             | 2027-02-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910047.SRDUP                                    | CBM3910047.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1618 | PA      | $1615.32      | 0.00%             | 2028-08-02      | Fixed         | 21.61%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.165                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -275 | NC      | $-41250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.1675                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -319 | NC      | $-63800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212559322.SRDLC                                     | 212559322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1240 | PA      | $1231.71      | 0.00%             | 2026-11-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213686845.SRDLC                                     | 213686845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3452 | PA      | $3477.30      | 0.00%             | 2027-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211269307.SRDLC                                     | 211269307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3186 | PA      | $3070.27      | 0.00%             | 2027-10-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211555492.SRDLC                                     | 211555492.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16066 | PA      | $15598.90     | 0.00%             | 2028-10-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 218592099.SRDLC                                     | 218592099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11406 | PA      | $10902.77     | 0.00%             | 2028-08-07      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 218956336.SRDLC                                     | 218956336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13130 | PA      | $12458.18     | 0.00%             | 2028-08-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.17                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -151 | NC      | $-41525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | contract 051                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $87845.47     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBM3913228.SRDUP                                    | CBM3913228.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1084 | PA      | $1091.28      | 0.00%             | 2028-08-04      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| CBM3913475.SRDUP                                    | CBM3913475.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11832 | PA      | $11920.59     | 0.00%             | 2028-08-04      | Fixed         | 20.52%                | Yes           |                  3 | On Loan: No      |
| 213728351.SRDLC                                     | 213728351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24521 | PA      | $24148.49     | 0.00%             | 2028-01-17      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214079210.SRDLC                                     | 214079210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1740 | PA      | $1733.96      | 0.00%             | 2027-02-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211709941.SRDLC                                     | 211709941.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16563 | PA      | $16230.50     | 0.00%             | 2029-10-21      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 212377735.SRDLC                                     | 212377735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3049 | PA      | $2943.67      | 0.00%             | 2027-11-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| DRB5582980.SRDUP                                    | DRB5582980.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22738 | PA      | $22324.20     | 0.00%             | 2030-07-02      | Fixed         | 20.10%                | Yes           |                  3 | On Loan: No      |
| FW3320060.SRDUP                                     | FW3320060.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       909 | PA      | $912.25       | 0.00%             | 2027-08-01      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 053                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $950021.68    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 056                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 214146608.SRDLC                                     | 214146608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11304 | PA      | $11158.58     | 0.00%             | 2029-02-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214180050.SRDLC                                     | 214180050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12857 | PA      | $1620.00      | 0.00%             | 2029-02-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219058440.SRDLC                                     | 219058440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2697 | PA      | $2594.58      | 0.00%             | 2029-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219982296.SRDLC                                     | 219982296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4309 | PA      | $4076.55      | 0.00%             | 2028-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212381874.SRDLC                                     | 212381874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6992 | PA      | $6804.90      | 0.00%             | 2028-11-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213696869.SRDLC                                     | 213696869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18030 | PA      | $17454.84     | 0.00%             | 2030-01-21      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| FW3337613.SRDUP                                     | FW3337613.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       812 | PA      | $282.77       | 0.00%             | 2027-08-08      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| FW3337731.SRDUP                                     | FW3337731.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5115 | PA      | $793.88       | 0.00%             | 2028-09-08      | Fixed         | 17.92%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CBOE VIX FUTURE   May26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        16 | NC      | $-46248.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GASOLINE RBOB FUT Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        41 | NC      | $599771.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 214422367.SRDLC                                     | 214422367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17734 | PA      | $1858.57      | 0.00%             | 2027-02-19      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214843091.SRDLC                                     | 214843091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1954 | PA      | $1863.23      | 0.00%             | 2028-03-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   Jun26C 73.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -76 | NC      | $-18240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5382535.SRDUP                                    | CBM5382535.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2332 | PA      | $2260.99      | 0.00%             | 2030-05-23      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| 219982380.SRDLC                                     | 219982380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17272 | PA      | $16584.35     | 0.00%             | 2029-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219994882.SRDLC                                     | 219994882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5420 | PA      | $5256.95      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3342389.SRDUP                                     | FW3342389.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6222 | PA      | $6263.23      | 0.00%             | 2027-08-09      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3342476.SRDUP                                     | FW3342476.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1139 | PA      | $1146.44      | 0.00%             | 2027-08-09      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| 213831576.SRDLC                                     | 213831576.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21867 | PA      | $20871.92     | 0.00%             | 2030-01-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 213958723.SRDLC                                     | 213958723.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2973 | PA      | $562.16       | 0.00%             | 2028-04-30      | Fixed         | 23.49%                | Yes           |                  3 | 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      | $1115617.99   | 0.05%             | 2028-04-20      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 132 Class A                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3744105.25   | 0.17%             | 2028-04-24      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| 214921487.SRDLC                                     | 214921487.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3708 | PA      | $3697.38      | 0.00%             | 2027-03-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214993123.SRDLC                                     | 214993123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8856 | PA      | $8551.16      | 0.00%             | 2028-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3402560.SRDUP                                     | FW3402560.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10691 | PA      | $10753.66     | 0.00%             | 2027-09-13      | Fixed         | 29.71%                | Yes           |                  3 | On Loan: No      |
| FW3500552.SRDUP                                     | FW3500552.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $680.71       | 0.00%             | 2025-10-13      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| 215595722.SRDLC                                     | 215595722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4390 | PA      | $4186.16      | 0.00%             | 2028-04-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215849077.SRDLC                                     | 215849077.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5036 | PA      | $4897.47      | 0.00%             | 2029-04-22      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| CBM5181393.SRDUP                                    | CBM5181393.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       941 | PA      | $866.92       | 0.00%             | 2030-04-04      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| CBM5187939.SRDUP                                    | CBM5187939.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4925 | PA      | $764.41       | 0.00%             | 2029-01-07      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| 220036691.SRDLC                                     | 220036691.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5973 | PA      | $5679.29      | 0.00%             | 2028-09-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 220048893.SRDLC                                     | 220048893.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3722.06      | 0.00%             | 2027-09-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 213970925.SRDLC                                     | 213970925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12428 | PA      | $12373.48     | 0.00%             | 2029-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214804232.SRDLC                                     | 214804232.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       150 | PA      | $149.46       | 0.00%             | 2028-03-06      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| FW3500560.SRDUP                                     | FW3500560.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9912 | PA      | $10003.15     | 0.00%             | 2027-10-13      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| FW3542218.SRDUP                                     | FW3542218.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       930 | PA      | $193.54       | 0.00%             | 2027-11-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 134 Class C                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2872818.75   | 0.13%             | 2028-04-24      | Floating      | 17.15%                | Yes           |                  2 | On Loan: No      |
| Athena I Reinsurance DAC                            | Athena I Re DAC                                                      | CUSIP: 000000000<br>LEI: 635400OYYB4RHO1DUS90 | Long             | DBT              | CORP              | IE        |    308000 | PA      | $363184.36    | 0.02%             | 2028-01-21      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| DRB5001261.SRDUP                                    | DRB5001261.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10884 | PA      | $1689.22      | 0.00%             | 2030-02-05      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| DRB5178989.SRDUP                                    | DRB5178989.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4196 | PA      | $3931.78      | 0.00%             | 2028-04-03      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| 214959332.SRDLC                                     | 214959332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18397 | PA      | $17780.57     | 0.00%             | 2030-03-13      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214994314.SRDLC                                     | 214994314.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3549 | PA      | $3495.21      | 0.00%             | 2028-03-13      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 10085838.SRDSQ                                      | 10085838.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1653 | PA      | $1600.81      | 0.00%             | 2027-05-18      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10118200.SRDSQ                                      | 10118200.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4612 | PA      | $4438.56      | 0.00%             | 2027-05-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3542964.SRDUP                                     | FW3542964.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2298 | PA      | $2327.23      | 0.00%             | 2027-11-02      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| FW4012907.SRDUP                                     | FW4012907.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       337 | PA      | $335.39       | 0.00%             | 2026-10-10      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| Baltic PCC Ltd                                      | Baltic PCC 2025-1 Class A                                            | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |   2299000 | PA      | $3128359.35   | 0.14%             | 2028-04-06      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Baltic PCC Ltd                                      | Baltic PCC 2026-1 Class A                                            | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |   1479000 | PA      | $2012546.10   | 0.09%             | 2029-04-06      | Floating      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| DRB5179132.SRDUP                                    | DRB5179132.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2067 | PA      | $320.72       | 0.00%             | 2030-04-03      | Fixed         | 31.69%                | Yes           |                  3 | On Loan: No      |
| DRB5577587.SRDUP                                    | DRB5577587.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2106 | PA      | $1949.70      | 0.00%             | 2030-07-01      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 219092147.SRDLC                                     | 219092147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4711 | PA      | $4514.63      | 0.00%             | 2028-08-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 219119583.SRDLC                                     | 219119583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9913 | PA      | $9427.52      | 0.00%             | 2028-08-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 215005670.SRDLC                                     | 215005670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17574 | PA      | $16997.94     | 0.00%             | 2030-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215015755.SRDLC                                     | 215015755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25376 | PA      | $25013.39     | 0.00%             | 2029-03-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class B                                         | CUSIP: 33975CAQ8<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   1806000 | PA      | $1800130.50   | 0.08%             | 2027-03-12      | Floating      | 21.32%                | Yes           |                  2 | 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      | $1963783.60   | 0.09%             | 2027-01-08      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| L3265831.SRDUP                                      | L3265831.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       551 | PA      | $555.79       | 0.00%             | 2027-07-20      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| L3292269.SRDUP                                      | L3292269.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2862 | PA      | $2896.88      | 0.00%             | 2027-07-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219129646.SRDLC                                     | 219129646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3562 | PA      | $3425.57      | 0.00%             | 2029-08-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219153428.SRDLC                                     | 219153428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10784 | PA      | $10265.73     | 0.00%             | 2028-08-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Foundation Re IV Ltd.                               | Foundation Re 2026-1 Class A                                         | CUSIP: 349939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3979000 | PA      | $3987156.95   | 0.18%             | 2030-01-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2025-1 Class B                                         | CUSIP: 35087TAK4<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    396000 | PA      | $391505.40    | 0.02%             | 2029-01-08      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| DRB5593093.SRDUP                                    | DRB5593093.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4633 | PA      | $4298.41      | 0.00%             | 2030-07-03      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3308999.SRDUP                                     | FW3308999.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19990 | PA      | $6840.57      | 0.00%             | 2027-07-26      | Fixed         | 18.40%                | Yes           |                  3 | On Loan: No      |
| DRB5580873.SRDUP                                    | DRB5580873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       849 | PA      | $829.13       | 0.00%             | 2030-07-01      | Fixed         | 25.70%                | Yes           |                  3 | On Loan: No      |
| DRB5588391.SRDUP                                    | DRB5588391.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1427 | PA      | $677.31       | 0.00%             | 2030-07-02      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| Asian Development Bank                              | Asian Development Bank Tajikistan Disaster Relief Notes              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | TJ        |    730000 | PA      | $730000.00    | 0.03%             | 2029-05-30      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| 10010323.SRDSQ                                      | 10010323.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9547 | PA      | $9120.02      | 0.00%             | 2027-04-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3319940.SRDUP                                      | L3319940.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14920 | PA      | $14830.28     | 0.00%             | 2027-08-01      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| L3336587.SRDUP                                      | L3336587.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       433 | PA      | $434.41       | 0.00%             | 2027-08-08      | Fixed         | 24.41%                | Yes           |                  3 | On Loan: No      |
| 219783648.SRDLC                                     | 219783648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1485 | PA      | $413.52       | 0.00%             | 2027-09-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219975236.SRDLC                                     | 219975236.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16823 | PA      | $16173.74     | 0.00%             | 2028-09-16      | Fixed         | 13.99%                | 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      | $2995906.87   | 0.14%             | 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      | $4395289.84   | 0.20%             | 2040-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 215044633.SRDLC                                     | 215044633.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2573 | PA      | $2539.46      | 0.00%             | 2027-03-22      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215063854.SRDLC                                     | 215063854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6287 | PA      | $6030.83      | 0.00%             | 2028-03-25      | Fixed         | 21.49%                | 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      | $2373811.20   | 0.11%             | 2028-01-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-3 Class A                                            | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    752000 | PA      | $763543.20    | 0.04%             | 2026-07-08      | Floating      | 14.58%                | Yes           |                  2 | On Loan: No      |
| L3337218.SRDUP                                      | L3337218.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2327 | PA      | $1477.01      | 0.00%             | 2027-08-08      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| L3342485.SRDUP                                      | L3342485.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       942 | PA      | $945.63       | 0.00%             | 2027-08-09      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| 10020174.SRDSQ                                      | 10020174.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2624 | PA      | $2549.35      | 0.00%             | 2027-05-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10028558.SRDSQ                                      | 10028558.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2609 | PA      | $2528.64      | 0.00%             | 2027-05-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215070317.SRDLC                                     | 215070317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2180 | PA      | $2114.68      | 0.00%             | 2028-03-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215113633.SRDLC                                     | 215113633.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12978 | PA      | $12593.02     | 0.00%             | 2030-03-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219993866.SRDLC                                     | 219993866.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12386 | PA      | $12087.48     | 0.00%             | 2027-09-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 220013342.SRDLC                                     | 220013342.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2769 | PA      | $2658.93      | 0.00%             | 2029-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L3344812.SRDUP                                      | L3344812.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6393 | PA      | $6360.71      | 0.00%             | 2027-08-10      | Fixed         | 10.51%                | Yes           |                  3 | On Loan: No      |
| L3402012.SRDUP                                      | L3402012.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $911.66       | 0.00%             | 2027-09-06      | Fixed         | 18.24%                | Yes           |                  3 | On Loan: No      |
| FW3324995.SRDUP                                     | FW3324995.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1204 | PA      | $1196.64      | 0.00%             | 2027-08-02      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| FW3325668.SRDUP                                     | FW3325668.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4678 | PA      | $4694.88      | 0.00%             | 2027-08-02      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust 2025-P9         | CUSIP: 52611E101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202500 | PA      | $4247922.60   | 0.19%             | 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      | $2016259.23   | 0.09%             | 2040-09-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 10052387.SRDSQ                                      | 10052387.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5957 | PA      | $5778.53      | 0.00%             | 2027-05-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10113017.SRDSQ                                      | 10113017.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2932 | PA      | $2478.15      | 0.00%             | 2027-05-24      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 215406828.SRDLC                                     | 215406828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3076 | PA      | $3020.41      | 0.00%             | 2027-04-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 216459497.SRDLC                                     | 216459497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16727 | PA      | $16051.20     | 0.00%             | 2030-05-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L3500271.SRDUP                                      | L3500271.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16444 | PA      | $16363.24     | 0.00%             | 2027-10-13      | Fixed         | 13.28%                | Yes           |                  3 | On Loan: No      |
| L3500423.SRDUP                                      | L3500423.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2572 | PA      | $2446.75      | 0.00%             | 2027-10-13      | Fixed         | 16.29%                | 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      | $2502649.44   | 0.11%             | 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      | $5251776.94   | 0.24%             | 2040-12-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 10566438.SRDSQ                                      | 10566438.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1962 | PA      | $1843.57      | 0.00%             | 2027-09-06      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 186223918.SRDLC                                     | 186223918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3492 | PA      | $3481.05      | 0.00%             | 2027-02-14      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| FW3328491.SRDUP                                     | FW3328491.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1007 | PA      | $1001.83      | 0.00%             | 2027-08-03      | Fixed         | 11.48%                | Yes           |                  3 | On Loan: No      |
| FW3334977.SRDUP                                     | FW3334977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13092 | PA      | $13127.36     | 0.00%             | 2027-08-05      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 216700823.SRDLC                                     | 216700823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11107 | PA      | $10487.13     | 0.00%             | 2030-05-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 218897102.SRDLC                                     | 218897102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5263 | PA      | $5111.36      | 0.00%             | 2027-08-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3500488.SRDUP                                      | L3500488.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10560 | PA      | $1638.87      | 0.00%             | 2028-03-13      | Fixed         | 23.52%                | Yes           |                  3 | On Loan: No      |
| L3501102.SRDUP                                      | L3501102.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2597 | PA      | $2622.00      | 0.00%             | 2027-10-13      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| LendingClub Structured Loan Ce                      | LendingClub Structured Loan Certificate Issuer Trust Series 2026-P2  | CUSIP: 52611YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72000 | PA      | $1030551.66   | 0.05%             | 2041-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Liongate Re DAC                                     | Liongate Re DAC                                                      | CUSIP: 53625HAA4<br>LEI: 635400XWDC4YQUGGO620 | Long             | DBT              | CORP              | IE        |    468000 | PA      | $470152.80    | 0.02%             | 2028-04-25      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| 186969770.SRDLC                                     | 186969770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3654 | PA      | $382.96       | 0.00%             | 2028-01-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 192622579.SRDLC                                     | 192622579.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8468 | PA      | $8490.81      | 0.00%             | 2027-08-23      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| FW3391960.SRDUP                                     | FW3391960.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5224 | PA      | $810.73       | 0.00%             | 2027-09-01      | Fixed         | 19.15%                | Yes           |                  3 | On Loan: No      |
| FW3957354.SRDUP                                     | FW3957354.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       589 | PA      | $592.99       | 0.00%             | 2028-09-05      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| 219123874.SRDLC                                     | 219123874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2847 | PA      | $2770.14      | 0.00%             | 2027-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219194604.SRDLC                                     | 219194604.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4600 | PA      | $4358.62      | 0.00%             | 2028-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L3542542.SRDUP                                      | L3542542.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       588 | PA      | $591.96       | 0.00%             | 2027-11-01      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3913495.SRDUP                                      | L3913495.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5455 | PA      | $5489.28      | 0.00%             | 2028-08-04      | Fixed         | 19.89%                | Yes           |                  3 | On Loan: No      |
| Locke Tavern Re Ltd.                                | Locke Tavern Re 2026-1 Class A                                       | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    945000 | PA      | $941834.25    | 0.04%             | 2029-04-09      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Locke Tavern Re Ltd.                                | Locke Tavern Re 2026-1 Class B                                       | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1339000 | PA      | $1333710.95   | 0.06%             | 2029-04-09      | Floating      | 7.94%                 | Yes           |                  2 | 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      |
| 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      |
| FW4011051.SRDUP                                     | FW4011051.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28649 | PA      | $28413.94     | 0.00%             | 2028-10-10      | Fixed         | 17.11%                | Yes           |                  3 | On Loan: No      |
| FW5382359.SRDUP                                     | FW5382359.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3920 | PA      | $3698.09      | 0.00%             | 2028-05-23      | Fixed         | 30.40%                | Yes           |                  3 | On Loan: No      |
| 219810511.SRDLC                                     | 219810511.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8451 | PA      | $8091.62      | 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        |      2934 | PA      | $2819.04      | 0.00%             | 2029-09-15      | Fixed         | 29.99%                | Yes           |                  3 | 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        |  13835000 | PA      | $13829466.00  | 0.63%             | 2026-06-01      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR 2023-SFR1 Trust                                                 | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1879448.00   | 0.09%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| L3913546.SRDUP                                      | L3913546.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1357 | PA      | $1344.59      | 0.00%             | 2028-08-04      | Fixed         | 16.42%                | Yes           |                  3 | On Loan: No      |
| L3954555.SRDUP                                      | L3954555.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        94 | PA      | $93.70        | 0.00%             | 2028-09-01      | Fixed         | 13.54%                | Yes           |                  3 | On Loan: No      |
| 195004526.SRDLC                                     | 195004526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5788 | PA      | $606.63       | 0.00%             | 2026-10-27      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 204011210.SRDLC                                     | 204011210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2286 | PA      | $2283.48      | 0.00%             | 2026-09-11      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW3304599.SRDUP                                     | FW3304599.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       442 | PA      | $447.86       | 0.00%             | 2027-07-25      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3324067.SRDUP                                     | FW3324067.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       302 | PA      | $300.80       | 0.00%             | 2027-08-02      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2022-SFR3 Trust                                                 | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1934663.64   | 0.09%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 8213982.SRDSQ                                       | 8213982.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       652 | PA      | $162.39       | 0.00%             | 2026-03-24      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| 8344545.SRDSQ                                       | 8344545.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $172.04       | 0.00%             | 2026-05-02      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8747951.SRDSQ                                       | 8747951.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     68056 | PA      | $58779.76     | 0.00%             | 2026-08-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 220072593.SRDLC                                     | 220072593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3723.98      | 0.00%             | 2027-09-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8416503.SRDSQ                                       | 8416503.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       709 | PA      | $52.44        | 0.00%             | 2026-05-25      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| L5003078.SRDUP                                      | L5003078.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $786.91       | 0.00%             | 2028-02-05      | Fixed         | 19.36%                | Yes           |                  3 | On Loan: No      |
| L5177137.SRDUP                                      | L5177137.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2461 | PA      | $1128.61      | 0.00%             | 2030-04-03      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| 204746318.SRDLC                                     | 204746318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1483 | PA      | $1496.42      | 0.00%             | 2026-10-31      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204985247.SRDLC                                     | 204985247.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3959 | PA      | $3962.14      | 0.00%             | 2026-11-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8885015.SRDSQ                                       | 8885015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       625 | PA      | $613.06       | 0.00%             | 2026-09-25      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9053400.SRDSQ                                       | 9053400.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        70 | PA      | $65.62        | 0.00%             | 2026-11-07      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 219986798.SRDLC                                     | 219986798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10977 | PA      | $10540.38     | 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        |      9467 | PA      | $9048.72      | 0.00%             | 2030-09-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 10670963.SRDSQ                                      | 10670963.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18559 | PA      | $17191.32     | 0.00%             | 2027-09-27      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 187751530.SRDLC                                     | 187751530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2010 | PA      | $1519.56      | 0.00%             | 2027-10-04      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 8593564.SRDSQ                                       | 8593564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1208 | PA      | $476.28       | 0.00%             | 2026-07-07      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8643790.SRDSQ                                       | 8643790.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7119 | PA      | $526.77       | 0.00%             | 2026-07-23      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW3345025.SRDUP                                     | FW3345025.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       443 | PA      | $441.37       | 0.00%             | 2027-08-10      | Fixed         | 19.93%                | Yes           |                  3 | On Loan: No      |
| FW3394115.SRDUP                                     | FW3394115.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       260 | PA      | $257.77       | 0.00%             | 2027-09-02      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| FW5384619.SRDUP                                     | FW5384619.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3134 | PA      | $2906.51      | 0.00%             | 2030-05-23      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| FW5582474.SRDUP                                     | FW5582474.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1515 | PA      | $1516.26      | 0.00%             | 2030-07-02      | Fixed         | 14.15%                | 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      |
| 205174746.SRDLC                                     | 205174746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7764 | PA      | $7950.63      | 0.00%             | 2027-06-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8772179.SRDSQ                                       | 8772179.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60148 | PA      | $4450.95      | 0.00%             | 2026-08-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9029110.SRDSQ                                       | 9029110.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6336 | PA      | $4477.36      | 0.00%             | 2026-10-30      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9703655.SRDSQ                                       | 9703655.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     67751 | PA      | $60623.70     | 0.00%             | 2027-02-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9837871.SRDSQ                                       | 9837871.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2495 | PA      | $2462.80      | 0.00%             | 2027-03-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 220069803.SRDLC                                     | 220069803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8852 | PA      | $8487.96      | 0.00%             | 2028-09-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 220340789.SRDLC                                     | 220340789.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13217 | PA      | $12577.05     | 0.00%             | 2028-09-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205262018.SRDLC                                     | 205262018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3494 | PA      | $366.13       | 0.00%             | 2027-04-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205928552.SRDLC                                     | 205928552.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10529 | PA      | $10261.71     | 0.00%             | 2028-07-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L3310701.SRDUP                                      | L3310701.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9727 | PA      | $9842.40      | 0.00%             | 2027-12-26      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| L3310766.SRDUP                                      | L3310766.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11223 | PA      | $11377.57     | 0.00%             | 2027-07-26      | Fixed         | 20.52%                | Yes           |                  3 | On Loan: No      |
| FW3913393.SRDUP                                     | FW3913393.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       402 | PA      | $398.77       | 0.00%             | 2026-08-04      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| FW4007629.SRDUP                                     | FW4007629.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3836 | PA      | $3840.29      | 0.00%             | 2028-10-06      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| 188470491.SRDLC                                     | 188470491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1526 | PA      | $1522.17      | 0.00%             | 2027-04-25      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| 191293818.SRDLC                                     | 191293818.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8213 | PA      | $8707.68      | 0.00%             | 2027-07-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206385009.SRDLC                                     | 206385009.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11936 | PA      | $828.33       | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206859256.SRDLC                                     | 206859256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4425 | PA      | $4547.29      | 0.00%             | 2029-02-26      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 9117805.SRDSQ                                       | 9117805.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       343 | PA      | $338.19       | 0.00%             | 2026-11-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9129965.SRDSQ                                       | 9129965.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4235 | PA      | $910.14       | 0.00%             | 2026-11-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| L3319799.SRDUP                                      | L3319799.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       898 | PA      | $900.90       | 0.00%             | 2027-08-01      | Fixed         | 23.94%                | Yes           |                  3 | On Loan: No      |
| L3320197.SRDUP                                      | L3320197.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7996 | PA      | $7948.66      | 0.00%             | 2027-08-01      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| 8338649.SRDSQ                                       | 8338649.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3648 | PA      | $2727.60      | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8350944.SRDSQ                                       | 8350944.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19161 | PA      | $1417.88      | 0.00%             | 2026-05-05      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| FW4008392.SRDUP                                     | FW4008392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       424 | PA      | $420.52       | 0.00%             | 2026-10-06      | Fixed         | 27.29%                | Yes           |                  3 | On Loan: No      |
| L3320167.SRDUP                                      | L3320167.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1247 | PA      | $1255.69      | 0.00%             | 2027-08-01      | Fixed         | 19.44%                | Yes           |                  3 | On Loan: No      |
| 210678182.SRDLC                                     | 210678182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12223 | PA      | $11879.32     | 0.00%             | 2029-09-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210770407.SRDLC                                     | 210770407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10947 | PA      | $10564.66     | 0.00%             | 2027-10-21      | Fixed         | 13.99%                | 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      |
| 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      |
| L3327884.SRDUP                                      | L3327884.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3904 | PA      | $3881.44      | 0.00%             | 2027-08-03      | Fixed         | 17.23%                | Yes           |                  3 | On Loan: No      |
| L3334522.SRDUP                                      | L3334522.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       895 | PA      | $896.90       | 0.00%             | 2027-08-05      | Fixed         | 22.20%                | Yes           |                  3 | On Loan: No      |
| 8390554.SRDSQ                                       | 8390554.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1305 | PA      | $96.59        | 0.00%             | 2026-05-18      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8552851.SRDSQ                                       | 8552851.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2740 | PA      | $202.73       | 0.00%             | 2026-07-02      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 195297116.SRDLC                                     | 195297116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2250 | PA      | $1590.31      | 0.00%             | 2027-11-07      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| 204985862.SRDLC                                     | 204985862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6360 | PA      | $6369.03      | 0.00%             | 2026-11-03      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 9327400.SRDSQ                                       | 9327400.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       548 | PA      | $509.06       | 0.00%             | 2027-01-11      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 9381416.SRDSQ                                       | 9381416.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7847 | PA      | $580.68       | 0.00%             | 2027-01-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3334780.SRDUP                                      | L3334780.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17965 | PA      | $10802.64     | 0.00%             | 2027-08-05      | Fixed         | 13.56%                | Yes           |                  3 | On Loan: No      |
| L3909858.SRDUP                                      | L3909858.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12999 | PA      | $12875.19     | 0.00%             | 2028-08-02      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| 8616889.SRDSQ                                       | 8616889.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       528 | PA      | $260.76       | 0.00%             | 2026-07-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8619256.SRDSQ                                       | 8619256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2235 | PA      | $1640.32      | 0.00%             | 2026-07-15      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3335255.SRDUP                                      | L3335255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1044 | PA      | $1038.47      | 0.00%             | 2027-08-05      | Fixed         | 15.93%                | Yes           |                  3 | On Loan: No      |
| L3343140.SRDUP                                      | L3343140.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3382 | PA      | $3415.25      | 0.00%             | 2027-08-10      | Fixed         | 19.76%                | Yes           |                  3 | On Loan: No      |
| 205205108.SRDLC                                     | 205205108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4082 | PA      | $4154.95      | 0.00%             | 2026-11-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205245476.SRDLC                                     | 205245476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15604 | PA      | $1635.28      | 0.00%             | 2028-11-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3910154.SRDUP                                    | CBM3910154.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       173 | PA      | $171.48       | 0.00%             | 2026-08-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| CBM4007968.SRDUP                                    | CBM4007968.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10550 | PA      | $10452.22     | 0.00%             | 2028-10-06      | Fixed         | 18.55%                | Yes           |                  3 | On Loan: No      |
| 9475112.SRDSQ                                       | 9475112.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       712 | PA      | $698.40       | 0.00%             | 2027-01-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9587038.SRDSQ                                       | 9587038.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3673 | PA      | $3038.79      | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8635613.SRDSQ                                       | 8635613.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2957 | PA      | $218.79       | 0.00%             | 2026-07-21      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 8787155.SRDSQ                                       | 8787155.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2952 | PA      | $218.48       | 0.00%             | 2026-08-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3913367.SRDUP                                      | L3913367.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23131 | PA      | $23052.18     | 0.00%             | 2028-08-04      | Fixed         | 12.13%                | Yes           |                  3 | On Loan: No      |
| L3913429.SRDUP                                      | L3913429.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9685 | PA      | $9679.34      | 0.00%             | 2028-08-04      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| 10090299.SRDSQ                                      | 10090299.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10263 | PA      | $9951.40      | 0.00%             | 2027-05-19      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10107591.SRDSQ                                      | 10107591.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       995 | PA      | $951.47       | 0.00%             | 2027-05-21      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 205459769.SRDLC                                     | 205459769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       850 | PA      | $847.79       | 0.00%             | 2026-11-29      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 206897990.SRDLC                                     | 206897990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11201 | PA      | $11495.72     | 0.00%             | 2029-02-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM4010328.SRDUP                                    | CBM4010328.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3715 | PA      | $1041.82      | 0.00%             | 2028-10-10      | Fixed         | 18.40%                | Yes           |                  3 | On Loan: No      |
| CBM5386083.SRDUP                                    | CBM5386083.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2626 | PA      | $2436.25      | 0.00%             | 2030-05-23      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| 9796930.SRDSQ                                       | 9796930.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       511 | PA      | $471.08       | 0.00%             | 2027-03-15      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| CBM4008087.SRDUP                                    | CBM4008087.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1458 | PA      | $1445.14      | 0.00%             | 2028-10-06      | Fixed         | 18.12%                | Yes           |                  3 | On Loan: No      |
| 8865825.SRDSQ                                       | 8865825.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1225 | PA      | $293.39       | 0.00%             | 2026-09-20      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 8875459.SRDSQ                                       | 8875459.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2823 | PA      | $965.90       | 0.00%             | 2026-09-22      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| L4008262.SRDUP                                      | L4008262.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6052 | PA      | $5998.36      | 0.00%             | 2028-10-06      | Fixed         | 17.39%                | Yes           |                  3 | On Loan: No      |
| L4008264.SRDUP                                      | L4008264.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14184 | PA      | $2721.99      | 0.00%             | 2029-03-06      | Fixed         | 16.33%                | Yes           |                  3 | On Loan: No      |
| L3913525.SRDUP                                      | L3913525.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1380 | PA      | $1366.77      | 0.00%             | 2028-08-04      | Fixed         | 21.45%                | Yes           |                  3 | On Loan: No      |
| L4008533.SRDUP                                      | L4008533.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2871 | PA      | $2893.83      | 0.00%             | 2028-10-06      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 150                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-33120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 99                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-775500.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM5186368.SRDUP                                    | CBM5186368.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2572 | PA      | $2367.15      | 0.00%             | 2030-04-07      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| CBM5582566.SRDUP                                    | CBM5582566.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1703 | PA      | $1577.26      | 0.00%             | 2030-07-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| 206934152.SRDLC                                     | 206934152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4607 | PA      | $4568.67      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207183671.SRDLC                                     | 207183671.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5116 | PA      | $536.21       | 0.00%             | 2029-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8888639.SRDSQ                                       | 8888639.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       365 | PA      | $339.85       | 0.00%             | 2026-09-26      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 9280998.SRDSQ                                       | 9280998.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8264 | PA      | $611.55       | 0.00%             | 2027-01-01      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 78.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-9600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5009854.SRDUP                                    | DRB5009854.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1553 | PA      | $104.08       | 0.00%             | 2030-02-07      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| L4009582.SRDUP                                      | L4009582.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9295 | PA      | $751.99       | 0.00%             | 2028-10-06      | Fixed         | 23.38%                | Yes           |                  3 | On Loan: No      |
| L4010443.SRDUP                                      | L4010443.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12383 | PA      | $12497.33     | 0.00%             | 2028-10-10      | Fixed         | 19.61%                | Yes           |                  3 | On Loan: No      |
| DRB5577485.SRDUP                                    | DRB5577485.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2069.70      | 0.00%             | 2030-07-01      | Fixed         | 30.50%                | Yes           |                  3 | On Loan: No      |
| DRB5587409.SRDUP                                    | DRB5587409.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4565 | PA      | $4232.13      | 0.00%             | 2030-07-02      | Fixed         | 32.31%                | Yes           |                  3 | On Loan: No      |
| 211115354.SRDLC                                     | 211115354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5718 | PA      | $599.27       | 0.00%             | 2029-09-25      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211265659.SRDLC                                     | 211265659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2991 | PA      | $2988.35      | 0.00%             | 2026-10-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 9366774.SRDSQ                                       | 9366774.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2280.57      | 0.00%             | 2027-01-22      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| CBM3910143.SRDUP                                    | CBM3910143.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       150 | PA      | $148.36       | 0.00%             | 2026-08-02      | Fixed         | 23.88%                | Yes           |                  3 | On Loan: No      |
| DRB5010239.SRDUP                                    | DRB5010239.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2327 | PA      | $2145.47      | 0.00%             | 2030-07-07      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| DRB5582585.SRDUP                                    | DRB5582585.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7563 | PA      | $2150.10      | 0.00%             | 2031-05-02      | Fixed         | 28.90%                | Yes           |                  3 | On Loan: No      |
| 207601108.SRDLC                                     | 207601108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       850 | PA      | $847.74       | 0.00%             | 2027-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 210568127.SRDLC                                     | 210568127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2205 | PA      | $2165.08      | 0.00%             | 2027-09-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L5004054.SRDUP                                      | L5004054.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8984 | PA      | $8718.19      | 0.00%             | 2030-02-05      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| L5584736.SRDUP                                      | L5584736.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2395 | PA      | $2338.98      | 0.00%             | 2030-07-02      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| 211891052.SRDLC                                     | 211891052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3851 | PA      | $3749.38      | 0.00%             | 2028-11-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 212116569.SRDLC                                     | 212116569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3680 | PA      | $3551.01      | 0.00%             | 2027-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| DRB5589803.SRDUP                                    | DRB5589803.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1923 | PA      | $119.58       | 0.00%             | 2030-07-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW3310844.SRDUP                                     | FW3310844.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1706 | PA      | $1699.57      | 0.00%             | 2027-07-26      | Fixed         | 11.20%                | Yes           |                  3 | On Loan: No      |
| 10286708.SRDSQ                                      | 10286708.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11021 | PA      | $10691.70     | 0.00%             | 2027-07-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10289509.SRDSQ                                      | 10289509.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4359 | PA      | $4061.91      | 0.00%             | 2027-07-05      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 10122646.SRDSQ                                      | 10122646.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20659 | PA      | $20043.15     | 0.00%             | 2027-05-25      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10306390.SRDSQ                                      | 10306390.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1314 | PA      | $1265.77      | 0.00%             | 2027-07-08      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| 212272608.SRDLC                                     | 212272608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3521 | PA      | $3387.24      | 0.00%             | 2027-11-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 212359337.SRDLC                                     | 212359337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1823 | PA      | $1843.48      | 0.00%             | 2026-11-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6910                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -65 | NC      | $-13000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6915                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -37 | NC      | $-7770.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210617040.SRDLC                                     | 210617040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3648 | PA      | $3602.26      | 0.00%             | 2027-09-10      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 210643991.SRDLC                                     | 210643991.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8825 | PA      | $8497.01      | 0.00%             | 2027-10-01      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L5382973.SRDUP                                      | L5382973.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4864 | PA      | $4507.02      | 0.00%             | 2030-05-23      | Fixed         | 15.40%                | Yes           |                  3 | On Loan: No      |
| 10010019.SRDSQ                                      | 10010019.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2419 | PA      | $2342.27      | 0.00%             | 2027-04-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10022169.SRDSQ                                      | 10022169.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       695 | PA      | $670.05       | 0.00%             | 2027-05-03      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 10050669.SRDSQ                                      | 10050669.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6589 | PA      | $6415.80      | 0.00%             | 2027-05-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10309328.SRDSQ                                      | 10309328.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1429 | PA      | $1385.65      | 0.00%             | 2027-07-09      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 10320894.SRDSQ                                      | 10320894.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       350 | PA      | $341.29       | 0.00%             | 2027-07-13      | Fixed         | 6.64%                 | Yes           |                  3 | On Loan: No      |
| 10069896.SRDSQ                                      | 10069896.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5262 | PA      | $5072.02      | 0.00%             | 2027-05-13      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10071781.SRDSQ                                      | 10071781.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       947 | PA      | $918.86       | 0.00%             | 2027-05-14      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 10327488.SRDSQ                                      | 10327488.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14327 | PA      | $13606.83     | 0.00%             | 2027-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10328256.SRDSQ                                      | 10328256.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3216 | PA      | $3104.82      | 0.00%             | 2027-07-14      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 210955738.SRDLC                                     | 210955738.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23669 | PA      | $23555.66     | 0.00%             | 2028-10-07      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211032556.SRDLC                                     | 211032556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7649 | PA      | $7391.43      | 0.00%             | 2028-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212476233.SRDLC                                     | 212476233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9086 | PA      | $8756.70      | 0.00%             | 2027-11-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212534930.SRDLC                                     | 212534930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2178.80      | 0.00%             | 2028-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 10053707.SRDSQ                                      | 10053707.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       436 | PA      | $421.95       | 0.00%             | 2027-05-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10076824.SRDSQ                                      | 10076824.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3566 | PA      | $3465.36      | 0.00%             | 2027-05-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10077315.SRDSQ                                      | 10077315.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2109 | PA      | $1609.15      | 0.00%             | 2027-05-16      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 10102915.SRDSQ                                      | 10102915.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2670 | PA      | $2549.76      | 0.00%             | 2027-05-21      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10351200.SRDSQ                                      | 10351200.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13567 | PA      | $12732.25     | 0.00%             | 2027-07-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10354151.SRDSQ                                      | 10354151.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8620 | PA      | $8388.34      | 0.00%             | 2027-07-21      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 211032801.SRDLC                                     | 211032801.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        58 | PA      | $57.83        | 0.00%             | 2028-10-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211454037.SRDLC                                     | 211454037.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18291 | PA      | $17739.10     | 0.00%             | 2029-10-09      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| L5579284.SRDUP                                      | L5579284.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31416 | PA      | $30803.43     | 0.00%             | 2030-12-01      | Fixed         | 22.27%                | Yes           |                  3 | On Loan: No      |
| 10009715.SRDSQ                                      | 10009715.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1253 | PA      | $1200.05      | 0.00%             | 2027-04-30      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 10326647.SRDSQ                                      | 10326647.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2588 | PA      | $2490.66      | 0.00%             | 2027-07-14      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10366545.SRDSQ                                      | 10366545.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13769 | PA      | $13355.75     | 0.00%             | 2027-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6920                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -43 | NC      | $-9460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.1                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -305 | NC      | $-207400.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 10109067.SRDSQ                                      | 10109067.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14177 | PA      | $13753.43     | 0.00%             | 2027-05-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10121445.SRDSQ                                      | 10121445.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6467 | PA      | $6212.85      | 0.00%             | 2027-05-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10531356.SRDSQ                                      | 10531356.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9422 | PA      | $8915.56      | 0.00%             | 2027-08-27      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10547204.SRDSQ                                      | 10547204.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15842 | PA      | $14927.58     | 0.00%             | 2027-09-04      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 211525137.SRDLC                                     | 211525137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3804 | PA      | $3697.48      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211527195.SRDLC                                     | 211527195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6257 | PA      | $6034.66      | 0.00%             | 2027-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 10540712.SRDSQ                                      | 10540712.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5741 | PA      | $5362.68      | 0.00%             | 2027-09-02      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10638571.SRDSQ                                      | 10638571.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11124 | PA      | $10510.22     | 0.00%             | 2027-09-22      | Fixed         | 4.55%                 | 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      |
| 188180817.SRDLC                                     | 188180817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4807 | PA      | $4786.84      | 0.00%             | 2027-04-18      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 213469359.SRDLC                                     | 213469359.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22410 | PA      | $22147.36     | 0.00%             | 2029-01-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 214245781.SRDLC                                     | 214245781.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6275 | PA      | $0.00         | 0.00%             | 2028-02-10      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 10548743.SRDSQ                                      | 10548743.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26573 | PA      | $25204.76     | 0.00%             | 2027-09-04      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10557287.SRDSQ                                      | 10557287.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1857 | PA      | $1750.78      | 0.00%             | 2027-09-04      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 10322679.SRDSQ                                      | 10322679.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3341 | PA      | $3185.56      | 0.00%             | 2027-07-13      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10352487.SRDSQ                                      | 10352487.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3035 | PA      | $2410.34      | 0.00%             | 2027-07-20      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 211593489.SRDLC                                     | 211593489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30438 | PA      | $29591.91     | 0.00%             | 2029-10-16      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 212518697.SRDLC                                     | 212518697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       650 | PA      | $651.09       | 0.00%             | 2026-11-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191786026.SRDLC                                     | 191786026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14098 | PA      | $14081.14     | 0.00%             | 2027-08-04      | Fixed         | 16.79%                | 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      |
| 214904497.SRDLC                                     | 214904497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7252 | PA      | $6952.93      | 0.00%             | 2028-03-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214978908.SRDLC                                     | 214978908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4077 | PA      | $4124.26      | 0.00%             | 2027-03-24      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 10087513.SRDSQ                                      | 10087513.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40038 | PA      | $33683.61     | 0.00%             | 2027-05-18      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10104940.SRDSQ                                      | 10104940.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2154 | PA      | $2091.32      | 0.00%             | 2027-05-21      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| CBM3911536.SRDUP                                    | CBM3911536.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1024 | PA      | $1030.71      | 0.00%             | 2028-08-03      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| CBM3911722.SRDUP                                    | CBM3911722.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1734 | PA      | $1717.79      | 0.00%             | 2028-08-03      | Fixed         | 18.11%                | Yes           |                  3 | On Loan: No      |
| 10317820.SRDSQ                                      | 10317820.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3304 | PA      | $992.42       | 0.00%             | 2027-07-12      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10339970.SRDSQ                                      | 10339970.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6456 | PA      | $6234.82      | 0.00%             | 2027-07-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10540975.SRDSQ                                      | 10540975.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       568 | PA      | $538.40       | 0.00%             | 2027-09-02      | Fixed         | 6.20%                 | Yes           |                  3 | On Loan: No      |
| 10543660.SRDSQ                                      | 10543660.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4020 | PA      | $3813.32      | 0.00%             | 2027-09-03      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 214178565.SRDLC                                     | 214178565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10543 | PA      | $10329.36     | 0.00%             | 2030-02-06      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 214574310.SRDLC                                     | 214574310.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9073 | PA      | $1607.78      | 0.00%             | 2030-03-31      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 214978920.SRDLC                                     | 214978920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17486 | PA      | $16922.55     | 0.00%             | 2030-03-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219994404.SRDLC                                     | 219994404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11192 | PA      | $10706.72     | 0.00%             | 2030-09-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| CBM4007944.SRDUP                                    | CBM4007944.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       837 | PA      | $249.71       | 0.00%             | 2028-10-06      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| CBM4012047.SRDUP                                    | CBM4012047.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2469 | PA      | $2448.18      | 0.00%             | 2028-10-10      | Fixed         | 19.26%                | Yes           |                  3 | On Loan: No      |
| 10341013.SRDSQ                                      | 10341013.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40234 | PA      | $38588.09     | 0.00%             | 2027-07-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10531276.SRDSQ                                      | 10531276.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2565 | PA      | $2371.48      | 0.00%             | 2027-08-27      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| 10822987.SRDSQ                                      | 10822987.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    249386 | PA      | $233425.75    | 0.01%             | 2027-10-27      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186878387.SRDLC                                     | 186878387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5162 | PA      | $5138.54      | 0.00%             | 2027-03-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 10781737.SRDSQ                                      | 10781737.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    184483 | PA      | $169023.32    | 0.01%             | 2027-10-17      | Fixed         | 6.18%                 | 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      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 1                                        | CUSIP: 62984JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4855000 | PA      | $4844076.25   | 0.22%             | 2026-10-13      | Floating      | 5.74%                 | 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      | $2016220.80   | 0.09%             | 2026-10-13      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| 203623021.SRDLC                                     | 203623021.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2223.84      | 0.00%             | 2026-08-24      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 203626028.SRDLC                                     | 203626028.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $1583.80      | 0.00%             | 2026-08-17      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| CBM4014926.SRDUP                                    | CBM4014926.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13022 | PA      | $2549.71      | 0.00%             | 2029-03-15      | Fixed         | 27.29%                | Yes           |                  3 | On Loan: No      |
| DRB5175881.SRDUP                                    | DRB5175881.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9452 | PA      | $4481.00      | 0.00%             | 2030-07-02      | Fixed         | 31.36%                | Yes           |                  3 | On Loan: No      |
| 10589276.SRDSQ                                      | 10589276.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11257 | PA      | $10676.41     | 0.00%             | 2027-09-11      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10605243.SRDSQ                                      | 10605243.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25002 | PA      | $23542.34     | 0.00%             | 2027-09-14      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10532219.SRDSQ                                      | 10532219.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14214 | PA      | $13426.89     | 0.00%             | 2027-08-28      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10598739.SRDSQ                                      | 10598739.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10215 | PA      | $9684.59      | 0.00%             | 2027-09-12      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 187040626.SRDLC                                     | 187040626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2930 | PA      | $2918.28      | 0.00%             | 2027-03-23      | Fixed         | 9.34%                 | Yes           |                  3 | On Loan: No      |
| 187045971.SRDLC                                     | 187045971.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3126 | PA      | $3111.60      | 0.00%             | 2027-03-02      | Fixed         | 7.09%                 | 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      | $583891.50    | 0.03%             | 2030-04-23      | Floating      | 5.80%                 | 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      | $4822879.25   | 0.22%             | 2027-06-07      | Floating      | 12.82%                | Yes           |                  2 | 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      |
| 205073163.SRDLC                                     | 205073163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6286 | PA      | $6369.42      | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| DRB5176971.SRDUP                                    | DRB5176971.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13841 | PA      | $13316.67     | 0.00%             | 2030-05-03      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| DRB5177189.SRDUP                                    | DRB5177189.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5348 | PA      | $4911.32      | 0.00%             | 2030-04-03      | Fixed         | 30.52%                | Yes           |                  3 | 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      | $670505.25    | 0.03%             | 2029-06-06      | Floating      | 16.69%                | Yes           |                  2 | 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      | $1867502.00   | 0.09%             | 2029-06-06      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| 10628567.SRDSQ                                      | 10628567.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8748 | PA      | $8279.68      | 0.00%             | 2027-09-19      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10637459.SRDSQ                                      | 10637459.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9651 | PA      | $8798.02      | 0.00%             | 2027-09-21      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 10621188.SRDSQ                                      | 10621188.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12491 | PA      | $11806.78     | 0.00%             | 2027-09-18      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10788877.SRDSQ                                      | 10788877.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    148159 | PA      | $138765.39    | 0.01%             | 2027-10-20      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10302392.SRDSQ                                      | 10302392.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3647 | PA      | $3485.83      | 0.00%             | 2027-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10381644.SRDSQ                                      | 10381644.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15052 | PA      | $14165.23     | 0.00%             | 2027-07-27      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 205152075.SRDLC                                     | 205152075.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2332 | PA      | $244.41       | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205564336.SRDLC                                     | 205564336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9729 | PA      | $9683.56      | 0.00%             | 2026-12-11      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| DRB5178942.SRDUP                                    | DRB5178942.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12622 | PA      | $1152.36      | 0.00%             | 2028-04-03      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| FW3302733.SRDUP                                     | FW3302733.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2649 | PA      | $2675.48      | 0.00%             | 2027-12-22      | Fixed         | 26.10%                | Yes           |                  3 | On Loan: No      |
| 187142957.SRDLC                                     | 187142957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3586 | PA      | $3558.37      | 0.00%             | 2027-03-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187844022.SRDLC                                     | 187844022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6617 | PA      | $5293.66      | 0.00%             | 2027-10-10      | Fixed         | 30.99%                | Yes           |                  3 | 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      | $2591549.70   | 0.12%             | 2029-06-06      | Floating      | 9.44%                 | Yes           |                  2 | 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      | $1024609.80   | 0.05%             | 2029-12-06      | Floating      | 13.94%                | Yes           |                  2 | On Loan: No      |
| 10766232.SRDSQ                                      | 10766232.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    141760 | PA      | $129058.34    | 0.01%             | 2027-10-15      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 186147186.SRDLC                                     | 186147186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1449 | PA      | $1464.79      | 0.00%             | 2027-02-16      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 205692531.SRDLC                                     | 205692531.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17637 | PA      | $17784.96     | 0.00%             | 2027-12-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205921450.SRDLC                                     | 205921450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12201 | PA      | $12074.21     | 0.00%             | 2028-01-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3327990.SRDUP                                     | FW3327990.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2331 | PA      | $2340.90      | 0.00%             | 2027-08-03      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| FW3542904.SRDUP                                     | FW3542904.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2018 | PA      | $313.17       | 0.00%             | 2027-11-02      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| 187143408.SRDLC                                     | 187143408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9289 | PA      | $9266.20      | 0.00%             | 2027-03-16      | Fixed         | 12.34%                | Yes           |                  3 | On Loan: No      |
| 187983448.SRDLC                                     | 187983448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $189.94       | 0.00%             | 2025-04-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214902054.SRDLC                                     | 214902054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14097 | PA      | $13587.78     | 0.00%             | 2030-11-12      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 215020161.SRDLC                                     | 215020161.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29731 | PA      | $28348.45     | 0.00%             | 2030-03-17      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 206474486.SRDLC                                     | 206474486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3325 | PA      | $3326.14      | 0.00%             | 2027-02-05      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206476410.SRDLC                                     | 206476410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4865 | PA      | $4825.83      | 0.00%             | 2028-02-05      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186342803.SRDLC                                     | 186342803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2680 | PA      | $280.90       | 0.00%             | 2025-02-18      | Fixed         | 18.44%                | Yes           |                  3 | On Loan: No      |
| 186365957.SRDLC                                     | 186365957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4888 | PA      | $512.21       | 0.00%             | 2027-03-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3912981.SRDUP                                     | FW3912981.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9298 | PA      | $9366.80      | 0.00%             | 2028-08-03      | Fixed         | 27.47%                | Yes           |                  3 | On Loan: No      |
| FW3954151.SRDUP                                     | FW3954151.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3364 | PA      | $3358.18      | 0.00%             | 2028-09-01      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| 191159852.SRDLC                                     | 191159852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4262 | PA      | $446.68       | 0.00%             | 2027-07-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 191766386.SRDLC                                     | 191766386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1283 | PA      | $134.50       | 0.00%             | 2025-07-25      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8406409.SRDSQ                                       | 8406409.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        53 | PA      | $37.23        | 0.00%             | 2026-05-21      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8794211.SRDSQ                                       | 8794211.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       815 | PA      | $490.91       | 0.00%             | 2026-09-03      | Fixed         | 4.70%                 | Yes           |                  3 | On Loan: No      |
| 206538811.SRDLC                                     | 206538811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8849 | PA      | $8765.92      | 0.00%             | 2027-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206587341.SRDLC                                     | 206587341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       115 | PA      | $31.11        | 0.00%             | 2026-05-08      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215812822.SRDLC                                     | 215812822.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1659 | PA      | $1631.28      | 0.00%             | 2027-04-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 218921412.SRDLC                                     | 218921412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1475 | PA      | $1409.56      | 0.00%             | 2028-08-08      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| FW4008510.SRDUP                                     | FW4008510.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1680 | PA      | $1694.63      | 0.00%             | 2028-10-06      | Fixed         | 29.01%                | Yes           |                  3 | On Loan: No      |
| FW4010758.SRDUP                                     | FW4010758.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4268 | PA      | $4312.46      | 0.00%             | 2028-10-10      | Fixed         | 28.11%                | Yes           |                  3 | On Loan: No      |
| 188560858.SRDLC                                     | 188560858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11471 | PA      | $1202.21      | 0.00%             | 2027-04-25      | Fixed         | 15.19%                | Yes           |                  3 | On Loan: No      |
| 191095020.SRDLC                                     | 191095020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8023 | PA      | $8205.82      | 0.00%             | 2027-07-20      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 192646300.SRDLC                                     | 192646300.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $208.24       | 0.00%             | 2026-04-26      | Fixed         | 30.99%                | 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      |
| 206704769.SRDLC                                     | 206704769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2150 | PA      | $2132.28      | 0.00%             | 2028-02-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206751332.SRDLC                                     | 206751332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7678 | PA      | $7572.90      | 0.00%             | 2029-02-15      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 8360895.SRDSQ                                       | 8360895.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4860 | PA      | $2621.74      | 0.00%             | 2026-05-07      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-2 Class E                                               | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   3866000 | PA      | $3952405.10   | 0.18%             | 2026-12-07      | Floating      | 12.94%                | Yes           |                  2 | On Loan: No      |
| FW4011911.SRDUP                                     | FW4011911.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2344 | PA      | $2368.08      | 0.00%             | 2028-10-10      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW4012199.SRDUP                                     | FW4012199.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2419 | PA      | $2444.87      | 0.00%             | 2028-10-10      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| 191177276.SRDLC                                     | 191177276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11210 | PA      | $1174.77      | 0.00%             | 2027-07-18      | Fixed         | 30.99%                | 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      |
| 194073006.SRDLC                                     | 194073006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2931 | PA      | $2979.03      | 0.00%             | 2027-09-05      | Fixed         | 25.99%                | 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      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class AA                                              | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4257000 | PA      | $4316598.00   | 0.20%             | 2026-12-07      | Floating      | 9.19%                 | Yes           |                  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        |  35091125 | PA      | $32778475.26  | 1.50%             | 2032-08-16      | Variable      | 16.68%                | No            |                  3 | On Loan: No      |
| 206944802.SRDLC                                     | 206944802.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5396 | PA      | $5433.17      | 0.00%             | 2029-03-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207170097.SRDLC                                     | 207170097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6457 | PA      | $6348.62      | 0.00%             | 2027-03-20      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| Vitality Re XVII Ltd                                | Vitality Re XVII 2026 Class A                                        | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    670000 | PA      | $669531.00    | 0.03%             | 2030-01-08      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                | Vitality Re XVII 2026 Class B                                        | CUSIP: 92853KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    669000 | PA      | $665755.35    | 0.03%             | 2030-01-08      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| 203446752.SRDLC                                     | 203446752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11301 | PA      | $1184.34      | 0.00%             | 2028-08-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204015417.SRDLC                                     | 204015417.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2311 | PA      | $2303.95      | 0.00%             | 2026-09-06      | Fixed         | 8.24%                 | Yes           |                  3 | 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        |   6900519 | PA      | $6351698.16   | 0.29%             | 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      | $2459922.85   | 0.11%             | 2032-08-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 193993362.SRDLC                                     | 193993362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6376 | PA      | $6764.38      | 0.00%             | 2027-09-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 194563879.SRDLC                                     | 194563879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9275 | PA      | $6591.76      | 0.00%             | 2028-04-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 186712916.SRDLC                                     | 186712916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4051 | PA      | $4100.92      | 0.00%             | 2027-02-28      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| 186890838.SRDLC                                     | 186890838.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $1579.60      | 0.00%             | 2027-03-07      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| Vitality Re XVII Ltd                                | Vitality Re XVII 2026 Class C                                        | CUSIP: 92853KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    419000 | PA      | $418685.75    | 0.02%             | 2030-01-08      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| 9298854.SRDSQ                                       | 9298854.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       902 | PA      | $869.71       | 0.00%             | 2027-01-03      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 210717183.SRDLC                                     | 210717183.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7449 | PA      | $7295.78      | 0.00%             | 2029-09-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210731592.SRDLC                                     | 210731592.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4704 | PA      | $4541.29      | 0.00%             | 2027-09-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204559321.SRDLC                                     | 204559321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       851 | PA      | $852.39       | 0.00%             | 2026-10-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204798537.SRDLC                                     | 204798537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16158 | PA      | $1693.36      | 0.00%             | 2028-10-24      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 203633630.SRDLC                                     | 203633630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35776 | PA      | $6582.84      | 0.00%             | 2029-01-14      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204384797.SRDLC                                     | 204384797.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17553 | PA      | $17672.41     | 0.00%             | 2027-10-04      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 186910060.SRDLC                                     | 186910060.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4006 | PA      | $4241.58      | 0.00%             | 2028-01-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186930176.SRDLC                                     | 186930176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4677 | PA      | $490.12       | 0.00%             | 2027-03-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 210786782.SRDLC                                     | 210786782.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1297 | PA      | $1299.45      | 0.00%             | 2026-09-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 210852633.SRDLC                                     | 210852633.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26844 | PA      | $26754.97     | 0.00%             | 2028-09-21      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| Windrose Re Ltd                                     | Windrose Re 2026-1 Class B                                           | CUSIP: 972917AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251250.00    | 0.01%             | 2029-02-13      | Floating      | 11.68%                | Yes           |                  2 | On Loan: No      |
| Windrose Re Ltd                                     | Windrose Re 2026-1 Class C                                           | CUSIP: 972917AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    416000 | PA      | $415604.80    | 0.02%             | 2029-02-13      | Floating      | 15.93%                | Yes           |                  2 | 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      | $6068879.17   | 0.28%             | 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      | $38611.81     | 0.00%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 204788715.SRDLC                                     | 204788715.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5005 | PA      | $4990.57      | 0.00%             | 2026-11-20      | Fixed         | 13.61%                | Yes           |                  3 | On Loan: No      |
| 204790084.SRDLC                                     | 204790084.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       252 | PA      | $254.72       | 0.00%             | 2026-10-23      | Fixed         | 19.99%                | 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      |
| 191510625.SRDLC                                     | 191510625.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13285 | PA      | $1392.25      | 0.00%             | 2027-07-25      | Fixed         | 23.99%                | 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      | $450023.10    | 0.02%             | 2029-02-26      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| One Shield Re Ltd.                                  | One Shield Re 2026-1 Class A                                         | CUSIP: 68257MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2798000 | PA      | $2796181.30   | 0.13%             | 2029-04-27      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| 204967306.SRDLC                                     | 204967306.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4826 | PA      | $505.74       | 0.00%             | 2026-11-01      | Fixed         | 28.04%                | Yes           |                  3 | On Loan: No      |
| 205003766.SRDLC                                     | 205003766.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6504 | PA      | $6635.70      | 0.00%             | 2027-11-16      | Fixed         | 27.49%                | 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      | $1792869.30   | 0.08%             | 2027-02-26      | Floating      | 13.90%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class B                                            | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    562000 | PA      | $581051.80    | 0.03%             | 2027-02-26      | Floating      | 15.38%                | Yes           |                  2 | 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      | $23748.89     | 0.00%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                        | UPSTART Securitization Trust 2026-1                                  | CUSIP: 91681BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2207 | PA      | $1856690.49   | 0.09%             | 2036-03-20      | Fixed         | 0.00%                 | No            |                  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      |
| 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      |
| 204819660.SRDLC                                     | 204819660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4158 | PA      | $4259.07      | 0.00%             | 2026-10-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205132600.SRDLC                                     | 205132600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6250 | PA      | $6287.00      | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2025-1 Class A                                            | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1749000 | PA      | $1771474.65   | 0.08%             | 2028-02-21      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd.                                     | Winston Re 2026-1 Class A                                            | CUSIP: 975660AD3<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   2155000 | PA      | $2155000.00   | 0.10%             | 2029-05-04      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| 192822780.SRDLC                                     | 192822780.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6150 | PA      | $644.50       | 0.00%             | 2025-08-22      | Fixed         | 22.49%                | 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      |
| 211116416.SRDLC                                     | 211116416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4978 | PA      | $4647.30      | 0.00%             | 2030-04-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211172694.SRDLC                                     | 211172694.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6494 | PA      | $6343.44      | 0.00%             | 2029-10-09      | Fixed         | 23.99%                | Yes           |                  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      | $14868.82     | 0.00%             | 2027-05-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Asset Trust I                               | Upstart Asset Trust I Series 2026-1-GS                               | CUSIP: 91682YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  61746593 | PA      | $62620293.71  | 2.87%             | 2056-06-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 205114020.SRDLC                                     | 205114020.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2876 | PA      | $301.40       | 0.00%             | 2025-11-07      | Fixed         | 26.62%                | Yes           |                  3 | On Loan: No      |
| 205121268.SRDLC                                     | 205121268.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1297 | PA      | $1305.16      | 0.00%             | 2026-11-12      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Winston Re Ltd.                                     | Winston Re 2026-1 Class B                                            | CUSIP: 975660AE1<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   2001000 | PA      | $2001000.00   | 0.09%             | 2029-05-04      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd.                                     | Winston Re 2026-1 Class C                                            | CUSIP: 975660AF8<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    656000 | PA      | $656000.00    | 0.03%             | 2029-05-04      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| 203901815.SRDLC                                     | 203901815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18985 | PA      | $1989.62      | 0.00%             | 2028-08-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 204660104.SRDLC                                     | 204660104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15024 | PA      | $15625.34     | 0.00%             | 2028-10-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| FW4012620.SRDUP                                     | FW4012620.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3086 | PA      | $3117.36      | 0.00%             | 2028-10-10      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| FW4996982.SRDUP                                     | FW4996982.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4798 | PA      | $4646.66      | 0.00%             | 2030-07-03      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| 211337252.SRDLC                                     | 211337252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13771 | PA      | $13291.88     | 0.00%             | 2027-10-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211492976.SRDLC                                     | 211492976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3550 | PA      | $3448.96      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205172819.SRDLC                                     | 205172819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       822 | PA      | $840.46       | 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        |     10186 | PA      | $10824.04     | 0.00%             | 2028-11-13      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 9767015.SRDSQ                                       | 9767015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13893 | PA      | $10392.32     | 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      | $643360.00    | 0.03%             | 2026-08-07      | Floating      | 9.92%                 | Yes           |                  2 | 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        |  48914090 | PA      | $47067086.36  | 2.16%             | 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        |  38117941 | PA      | $36286202.68  | 1.66%             | 2055-08-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 204786911.SRDLC                                     | 204786911.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14801 | PA      | $14672.40     | 0.00%             | 2028-11-10      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205180990.SRDLC                                     | 205180990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1601 | PA      | $1616.01      | 0.00%             | 2026-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211755003.SRDLC                                     | 211755003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5117 | PA      | $536.26       | 0.00%             | 2027-02-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213652198.SRDLC                                     | 213652198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7867 | PA      | $7592.69      | 0.00%             | 2028-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205195966.SRDLC                                     | 205195966.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7093 | PA      | $7540.17      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205232907.SRDLC                                     | 205232907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4101 | PA      | $429.80       | 0.00%             | 2026-11-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class B                                            | CUSIP: 982533AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2616000 | PA      | $2637582.00   | 0.12%             | 2026-08-07      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| Yosemite Re Ltd.                                    | Yosemite Re 2025-1 Class A                                           | CUSIP: 98740RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2254000 | PA      | $2350583.90   | 0.11%             | 2028-06-07      | Floating      | 10.94%                | Yes           |                  2 | 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        |  10932977 | PA      | $10357276.04  | 0.47%             | 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      | $5025275.00   | 0.23%             | 2034-11-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| 214185820.SRDLC                                     | 214185820.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6333 | PA      | $6263.23      | 0.00%             | 2029-02-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214362202.SRDLC                                     | 214362202.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4805 | PA      | $503.53       | 0.00%             | 2028-01-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205240681.SRDLC                                     | 205240681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10215 | PA      | $10887.82     | 0.00%             | 2028-11-19      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205243385.SRDLC                                     | 205243385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3975 | PA      | $4089.80      | 0.00%             | 2027-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205203529.SRDLC                                     | 205203529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15166 | PA      | $16104.28     | 0.00%             | 2028-11-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205404187.SRDLC                                     | 205404187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17074 | PA      | $16903.26     | 0.00%             | 2029-03-31      | Fixed         | 10.76%                | Yes           |                  3 | On Loan: No      |
| 205190152.SRDLC                                     | 205190152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4184 | PA      | $4448.87      | 0.00%             | 2028-11-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205246713.SRDLC                                     | 205246713.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4201 | PA      | $4302.28      | 0.00%             | 2027-03-20      | Fixed         | 30.99%                | Yes           |                  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      | $3630674.67   | 0.17%             | 2035-04-20      | Fixed         | 9.27%                 | No            |                  3 | 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      | $7928605.45   | 0.36%             | 2028-06-07      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| 206322505.SRDLC                                     | 206322505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6447 | PA      | $675.62       | 0.00%             | 2028-02-07      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 206575841.SRDLC                                     | 206575841.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1131.64      | 0.00%             | 2027-02-08      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW4997714.SRDUP                                     | FW4997714.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29395 | PA      | $29060.07     | 0.00%             | 2030-02-04      | Fixed         | 16.62%                | Yes           |                  3 | On Loan: No      |
| L3305316.SRDUP                                      | L3305316.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       408 | PA      | $411.78       | 0.00%             | 2027-07-25      | Fixed         | 24.05%                | Yes           |                  3 | On Loan: No      |
| 205837984.SRDLC                                     | 205837984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2919 | PA      | $2910.36      | 0.00%             | 2026-12-28      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 206321574.SRDLC                                     | 206321574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1828 | PA      | $1831.28      | 0.00%             | 2028-02-05      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 215046852.SRDLC                                     | 215046852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20646 | PA      | $20063.72     | 0.00%             | 2029-03-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219048763.SRDLC                                     | 219048763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2144 | PA      | $2094.22      | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2025-2 Class E                                            | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1824000 | PA      | $1816339.20   | 0.08%             | 2029-12-07      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2025-2 Class FG                                           | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4180000 | PA      | $4206334.00   | 0.19%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| 206660441.SRDLC                                     | 206660441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4189 | PA      | $4151.90      | 0.00%             | 2029-02-12      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 206972271.SRDLC                                     | 206972271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2373 | PA      | $2388.23      | 0.00%             | 2027-03-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3312509.SRDUP                                      | L3312509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1169 | PA      | $1168.48      | 0.00%             | 2027-07-27      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| L3331262.SRDUP                                      | L3331262.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       284 | PA      | $284.17       | 0.00%             | 2027-08-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| 205824159.SRDLC                                     | 205824159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2888 | PA      | $2876.86      | 0.00%             | 2026-12-26      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 205860843.SRDLC                                     | 205860843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8782 | PA      | $8871.97      | 0.00%             | 2027-12-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 219076967.SRDLC                                     | 219076967.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2989 | PA      | $2877.70      | 0.00%             | 2029-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219987722.SRDLC                                     | 219987722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1044 | PA      | $982.56       | 0.00%             | 2028-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3335372.SRDUP                                      | L3335372.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5617 | PA      | $5582.77      | 0.00%             | 2027-08-05      | Fixed         | 12.85%                | Yes           |                  3 | On Loan: No      |
| L3336939.SRDUP                                      | L3336939.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1018 | PA      | $643.61       | 0.00%             | 2027-08-08      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| 9732329.SRDSQ                                       | 9732329.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11623 | PA      | $11293.82     | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM5178960.SRDUP                                    | CBM5178960.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1091 | PA      | $525.62       | 0.00%             | 2030-04-03      | Fixed         | 28.70%                | Yes           |                  3 | On Loan: No      |
| 205929815.SRDLC                                     | 205929815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3379 | PA      | $3365.88      | 0.00%             | 2026-12-29      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 206533162.SRDLC                                     | 206533162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2764 | PA      | $2728.37      | 0.00%             | 2027-02-06      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207807774.SRDLC                                     | 207807774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10822 | PA      | $10867.71     | 0.00%             | 2029-04-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210549617.SRDLC                                     | 210549617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1629 | PA      | $1594.51      | 0.00%             | 2027-12-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206447651.SRDLC                                     | 206447651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3269 | PA      | $3227.06      | 0.00%             | 2028-02-02      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 206524034.SRDLC                                     | 206524034.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5336 | PA      | $5271.43      | 0.00%             | 2027-02-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| CBM3910113.SRDUP                                    | CBM3910113.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1048 | PA      | $162.72       | 0.00%             | 2028-08-02      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| CBM3911183.SRDUP                                    | CBM3911183.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20128 | PA      | $20131.93     | 0.00%             | 2029-01-02      | Fixed         | 26.29%                | Yes           |                  3 | 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      | $435316.55    | 0.02%             | 2027-01-07      | Floating      | 9.21%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class A                                         | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   2923000 | PA      | $2974298.65   | 0.14%             | 2028-01-07      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| 206544569.SRDLC                                     | 206544569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11434 | PA      | $11350.70     | 0.00%             | 2027-02-16      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 206573975.SRDLC                                     | 206573975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17189 | PA      | $1801.43      | 0.00%             | 2029-09-08      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| CBM5181163.SRDUP                                    | CBM5181163.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6167 | PA      | $1776.61      | 0.00%             | 2030-04-04      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 85                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -39 | NC      | $-35490.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206773334.SRDLC                                     | 206773334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7360 | PA      | $7353.93      | 0.00%             | 2028-02-20      | Fixed         | 21.99%                | 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      |
| CBM4012417.SRDUP                                    | CBM4012417.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2177 | PA      | $2180.41      | 0.00%             | 2028-10-10      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| CBM5178910.SRDUP                                    | CBM5178910.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1131 | PA      | $74.64        | 0.00%             | 2030-04-03      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| 210672217.SRDLC                                     | 210672217.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       906 | PA      | $94.93        | 0.00%             | 2026-08-31      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211039695.SRDLC                                     | 211039695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1165 | PA      | $1134.09      | 0.00%             | 2027-10-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207513722.SRDLC                                     | 207513722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8567 | PA      | $8714.35      | 0.00%             | 2029-03-26      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 207576650.SRDLC                                     | 207576650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5253 | PA      | $5145.18      | 0.00%             | 2028-04-17      | Fixed         | 29.89%                | Yes           |                  3 | 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      | $655089.60    | 0.03%             | 2028-01-07      | Floating      | 12.92%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2025-1 Class A                                         | CUSIP: 35087TAJ7<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    277000 | PA      | $276501.40    | 0.01%             | 2029-01-08      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| 206869869.SRDLC                                     | 206869869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9855 | PA      | $9756.63      | 0.00%             | 2029-02-23      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 206883946.SRDLC                                     | 206883946.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4458 | PA      | $4481.15      | 0.00%             | 2027-02-27      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| DRB5004820.SRDUP                                    | DRB5004820.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2718 | PA      | $780.02       | 0.00%             | 2030-07-06      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3344806.SRDUP                                     | FW3344806.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       422 | PA      | $425.01       | 0.00%             | 2027-08-10      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 85.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-27260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 85.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $-30070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207722460.SRDLC                                     | 207722460.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17553 | PA      | $2380.16      | 0.00%             | 2028-10-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207976639.SRDLC                                     | 207976639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5411 | PA      | $5473.90      | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3392406.SRDUP                                      | L3392406.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3585 | PA      | $3564.28      | 0.00%             | 2027-09-02      | Fixed         | 14.33%                | Yes           |                  3 | On Loan: No      |
| L3910116.SRDUP                                      | L3910116.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3965 | PA      | $3949.89      | 0.00%             | 2028-08-02      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2026-SFR1 Trust                                                 | CUSIP: 66982GAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $862814.40    | 0.04%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| AMSR Trust                                          | AMSR 2026-SFR1 Trust                                                 | CUSIP: 66982GAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1014257.25   | 0.05%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| DRB5580891.SRDUP                                    | DRB5580891.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4240 | PA      | $3982.66      | 0.00%             | 2030-12-01      | Fixed         | 30.33%                | Yes           |                  3 | On Loan: No      |
| FW3324396.SRDUP                                     | FW3324396.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1505.35      | 0.00%             | 2027-08-02      | Fixed         | 29.35%                | Yes           |                  3 | On Loan: No      |
| FW3913294.SRDUP                                     | FW3913294.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15440 | PA      | $15390.48     | 0.00%             | 2028-08-04      | Fixed         | 13.71%                | Yes           |                  3 | On Loan: No      |
| FW3954565.SRDUP                                     | FW3954565.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2621 | PA      | $509.25       | 0.00%             | 2028-12-01      | Fixed         | 28.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 85.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-22000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 86                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-44290.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4008099.SRDUP                                     | FW4008099.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       911 | PA      | $902.46       | 0.00%             | 2026-10-06      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| L3337906.SRDUP                                      | L3337906.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3816 | PA      | $3798.18      | 0.00%             | 2027-08-08      | Fixed         | 16.31%                | Yes           |                  3 | On Loan: No      |
| 207988250.SRDLC                                     | 207988250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $1551.62      | 0.00%             | 2028-04-29      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 210339559.SRDLC                                     | 210339559.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2044 | PA      | $1999.84      | 0.00%             | 2027-09-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 7655211.SRDSQ                                       | 7655211.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8301 | PA      | $614.28       | 0.00%             | 2025-10-03      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 8790134.SRDSQ                                       | 8790134.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1405 | PA      | $445.62       | 0.00%             | 2026-09-02      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 207124193.SRDLC                                     | 207124193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8872 | PA      | $8928.49      | 0.00%             | 2028-03-15      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 207146346.SRDLC                                     | 207146346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3843 | PA      | $3871.91      | 0.00%             | 2029-03-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210583421.SRDLC                                     | 210583421.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2553 | PA      | $2472.15      | 0.00%             | 2028-09-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210822252.SRDLC                                     | 210822252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6145 | PA      | $643.98       | 0.00%             | 2028-10-11      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3342459.SRDUP                                      | L3342459.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5396 | PA      | $837.53       | 0.00%             | 2027-08-09      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| L3909571.SRDUP                                      | L3909571.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10323 | PA      | $10382.64     | 0.00%             | 2028-08-02      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| L3911996.SRDUP                                      | L3911996.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15806 | PA      | $15659.06     | 0.00%             | 2028-08-03      | Fixed         | 15.89%                | Yes           |                  3 | On Loan: No      |
| L3913218.SRDUP                                      | L3913218.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       561 | PA      | $555.79       | 0.00%             | 2028-08-04      | Fixed         | 15.28%                | Yes           |                  3 | On Loan: No      |
| 9036666.SRDSQ                                       | 9036666.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1684 | PA      | $1191.47      | 0.00%             | 2026-11-01      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9358434.SRDSQ                                       | 9358434.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3230 | PA      | $1901.13      | 0.00%             | 2027-01-20      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 86.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $-31800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 86.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $-32700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210978283.SRDLC                                     | 210978283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1322 | PA      | $138.57       | 0.00%             | 2027-09-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211063616.SRDLC                                     | 211063616.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1432 | PA      | $1429.40      | 0.00%             | 2027-09-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211043036.SRDLC                                     | 211043036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1728 | PA      | $1715.33      | 0.00%             | 2026-10-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211086805.SRDLC                                     | 211086805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19332 | PA      | $2025.98      | 0.00%             | 2029-09-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207769625.SRDLC                                     | 207769625.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2557 | PA      | $2519.00      | 0.00%             | 2028-04-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207938063.SRDLC                                     | 207938063.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1433 | PA      | $1413.75      | 0.00%             | 2027-04-26      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3910255.SRDUP                                      | L3910255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10574 | PA      | $2100.09      | 0.00%             | 2028-08-02      | Fixed         | 22.07%                | Yes           |                  3 | On Loan: No      |
| L3954362.SRDUP                                      | L3954362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1075 | PA      | $1078.22      | 0.00%             | 2028-09-01      | Fixed         | 25.45%                | Yes           |                  3 | On Loan: No      |
| 9743186.SRDSQ                                       | 9743186.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4998 | PA      | $4344.67      | 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        |       210 | PA      | $207.14       | 0.00%             | 2027-03-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 86.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-27120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 87                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-23200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211064875.SRDLC                                     | 211064875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29893 | PA      | $29393.93     | 0.00%             | 2029-10-17      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211081584.SRDLC                                     | 211081584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5207 | PA      | $5108.30      | 0.00%             | 2028-09-25      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 210590753.SRDLC                                     | 210590753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6551 | PA      | $1082.84      | 0.00%             | 2028-09-11      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211023811.SRDLC                                     | 211023811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       706 | PA      | $703.40       | 0.00%             | 2026-09-23      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L3956484.SRDUP                                      | L3956484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $1330.28      | 0.00%             | 2026-09-05      | Fixed         | 15.55%                | Yes           |                  3 | On Loan: No      |
| L5003862.SRDUP                                      | L5003862.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5049 | PA      | $4867.42      | 0.00%             | 2030-02-05      | Fixed         | 18.88%                | Yes           |                  3 | On Loan: No      |
| 211266776.SRDLC                                     | 211266776.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2490 | PA      | $2445.27      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211380995.SRDLC                                     | 211380995.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4887 | PA      | $4628.26      | 0.00%             | 2028-10-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 87.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-8400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5003213.SRDUP                                    | DRB5003213.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1288 | PA      | $253.40       | 0.00%             | 2030-02-05      | Fixed         | 28.91%                | Yes           |                  3 | On Loan: No      |
| 211193772.SRDLC                                     | 211193772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7211 | PA      | $7211.26      | 0.00%             | 2026-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211413427.SRDLC                                     | 211413427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1853 | PA      | $1789.62      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 9849976.SRDSQ                                       | 9849976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8707 | PA      | $8426.84      | 0.00%             | 2027-03-26      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 132.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -528 | NC      | $-13200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3961216.SRDUP                                      | L3961216.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26517 | PA      | $7034.93      | 0.00%             | 2029-11-06      | Fixed         | 16.08%                | Yes           |                  3 | On Loan: No      |
| L4008234.SRDUP                                      | L4008234.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15498 | PA      | $15518.19     | 0.00%             | 2028-10-06      | Fixed         | 20.38%                | Yes           |                  3 | On Loan: No      |
| 211509193.SRDLC                                     | 211509193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9706 | PA      | $9484.61      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211530213.SRDLC                                     | 211530213.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22002 | PA      | $21073.96     | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 211510701.SRDLC                                     | 211510701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20630 | PA      | $20258.67     | 0.00%             | 2030-11-12      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 211520253.SRDLC                                     | 211520253.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2248 | PA      | $413.69       | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| DRB5010092.SRDUP                                    | DRB5010092.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5487 | PA      | $2697.39      | 0.00%             | 2030-02-07      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| DRB5384840.SRDUP                                    | DRB5384840.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3155 | PA      | $489.65       | 0.00%             | 2030-10-23      | Fixed         | 31.54%                | Yes           |                  3 | On Loan: No      |
| L5006424.SRDUP                                      | L5006424.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26876 | PA      | $26582.69     | 0.00%             | 2030-02-06      | Fixed         | 13.26%                | Yes           |                  3 | On Loan: No      |
| L5386095.SRDUP                                      | L5386095.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5542 | PA      | $5376.70      | 0.00%             | 2030-05-23      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| L4012899.SRDUP                                      | L4012899.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1970 | PA      | $1953.86      | 0.00%             | 2028-10-10      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| L5384050.SRDUP                                      | L5384050.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5170 | PA      | $5015.44      | 0.00%             | 2030-05-23      | Fixed         | 23.05%                | Yes           |                  3 | On Loan: No      |
| 211532862.SRDLC                                     | 211532862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3895 | PA      | $3824.83      | 0.00%             | 2027-10-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211564078.SRDLC                                     | 211564078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17103 | PA      | $17082.73     | 0.00%             | 2028-10-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 211561187.SRDLC                                     | 211561187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11446 | PA      | $11223.09     | 0.00%             | 2027-10-15      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211643423.SRDLC                                     | 211643423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4479 | PA      | $4390.55      | 0.00%             | 2029-10-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| DRB5578234.SRDUP                                    | DRB5578234.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2234 | PA      | $1079.60      | 0.00%             | 2030-07-01      | Fixed         | 31.94%                | Yes           |                  3 | On Loan: No      |
| DRB5581902.SRDUP                                    | DRB5581902.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2764 | PA      | $1328.68      | 0.00%             | 2030-07-01      | Fixed         | 31.60%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 237                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -140 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 238                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 133                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -335 | NC      | $-10468.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 133.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -356 | NC      | $-13350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211604314.SRDLC                                     | 211604314.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15333 | PA      | $14780.55     | 0.00%             | 2027-11-13      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 211612188.SRDLC                                     | 211612188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1978 | PA      | $1951.95      | 0.00%             | 2027-10-28      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211653693.SRDLC                                     | 211653693.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1911 | PA      | $1851.92      | 0.00%             | 2027-10-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212096512.SRDLC                                     | 212096512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3731 | PA      | $3607.83      | 0.00%             | 2027-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| DRB5581921.SRDUP                                    | DRB5581921.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2887 | PA      | $2674.78      | 0.00%             | 2030-07-01      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| FW3292579.SRDUP                                     | FW3292579.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3166 | PA      | $3198.88      | 0.00%             | 2027-07-19      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 239                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211028650.SRDLC                                     | 211028650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25321 | PA      | $25311.25     | 0.00%             | 2028-09-26      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211201960.SRDLC                                     | 211201960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       920 | PA      | $934.04       | 0.00%             | 2026-09-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212378318.SRDLC                                     | 212378318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       616 | PA      | $617.90       | 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        |      4840 | PA      | $4647.85      | 0.00%             | 2027-12-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3302793.SRDUP                                     | FW3302793.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1603 | PA      | $1621.67      | 0.00%             | 2027-07-22      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| FW3332326.SRDUP                                     | FW3332326.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $872.15       | 0.00%             | 2027-08-04      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 133.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -160 | NC      | $-7000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 133.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -190 | NC      | $-10687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211247809.SRDLC                                     | 211247809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1225 | PA      | $1198.74      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211278522.SRDLC                                     | 211278522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2302 | PA      | $2220.35      | 0.00%             | 2027-10-04      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 213680485.SRDLC                                     | 213680485.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5136 | PA      | $5111.60      | 0.00%             | 2027-01-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213729191.SRDLC                                     | 213729191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16030 | PA      | $1679.91      | 0.00%             | 2028-01-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212213665.SRDLC                                     | 212213665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3145 | PA      | $993.19       | 0.00%             | 2026-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212365062.SRDLC                                     | 212365062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11863 | PA      | $1243.21      | 0.00%             | 2028-03-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3334502.SRDUP                                     | FW3334502.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3147 | PA      | $3159.61      | 0.00%             | 2027-08-05      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3343707.SRDUP                                     | FW3343707.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       577 | PA      | $89.50        | 0.00%             | 2027-08-10      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| L5385794.SRDUP                                      | L5385794.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3760 | PA      | $3716.22      | 0.00%             | 2030-05-23      | Fixed         | 15.66%                | Yes           |                  3 | On Loan: No      |
| 10077541.SRDSQ                                      | 10077541.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11260 | PA      | $10987.22     | 0.00%             | 2027-05-16      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| PAR Issuer Trust                                    | PAR 2026-1 Issuer Trust                                              | CUSIP: 69324TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1249970.00   | 0.06%             | 2032-12-15      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| PAR Issuer Trust                                    | PAR 2026-1 Issuer Trust                                              | CUSIP: 69324TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3232702 | PA      | $3394019.29   | 0.16%             | 2032-12-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 211336616.SRDLC                                     | 211336616.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3749 | PA      | $3685.00      | 0.00%             | 2027-10-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211340390.SRDLC                                     | 211340390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6683 | PA      | $6512.33      | 0.00%             | 2029-10-09      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 10080343.SRDSQ                                      | 10080343.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9948 | PA      | $9546.81      | 0.00%             | 2027-05-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10267178.SRDSQ                                      | 10267178.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3346 | PA      | $3235.66      | 0.00%             | 2027-06-30      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 213759605.SRDLC                                     | 213759605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6665 | PA      | $6419.50      | 0.00%             | 2028-02-13      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213836423.SRDLC                                     | 213836423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4508 | PA      | $4497.60      | 0.00%             | 2027-01-21      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10112685.SRDSQ                                      | 10112685.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       628 | PA      | $453.68       | 0.00%             | 2027-05-24      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10312085.SRDSQ                                      | 10312085.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7021 | PA      | $6680.05      | 0.00%             | 2027-07-10      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 212389539.SRDLC                                     | 212389539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5420 | PA      | $5288.16      | 0.00%             | 2029-11-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213416359.SRDLC                                     | 213416359.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15745 | PA      | $15193.66     | 0.00%             | 2028-01-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213979204.SRDLC                                     | 213979204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40651 | PA      | $39805.10     | 0.00%             | 2030-02-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 214144363.SRDLC                                     | 214144363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8404 | PA      | $8378.79      | 0.00%             | 2027-02-05      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 134                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -160 | NC      | $-10000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 134.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -189 | NC      | $-15356.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10309704.SRDSQ                                      | 10309704.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3259 | PA      | $3115.25      | 0.00%             | 2027-07-09      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10360709.SRDSQ                                      | 10360709.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6539 | PA      | $5433.29      | 0.00%             | 2027-07-22      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 211344462.SRDLC                                     | 211344462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2573 | PA      | $2478.65      | 0.00%             | 2027-10-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211346918.SRDLC                                     | 211346918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13365 | PA      | $13345.87     | 0.00%             | 2028-10-10      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 214806140.SRDLC                                     | 214806140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13610 | PA      | $13035.48     | 0.00%             | 2030-03-22      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 214886338.SRDLC                                     | 214886338.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1039 | PA      | $981.59       | 0.00%             | 2028-07-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 10703473.SRDSQ                                      | 10703473.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    118466 | PA      | $110398.59    | 0.01%             | 2027-10-03      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186222490.SRDLC                                     | 186222490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9238 | PA      | $9249.20      | 0.00%             | 2027-02-16      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 214360653.SRDLC                                     | 214360653.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4640 | PA      | $4606.62      | 0.00%             | 2027-02-13      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214436046.SRDLC                                     | 214436046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3778 | PA      | $3644.07      | 0.00%             | 2028-02-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 10380260.SRDSQ                                      | 10380260.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       396 | PA      | $379.27       | 0.00%             | 2027-07-27      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 10525234.SRDSQ                                      | 10525234.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3637 | PA      | $3429.59      | 0.00%             | 2027-08-26      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10375216.SRDSQ                                      | 10375216.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4769 | PA      | $4533.78      | 0.00%             | 2027-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10384064.SRDSQ                                      | 10384064.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30650 | PA      | $29071.78     | 0.00%             | 2027-07-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 134.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -180 | NC      | $-16875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 134.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -90 | NC      | $-10687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215007504.SRDLC                                     | 215007504.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10602 | PA      | $1111.07      | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215014544.SRDLC                                     | 215014544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12836 | PA      | $12563.48     | 0.00%             | 2030-03-17      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211426973.SRDLC                                     | 211426973.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5592 | PA      | $5403.10      | 0.00%             | 2027-10-11      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211513755.SRDLC                                     | 211513755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4634 | PA      | $4483.42      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 10566242.SRDSQ                                      | 10566242.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5769 | PA      | $5469.55      | 0.00%             | 2027-09-05      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10580369.SRDSQ                                      | 10580369.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4251 | PA      | $3984.83      | 0.00%             | 2027-09-10      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| FW3335207.SRDUP                                     | FW3335207.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       225 | PA      | $224.49       | 0.00%             | 2027-08-05      | Fixed         | 26.84%                | Yes           |                  3 | On Loan: No      |
| FW3341930.SRDUP                                     | FW3341930.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2486 | PA      | $2474.79      | 0.00%             | 2027-08-09      | Fixed         | 17.77%                | Yes           |                  3 | On Loan: No      |
| 10318503.SRDSQ                                      | 10318503.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       387 | PA      | $377.11       | 0.00%             | 2027-07-12      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10328068.SRDSQ                                      | 10328068.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4289 | PA      | $4110.95      | 0.00%             | 2027-07-14      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 214998718.SRDLC                                     | 214998718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2326 | PA      | $2224.14      | 0.00%             | 2028-03-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215049804.SRDLC                                     | 215049804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4076 | PA      | $3696.65      | 0.00%             | 2028-07-18      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| FW3298539.SRDUP                                     | FW3298539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2636 | PA      | $2624.26      | 0.00%             | 2027-07-21      | Fixed         | 9.98%                 | Yes           |                  3 | On Loan: No      |
| FW3309519.SRDUP                                     | FW3309519.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       924 | PA      | $936.43       | 0.00%             | 2027-07-26      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| 206583320.SRDLC                                     | 206583320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11166 | PA      | $10541.71     | 0.00%             | 2029-04-30      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 207140260.SRDLC                                     | 207140260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6168 | PA      | $6097.98      | 0.00%             | 2027-03-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 215206393.SRDLC                                     | 215206393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33235 | PA      | $32134.85     | 0.00%             | 2030-03-24      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 215407811.SRDLC                                     | 215407811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1861 | PA      | $1830.99      | 0.00%             | 2027-04-08      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP CURRENCY FUT   Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       773 | NC      | $381045.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910275.SRDUP                                    | CBM3910275.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8121 | PA      | $8053.98      | 0.00%             | 2029-01-02      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| 211523730.SRDLC                                     | 211523730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3247 | PA      | $3256.65      | 0.00%             | 2026-10-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212125309.SRDLC                                     | 212125309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7373 | PA      | $7118.50      | 0.00%             | 2027-11-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 10582186.SRDSQ                                      | 10582186.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8912 | PA      | $8403.56      | 0.00%             | 2027-09-10      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| 10597416.SRDSQ                                      | 10597416.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2856 | PA      | $2660.40      | 0.00%             | 2027-09-12      | Fixed         | 6.12%                 | 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      | $1672637.60   | 0.08%             | 2027-07-08      | Floating      | 9.59%                 | 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      | $888444.00    | 0.04%             | 2028-07-07      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| 10343738.SRDSQ                                      | 10343738.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2951 | PA      | $2654.68      | 0.00%             | 2027-07-16      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10345336.SRDSQ                                      | 10345336.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2660 | PA      | $2554.16      | 0.00%             | 2027-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215472192.SRDLC                                     | 215472192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7007 | PA      | $6668.82      | 0.00%             | 2028-04-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 218904990.SRDLC                                     | 218904990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8104 | PA      | $7776.47      | 0.00%             | 2028-08-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215071836.SRDLC                                     | 215071836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5663 | PA      | $1600.29      | 0.00%             | 2027-03-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215973920.SRDLC                                     | 215973920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8868 | PA      | $8499.76      | 0.00%             | 2028-04-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW3322508.SRDUP                                     | FW3322508.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1843 | PA      | $1831.94      | 0.00%             | 2027-08-02      | Fixed         | 19.84%                | Yes           |                  3 | On Loan: No      |
| FW3336648.SRDUP                                     | FW3336648.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2234 | PA      | $2242.45      | 0.00%             | 2027-08-08      | Fixed         | 22.91%                | Yes           |                  3 | On Loan: No      |
| 219984530.SRDLC                                     | 219984530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14179 | PA      | $13548.98     | 0.00%             | 2030-09-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 220020040.SRDLC                                     | 220020040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10714 | PA      | $10148.12     | 0.00%             | 2028-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| CBM3955854.SRDUP                                    | CBM3955854.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2889 | PA      | $448.34       | 0.00%             | 2028-09-05      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| CBM5178453.SRDUP                                    | CBM5178453.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11326 | PA      | $10399.64     | 0.00%             | 2030-04-03      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| 10627956.SRDSQ                                      | 10627956.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1754 | PA      | $1434.93      | 0.00%             | 2027-09-19      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10663084.SRDSQ                                      | 10663084.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7551 | PA      | $6937.37      | 0.00%             | 2027-09-26      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 212215137.SRDLC                                     | 212215137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21743 | PA      | $21131.96     | 0.00%             | 2029-11-19      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 212411115.SRDLC                                     | 212411115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5875 | PA      | $615.74       | 0.00%             | 2027-11-20      | Fixed         | 12.99%                | 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      | $3301479.25   | 0.15%             | 2027-07-07      | Floating      | 13.19%                | 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      | $560209.65    | 0.03%             | 2028-07-07      | Floating      | 14.19%                | Yes           |                  2 | On Loan: No      |
| 220035167.SRDLC                                     | 220035167.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4079 | PA      | $3912.49      | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 8382912.SRDSQ                                       | 8382912.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       137 | PA      | $88.91        | 0.00%             | 2026-05-14      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| CBM5577927.SRDUP                                    | CBM5577927.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5615 | PA      | $5468.54      | 0.00%             | 2030-07-01      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       270 | NC      | $1124698.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 216089527.SRDLC                                     | 216089527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11942 | PA      | $1251.49      | 0.00%             | 2029-04-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 216606307.SRDLC                                     | 216606307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $1166.62      | 0.00%             | 2027-05-20      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 79                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-4510.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 79.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -36 | NC      | $-16560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212534812.SRDLC                                     | 212534812.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12853 | PA      | $12845.48     | 0.00%             | 2028-11-20      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 214261676.SRDLC                                     | 214261676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15646 | PA      | $14915.26     | 0.00%             | 2030-02-10      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 186527225.SRDLC                                     | 186527225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1022 | PA      | $1023.37      | 0.00%             | 2027-02-22      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186958321.SRDLC                                     | 186958321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2491 | PA      | $2610.31      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8820346.SRDSQ                                       | 8820346.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2243 | PA      | $165.96       | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9092764.SRDSQ                                       | 9092764.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5479 | PA      | $4577.73      | 0.00%             | 2026-11-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10345856.SRDSQ                                      | 10345856.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2682 | PA      | $2493.83      | 0.00%             | 2027-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10524861.SRDSQ                                      | 10524861.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6339 | PA      | $6003.53      | 0.00%             | 2027-08-26      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-2 Class A                                            | CUSIP: 36779CAS5<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1299000 | PA      | $1340697.90   | 0.06%             | 2028-07-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AAAA                                         | CUSIP: 36779CAU0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   2412000 | PA      | $2403075.60   | 0.11%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 80                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-16450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 80.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-4900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 218825977.SRDLC                                     | 218825977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17999 | PA      | $17325.68     | 0.00%             | 2029-08-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 219076157.SRDLC                                     | 219076157.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4946 | PA      | $4827.87      | 0.00%             | 2027-08-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 9579121.SRDSQ                                       | 9579121.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3040 | PA      | $2955.80      | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9759715.SRDSQ                                       | 9759715.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19494 | PA      | $19074.72     | 0.00%             | 2027-03-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214262688.SRDLC                                     | 214262688.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10217 | PA      | $10055.13     | 0.00%             | 2028-02-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 214623496.SRDLC                                     | 214623496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2923 | PA      | $2878.77      | 0.00%             | 2027-02-28      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 10539542.SRDSQ                                      | 10539542.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2300 | PA      | $1850.80      | 0.00%             | 2027-09-02      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10553606.SRDSQ                                      | 10553606.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1864 | PA      | $1737.43      | 0.00%             | 2027-09-04      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 219093798.SRDLC                                     | 219093798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11094 | PA      | $464.83       | 0.00%             | 2028-08-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 219149297.SRDLC                                     | 219149297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8884 | PA      | $8518.76      | 0.00%             | 2028-08-18      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 187040321.SRDLC                                     | 187040321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5077 | PA      | $1443.82      | 0.00%             | 2027-03-10      | Fixed         | 21.99%                | 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      |
| 9766819.SRDSQ                                       | 9766819.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1037 | PA      | $1019.69      | 0.00%             | 2027-03-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9812859.SRDSQ                                       | 9812859.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       821 | PA      | $780.11       | 0.00%             | 2027-03-18      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 205633598.SRDLC                                     | 205633598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18714 | PA      | $18775.32     | 0.00%             | 2027-12-14      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205762892.SRDLC                                     | 205762892.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5593 | PA      | $5568.85      | 0.00%             | 2026-12-19      | Fixed         | 7.40%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 80.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-9180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 80.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-4240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Fuchsia 3 2025-1 Class A                                             | CUSIP: 54180EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    474000 | PA      | $470208.00    | 0.02%             | 2029-04-06      | Floating      | 6.94%                 | 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      | $1170420.80   | 0.05%             | 2027-04-06      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| 219658416.SRDLC                                     | 219658416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23696 | PA      | $22664.85     | 0.00%             | 2030-09-17      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219822427.SRDLC                                     | 219822427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13801 | PA      | $13262.92     | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214809762.SRDLC                                     | 214809762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10106 | PA      | $9754.07      | 0.00%             | 2028-03-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214920162.SRDLC                                     | 214920162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4356 | PA      | $4204.97      | 0.00%             | 2030-03-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205823042.SRDLC                                     | 205823042.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7171 | PA      | $7117.84      | 0.00%             | 2028-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205886423.SRDLC                                     | 205886423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1814 | PA      | $1807.73      | 0.00%             | 2027-01-02      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 9828704.SRDSQ                                       | 9828704.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7504 | PA      | $7102.86      | 0.00%             | 2027-03-22      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 132                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -98 | NC      | $-1837.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187653936.SRDLC                                     | 187653936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $209.20       | 0.00%             | 2025-05-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188180458.SRDLC                                     | 188180458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6607 | PA      | $5873.10      | 0.00%             | 2028-01-20      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 219976489.SRDLC                                     | 219976489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3915 | PA      | $3796.67      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 220066275.SRDLC                                     | 220066275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4539 | PA      | $4415.30      | 0.00%             | 2027-09-16      | Fixed         | 24.49%                | 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      | $3306191.60   | 0.15%             | 2028-04-06      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| 7483217.SRDSQ                                       | 7483217.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2599 | PA      | $278.87       | 0.00%             | 2025-08-10      | Fixed         | 5.76%                 | Yes           |                  3 | On Loan: No      |
| 214938903.SRDLC                                     | 214938903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7098 | PA      | $6868.77      | 0.00%             | 2030-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214972805.SRDLC                                     | 214972805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7608 | PA      | $7259.05      | 0.00%             | 2030-11-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205893356.SRDLC                                     | 205893356.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2685 | PA      | $2723.14      | 0.00%             | 2026-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206566334.SRDLC                                     | 206566334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2544 | PA      | $2548.61      | 0.00%             | 2027-02-07      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 191000884.SRDLC                                     | 191000884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6112 | PA      | $6420.10      | 0.00%             | 2027-07-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191340523.SRDLC                                     | 191340523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8476 | PA      | $8534.16      | 0.00%             | 2027-07-11      | Fixed         | 15.69%                | Yes           |                  3 | On Loan: No      |
| 220482958.SRDLC                                     | 220482958.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12891 | PA      | $12459.21     | 0.00%             | 2030-09-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 7653230.SRDSQ                                       | 7653230.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1788 | PA      | $132.34       | 0.00%             | 2025-10-02      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 8151450.SRDSQ                                       | 8151450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10593 | PA      | $783.92       | 0.00%             | 2026-03-04      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8388671.SRDSQ                                       | 8388671.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       101 | PA      | $34.29        | 0.00%             | 2026-05-16      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 132.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -196 | NC      | $-3675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 132.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -196 | NC      | $-4900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215627056.SRDLC                                     | 215627056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6892 | PA      | $6577.26      | 0.00%             | 2028-04-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215975238.SRDLC                                     | 215975238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1860 | PA      | $1786.06      | 0.00%             | 2028-04-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 81                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -33 | NC      | $-17820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        51 | NC      | $558536.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 194535429.SRDLC                                     | 194535429.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3906 | PA      | $3994.82      | 0.00%             | 2027-10-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 203328742.SRDLC                                     | 203328742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       143 | PA      | $142.64       | 0.00%             | 2026-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8861763.SRDSQ                                       | 8861763.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3551 | PA      | $2100.52      | 0.00%             | 2026-09-19      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8862050.SRDSQ                                       | 8862050.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8415 | PA      | $622.68       | 0.00%             | 2026-09-19      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 7680211.SRDSQ                                       | 7680211.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       153 | PA      | $11.29        | 0.00%             | 2025-10-10      | Fixed         | 5.45%                 | Yes           |                  3 | On Loan: No      |
| 8788121.SRDSQ                                       | 8788121.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2545 | PA      | $2101.88      | 0.00%             | 2026-08-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| CBM3958361.SRDUP                                    | CBM3958361.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       716 | PA      | $720.86       | 0.00%             | 2028-09-05      | Fixed         | 26.50%                | Yes           |                  3 | On Loan: No      |
| CBM4008265.SRDUP                                    | CBM4008265.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1489 | PA      | $1490.81      | 0.00%             | 2028-10-06      | Fixed         | 24.59%                | Yes           |                  3 | On Loan: No      |
| 216135412.SRDLC                                     | 216135412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9938 | PA      | $9662.12      | 0.00%             | 2030-04-29      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 216493334.SRDLC                                     | 216493334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1292 | PA      | $1249.52      | 0.00%             | 2029-05-19      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| DRB5178233.SRDUP                                    | DRB5178233.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3065 | PA      | $2816.42      | 0.00%             | 2030-04-03      | Fixed         | 31.93%                | Yes           |                  3 | On Loan: No      |
| DRB5579306.SRDUP                                    | DRB5579306.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5394 | PA      | $4998.37      | 0.00%             | 2030-07-01      | Fixed         | 30.44%                | Yes           |                  3 | On Loan: No      |
| 10122456.SRDSQ                                      | 10122456.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4439 | PA      | $4219.85      | 0.00%             | 2027-05-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10320981.SRDSQ                                      | 10320981.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1104 | PA      | $1065.52      | 0.00%             | 2027-07-13      | Fixed         | 5.71%                 | Yes           |                  3 | On Loan: No      |
| 203479073.SRDLC                                     | 203479073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19728 | PA      | $19613.49     | 0.00%             | 2028-08-07      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 203709129.SRDLC                                     | 203709129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1260 | PA      | $1258.23      | 0.00%             | 2026-08-21      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| FW3391682.SRDUP                                     | FW3391682.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1654 | PA      | $1660.32      | 0.00%             | 2027-09-01      | Fixed         | 33.15%                | Yes           |                  3 | On Loan: No      |
| FW3393950.SRDUP                                     | FW3393950.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $523.06       | 0.00%             | 2027-09-02      | Fixed         | 33.75%                | Yes           |                  3 | On Loan: No      |
| 8822571.SRDSQ                                       | 8822571.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $656.34       | 0.00%             | 2026-09-11      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8881347.SRDSQ                                       | 8881347.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       496 | PA      | $476.54       | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8877289.SRDSQ                                       | 8877289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2193 | PA      | $162.29       | 0.00%             | 2026-09-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8897918.SRDSQ                                       | 8897918.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1651 | PA      | $1561.68      | 0.00%             | 2026-09-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 218814979.SRDLC                                     | 218814979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3599 | PA      | $3515.12      | 0.00%             | 2027-08-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219048495.SRDLC                                     | 219048495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13895 | PA      | $13357.27     | 0.00%             | 2029-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3292062.SRDUP                                     | FW3292062.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3693 | PA      | $3719.85      | 0.00%             | 2027-07-19      | Fixed         | 23.70%                | Yes           |                  3 | On Loan: No      |
| FW3292416.SRDUP                                     | FW3292416.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1701 | PA      | $1719.13      | 0.00%             | 2027-07-19      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| 203969300.SRDLC                                     | 203969300.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2763 | PA      | $2818.70      | 0.00%             | 2027-09-05      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204225759.SRDLC                                     | 204225759.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14161 | PA      | $14043.07     | 0.00%             | 2028-10-03      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| CBM4009475.SRDUP                                    | CBM4009475.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5753 | PA      | $5801.59      | 0.00%             | 2028-10-06      | Fixed         | 27.73%                | Yes           |                  3 | On Loan: No      |
| CBM4014126.SRDUP                                    | CBM4014126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       896 | PA      | $890.16       | 0.00%             | 2026-10-10      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| 9024534.SRDSQ                                       | 9024534.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       785 | PA      | $624.62       | 0.00%             | 2026-10-29      | Fixed         | 5.36%                 | Yes           |                  3 | On Loan: No      |
| 9274519.SRDSQ                                       | 9274519.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       665 | PA      | $139.77       | 0.00%             | 2026-12-29      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW3298488.SRDUP                                     | FW3298488.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       373 | PA      | $375.66       | 0.00%             | 2027-07-21      | Fixed         | 29.77%                | Yes           |                  3 | On Loan: No      |
| FW3344919.SRDUP                                     | FW3344919.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8318 | PA      | $1291.01      | 0.00%             | 2028-01-25      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| FW3499772.SRDUP                                     | FW3499772.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3564 | PA      | $3599.42      | 0.00%             | 2027-10-13      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| FW3954472.SRDUP                                     | FW3954472.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       540 | PA      | $534.80       | 0.00%             | 2026-09-01      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| 219061582.SRDLC                                     | 219061582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5625 | PA      | $5380.54      | 0.00%             | 2030-08-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219077556.SRDLC                                     | 219077556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3697 | PA      | $3498.54      | 0.00%             | 2028-08-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| DRB5178789.SRDUP                                    | DRB5178789.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9313 | PA      | $4447.96      | 0.00%             | 2030-04-03      | Fixed         | 27.93%                | Yes           |                  3 | On Loan: No      |
| DRB5385975.SRDUP                                    | DRB5385975.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5049 | PA      | $783.54       | 0.00%             | 2030-05-23      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW3959080.SRDUP                                     | FW3959080.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13879 | PA      | $13855.85     | 0.00%             | 2028-09-05      | Fixed         | 11.63%                | Yes           |                  3 | On Loan: No      |
| FW4008607.SRDUP                                     | FW4008607.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       322 | PA      | $320.07       | 0.00%             | 2026-10-06      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| 204356087.SRDLC                                     | 204356087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2180 | PA      | $2201.00      | 0.00%             | 2026-09-28      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 204602413.SRDLC                                     | 204602413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1108 | PA      | $1109.76      | 0.00%             | 2026-10-13      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 219114928.SRDLC                                     | 219114928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       704 | PA      | $687.86       | 0.00%             | 2027-08-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 219134514.SRDLC                                     | 219134514.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17247 | PA      | $16550.08     | 0.00%             | 2031-08-18      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 9337572.SRDSQ                                       | 9337572.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       281 | PA      | $277.53       | 0.00%             | 2027-01-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3959168.SRDUP                                    | CBM3959168.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3034 | PA      | $3011.24      | 0.00%             | 2026-09-05      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| DRB5583364.SRDUP                                    | DRB5583364.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1631 | PA      | $1511.03      | 0.00%             | 2030-07-02      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| FW3296419.SRDUP                                     | FW3296419.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5109 | PA      | $5173.76      | 0.00%             | 2027-07-20      | Fixed         | 20.41%                | Yes           |                  3 | On Loan: No      |
| FW4012678.SRDUP                                     | FW4012678.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2353 | PA      | $2377.85      | 0.00%             | 2028-10-10      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| FW4014758.SRDUP                                     | FW4014758.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1187 | PA      | $1198.50      | 0.00%             | 2028-10-10      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| 204607632.SRDLC                                     | 204607632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8834 | PA      | $1737.69      | 0.00%             | 2027-06-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204717857.SRDLC                                     | 204717857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1260 | PA      | $1279.28      | 0.00%             | 2027-10-31      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 10321229.SRDSQ                                      | 10321229.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       807 | PA      | $700.25       | 0.00%             | 2027-07-13      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 10336239.SRDSQ                                      | 10336239.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1068 | PA      | $788.21       | 0.00%             | 2027-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM5386051.SRDUP                                    | CBM5386051.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31337 | PA      | $30926.09     | 0.00%             | 2030-10-27      | Fixed         | 17.01%                | Yes           |                  3 | On Loan: No      |
| DRB5176786.SRDUP                                    | DRB5176786.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9719 | PA      | $9196.19      | 0.00%             | 2030-07-03      | Fixed         | 31.82%                | Yes           |                  3 | On Loan: No      |
| FW3541863.SRDUP                                     | FW3541863.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3154 | PA      | $3176.68      | 0.00%             | 2027-11-01      | Fixed         | 22.30%                | Yes           |                  3 | On Loan: No      |
| FW3914563.SRDUP                                     | FW3914563.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1603 | PA      | $1614.70      | 0.00%             | 2028-08-04      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW3345070.SRDUP                                     | FW3345070.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       729 | PA      | $256.48       | 0.00%             | 2027-08-10      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3393921.SRDUP                                     | FW3393921.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1022 | PA      | $1026.47      | 0.00%             | 2028-02-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| 219914145.SRDLC                                     | 219914145.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10396 | PA      | $9995.92      | 0.00%             | 2030-09-23      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219993091.SRDLC                                     | 219993091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6532 | PA      | $6221.99      | 0.00%             | 2028-09-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW5008561.SRDUP                                     | FW5008561.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1510 | PA      | $742.89       | 0.00%             | 2030-02-07      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW5175682.SRDUP                                     | FW5175682.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11097 | PA      | $10215.83     | 0.00%             | 2030-09-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5179866.SRDUP                                    | DRB5179866.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5701 | PA      | $5267.03      | 0.00%             | 2030-09-03      | Fixed         | 30.67%                | Yes           |                  3 | On Loan: No      |
| DRB5577482.SRDUP                                    | DRB5577482.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1238 | PA      | $1156.88      | 0.00%             | 2030-12-01      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 204862989.SRDLC                                     | 204862989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       256 | PA      | $257.98       | 0.00%             | 2026-11-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205070051.SRDLC                                     | 205070051.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       230 | PA      | $24.07        | 0.00%             | 2026-03-18      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| FW3399302.SRDUP                                     | FW3399302.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16187 | PA      | $16101.42     | 0.00%             | 2027-09-06      | Fixed         | 10.61%                | Yes           |                  3 | On Loan: No      |
| FW3909927.SRDUP                                     | FW3909927.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       840 | PA      | $839.97       | 0.00%             | 2029-01-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW3500575.SRDUP                                     | FW3500575.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2651 | PA      | $2666.84      | 0.00%             | 2027-10-13      | Fixed         | 25.61%                | Yes           |                  3 | On Loan: No      |
| FW3914457.SRDUP                                     | FW3914457.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17400 | PA      | $17535.56     | 0.00%             | 2029-01-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205314809.SRDLC                                     | 205314809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12915 | PA      | $1353.45      | 0.00%             | 2028-11-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205520029.SRDLC                                     | 205520029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23172 | PA      | $2428.40      | 0.00%             | 2028-12-11      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| DRB5581854.SRDUP                                    | DRB5581854.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1095 | PA      | $1021.11      | 0.00%             | 2028-07-01      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3298486.SRDUP                                     | FW3298486.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       929 | PA      | $936.11       | 0.00%             | 2027-07-21      | Fixed         | 24.13%                | Yes           |                  3 | On Loan: No      |
| L3291615.SRDUP                                      | L3291615.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       596 | PA      | $602.78       | 0.00%             | 2027-07-19      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L3910926.SRDUP                                      | L3910926.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4422 | PA      | $4380.48      | 0.00%             | 2028-08-02      | Fixed         | 13.94%                | Yes           |                  3 | On Loan: No      |
| 220031804.SRDLC                                     | 220031804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9011 | PA      | $8741.44      | 0.00%             | 2027-09-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 220043526.SRDLC                                     | 220043526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11904 | PA      | $11322.18     | 0.00%             | 2028-09-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3956371.SRDUP                                     | FW3956371.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4133 | PA      | $4166.86      | 0.00%             | 2028-09-05      | Fixed         | 31.01%                | Yes           |                  3 | On Loan: No      |
| FW4008687.SRDUP                                     | FW4008687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       938 | PA      | $946.68       | 0.00%             | 2028-10-06      | Fixed         | 28.72%                | Yes           |                  3 | On Loan: No      |
| 205710942.SRDLC                                     | 205710942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       917 | PA      | $909.93       | 0.00%             | 2026-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206290598.SRDLC                                     | 206290598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7507 | PA      | $1234.16      | 0.00%             | 2029-11-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW3301471.SRDUP                                     | FW3301471.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       172 | PA      | $172.09       | 0.00%             | 2027-07-22      | Fixed         | 28.94%                | Yes           |                  3 | On Loan: No      |
| FW3302981.SRDUP                                     | FW3302981.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1368 | PA      | $1383.37      | 0.00%             | 2027-07-22      | Fixed         | 25.78%                | Yes           |                  3 | On Loan: No      |
| FW4008617.SRDUP                                     | FW4008617.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2489 | PA      | $2511.16      | 0.00%             | 2028-10-06      | Fixed         | 29.17%                | Yes           |                  3 | On Loan: No      |
| FW5584526.SRDUP                                     | FW5584526.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $362.67       | 0.00%             | 2028-07-02      | Fixed         | 16.73%                | Yes           |                  3 | On Loan: No      |
| 7507135.SRDSQ                                       | 7507135.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8639 | PA      | $1295.02      | 0.00%             | 2025-08-16      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| 7636782.SRDSQ                                       | 7636782.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       531 | PA      | $39.30        | 0.00%             | 2025-09-28      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 206504845.SRDLC                                     | 206504845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14301 | PA      | $14555.89     | 0.00%             | 2029-02-06      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 206679078.SRDLC                                     | 206679078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13570 | PA      | $13413.66     | 0.00%             | 2029-02-13      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| FW4998036.SRDUP                                     | FW4998036.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       656 | PA      | $653.05       | 0.00%             | 2028-02-04      | Fixed         | 13.12%                | Yes           |                  3 | On Loan: No      |
| L3325178.SRDUP                                      | L3325178.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2457 | PA      | $2461.91      | 0.00%             | 2027-08-02      | Fixed         | 21.55%                | Yes           |                  3 | On Loan: No      |
| L3913384.SRDUP                                      | L3913384.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3431 | PA      | $3454.99      | 0.00%             | 2028-08-04      | Fixed         | 24.07%                | Yes           |                  3 | On Loan: No      |
| L3956751.SRDUP                                      | L3956751.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4103 | PA      | $4103.03      | 0.00%             | 2028-09-05      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -290 | NC      | $-94250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 64.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -55 | NC      | $-13750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3320408.SRDUP                                     | FW3320408.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       929 | PA      | $930.24       | 0.00%             | 2027-08-01      | Fixed         | 26.48%                | Yes           |                  3 | On Loan: No      |
| FW3344583.SRDUP                                     | FW3344583.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       460 | PA      | $463.58       | 0.00%             | 2027-08-10      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| 206916117.SRDLC                                     | 206916117.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12203 | PA      | $12240.84     | 0.00%             | 2028-02-29      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 207230763.SRDLC                                     | 207230763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1381 | PA      | $1360.80      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L3328509.SRDUP                                      | L3328509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2647 | PA      | $2631.08      | 0.00%             | 2028-01-05      | Fixed         | 17.07%                | Yes           |                  3 | On Loan: No      |
| L3329112.SRDUP                                      | L3329112.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1749 | PA      | $1752.45      | 0.00%             | 2027-08-03      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| L5181351.SRDUP                                      | L5181351.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2194.52      | 0.00%             | 2030-04-04      | Fixed         | 19.97%                | Yes           |                  3 | On Loan: No      |
| L5384726.SRDUP                                      | L5384726.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6369 | PA      | $5902.77      | 0.00%             | 2028-05-23      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -237 | NC      | $-47400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 65.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -162 | NC      | $-18225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3904151.SRDUP                                     | FW3904151.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14777 | PA      | $2293.34      | 0.00%             | 2029-01-02      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW3910219.SRDUP                                     | FW3910219.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3059 | PA      | $3078.25      | 0.00%             | 2028-08-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3954375.SRDUP                                     | FW3954375.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2342 | PA      | $2355.71      | 0.00%             | 2028-09-01      | Fixed         | 30.61%                | Yes           |                  3 | On Loan: No      |
| FW5000110.SRDUP                                     | FW5000110.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4749 | PA      | $4573.53      | 0.00%             | 2030-02-04      | Fixed         | 20.82%                | Yes           |                  3 | On Loan: No      |
| L3345081.SRDUP                                      | L3345081.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2890 | PA      | $1988.12      | 0.00%             | 2027-08-10      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3955869.SRDUP                                      | L3955869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1064 | PA      | $1054.34      | 0.00%             | 2028-09-05      | Fixed         | 17.66%                | Yes           |                  3 | On Loan: No      |
| 207461718.SRDLC                                     | 207461718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29326 | PA      | $28862.62     | 0.00%             | 2029-04-05      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| 207562572.SRDLC                                     | 207562572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4747 | PA      | $4666.72      | 0.00%             | 2028-04-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 66                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -100 | NC      | $-6250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 66.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -37 | NC      | $-1850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3957002.SRDUP                                     | FW3957002.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3596 | PA      | $3624.24      | 0.00%             | 2028-09-05      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| FW3959880.SRDUP                                     | FW3959880.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15598 | PA      | $15711.76     | 0.00%             | 2028-09-05      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -14 | NC      | $-20300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.4                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -135 | NC      | $-182250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L4009761.SRDUP                                      | L4009761.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       212 | PA      | $210.76       | 0.00%             | 2026-10-06      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| L4012951.SRDUP                                      | L4012951.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7057 | PA      | $6998.18      | 0.00%             | 2028-10-10      | Fixed         | 20.55%                | Yes           |                  3 | On Loan: No      |
| 207794060.SRDLC                                     | 207794060.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6530 | PA      | $6378.99      | 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        |     13625 | PA      | $1427.94      | 0.00%             | 2029-01-29      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26P 61.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -84 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26P 61.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -160 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4009831.SRDUP                                     | FW4009831.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       455 | PA      | $70.62        | 0.00%             | 2028-10-10      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| FW4012468.SRDUP                                     | FW4012468.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $2518.93      | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 2.65                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -130 | NC      | $-268060.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NY Harb ULSD Fut  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        53 | NC      | $725643.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L5178884.SRDUP                                      | L5178884.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $4907.60      | 0.00%             | 2030-04-03      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| L5578764.SRDUP                                      | L5578764.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12927 | PA      | $2356.65      | 0.00%             | 2030-07-01      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| 210760894.SRDLC                                     | 210760894.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10844 | PA      | $1136.43      | 0.00%             | 2027-10-08      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 210770762.SRDLC                                     | 210770762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       608 | PA      | $605.90       | 0.00%             | 2026-09-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-6250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26P 62.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-6250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5179002.SRDUP                                     | FW5179002.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11970 | PA      | $1857.70      | 0.00%             | 2028-11-03      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| FW5386245.SRDUP                                     | FW5386245.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11068 | PA      | $3322.60      | 0.00%             | 2031-03-23      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -186 | NC      | $-234360.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.6                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -116 | NC      | $-134560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3309864.SRDUP                                     | FW3309864.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4443 | PA      | $4510.13      | 0.00%             | 2027-07-26      | Fixed         | 19.92%                | Yes           |                  3 | On Loan: No      |
| FW3337658.SRDUP                                     | FW3337658.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2752 | PA      | $930.84       | 0.00%             | 2027-08-23      | Fixed         | 27.81%                | Yes           |                  3 | On Loan: No      |
| 10543391.SRDSQ                                      | 10543391.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4053 | PA      | $3853.91      | 0.00%             | 2027-09-03      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10547618.SRDSQ                                      | 10547618.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1437 | PA      | $1346.76      | 0.00%             | 2027-09-04      | Fixed         | 5.28%                 | Yes           |                  3 | On Loan: No      |
| FW3501054.SRDUP                                     | FW3501054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4937 | PA      | $4984.00      | 0.00%             | 2027-10-13      | Fixed         | 27.15%                | Yes           |                  3 | On Loan: No      |
| FW3957681.SRDUP                                     | FW3957681.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1271 | PA      | $386.29       | 0.00%             | 2028-09-05      | Fixed         | 29.31%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.7                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -142 | NC      | $-150520.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.8                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -236 | NC      | $-226560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN CURR FUT  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -597 | NC      | $-1054808.69  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -300 | NC      | $-1295250.82  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| L3292688.SRDUP                                      | L3292688.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1180 | PA      | $100.57       | 0.00%             | 2027-12-19      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3298404.SRDUP                                      | L3298404.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       519 | PA      | $525.51       | 0.00%             | 2027-07-21      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| 210841861.SRDLC                                     | 210841861.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21898 | PA      | $21451.15     | 0.00%             | 2030-09-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211164878.SRDLC                                     | 211164878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8675 | PA      | $8327.56      | 0.00%             | 2027-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -370 | NC      | $-284900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun26C 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -203 | NC      | $-180670.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 10554239.SRDSQ                                      | 10554239.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2684 | PA      | $2510.40      | 0.00%             | 2027-09-04      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10596888.SRDSQ                                      | 10596888.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7901 | PA      | $7455.81      | 0.00%             | 2027-09-12      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 72.9                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -312 | NC      | $-271440.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3298584.SRDUP                                      | L3298584.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2491 | PA      | $386.60       | 0.00%             | 2027-07-21      | Fixed         | 16.45%                | Yes           |                  3 | On Loan: No      |
| L3304669.SRDUP                                      | L3304669.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1717 | PA      | $1714.67      | 0.00%             | 2027-07-25      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| 211240181.SRDLC                                     | 211240181.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        47 | PA      | $46.48        | 0.00%             | 2026-10-07      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211288523.SRDLC                                     | 211288523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2406 | PA      | $2328.08      | 0.00%             | 2027-10-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun26C 73.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -147 | NC      | $-79380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun26C 74                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-7250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3291148.SRDUP                                      | L3291148.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1293 | PA      | $1290.33      | 0.00%             | 2027-07-19      | Fixed         | 14.82%                | Yes           |                  3 | On Loan: No      |
| L3292091.SRDUP                                      | L3292091.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2384 | PA      | $2373.97      | 0.00%             | 2027-07-19      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| 8368753.SRDSQ                                       | 8368753.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $99.33        | 0.00%             | 2026-05-09      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8606105.SRDSQ                                       | 8606105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       157 | PA      | $133.94       | 0.00%             | 2026-07-10      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 10603792.SRDSQ                                      | 10603792.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40172 | PA      | $37825.65     | 0.00%             | 2027-09-13      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10610694.SRDSQ                                      | 10610694.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3694 | PA      | $3430.93      | 0.00%             | 2027-09-16      | Fixed         | 5.81%                 | Yes           |                  3 | On Loan: No      |
| 10281859.SRDSQ                                      | 10281859.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33973 | PA      | $32644.36     | 0.00%             | 2027-07-03      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10294506.SRDSQ                                      | 10294506.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7619 | PA      | $7288.80      | 0.00%             | 2027-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3304999.SRDUP                                      | L3304999.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2081 | PA      | $223.05       | 0.00%             | 2027-07-25      | Fixed         | 24.11%                | Yes           |                  3 | On Loan: No      |
| L3305233.SRDUP                                      | L3305233.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7027 | PA      | $7004.25      | 0.00%             | 2027-12-25      | Fixed         | 14.86%                | Yes           |                  3 | On Loan: No      |
| L3331514.SRDUP                                      | L3331514.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1305 | PA      | $1314.53      | 0.00%             | 2027-08-04      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| L3332231.SRDUP                                      | L3332231.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       765 | PA      | $760.38       | 0.00%             | 2027-08-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211292844.SRDLC                                     | 211292844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2367 | PA      | $2299.31      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211353036.SRDLC                                     | 211353036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3233 | PA      | $3142.74      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L3337137.SRDUP                                      | L3337137.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1416 | PA      | $1422.10      | 0.00%             | 2027-08-10      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| L3341816.SRDUP                                      | L3341816.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15501 | PA      | $14962.87     | 0.00%             | 2028-01-16      | Fixed         | 20.30%                | 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      |
| 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      |
| L3320277.SRDUP                                      | L3320277.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2121 | PA      | $2134.85      | 0.00%             | 2027-08-01      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3321408.SRDUP                                      | L3321408.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6790 | PA      | $537.09       | 0.00%             | 2028-01-04      | Fixed         | 15.62%                | Yes           |                  3 | On Loan: No      |
| L3496979.SRDUP                                      | L3496979.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7108 | PA      | $7074.91      | 0.00%             | 2027-10-13      | Fixed         | 10.10%                | Yes           |                  3 | On Loan: No      |
| L3543129.SRDUP                                      | L3543129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10823 | PA      | $10744.17     | 0.00%             | 2027-11-02      | Fixed         | 17.95%                | Yes           |                  3 | On Loan: No      |
| 211430811.SRDLC                                     | 211430811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4852 | PA      | $1290.09      | 0.00%             | 2027-10-08      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211447593.SRDLC                                     | 211447593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11656 | PA      | $11261.76     | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 9036861.SRDSQ                                       | 9036861.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       502 | PA      | $493.47       | 0.00%             | 2026-11-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9294126.SRDSQ                                       | 9294126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4552 | PA      | $4449.52      | 0.00%             | 2027-01-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8635399.SRDSQ                                       | 8635399.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4395 | PA      | $3406.83      | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881195.SRDSQ                                       | 8881195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       606 | PA      | $525.97       | 0.00%             | 2026-09-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 186576309.SRDLC                                     | 186576309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2619 | PA      | $2624.73      | 0.00%             | 2027-02-25      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 186862002.SRDLC                                     | 186862002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5018 | PA      | $5049.01      | 0.00%             | 2027-03-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| L3331686.SRDUP                                      | L3331686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3719 | PA      | $3699.63      | 0.00%             | 2027-08-04      | Fixed         | 14.06%                | Yes           |                  3 | On Loan: No      |
| L3394593.SRDUP                                      | L3394593.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2824 | PA      | $2844.64      | 0.00%             | 2028-02-02      | Fixed         | 28.14%                | Yes           |                  3 | On Loan: No      |
| L3910932.SRDUP                                      | L3910932.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1087 | PA      | $1091.66      | 0.00%             | 2028-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| L3959963.SRDUP                                      | L3959963.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47653 | PA      | $7395.71      | 0.00%             | 2028-09-05      | Fixed         | 22.58%                | Yes           |                  3 | On Loan: No      |
| 186314710.SRDLC                                     | 186314710.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3348 | PA      | $3465.03      | 0.00%             | 2027-02-16      | Fixed         | 28.99%                | 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      |
| 211479737.SRDLC                                     | 211479737.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1432 | PA      | $1426.60      | 0.00%             | 2026-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211804500.SRDLC                                     | 211804500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2085 | PA      | $2047.90      | 0.00%             | 2027-10-30      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| Turicum Re Ltd.                                     | Turicum Re 2026-1 A                                                  | CUSIP: 90009JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1324000 | PA      | $1321815.40   | 0.06%             | 2029-04-09      | Floating      | 19.44%                | Yes           |                  2 | On Loan: No      |
| Turris Re Ltd.                                      | Turris Re 2025-1 Class A                                             | CUSIP: 900442AA2<br>LEI: 254900AYLTVDMB8FO181 | Long             | DBT              | CORP              | BM        |   1809000 | PA      | $1811532.60   | 0.08%             | 2029-01-08      | Floating      | 6.09%                 | Yes           |                  2 | 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      |
| 186981038.SRDLC                                     | 186981038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2522 | PA      | $264.26       | 0.00%             | 2027-03-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3500869.SRDUP                                      | L3500869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       907 | PA      | $903.43       | 0.00%             | 2028-03-13      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| L3542151.SRDUP                                      | L3542151.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1235 | PA      | $1225.49      | 0.00%             | 2027-11-01      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| L4998545.SRDUP                                      | L4998545.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2606 | PA      | $2570.23      | 0.00%             | 2030-02-04      | Fixed         | 17.15%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  May26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        93 | NC      | $-63807.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211827148.SRDLC                                     | 211827148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4056 | PA      | $4046.90      | 0.00%             | 2026-10-24      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 212088656.SRDLC                                     | 212088656.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       494 | PA      | $496.98       | 0.00%             | 2026-11-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9055905.SRDSQ                                       | 9055905.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5293 | PA      | $5140.84      | 0.00%             | 2026-11-07      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105000000 | PA      | $101678377.50 | 4.66%             | 2027-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 186820218.SRDLC                                     | 186820218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5756 | PA      | $5814.86      | 0.00%             | 2027-03-27      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 186948516.SRDLC                                     | 186948516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       425 | PA      | $101.27       | 0.00%             | 2026-06-02      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| L3542473.SRDUP                                      | L3542473.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3695 | PA      | $3667.02      | 0.00%             | 2027-11-01      | Fixed         | 16.92%                | Yes           |                  3 | On Loan: No      |
| L3542686.SRDUP                                      | L3542686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3464 | PA      | $3479.48      | 0.00%             | 2027-11-16      | Fixed         | 22.77%                | 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      |
| 187616322.SRDLC                                     | 187616322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2443 | PA      | $2431.70      | 0.00%             | 2027-04-07      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 212282102.SRDLC                                     | 212282102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11431 | PA      | $11284.33     | 0.00%             | 2027-11-14      | Fixed         | 7.66%                 | Yes           |                  3 | On Loan: No      |
| 212584898.SRDLC                                     | 212584898.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11094 | PA      | $11048.44     | 0.00%             | 2028-11-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797UE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96000000 | PA      | $92681435.52  | 4.25%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 9278339.SRDSQ                                       | 9278339.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3277 | PA      | $3118.30      | 0.00%             | 2026-12-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 100                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 102                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3904726.SRDUP                                      | L3904726.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       738 | PA      | $731.95       | 0.00%             | 2026-08-02      | Fixed         | 21.67%                | Yes           |                  3 | On Loan: No      |
| L3955810.SRDUP                                      | L3955810.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       588 | PA      | $582.22       | 0.00%             | 2026-09-05      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 187923397.SRDLC                                     | 187923397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8004 | PA      | $838.86       | 0.00%             | 2027-04-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193981563.SRDLC                                     | 193981563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3647 | PA      | $3753.65      | 0.00%             | 2027-09-26      | Fixed         | 25.49%                | 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      |
| 186685210.SRDLC                                     | 186685210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2825 | PA      | $2816.99      | 0.00%             | 2027-02-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213780745.SRDLC                                     | 213780745.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16279 | PA      | $16127.72     | 0.00%             | 2029-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213791730.SRDLC                                     | 213791730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29426 | PA      | $27590.12     | 0.00%             | 2031-01-09      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 186984103.SRDLC                                     | 186984103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3058 | PA      | $3074.04      | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 186994916.SRDLC                                     | 186994916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3699 | PA      | $3678.69      | 0.00%             | 2027-04-28      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 103                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 104                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10353015.SRDSQ                                      | 10353015.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       841 | PA      | $810.48       | 0.00%             | 2027-07-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10376603.SRDSQ                                      | 10376603.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1375 | PA      | $1176.13      | 0.00%             | 2027-07-26      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26050                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-1995.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26060                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-1360.00     | -0.00%            |  |  |  | No            |                  1 | 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      |
| 195269918.SRDLC                                     | 195269918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2287 | PA      | $2311.14      | 0.00%             | 2027-11-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 9749732.SRDSQ                                       | 9749732.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3519 | PA      | $2760.38      | 0.00%             | 2027-03-02      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 9767471.SRDSQ                                       | 9767471.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3618 | PA      | $3525.97      | 0.00%             | 2027-03-06      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 105                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-135.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 95                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -152 | NC      | $-19760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213925883.SRDLC                                     | 213925883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17572 | PA      | $17028.85     | 0.00%             | 2030-01-24      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213971269.SRDLC                                     | 213971269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2861 | PA      | $2791.83      | 0.00%             | 2028-01-27      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 10525108.SRDSQ                                      | 10525108.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2395 | PA      | $2211.47      | 0.00%             | 2027-08-26      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10611279.SRDSQ                                      | 10611279.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6191 | PA      | $5845.69      | 0.00%             | 2027-09-16      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 203521395.SRDLC                                     | 203521395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23965 | PA      | $24080.40     | 0.00%             | 2028-08-22      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 204052415.SRDLC                                     | 204052415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4126 | PA      | $4127.99      | 0.00%             | 2026-09-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26070                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-1390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26080                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-1430.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 96                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -200 | NC      | $-14000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 97                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -168 | NC      | $-6720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214132206.SRDLC                                     | 214132206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38187 | PA      | $37087.53     | 0.00%             | 2029-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214203497.SRDLC                                     | 214203497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1816 | PA      | $1716.25      | 0.00%             | 2027-04-03      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 9803100.SRDSQ                                       | 9803100.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7014 | PA      | $6554.89      | 0.00%             | 2027-03-16      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 9814282.SRDSQ                                       | 9814282.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2634 | PA      | $2511.12      | 0.00%             | 2027-03-18      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $-8528.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26C 110                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-12000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187050428.SRDLC                                     | 187050428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1666 | PA      | $1708.92      | 0.00%             | 2027-03-12      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187063469.SRDLC                                     | 187063469.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4567 | PA      | $4553.06      | 0.00%             | 2027-03-12      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| 214332862.SRDLC                                     | 214332862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7502 | PA      | $786.26       | 0.00%             | 2027-02-14      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214456180.SRDLC                                     | 214456180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34402 | PA      | $8342.58      | 0.00%             | 2028-02-20      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| 204131981.SRDLC                                     | 204131981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8318 | PA      | $8292.42      | 0.00%             | 2028-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204678905.SRDLC                                     | 204678905.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5850 | PA      | $5927.01      | 0.00%             | 2026-10-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 187066092.SRDLC                                     | 187066092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $2057.81      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187095146.SRDLC                                     | 187095146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8486 | PA      | $8564.83      | 0.00%             | 2027-03-20      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 9670195.SRDSQ                                       | 9670195.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     55081 | PA      | $53604.81     | 0.00%             | 2027-02-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9732085.SRDSQ                                       | 9732085.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       241 | PA      | $236.32       | 0.00%             | 2027-02-28      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26090                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26100                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-3020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214519597.SRDLC                                     | 214519597.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12153 | PA      | $12027.84     | 0.00%             | 2029-02-24      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 217872765.SRDLC                                     | 217872765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6228 | PA      | $5894.39      | 0.00%             | 2028-07-02      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26C 111                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-13000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26C 112                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-10000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204680377.SRDLC                                     | 204680377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1169 | PA      | $1178.37      | 0.00%             | 2026-10-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204838693.SRDLC                                     | 204838693.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2785 | PA      | $2777.21      | 0.00%             | 2026-10-23      | Fixed         | 8.89%                 | Yes           |                  3 | On Loan: No      |
| 9814735.SRDSQ                                       | 9814735.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       487 | PA      | $464.40       | 0.00%             | 2027-03-18      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| CBM3909905.SRDUP                                    | CBM3909905.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2111 | PA      | $2124.67      | 0.00%             | 2028-08-17      | Fixed         | 21.51%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P25850                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-1690.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P25900                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $-6930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9741803.SRDSQ                                       | 9741803.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3435 | PA      | $3323.41      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9750068.SRDSQ                                       | 9750068.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8134 | PA      | $7956.91      | 0.00%             | 2027-03-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219089581.SRDLC                                     | 219089581.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2541 | PA      | $2421.95      | 0.00%             | 2028-08-21      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219983857.SRDLC                                     | 219983857.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6251 | PA      | $6005.49      | 0.00%             | 2029-09-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26C 113                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -154 | NC      | $-12320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26C 114                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-7000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204867254.SRDLC                                     | 204867254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22903 | PA      | $22761.31     | 0.00%             | 2028-10-26      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205038192.SRDLC                                     | 205038192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2080 | PA      | $2089.59      | 0.00%             | 2026-11-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P25950                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $-7665.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P26000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -39 | NC      | $-47580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3911849.SRDUP                                    | CBM3911849.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2923 | PA      | $2940.53      | 0.00%             | 2028-08-03      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| CBM3913126.SRDUP                                    | CBM3913126.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6036 | PA      | $6035.31      | 0.00%             | 2028-08-04      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| 7514012.SRDSQ                                       | 7514012.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19718 | PA      | $1459.15      | 0.00%             | 2025-08-20      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7518060.SRDSQ                                       | 7518060.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10077 | PA      | $745.70       | 0.00%             | 2025-08-21      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26P 92                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -198 | NC      | $-13860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26P 93                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-4680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P26050                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-8100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P26100                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $-10465.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205164406.SRDLC                                     | 205164406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1027 | PA      | $1034.98      | 0.00%             | 2026-11-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205266680.SRDLC                                     | 205266680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9947 | PA      | $10569.88     | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187298430.SRDLC                                     | 187298430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2719 | PA      | $2855.70      | 0.00%             | 2027-03-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187449396.SRDLC                                     | 187449396.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4159 | PA      | $4281.32      | 0.00%             | 2027-03-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 130.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -26 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 130.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -131 | NC      | $-1637.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8338632.SRDSQ                                       | 8338632.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       198 | PA      | $121.64       | 0.00%             | 2026-04-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8615468.SRDSQ                                       | 8615468.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8852 | PA      | $2791.11      | 0.00%             | 2026-07-14      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26P 94                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26P 95                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-2250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P26130                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11 | NC      | $-17545.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P26140                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-6500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205318350.SRDLC                                     | 205318350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7466 | PA      | $782.38       | 0.00%             | 2026-11-20      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205495061.SRDLC                                     | 205495061.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9906 | PA      | $9853.87      | 0.00%             | 2026-12-05      | Fixed         | 9.61%                 | Yes           |                  3 | On Loan: No      |
| CBM3913427.SRDUP                                    | CBM3913427.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       770 | PA      | $775.65       | 0.00%             | 2028-08-04      | Fixed         | 29.19%                | Yes           |                  3 | On Loan: No      |
| CBM3954441.SRDUP                                    | CBM3954441.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       597 | PA      | $598.05       | 0.00%             | 2028-09-01      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 130.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -422 | NC      | $-5275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 131                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -211 | NC      | $-2637.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  Jun26P 96                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-20000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -58 | NC      | $24203.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/06/26 P26150                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-3320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Jun26C 2250                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-665.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8635091.SRDSQ                                       | 8635091.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        75 | PA      | $73.54        | 0.00%             | 2026-07-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9032834.SRDSQ                                       | 9032834.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       279 | PA      | $267.45       | 0.00%             | 2026-11-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205563622.SRDLC                                     | 205563622.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       507 | PA      | $53.15        | 0.00%             | 2026-12-05      | Fixed         | 9.13%                 | Yes           |                  3 | On Loan: No      |
| 205790694.SRDLC                                     | 205790694.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1462 | PA      | $1458.84      | 0.00%             | 2026-12-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 131.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -184 | NC      | $-2300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 131.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -134 | NC      | $-1675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3956685.SRDUP                                    | CBM3956685.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1383 | PA      | $1394.25      | 0.00%             | 2028-09-05      | Fixed         | 19.38%                | Yes           |                  3 | On Loan: No      |
| CBM4012547.SRDUP                                    | CBM4012547.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2099 | PA      | $2081.66      | 0.00%             | 2028-10-10      | Fixed         | 16.28%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6835                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -75 | NC      | $-937.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6845                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 188272070.SRDLC                                     | 188272070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4646 | PA      | $486.88       | 0.00%             | 2025-04-22      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 188382495.SRDLC                                     | 188382495.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6105 | PA      | $6078.39      | 0.00%             | 2027-04-14      | Fixed         | 10.59%                | Yes           |                  3 | On Loan: No      |
| 205907525.SRDLC                                     | 205907525.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2274 | PA      | $2259.85      | 0.00%             | 2027-01-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 206508730.SRDLC                                     | 206508730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14423 | PA      | $1511.50      | 0.00%             | 2029-11-30      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 131.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -159 | NC      | $-1987.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4008282.SRDUP                                    | CBM4008282.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1321 | PA      | $1332.19      | 0.00%             | 2028-10-06      | Fixed         | 29.01%                | Yes           |                  3 | On Loan: No      |
| CBM4014118.SRDUP                                    | CBM4014118.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $5325.03      | 0.00%             | 2028-10-10      | Fixed         | 25.79%                | Yes           |                  3 | On Loan: No      |
| CBM5009099.SRDUP                                    | CBM5009099.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1852 | PA      | $1707.68      | 0.00%             | 2030-02-07      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| 9042530.SRDSQ                                       | 9042530.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       853 | PA      | $819.08       | 0.00%             | 2026-11-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9064240.SRDSQ                                       | 9064240.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22110 | PA      | $5854.63      | 0.00%             | 2026-11-08      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 206520129.SRDLC                                     | 206520129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2674 | PA      | $2651.12      | 0.00%             | 2027-02-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206567945.SRDLC                                     | 206567945.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12749 | PA      | $3481.87      | 0.00%             | 2028-02-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5010433.SRDUP                                    | DRB5010433.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5143 | PA      | $2504.36      | 0.00%             | 2030-02-07      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| DRB5188675.SRDUP                                    | DRB5188675.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2507 | PA      | $389.09       | 0.00%             | 2030-04-07      | Fixed         | 24.64%                | Yes           |                  3 | On Loan: No      |
| 9300188.SRDSQ                                       | 9300188.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1262 | PA      | $1242.89      | 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        |      9155 | PA      | $8797.23      | 0.00%             | 2027-01-10      | Fixed         | 5.60%                 | 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      |
| 187548640.SRDLC                                     | 187548640.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2032 | PA      | $2087.81      | 0.00%             | 2027-03-24      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 206888755.SRDLC                                     | 206888755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3397 | PA      | $3377.05      | 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        |      9025 | PA      | $8882.90      | 0.00%             | 2027-03-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L3344994.SRDUP                                      | L3344994.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3527 | PA      | $3510.88      | 0.00%             | 2028-01-10      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| L3910115.SRDUP                                      | L3910115.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25170 | PA      | $7377.40      | 0.00%             | 2028-08-02      | Fixed         | 20.80%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P7000                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10077362.SRDSQ                                      | 10077362.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       770 | PA      | $363.30       | 0.00%             | 2027-05-16      | Fixed         | 6.27%                 | Yes           |                  3 | On Loan: No      |
| 10107129.SRDSQ                                      | 10107129.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1847 | PA      | $1439.97      | 0.00%             | 2027-05-21      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10280030.SRDSQ                                      | 10280030.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7756 | PA      | $7424.48      | 0.00%             | 2027-07-02      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| DRB5189532.SRDUP                                    | DRB5189532.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5013 | PA      | $322.34       | 0.00%             | 2028-04-07      | Fixed         | 30.76%                | Yes           |                  3 | On Loan: No      |
| DRB5583929.SRDUP                                    | DRB5583929.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2715 | PA      | $2570.13      | 0.00%             | 2030-12-02      | Fixed         | 30.13%                | Yes           |                  3 | On Loan: No      |
| 192143725.SRDLC                                     | 192143725.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       718 | PA      | $729.24       | 0.00%             | 2027-08-05      | Fixed         | 23.99%                | 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      |
| CBM5008558.SRDUP                                    | CBM5008558.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1607 | PA      | $1589.35      | 0.00%             | 2030-02-07      | Fixed         | 16.43%                | Yes           |                  3 | On Loan: No      |
| CBM5385858.SRDUP                                    | CBM5385858.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1729 | PA      | $268.37       | 0.00%             | 2030-05-23      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| 10345271.SRDSQ                                      | 10345271.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       608 | PA      | $581.38       | 0.00%             | 2027-07-18      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| 10346636.SRDSQ                                      | 10346636.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12348 | PA      | $11596.89     | 0.00%             | 2027-07-19      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 207192864.SRDLC                                     | 207192864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       734 | PA      | $726.24       | 0.00%             | 2027-03-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 207295338.SRDLC                                     | 207295338.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10307 | PA      | $9622.27      | 0.00%             | 2030-05-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10361496.SRDSQ                                      | 10361496.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12108 | PA      | $11632.94     | 0.00%             | 2027-07-22      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10369709.SRDSQ                                      | 10369709.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38162 | PA      | $33227.80     | 0.00%             | 2027-07-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5585858.SRDUP                                    | DRB5585858.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       946 | PA      | $914.78       | 0.00%             | 2028-07-02      | Fixed         | 22.40%                | Yes           |                  3 | On Loan: No      |
| FW3304684.SRDUP                                     | FW3304684.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2113 | PA      | $2130.54      | 0.00%             | 2027-07-25      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| L4008799.SRDUP                                      | L4008799.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4135 | PA      | $4168.73      | 0.00%             | 2028-10-06      | Fixed         | 17.73%                | Yes           |                  3 | On Loan: No      |
| L5177293.SRDUP                                      | L5177293.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2717 | PA      | $2615.19      | 0.00%             | 2030-04-03      | Fixed         | 22.41%                | 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      |
| 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      |
| 10376646.SRDSQ                                      | 10376646.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1383 | PA      | $1306.64      | 0.00%             | 2027-07-26      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 10532638.SRDSQ                                      | 10532638.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27349 | PA      | $25456.73     | 0.00%             | 2027-08-28      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       Jun26C 74.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -20 | NC      | $-2800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10045147.SRDSQ                                      | 10045147.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3017 | PA      | $2926.05      | 0.00%             | 2027-05-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207686565.SRDLC                                     | 207686565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3353 | PA      | $3322.29      | 0.00%             | 2028-04-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210679636.SRDLC                                     | 210679636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9374 | PA      | $9254.24      | 0.00%             | 2027-09-06      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| 10637690.SRDSQ                                      | 10637690.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1891 | PA      | $1641.29      | 0.00%             | 2027-09-21      | Fixed         | 5.79%                 | Yes           |                  3 | On Loan: No      |
| 186156292.SRDLC                                     | 186156292.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3525 | PA      | $3526.69      | 0.00%             | 2027-02-11      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| L5384852.SRDUP                                      | L5384852.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7045 | PA      | $6348.32      | 0.00%             | 2028-10-23      | Fixed         | 24.62%                | Yes           |                  3 | On Loan: No      |
| FW3309638.SRDUP                                     | FW3309638.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1324 | PA      | $1341.49      | 0.00%             | 2027-07-26      | Fixed         | 29.61%                | Yes           |                  3 | On Loan: No      |
| FW3391636.SRDUP                                     | FW3391636.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       800 | PA      | $806.00       | 0.00%             | 2027-09-01      | Fixed         | 20.85%                | Yes           |                  3 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2024-1 Class A                                               | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1828000 | PA      | $1900845.80   | 0.09%             | 2027-06-07      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2025-1 Class A                                               | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1817000 | PA      | $1864242.00   | 0.09%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| 10546972.SRDSQ                                      | 10546972.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2171 | PA      | $2002.15      | 0.00%             | 2027-09-03      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10616192.SRDSQ                                      | 10616192.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1853 | PA      | $1686.99      | 0.00%             | 2027-09-17      | Fixed         | 5.81%                 | Yes           |                  3 | On Loan: No      |
| 195123243.SRDLC                                     | 195123243.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7534 | PA      | $7395.18      | 0.00%             | 2028-06-27      | Fixed         | 10.00%                | 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      |
| 210720420.SRDLC                                     | 210720420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       946 | PA      | $940.62       | 0.00%             | 2026-09-09      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210766442.SRDLC                                     | 210766442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15093 | PA      | $13214.18     | 0.00%             | 2028-02-04      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 10090181.SRDSQ                                      | 10090181.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2479 | PA      | $1624.81      | 0.00%             | 2027-05-19      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 10262715.SRDSQ                                      | 10262715.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8198 | PA      | $7123.24      | 0.00%             | 2027-06-30      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW3393442.SRDUP                                     | FW3393442.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3424 | PA      | $3405.64      | 0.00%             | 2027-09-02      | Fixed         | 11.33%                | Yes           |                  3 | On Loan: No      |
| FW3499839.SRDUP                                     | FW3499839.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       691 | PA      | $698.08       | 0.00%             | 2027-10-13      | Fixed         | 29.37%                | Yes           |                  3 | On Loan: No      |
| 10620983.SRDSQ                                      | 10620983.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7025 | PA      | $6636.18      | 0.00%             | 2027-09-18      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186792901.SRDLC                                     | 186792901.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1944 | PA      | $1940.83      | 0.00%             | 2027-03-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 186340276.SRDLC                                     | 186340276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3648 | PA      | $382.29       | 0.00%             | 2027-03-09      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 186451093.SRDLC                                     | 186451093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2371 | PA      | $2354.91      | 0.00%             | 2027-02-22      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 210804171.SRDLC                                     | 210804171.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16455 | PA      | $15902.31     | 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      | $277.46       | 0.00%             | 2026-09-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 10317567.SRDSQ                                      | 10317567.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2871 | PA      | $2736.64      | 0.00%             | 2027-07-12      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10354813.SRDSQ                                      | 10354813.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27471 | PA      | $21765.16     | 0.00%             | 2027-07-21      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| FW3542919.SRDUP                                     | FW3542919.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1016 | PA      | $1023.40      | 0.00%             | 2027-11-02      | Fixed         | 22.51%                | Yes           |                  3 | On Loan: No      |
| FW3910184.SRDUP                                     | FW3910184.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       638 | PA      | $641.84       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| 204166856.SRDLC                                     | 204166856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7812 | PA      | $7795.98      | 0.00%             | 2028-09-20      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 204652983.SRDLC                                     | 204652983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5036 | PA      | $5349.89      | 0.00%             | 2028-10-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207756636.SRDLC                                     | 207756636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3696 | PA      | $3712.96      | 0.00%             | 2029-03-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 207922466.SRDLC                                     | 207922466.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7811 | PA      | $6883.19      | 0.00%             | 2028-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210935275.SRDLC                                     | 210935275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3901 | PA      | $408.86       | 0.00%             | 2027-01-18      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 210944115.SRDLC                                     | 210944115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16885 | PA      | $16252.09     | 0.00%             | 2028-10-07      | Fixed         | 29.99%                | 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      |
| 187354823.SRDLC                                     | 187354823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1560 | PA      | $1645.80      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 10383422.SRDSQ                                      | 10383422.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5499 | PA      | $5046.14      | 0.00%             | 2027-07-28      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10541270.SRDSQ                                      | 10541270.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4841 | PA      | $4476.81      | 0.00%             | 2027-09-02      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 204787395.SRDLC                                     | 204787395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1551 | PA      | $1563.56      | 0.00%             | 2026-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205040182.SRDLC                                     | 205040182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       406 | PA      | $407.06       | 0.00%             | 2026-11-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210961114.SRDLC                                     | 210961114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21008 | PA      | $21069.19     | 0.00%             | 2028-09-28      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211121307.SRDLC                                     | 211121307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11972 | PA      | $1254.70      | 0.00%             | 2027-09-30      | Fixed         | 25.49%                | 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      |
| 186969924.SRDLC                                     | 186969924.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7922 | PA      | $7916.26      | 0.00%             | 2027-03-09      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2026-1 Class A                                               | CUSIP: 69664FAC2<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   2798000 | PA      | $2795202.00   | 0.13%             | 2029-06-07      | Floating      | 5.69%                 | 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      | $7449984.21   | 0.34%             | 2032-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 205102147.SRDLC                                     | 205102147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2526 | PA      | $2537.68      | 0.00%             | 2026-11-06      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 205124664.SRDLC                                     | 205124664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       773 | PA      | $779.36       | 0.00%             | 2026-11-13      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187671142.SRDLC                                     | 187671142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2120 | PA      | $2154.71      | 0.00%             | 2027-04-04      | Fixed         | 20.99%                | 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      |
| 10600454.SRDSQ                                      | 10600454.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5841 | PA      | $5353.77      | 0.00%             | 2027-09-13      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 10634872.SRDSQ                                      | 10634872.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15995 | PA      | $15105.86     | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 211244921.SRDLC                                     | 211244921.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27055 | PA      | $26903.58     | 0.00%             | 2028-10-16      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 211317961.SRDLC                                     | 211317961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5057 | PA      | $5038.59      | 0.00%             | 2026-10-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210749225.SRDLC                                     | 210749225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5625 | PA      | $5442.61      | 0.00%             | 2027-09-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210917097.SRDLC                                     | 210917097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5307 | PA      | $5239.47      | 0.00%             | 2027-10-15      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| FW3342553.SRDUP                                     | FW3342553.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1299 | PA      | $1312.12      | 0.00%             | 2028-01-09      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3956036.SRDUP                                     | FW3956036.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       190 | PA      | $188.14       | 0.00%             | 2026-09-13      | Fixed         | 24.94%                | Yes           |                  3 | On Loan: No      |
| 205166096.SRDLC                                     | 205166096.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8365 | PA      | $8839.24      | 0.00%             | 2028-11-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205187159.SRDLC                                     | 205187159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5851 | PA      | $5881.93      | 0.00%             | 2027-05-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 186980962.SRDLC                                     | 186980962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4649 | PA      | $4861.19      | 0.00%             | 2027-03-10      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 187191386.SRDLC                                     | 187191386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5748 | PA      | $4598.63      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | Yes           |                  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        |    280394 | PA      | $109073.17    | 0.01%             | 2027-05-07      | Floating      | 3.79%                 | Yes           |                  3 | On Loan: No      |
| Photon Re Ltd.                                      | Photon Re 2026-1 Class A                                             | CUSIP: 71937RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    285000 | PA      | $283546.50    | 0.01%             | 2030-03-07      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| 211887025.SRDLC                                     | 211887025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15881 | PA      | $15640.79     | 0.00%             | 2029-10-28      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 212072441.SRDLC                                     | 212072441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2217 | PA      | $407.92       | 0.00%             | 2027-11-04      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211074353.SRDLC                                     | 211074353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4245 | PA      | $4169.14      | 0.00%             | 2029-09-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211133869.SRDLC                                     | 211133869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       718 | PA      | $713.93       | 0.00%             | 2026-10-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 204110223.SRDLC                                     | 204110223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10634 | PA      | $10589.03     | 0.00%             | 2028-09-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 204979393.SRDLC                                     | 204979393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       879 | PA      | $882.41       | 0.00%             | 2026-11-03      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205203557.SRDLC                                     | 205203557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15694 | PA      | $14259.50     | 0.00%             | 2029-06-14      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 205220327.SRDLC                                     | 205220327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       670 | PA      | $677.80       | 0.00%             | 2026-11-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW4009369.SRDUP                                     | FW4009369.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1762 | PA      | $968.57       | 0.00%             | 2028-10-06      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| FW4012607.SRDUP                                     | FW4012607.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1265 | PA      | $1257.54      | 0.00%             | 2026-10-15      | Fixed         | 24.61%                | Yes           |                  3 | On Loan: No      |
| 212202605.SRDLC                                     | 212202605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9031 | PA      | $9000.80      | 0.00%             | 2028-11-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 212286537.SRDLC                                     | 212286537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3638 | PA      | $3507.39      | 0.00%             | 2027-11-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211250724.SRDLC                                     | 211250724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4213 | PA      | $4080.05      | 0.00%             | 2029-10-01      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 211364789.SRDLC                                     | 211364789.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5064 | PA      | $4929.35      | 0.00%             | 2029-10-09      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW4008566.SRDUP                                     | FW4008566.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $801.40       | 0.00%             | 2028-10-06      | Fixed         | 28.05%                | Yes           |                  3 | On Loan: No      |
| FW4012438.SRDUP                                     | FW4012438.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6531 | PA      | $6544.23      | 0.00%             | 2029-03-10      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Jun26P 1825                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-835.00      | -0.00%            |  |  |  | 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      |
| PoleStar Re Ltd.                                    | PoleStar Re 2024-3 Class A                                           | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   3332000 | PA      | $3478274.80   | 0.16%             | 2028-01-07      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2026-1 Class A                                           | CUSIP: 73110JAD4<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   1666000 | PA      | $1666666.40   | 0.08%             | 2029-01-08      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| 205224878.SRDLC                                     | 205224878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8212 | PA      | $860.57       | 0.00%             | 2027-11-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205246160.SRDLC                                     | 205246160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6079 | PA      | $637.10       | 0.00%             | 2027-11-20      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205133678.SRDLC                                     | 205133678.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7680 | PA      | $7594.29      | 0.00%             | 2028-11-15      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| 205848381.SRDLC                                     | 205848381.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5775 | PA      | $5783.94      | 0.00%             | 2026-12-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 187754067.SRDLC                                     | 187754067.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       536 | PA      | $541.72       | 0.00%             | 2026-07-28      | Fixed         | 17.49%                | 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      |
| 212318956.SRDLC                                     | 212318956.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4986 | PA      | $4853.10      | 0.00%             | 2028-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212368248.SRDLC                                     | 212368248.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4705 | PA      | $4530.28      | 0.00%             | 2027-11-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 9330648.SRDSQ                                       | 9330648.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       490 | PA      | $483.37       | 0.00%             | 2027-01-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9757629.SRDSQ                                       | 9757629.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       764 | PA      | $706.86       | 0.00%             | 2027-03-04      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2026-1 Class B                                           | CUSIP: 73110JAE2<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   1151000 | PA      | $1161761.85   | 0.05%             | 2029-01-08      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2026-1 Class C                                           | CUSIP: 73110JAF9<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    516000 | PA      | $516129.00    | 0.02%             | 2029-01-08      | Floating      | 14.19%                | Yes           |                  2 | On Loan: No      |
| 206811341.SRDLC                                     | 206811341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15021 | PA      | $1574.24      | 0.00%             | 2029-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207038216.SRDLC                                     | 207038216.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7713 | PA      | $7710.90      | 0.00%             | 2027-03-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205287954.SRDLC                                     | 205287954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1357 | PA      | $1361.98      | 0.00%             | 2027-11-16      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205633187.SRDLC                                     | 205633187.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2480 | PA      | $2468.05      | 0.00%             | 2026-12-11      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 192431792.SRDLC                                     | 192431792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3773 | PA      | $3825.24      | 0.00%             | 2027-08-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 203520590.SRDLC                                     | 203520590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4673 | PA      | $4713.25      | 0.00%             | 2026-08-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213710808.SRDLC                                     | 213710808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3944 | PA      | $3805.79      | 0.00%             | 2028-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213714822.SRDLC                                     | 213714822.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24521 | PA      | $24163.20     | 0.00%             | 2028-01-24      | Fixed         | 8.24%                 | 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      | $1891355.06   | 0.09%             | 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      | $2950066.05   | 0.14%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| 211452867.SRDLC                                     | 211452867.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2421 | PA      | $0.00         | 0.00%             | 2028-10-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211495900.SRDLC                                     | 211495900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3574 | PA      | $3457.89      | 0.00%             | 2027-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205759846.SRDLC                                     | 205759846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8758 | PA      | $8697.37      | 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        |       435 | PA      | $434.88       | 0.00%             | 2026-12-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 9766099.SRDSQ                                       | 9766099.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5269 | PA      | $4963.10      | 0.00%             | 2027-03-05      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9803939.SRDSQ                                       | 9803939.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2255 | PA      | $2202.42      | 0.00%             | 2027-03-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213718938.SRDLC                                     | 213718938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7396 | PA      | $7153.78      | 0.00%             | 2028-01-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 214364354.SRDLC                                     | 214364354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4761 | PA      | $4670.99      | 0.00%             | 2029-02-13      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 675                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-2600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 680                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR10 Trust                                | CUSIP: 74333WAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4141943 | PA      | $3746819.37   | 0.17%             | 2040-12-17      | Fixed         | 5.23%                 | No            |                  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      | $2544149.13   | 0.12%             | 2041-07-17      | Fixed         | 3.40%                 | No            |                  3 | On Loan: No      |
| 211612897.SRDLC                                     | 211612897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2150 | PA      | $2096.32      | 0.00%             | 2028-10-17      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| 211802885.SRDLC                                     | 211802885.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6913 | PA      | $6848.94      | 0.00%             | 2027-10-23      | Fixed         | 7.24%                 | 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      |
| 206603083.SRDLC                                     | 206603083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22396 | PA      | $22050.64     | 0.00%             | 2029-02-07      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 214409478.SRDLC                                     | 214409478.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8220 | PA      | $8129.97      | 0.00%             | 2029-02-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 214434526.SRDLC                                     | 214434526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7819 | PA      | $7568.46      | 0.00%             | 2030-02-25      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 10583172.SRDSQ                                      | 10583172.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41808 | PA      | $39177.89     | 0.00%             | 2027-09-10      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10590607.SRDSQ                                      | 10590607.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       760 | PA      | $720.94       | 0.00%             | 2027-09-11      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| CBM3955802.SRDUP                                    | CBM3955802.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2603 | PA      | $2579.90      | 0.00%             | 2028-09-05      | Fixed         | 13.42%                | Yes           |                  3 | On Loan: No      |
| CBM4008874.SRDUP                                    | CBM4008874.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3330 | PA      | $975.31       | 0.00%             | 2029-03-20      | Fixed         | 27.56%                | Yes           |                  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        |   2868744 | PA      | $2897863.89   | 0.13%             | 2029-07-16      | Fixed         | 11.24%                | No            |                  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      | $384118.40    | 0.02%             | 2027-06-07      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| 207176648.SRDLC                                     | 207176648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1739 | PA      | $1713.42      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210890387.SRDLC                                     | 210890387.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       569 | PA      | $567.08       | 0.00%             | 2026-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214515025.SRDLC                                     | 214515025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5237 | PA      | $5213.21      | 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        |      7179 | PA      | $6916.10      | 0.00%             | 2029-03-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 203838024.SRDLC                                     | 203838024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1575 | PA      | $1568.85      | 0.00%             | 2026-09-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204050055.SRDLC                                     | 204050055.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2161 | PA      | $226.49       | 0.00%             | 2026-09-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| CBM5010162.SRDUP                                    | CBM5010162.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4294 | PA      | $3965.93      | 0.00%             | 2030-02-07      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| DRB5181313.SRDUP                                    | DRB5181313.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6092 | PA      | $5656.27      | 0.00%             | 2028-09-04      | Fixed         | 30.74%                | Yes           |                  3 | On Loan: No      |
| 206799568.SRDLC                                     | 206799568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3618 | PA      | $3559.35      | 0.00%             | 2027-02-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 206818133.SRDLC                                     | 206818133.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8493 | PA      | $7243.79      | 0.00%             | 2027-07-31      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211583363.SRDLC                                     | 211583363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5134 | PA      | $5069.07      | 0.00%             | 2027-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212085986.SRDLC                                     | 212085986.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1617 | PA      | $1606.64      | 0.00%             | 2026-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214995661.SRDLC                                     | 214995661.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4135 | PA      | $3971.68      | 0.00%             | 2028-03-17      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215003562.SRDLC                                     | 215003562.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4969 | PA      | $4763.88      | 0.00%             | 2028-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 10611472.SRDSQ                                      | 10611472.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1418 | PA      | $1341.46      | 0.00%             | 2027-09-16      | Fixed         | 5.29%                 | Yes           |                  3 | On Loan: No      |
| 10645901.SRDSQ                                      | 10645901.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2922 | PA      | $2753.14      | 0.00%             | 2027-09-23      | Fixed         | 5.29%                 | Yes           |                  3 | On Loan: No      |
| 205077541.SRDLC                                     | 205077541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1178 | PA      | $1180.10      | 0.00%             | 2027-04-07      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205155668.SRDLC                                     | 205155668.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1026 | PA      | $1031.48      | 0.00%             | 2026-11-08      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206926761.SRDLC                                     | 206926761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13663 | PA      | $13392.85     | 0.00%             | 2029-08-01      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 206979916.SRDLC                                     | 206979916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9681 | PA      | $9611.39      | 0.00%             | 2027-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5579542.SRDUP                                    | DRB5579542.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3227 | PA      | $3076.94      | 0.00%             | 2030-12-01      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| DRB5589455.SRDUP                                    | DRB5589455.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1392 | PA      | $1298.98      | 0.00%             | 2030-07-03      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| 212333158.SRDLC                                     | 212333158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12716 | PA      | $12334.04     | 0.00%             | 2027-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212424214.SRDLC                                     | 212424214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1164 | PA      | $1158.79      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215020024.SRDLC                                     | 215020024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8613 | PA      | $8156.74      | 0.00%             | 2030-03-31      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215030645.SRDLC                                     | 215030645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8413 | PA      | $1182.02      | 0.00%             | 2028-03-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211810054.SRDLC                                     | 211810054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20915 | PA      | $20672.79     | 0.00%             | 2027-10-29      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211863518.SRDLC                                     | 211863518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16185 | PA      | $16026.70     | 0.00%             | 2028-03-28      | Fixed         | 6.74%                 | 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      | $1196316.00   | 0.05%             | 2026-06-05      | Floating      | 14.27%                | Yes           |                  2 | 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      | $3818538.70   | 0.18%             | 2026-06-05      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| FW3301977.SRDUP                                     | FW3301977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7368 | PA      | $7434.31      | 0.00%             | 2027-07-22      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| FW3319846.SRDUP                                     | FW3319846.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6368 | PA      | $6391.23      | 0.00%             | 2027-08-01      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| 212565179.SRDLC                                     | 212565179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9623 | PA      | $9069.52      | 0.00%             | 2028-11-21      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 213544190.SRDLC                                     | 213544190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8039 | PA      | $7850.48      | 0.00%             | 2028-01-17      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 212138570.SRDLC                                     | 212138570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6305 | PA      | $6068.00      | 0.00%             | 2027-11-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212216513.SRDLC                                     | 212216513.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1576 | PA      | $1518.75      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207359134.SRDLC                                     | 207359134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18168 | PA      | $18198.50     | 0.00%             | 2029-03-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207451472.SRDLC                                     | 207451472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11596 | PA      | $11559.57     | 0.00%             | 2029-04-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215046146.SRDLC                                     | 215046146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10550 | PA      | $10423.50     | 0.00%             | 2028-03-21      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 215054013.SRDLC                                     | 215054013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7791 | PA      | $7473.48      | 0.00%             | 2028-03-18      | Fixed         | 20.99%                | Yes           |                  3 | 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      | $3271986.05   | 0.15%             | 2028-04-07      | Floating      | 9.18%                 | 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      | $618345.00    | 0.03%             | 2027-04-07      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| 10651099.SRDSQ                                      | 10651099.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1581 | PA      | $1485.79      | 0.00%             | 2027-09-25      | Fixed         | 5.29%                 | Yes           |                  3 | On Loan: No      |
| 10659682.SRDSQ                                      | 10659682.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1639 | PA      | $1552.76      | 0.00%             | 2027-09-26      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 212438214.SRDLC                                     | 212438214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6785 | PA      | $6583.50      | 0.00%             | 2027-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213436223.SRDLC                                     | 213436223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6376 | PA      | $6357.95      | 0.00%             | 2027-01-27      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 213958313.SRDLC                                     | 213958313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7950 | PA      | $7732.55      | 0.00%             | 2028-02-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214125339.SRDLC                                     | 214125339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30743 | PA      | $30107.04     | 0.00%             | 2030-02-04      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.2                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -246 | NC      | $-145140.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -252 | NC      | $-126000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 207559433.SRDLC                                     | 207559433.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3229 | PA      | $3164.75      | 0.00%             | 2027-04-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210587322.SRDLC                                     | 210587322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5612 | PA      | $588.10       | 0.00%             | 2029-09-06      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215063836.SRDLC                                     | 215063836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2552 | PA      | $2543.48      | 0.00%             | 2027-03-17      | Fixed         | 5.79%                 | Yes           |                  3 | On Loan: No      |
| 216400222.SRDLC                                     | 216400222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10799 | PA      | $10128.76     | 0.00%             | 2031-01-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3913149.SRDUP                                     | FW3913149.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6265 | PA      | $1913.98      | 0.00%             | 2028-08-04      | Fixed         | 28.30%                | Yes           |                  3 | On Loan: No      |
| FW3957266.SRDUP                                     | FW3957266.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7500 | PA      | $7545.21      | 0.00%             | 2028-09-05      | Fixed         | 20.55%                | Yes           |                  3 | On Loan: No      |
| 214542641.SRDLC                                     | 214542641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8613 | PA      | $902.64       | 0.00%             | 2029-07-24      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 214959685.SRDLC                                     | 214959685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6129 | PA      | $5966.88      | 0.00%             | 2028-03-12      | Fixed         | 12.49%                | Yes           |                  3 | 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      | $421743.75    | 0.02%             | 2027-04-07      | Floating      | 9.14%                 | 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      | $513804.20    | 0.02%             | 2027-04-07      | Floating      | 19.53%                | Yes           |                  2 | On Loan: No      |
| 210662274.SRDLC                                     | 210662274.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8642 | PA      | $8374.01      | 0.00%             | 2027-09-26      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 210751974.SRDLC                                     | 210751974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16806 | PA      | $15936.91     | 0.00%             | 2030-09-30      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 216641619.SRDLC                                     | 216641619.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17655 | PA      | $3172.55      | 0.00%             | 2028-05-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 219075003.SRDLC                                     | 219075003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4924 | PA      | $4807.38      | 0.00%             | 2027-08-14      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 215168551.SRDLC                                     | 215168551.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5086 | PA      | $4355.74      | 0.00%             | 2027-10-21      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 216079218.SRDLC                                     | 216079218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13467 | PA      | $1411.32      | 0.00%             | 2028-10-25      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186695293.SRDLC                                     | 186695293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2234 | PA      | $2223.72      | 0.00%             | 2027-03-04      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 186921775.SRDLC                                     | 186921775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1967 | PA      | $206.13       | 0.00%             | 2028-02-07      | Fixed         | 30.99%                | Yes           |                  3 | 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      | $1329795.00   | 0.06%             | 2028-04-07      | Floating      | 8.24%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-2                                       | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   4408000 | PA      | $4612972.00   | 0.21%             | 2030-04-08      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| 210785323.SRDLC                                     | 210785323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1722 | PA      | $1673.67      | 0.00%             | 2029-09-11      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 210871549.SRDLC                                     | 210871549.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4166 | PA      | $4072.44      | 0.00%             | 2029-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219090131.SRDLC                                     | 219090131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2532 | PA      | $2472.36      | 0.00%             | 2027-08-14      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 220013587.SRDLC                                     | 220013587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18163 | PA      | $17443.34     | 0.00%             | 2029-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3304210.SRDUP                                      | L3304210.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1862 | PA      | $1889.81      | 0.00%             | 2027-07-25      | Fixed         | 20.61%                | Yes           |                  3 | On Loan: No      |
| L3328221.SRDUP                                      | L3328221.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       431 | PA      | $432.08       | 0.00%             | 2027-08-03      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 219063436.SRDLC                                     | 219063436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4888 | PA      | $4682.83      | 0.00%             | 2028-08-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219104614.SRDLC                                     | 219104614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4957 | PA      | $4713.72      | 0.00%             | 2028-08-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211249345.SRDLC                                     | 211249345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4912 | PA      | $4739.49      | 0.00%             | 2027-10-22      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211262531.SRDLC                                     | 211262531.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15213 | PA      | $14753.98     | 0.00%             | 2029-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 220047743.SRDLC                                     | 220047743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9226 | PA      | $8860.89      | 0.00%             | 2029-09-16      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 7509830.SRDSQ                                       | 7509830.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1157 | PA      | $85.59        | 0.00%             | 2025-08-17      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| FW3319980.SRDUP                                     | FW3319980.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       804 | PA      | $808.27       | 0.00%             | 2027-08-01      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3325648.SRDUP                                     | FW3325648.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       878 | PA      | $879.39       | 0.00%             | 2027-08-02      | Fixed         | 24.67%                | Yes           |                  3 | On Loan: No      |
| 213655155.SRDLC                                     | 213655155.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5111 | PA      | $4986.31      | 0.00%             | 2030-01-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213716975.SRDLC                                     | 213716975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       215 | PA      | $213.09       | 0.00%             | 2029-01-01      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class B                                         | CUSIP: 577092AX7<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    904000 | PA      | $899480.00    | 0.04%             | 2028-02-04      | Floating      | 16.08%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2026-1 Class B                                         | CUSIP: 577092BC2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    414000 | PA      | $406796.40    | 0.02%             | 2029-02-16      | Floating      | 15.44%                | Yes           |                  2 | On Loan: No      |
| L3342371.SRDUP                                      | L3342371.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       338 | PA      | $335.88       | 0.00%             | 2027-08-09      | Fixed         | 13.72%                | Yes           |                  3 | On Loan: No      |
| L3956096.SRDUP                                      | L3956096.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16683 | PA      | $16631.65     | 0.00%             | 2028-09-05      | Fixed         | 11.81%                | Yes           |                  3 | On Loan: No      |
| 8364921.SRDSQ                                       | 8364921.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       925 | PA      | $648.96       | 0.00%             | 2026-05-08      | Fixed         | 5.10%                 | Yes           |                  3 | On Loan: No      |
| 8383678.SRDSQ                                       | 8383678.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2290 | PA      | $1521.46      | 0.00%             | 2026-05-14      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 135                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -308 | NC      | $-240625.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 135.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -262 | NC      | $-173575.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3335386.SRDUP                                     | FW3335386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1925 | PA      | $1939.60      | 0.00%             | 2027-08-25      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| FW3393350.SRDUP                                     | FW3393350.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1931 | PA      | $1934.63      | 0.00%             | 2027-09-15      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| 213755960.SRDLC                                     | 213755960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2767 | PA      | $2725.37      | 0.00%             | 2028-01-21      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 213759653.SRDLC                                     | 213759653.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20374 | PA      | $19860.53     | 0.00%             | 2030-01-21      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class A                                          | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2069000 | PA      | $2068068.95   | 0.09%             | 2026-07-08      | Floating      | 8.74%                 | 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      | $4652453.10   | 0.21%             | 2026-07-08      | Floating      | 10.21%                | Yes           |                  2 | On Loan: No      |
| 211397382.SRDLC                                     | 211397382.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3442 | PA      | $3465.72      | 0.00%             | 2026-10-07      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 211420784.SRDLC                                     | 211420784.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6561 | PA      | $6338.39      | 0.00%             | 2027-10-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 135.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -553 | NC      | $-307606.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 135.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -334 | NC      | $-152387.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214296884.SRDLC                                     | 214296884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4790 | PA      | $4772.62      | 0.00%             | 2027-02-14      | Fixed         | 7.74%                 | Yes           |                  3 | On Loan: No      |
| 214337041.SRDLC                                     | 214337041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14615 | PA      | $14232.37     | 0.00%             | 2029-02-14      | Fixed         | 13.75%                | 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      | $969563.75    | 0.04%             | 2027-07-08      | Floating      | 8.62%                 | 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      | $2992467.50   | 0.14%             | 2028-07-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| FW3500490.SRDUP                                     | FW3500490.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5222 | PA      | $5264.09      | 0.00%             | 2027-10-13      | Fixed         | 26.51%                | Yes           |                  3 | On Loan: No      |
| FW3542010.SRDUP                                     | FW3542010.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       920 | PA      | $930.88       | 0.00%             | 2027-11-01      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 211453555.SRDLC                                     | 211453555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6112 | PA      | $5896.72      | 0.00%             | 2027-10-10      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211489937.SRDLC                                     | 211489937.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9061 | PA      | $8940.01      | 0.00%             | 2027-10-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8619321.SRDSQ                                       | 8619321.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3307 | PA      | $2400.21      | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8783511.SRDSQ                                       | 8783511.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1741 | PA      | $1637.81      | 0.00%             | 2026-08-27      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L5385392.SRDUP                                      | L5385392.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5283 | PA      | $519.83       | 0.00%             | 2030-05-23      | Fixed         | 20.13%                | Yes           |                  3 | On Loan: No      |
| 10056009.SRDSQ                                      | 10056009.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6905 | PA      | $6626.34      | 0.00%             | 2027-05-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214425331.SRDLC                                     | 214425331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20980 | PA      | $2198.66      | 0.00%             | 2028-09-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214438288.SRDLC                                     | 214438288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9392 | PA      | $9145.62      | 0.00%             | 2028-02-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 136                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -341 | NC      | $-125743.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 136.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -311 | NC      | $-91356.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10062159.SRDSQ                                      | 10062159.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23680 | PA      | $22770.32     | 0.00%             | 2027-05-12      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10112699.SRDSQ                                      | 10112699.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2694 | PA      | $2597.87      | 0.00%             | 2027-05-24      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| Meritage Re Ltd.                                    | Meritage Re 2026-1 Class A                                           | CUSIP: 59002JAA0<br>LEI: 254900TG8PO2J3ZD4Q82 | Long             | DBT              | CORP              | BM        |   3528000 | PA      | $3479137.20   | 0.16%             | 2029-03-08      | Floating      | 9.19%                 | Yes           |                  2 | 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      | $5011752.30   | 0.23%             | 2028-07-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| FW4008685.SRDUP                                     | FW4008685.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       956 | PA      | $956.79       | 0.00%             | 2028-10-06      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| L3292493.SRDUP                                      | L3292493.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       405 | PA      | $403.68       | 0.00%             | 2027-07-19      | Fixed         | 18.76%                | Yes           |                  3 | On Loan: No      |
| 8808569.SRDSQ                                       | 8808569.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5917 | PA      | $5320.74      | 0.00%             | 2026-09-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8820157.SRDSQ                                       | 8820157.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       883 | PA      | $769.09       | 0.00%             | 2026-09-10      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 211493368.SRDLC                                     | 211493368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6064 | PA      | $5851.30      | 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        |      1286 | PA      | $1249.59      | 0.00%             | 2028-10-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| FW4013621.SRDUP                                     | FW4013621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1008 | PA      | $1009.92      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW5001719.SRDUP                                     | FW5001719.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       832 | PA      | $129.13       | 0.00%             | 2030-02-05      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| L3292511.SRDUP                                      | L3292511.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3805 | PA      | $3834.79      | 0.00%             | 2027-07-19      | Fixed         | 23.98%                | Yes           |                  3 | On Loan: No      |
| L3295527.SRDUP                                      | L3295527.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4924 | PA      | $4904.17      | 0.00%             | 2027-07-21      | Fixed         | 11.77%                | 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      |
| 187512182.SRDLC                                     | 187512182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3545 | PA      | $1214.15      | 0.00%             | 2027-03-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8873158.SRDSQ                                       | 8873158.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1453 | PA      | $1357.81      | 0.00%             | 2026-09-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8881462.SRDSQ                                       | 8881462.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5940 | PA      | $439.55       | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 10289829.SRDSQ                                      | 10289829.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2137 | PA      | $1903.17      | 0.00%             | 2027-07-06      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10338391.SRDSQ                                      | 10338391.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1113.50      | 0.00%             | 2027-07-15      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 211512682.SRDLC                                     | 211512682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2172 | PA      | $2135.51      | 0.00%             | 2027-10-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212030685.SRDLC                                     | 212030685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21063 | PA      | $20538.94     | 0.00%             | 2027-11-30      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| L3325407.SRDUP                                      | L3325407.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1675 | PA      | $1663.98      | 0.00%             | 2027-08-02      | Fixed         | 13.43%                | Yes           |                  3 | On Loan: No      |
| L3325658.SRDUP                                      | L3325658.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3670 | PA      | $3649.19      | 0.00%             | 2027-08-02      | Fixed         | 17.45%                | Yes           |                  3 | On Loan: No      |
| 214627560.SRDLC                                     | 214627560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26611 | PA      | $26158.51     | 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        |      7670 | PA      | $7577.09      | 0.00%             | 2027-03-11      | Fixed         | 21.49%                | Yes           |                  3 | 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      | $5067271.80   | 0.23%             | 2028-07-07      | Floating      | 11.44%                | Yes           |                  2 | 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      | $1862302.50   | 0.09%             | 2026-07-07      | Floating      | 12.07%                | Yes           |                  2 | On Loan: No      |
| 8897901.SRDSQ                                       | 8897901.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4367 | PA      | $323.17       | 0.00%             | 2026-09-27      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9273699.SRDSQ                                       | 9273699.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1495 | PA      | $1444.63      | 0.00%             | 2026-12-29      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 212346529.SRDLC                                     | 212346529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1790 | PA      | $1742.38      | 0.00%             | 2028-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 213229711.SRDLC                                     | 213229711.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2997 | PA      | $2899.82      | 0.00%             | 2028-01-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3332058.SRDUP                                      | L3332058.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1711 | PA      | $1702.35      | 0.00%             | 2027-08-04      | Fixed         | 15.34%                | Yes           |                  3 | On Loan: No      |
| L3334497.SRDUP                                      | L3334497.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2479 | PA      | $2465.57      | 0.00%             | 2027-08-05      | Fixed         | 17.06%                | Yes           |                  3 | On Loan: No      |
| 10347266.SRDSQ                                      | 10347266.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7714 | PA      | $6941.05      | 0.00%             | 2027-07-19      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10352722.SRDSQ                                      | 10352722.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2757 | PA      | $2622.89      | 0.00%             | 2027-07-20      | Fixed         | 6.36%                 | Yes           |                  3 | 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      | $2151118.20   | 0.10%             | 2026-07-07      | Floating      | 14.16%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-1 Class A                                           | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   4196000 | PA      | $4315586.00   | 0.20%             | 2027-07-07      | Floating      | 11.16%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 136.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -496 | NC      | $-111600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 136.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -254 | NC      | $-44450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9323490.SRDSQ                                       | 9323490.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8210 | PA      | $1921.18      | 0.00%             | 2027-01-10      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9735059.SRDSQ                                       | 9735059.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       496 | PA      | $486.13       | 0.00%             | 2027-02-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 213578828.SRDLC                                     | 213578828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3405 | PA      | $3398.09      | 0.00%             | 2027-01-27      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213685225.SRDLC                                     | 213685225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1669 | PA      | $1656.23      | 0.00%             | 2027-01-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| L3499928.SRDUP                                      | L3499928.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17087 | PA      | $2651.95      | 0.00%             | 2026-07-13      | Fixed         | 21.59%                | Yes           |                  3 | On Loan: No      |
| L3500482.SRDUP                                      | L3500482.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3795 | PA      | $1216.22      | 0.00%             | 2027-10-13      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| 9775957.SRDSQ                                       | 9775957.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       791 | PA      | $764.00       | 0.00%             | 2027-03-09      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 9815130.SRDSQ                                       | 9815130.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11079 | PA      | $10757.37     | 0.00%             | 2027-03-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213713328.SRDLC                                     | 213713328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17455 | PA      | $16920.99     | 0.00%             | 2030-01-27      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213817550.SRDLC                                     | 213817550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41638 | PA      | $41142.89     | 0.00%             | 2031-01-21      | Fixed         | 8.82%                 | Yes           |                  3 | 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      | $3498319.00   | 0.16%             | 2027-07-07      | Floating      | 12.44%                | Yes           |                  2 | 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      | $5872656.45   | 0.27%             | 2027-07-07      | Floating      | 12.18%                | Yes           |                  2 | On Loan: No      |
| 10571991.SRDSQ                                      | 10571991.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29642 | PA      | $28049.95     | 0.00%             | 2027-09-07      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10597534.SRDSQ                                      | 10597534.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4387 | PA      | $4158.94      | 0.00%             | 2027-09-12      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 9827454.SRDSQ                                       | 9827454.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9033 | PA      | $8873.57      | 0.00%             | 2027-03-22      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3913263.SRDUP                                    | CBM3913263.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3472 | PA      | $1870.16      | 0.00%             | 2028-08-04      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| L3909902.SRDUP                                      | L3909902.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       459 | PA      | $456.16       | 0.00%             | 2026-08-02      | Fixed         | 15.63%                | Yes           |                  3 | On Loan: No      |
| L3912959.SRDUP                                      | L3912959.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2928 | PA      | $2947.06      | 0.00%             | 2028-08-03      | Fixed         | 19.42%                | Yes           |                  3 | On Loan: No      |
| 187019293.SRDLC                                     | 187019293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9784 | PA      | $9527.32      | 0.00%             | 2028-02-08      | Fixed         | 15.00%                | 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      |
| Merna Re II Ltd                                     | Merna Re II 2025-1 Class A                                           | CUSIP: 59013MAN2<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1357000 | PA      | $1381086.75   | 0.06%             | 2028-07-07      | Floating      | 11.44%                | Yes           |                  2 | 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      | $2460602.10   | 0.11%             | 2028-07-07      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| DRB5178895.SRDUP                                    | DRB5178895.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9909 | PA      | $9108.34      | 0.00%             | 2030-04-03      | Fixed         | 28.13%                | Yes           |                  3 | On Loan: No      |
| DRB5379941.SRDUP                                    | DRB5379941.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2007 | PA      | $179.21       | 0.00%             | 2030-05-22      | Fixed         | 30.56%                | Yes           |                  3 | On Loan: No      |
| 10612722.SRDSQ                                      | 10612722.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19697 | PA      | $18227.53     | 0.00%             | 2027-09-16      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10615188.SRDSQ                                      | 10615188.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3524 | PA      | $3334.86      | 0.00%             | 2027-09-17      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| L3954127.SRDUP                                      | L3954127.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6041 | PA      | $6076.91      | 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        |      6429 | PA      | $6369.72      | 0.00%             | 2028-09-05      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| 213886954.SRDLC                                     | 213886954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21454 | PA      | $20732.73     | 0.00%             | 2030-02-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213958736.SRDLC                                     | 213958736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       816 | PA      | $810.49       | 0.00%             | 2027-01-27      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 191666463.SRDLC                                     | 191666463.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2823 | PA      | $2616.34      | 0.00%             | 2028-02-16      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 192266752.SRDLC                                     | 192266752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3717 | PA      | $3752.41      | 0.00%             | 2027-08-13      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| DRB5385190.SRDUP                                    | DRB5385190.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5946 | PA      | $1224.38      | 0.00%             | 2030-10-23      | Fixed         | 31.88%                | Yes           |                  3 | On Loan: No      |
| FW3295818.SRDUP                                     | FW3295818.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1696 | PA      | $1692.02      | 0.00%             | 2027-08-01      | Fixed         | 13.96%                | Yes           |                  3 | On Loan: No      |
| 187711960.SRDLC                                     | 187711960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2356 | PA      | $2436.60      | 0.00%             | 2027-03-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 188071537.SRDLC                                     | 188071537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6228 | PA      | $6222.76      | 0.00%             | 2027-04-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L4008357.SRDUP                                      | L4008357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15829 | PA      | $15849.13     | 0.00%             | 2028-10-06      | Fixed         | 22.06%                | Yes           |                  3 | On Loan: No      |
| L3291812.SRDUP                                      | L3291812.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1541 | PA      | $1538.31      | 0.00%             | 2027-07-22      | Fixed         | 17.77%                | Yes           |                  3 | On Loan: No      |
| L3297380.SRDUP                                      | L3297380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       421 | PA      | $426.02       | 0.00%             | 2027-07-21      | Fixed         | 20.18%                | Yes           |                  3 | On Loan: No      |
| 10646074.SRDSQ                                      | 10646074.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6817 | PA      | $6470.80      | 0.00%             | 2027-09-24      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10662969.SRDSQ                                      | 10662969.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2779 | PA      | $2599.09      | 0.00%             | 2027-09-26      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 137                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -220 | NC      | $-28875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 137.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -14 | NC      | $-1312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214044270.SRDLC                                     | 214044270.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4116 | PA      | $3948.14      | 0.00%             | 2030-01-29      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 215008702.SRDLC                                     | 215008702.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2560 | PA      | $2529.08      | 0.00%             | 2027-03-28      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 10045399.SRDSQ                                      | 10045399.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3064 | PA      | $2745.17      | 0.00%             | 2027-05-07      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 10045826.SRDSQ                                      | 10045826.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5614 | PA      | $5387.54      | 0.00%             | 2027-05-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW3301910.SRDUP                                     | FW3301910.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4463 | PA      | $4513.90      | 0.00%             | 2027-07-22      | Fixed         | 27.83%                | Yes           |                  3 | On Loan: No      |
| FW3305173.SRDUP                                     | FW3305173.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       603 | PA      | $610.40       | 0.00%             | 2027-07-25      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 215213146.SRDLC                                     | 215213146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31225 | PA      | $30394.68     | 0.00%             | 2029-03-24      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 216011027.SRDLC                                     | 216011027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20681 | PA      | $20073.36     | 0.00%             | 2029-04-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215013375.SRDLC                                     | 215013375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11434 | PA      | $1198.23      | 0.00%             | 2028-03-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215018575.SRDLC                                     | 215018575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3566 | PA      | $3409.73      | 0.00%             | 2028-03-17      | Fixed         | 22.49%                | 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      |
| N/A                                                 | contract 047                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $42336.17     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 10667787.SRDSQ                                      | 10667787.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9229 | PA      | $8583.09      | 0.00%             | 2027-09-27      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10679773.SRDSQ                                      | 10679773.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    112887 | PA      | $106339.45    | 0.00%             | 2027-09-30      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| FW3337554.SRDUP                                     | FW3337554.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       422 | PA      | $423.88       | 0.00%             | 2027-08-08      | Fixed         | 21.23%                | Yes           |                  3 | On Loan: No      |
| FW3911485.SRDUP                                     | FW3911485.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2656 | PA      | $2671.26      | 0.00%             | 2028-08-03      | Fixed         | 26.15%                | Yes           |                  3 | On Loan: No      |
| 218950535.SRDLC                                     | 218950535.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4338 | PA      | $4047.35      | 0.00%             | 2030-02-16      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 219001398.SRDLC                                     | 219001398.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6641 | PA      | $6444.67      | 0.00%             | 2029-08-12      | Fixed         | 20.99%                | Yes           |                  3 | 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      |
| 191616574.SRDLC                                     | 191616574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1651 | PA      | $173.03       | 0.00%             | 2025-07-28      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 215278526.SRDLC                                     | 215278526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2145 | PA      | $2112.12      | 0.00%             | 2027-04-10      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 215615442.SRDLC                                     | 215615442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8210 | PA      | $7832.48      | 0.00%             | 2028-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5008496.SRDUP                                    | DRB5008496.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8629 | PA      | $7977.60      | 0.00%             | 2030-07-07      | Fixed         | 25.62%                | Yes           |                  3 | On Loan: No      |
| DRB5578527.SRDUP                                    | DRB5578527.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1016 | PA      | $941.43       | 0.00%             | 2030-07-01      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| 10091423.SRDSQ                                      | 10091423.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24532 | PA      | $24065.42     | 0.00%             | 2027-05-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10105669.SRDSQ                                      | 10105669.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5679 | PA      | $5417.16      | 0.00%             | 2027-05-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 538                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-362.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 539                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-5250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3312241.SRDUP                                      | L3312241.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2436 | PA      | $2473.15      | 0.00%             | 2027-07-27      | Fixed         | 19.65%                | Yes           |                  3 | On Loan: No      |
| L3325289.SRDUP                                      | L3325289.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3335 | PA      | $3313.76      | 0.00%             | 2027-08-02      | Fixed         | 13.13%                | Yes           |                  3 | On Loan: No      |
| 191831931.SRDLC                                     | 191831931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2362 | PA      | $2426.18      | 0.00%             | 2027-08-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 192078630.SRDLC                                     | 192078630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1934 | PA      | $202.67       | 0.00%             | 2026-08-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219026308.SRDLC                                     | 219026308.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4813 | PA      | $504.43       | 0.00%             | 2029-08-13      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219047410.SRDLC                                     | 219047410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8274 | PA      | $7787.76      | 0.00%             | 2028-08-01      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215620259.SRDLC                                     | 215620259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17015 | PA      | $16223.78     | 0.00%             | 2028-04-25      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 218035840.SRDLC                                     | 218035840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13106 | PA      | $12601.81     | 0.00%             | 2029-07-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 10111302.SRDSQ                                      | 10111302.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       280 | PA      | $271.10       | 0.00%             | 2027-05-24      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 10280586.SRDSQ                                      | 10280586.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       268 | PA      | $259.83       | 0.00%             | 2027-07-02      | Fixed         | 6.31%                 | 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      |
| 195851937.SRDLC                                     | 195851937.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9216 | PA      | $965.85       | 0.00%             | 2027-11-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219049569.SRDLC                                     | 219049569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1647 | PA      | $1577.05      | 0.00%             | 2029-08-14      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 219160250.SRDLC                                     | 219160250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7433 | PA      | $778.94       | 0.00%             | 2028-08-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 10322177.SRDSQ                                      | 10322177.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3583 | PA      | $3324.69      | 0.00%             | 2027-07-13      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10344062.SRDSQ                                      | 10344062.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3290 | PA      | $2728.72      | 0.00%             | 2027-07-16      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 137.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -92 | NC      | $-6325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 138                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-787.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219070840.SRDLC                                     | 219070840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7457 | PA      | $1940.37      | 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        |       847 | PA      | $799.61       | 0.00%             | 2028-08-14      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L3332024.SRDUP                                      | L3332024.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       372 | PA      | $369.38       | 0.00%             | 2027-08-04      | Fixed         | 20.29%                | Yes           |                  3 | On Loan: No      |
| L3335157.SRDUP                                      | L3335157.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8060 | PA      | $8013.49      | 0.00%             | 2028-01-05      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| 203384876.SRDLC                                     | 203384876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16817 | PA      | $16761.36     | 0.00%             | 2028-08-03      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 203499985.SRDLC                                     | 203499985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1068 | PA      | $1067.29      | 0.00%             | 2026-08-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 10379879.SRDSQ                                      | 10379879.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5047 | PA      | $4868.61      | 0.00%             | 2027-07-27      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 10383766.SRDSQ                                      | 10383766.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5599 | PA      | $5388.80      | 0.00%             | 2027-07-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 540                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-6200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 541                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-2800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203859318.SRDLC                                     | 203859318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4754 | PA      | $4751.94      | 0.00%             | 2026-08-31      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 203951630.SRDLC                                     | 203951630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1854 | PA      | $1849.34      | 0.00%             | 2026-09-11      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 219212159.SRDLC                                     | 219212159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2180 | PA      | $2102.92      | 0.00%             | 2028-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 219962295.SRDLC                                     | 219962295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9730 | PA      | $9322.40      | 0.00%             | 2028-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 204122257.SRDLC                                     | 204122257.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7740 | PA      | $7914.00      | 0.00%             | 2027-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204533254.SRDLC                                     | 204533254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4030 | PA      | $4275.11      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10534003.SRDSQ                                      | 10534003.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10442 | PA      | $9716.53      | 0.00%             | 2027-09-01      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10539756.SRDSQ                                      | 10539756.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2250 | PA      | $1984.92      | 0.00%             | 2027-09-02      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| L3337328.SRDUP                                      | L3337328.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2159 | PA      | $2148.28      | 0.00%             | 2027-08-08      | Fixed         | 18.14%                | Yes           |                  3 | On Loan: No      |
| L3401599.SRDUP                                      | L3401599.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2851 | PA      | $2835.89      | 0.00%             | 2027-09-06      | Fixed         | 17.43%                | Yes           |                  3 | On Loan: No      |
| 219630701.SRDLC                                     | 219630701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9480 | PA      | $9059.31      | 0.00%             | 2030-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219809685.SRDLC                                     | 219809685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22126 | PA      | $20798.55     | 0.00%             | 2030-09-15      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 10547013.SRDSQ                                      | 10547013.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       655 | PA      | $610.49       | 0.00%             | 2027-09-03      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 10563100.SRDSQ                                      | 10563100.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2679 | PA      | $2542.94      | 0.00%             | 2027-09-05      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 219991826.SRDLC                                     | 219991826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9452 | PA      | $9032.66      | 0.00%             | 2030-09-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 220030488.SRDLC                                     | 220030488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1816 | PA      | $1744.29      | 0.00%             | 2029-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 138.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -13 | NC      | $-243.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 125                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -39 | NC      | $-243.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204557255.SRDLC                                     | 204557255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2397 | PA      | $459.02       | 0.00%             | 2026-10-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204562846.SRDLC                                     | 204562846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       666 | PA      | $668.53       | 0.00%             | 2026-10-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 052                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $147493.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 10020374.SRDSQ                                      | 10020374.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1321 | PA      | $1226.61      | 0.00%             | 2027-05-03      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| 219860005.SRDLC                                     | 219860005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4398 | PA      | $4278.23      | 0.00%             | 2027-09-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219926472.SRDLC                                     | 219926472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7342 | PA      | $7137.99      | 0.00%             | 2027-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3298544.SRDUP                                     | FW3298544.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2460 | PA      | $381.78       | 0.00%             | 2027-07-21      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| FW3305094.SRDUP                                     | FW3305094.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4520 | PA      | $1015.72      | 0.00%             | 2027-07-25      | Fixed         | 27.38%                | Yes           |                  3 | On Loan: No      |
| 185783823.SRDLC                                     | 185783823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2314 | PA      | $2303.27      | 0.00%             | 2027-02-28      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| 186638846.SRDLC                                     | 186638846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2667 | PA      | $2676.29      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 542                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 543                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-5525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203970650.SRDLC                                     | 203970650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2628 | PA      | $2618.21      | 0.00%             | 2026-09-08      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204214468.SRDLC                                     | 204214468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9733 | PA      | $7769.11      | 0.00%             | 2027-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 125.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -30 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 128                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -10 | NC      | $-62.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220000109.SRDLC                                     | 220000109.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18843 | PA      | $18027.57     | 0.00%             | 2030-09-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 220038895.SRDLC                                     | 220038895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14079 | PA      | $13465.10     | 0.00%             | 2030-09-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 544                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 545                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-6300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204939156.SRDLC                                     | 204939156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1570 | PA      | $1591.52      | 0.00%             | 2026-11-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205010193.SRDLC                                     | 205010193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8923 | PA      | $8905.63      | 0.00%             | 2028-11-24      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 186963432.SRDLC                                     | 186963432.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2209 | PA      | $2190.97      | 0.00%             | 2027-03-07      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 187199260.SRDLC                                     | 187199260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2276 | PA      | $1820.81      | 0.00%             | 2028-03-14      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 204323494.SRDLC                                     | 204323494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1257 | PA      | $1282.65      | 0.00%             | 2027-03-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204377853.SRDLC                                     | 204377853.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2759 | PA      | $2777.90      | 0.00%             | 2027-10-05      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 220051764.SRDLC                                     | 220051764.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7637 | PA      | $7344.18      | 0.00%             | 2028-09-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220063800.SRDLC                                     | 220063800.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4500 | PA      | $4366.52      | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L3501280.SRDUP                                      | L3501280.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1748 | PA      | $1740.17      | 0.00%             | 2027-10-14      | Fixed         | 17.21%                | Yes           |                  3 | On Loan: No      |
| L3912865.SRDUP                                      | L3912865.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31001 | PA      | $30687.67     | 0.00%             | 2029-01-03      | Fixed         | 14.60%                | Yes           |                  3 | On Loan: No      |
| 192338100.SRDLC                                     | 192338100.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4115 | PA      | $4153.21      | 0.00%             | 2027-08-11      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 203573713.SRDLC                                     | 203573713.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1122 | PA      | $1156.07      | 0.00%             | 2027-08-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 7463273.SRDSQ                                       | 7463273.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20028 | PA      | $1482.06      | 0.00%             | 2025-08-03      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 7463664.SRDSQ                                       | 7463664.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $403.47       | 0.00%             | 2025-08-04      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 10606416.SRDSQ                                      | 10606416.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6904 | PA      | $6553.28      | 0.00%             | 2027-09-15      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10648582.SRDSQ                                      | 10648582.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1009 | PA      | $950.92       | 0.00%             | 2027-09-24      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 187274598.SRDLC                                     | 187274598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       573 | PA      | $458.39       | 0.00%             | 2026-05-06      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 187547558.SRDLC                                     | 187547558.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1875 | PA      | $671.75       | 0.00%             | 2027-03-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 7472943.SRDSQ                                       | 7472943.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10790 | PA      | $798.48       | 0.00%             | 2025-08-07      | Fixed         | 5.19%                 | Yes           |                  3 | On Loan: No      |
| 8172102.SRDSQ                                       | 8172102.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3317 | PA      | $245.49       | 0.00%             | 2026-03-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 205059061.SRDLC                                     | 205059061.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5085 | PA      | $532.94       | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | 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      |
| N/A                                                 | BP Curr 9am       May26P 129                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -8 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 129.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -55 | NC      | $-687.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10773503.SRDSQ                                      | 10773503.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    120518 | PA      | $111660.20    | 0.01%             | 2027-10-16      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 187172125.SRDLC                                     | 187172125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6692 | PA      | $7148.69      | 0.00%             | 2027-09-29      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187741210.SRDLC                                     | 187741210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       636 | PA      | $66.69        | 0.00%             | 2026-01-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187814662.SRDLC                                     | 187814662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1704 | PA      | $1778.89      | 0.00%             | 2027-04-08      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3957863.SRDUP                                      | L3957863.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       238 | PA      | $236.50       | 0.00%             | 2027-07-05      | Fixed         | 20.18%                | Yes           |                  3 | On Loan: No      |
| L5009972.SRDUP                                      | L5009972.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       722 | PA      | $704.55       | 0.00%             | 2028-02-07      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| 205000321.SRDLC                                     | 205000321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       615 | PA      | $617.96       | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205423483.SRDLC                                     | 205423483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1494.91      | 0.00%             | 2026-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 546                                         | 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 Jun26P 547                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-8287.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187228160.SRDLC                                     | 187228160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1228 | PA      | $128.72       | 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        |      4418 | PA      | $4657.08      | 0.00%             | 2027-05-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 10056572.SRDSQ                                      | 10056572.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18268 | PA      | $17613.57     | 0.00%             | 2027-05-10      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10082459.SRDSQ                                      | 10082459.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11961 | PA      | $10092.99     | 0.00%             | 2027-05-17      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 8629331.SRDSQ                                       | 8629331.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10340 | PA      | $765.15       | 0.00%             | 2026-07-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8844378.SRDSQ                                       | 8844378.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       887 | PA      | $750.54       | 0.00%             | 2026-09-15      | Fixed         | 6.45%                 | 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      |
| 188800045.SRDLC                                     | 188800045.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8913 | PA      | $8835.93      | 0.00%             | 2027-04-26      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| FW3910012.SRDUP                                     | FW3910012.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1244 | PA      | $1242.92      | 0.00%             | 2028-08-02      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3911505.SRDUP                                     | FW3911505.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       645 | PA      | $639.67       | 0.00%             | 2026-08-03      | Fixed         | 25.70%                | Yes           |                  3 | On Loan: No      |
| 203614218.SRDLC                                     | 203614218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2221.83      | 0.00%             | 2026-08-14      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 203717864.SRDLC                                     | 203717864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2277 | PA      | $2279.68      | 0.00%             | 2026-08-25      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 8179106.SRDSQ                                       | 8179106.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10545 | PA      | $780.33       | 0.00%             | 2026-03-12      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8618102.SRDSQ                                       | 8618102.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1027 | PA      | $807.08       | 0.00%             | 2026-07-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 188715091.SRDLC                                     | 188715091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12167 | PA      | $12454.27     | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192235260.SRDLC                                     | 192235260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3457 | PA      | $3519.13      | 0.00%             | 2027-08-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 548                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 549                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-7875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9070646.SRDSQ                                       | 9070646.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2191 | PA      | $909.81       | 0.00%             | 2026-11-10      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 9110483.SRDSQ                                       | 9110483.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       619 | PA      | $596.49       | 0.00%             | 2026-11-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 206433124.SRDLC                                     | 206433124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6416 | PA      | $6333.11      | 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        |      3172 | PA      | $3151.14      | 0.00%             | 2027-02-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 192702036.SRDLC                                     | 192702036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4849 | PA      | $4951.91      | 0.00%             | 2027-08-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193008719.SRDLC                                     | 193008719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5432 | PA      | $5618.53      | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 8843494.SRDSQ                                       | 8843494.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7078 | PA      | $523.78       | 0.00%             | 2026-09-14      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9615585.SRDSQ                                       | 9615585.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     55907 | PA      | $54414.46     | 0.00%             | 2027-01-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9295166.SRDSQ                                       | 9295166.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1612 | PA      | $1576.52      | 0.00%             | 2027-01-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9362094.SRDSQ                                       | 9362094.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        40 | PA      | $39.55        | 0.00%             | 2027-01-21      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 550                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-5912.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 551                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-1687.50     | -0.00%            |  |  |  | No            |                  1 | 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      | $1146196.80   | 0.05%             | 2027-06-25      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF Government Portfolio                                           | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  51877819 | NS      | $51877819.09  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 193109985.SRDLC                                     | 193109985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2330 | PA      | $244.22       | 0.00%             | 2027-09-09      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203431150.SRDLC                                     | 203431150.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9653 | PA      | $9680.04      | 0.00%             | 2028-08-29      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 205170737.SRDLC                                     | 205170737.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2951 | PA      | $3010.69      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205183245.SRDLC                                     | 205183245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8649 | PA      | $9207.44      | 0.00%             | 2028-11-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9775894.SRDSQ                                       | 9775894.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       421 | PA      | $411.09       | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9776701.SRDSQ                                       | 9776701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2498 | PA      | $300.73       | 0.00%             | 2027-03-09      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 206585690.SRDLC                                     | 206585690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2950 | PA      | $2920.35      | 0.00%             | 2027-02-10      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206812968.SRDLC                                     | 206812968.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6998 | PA      | $1337.98      | 0.00%             | 2028-02-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 552                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-587.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26P 554                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3960184.SRDUP                                    | CBM3960184.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10842 | PA      | $10925.68     | 0.00%             | 2028-09-05      | Fixed         | 25.03%                | Yes           |                  3 | On Loan: No      |
| DRB5003508.SRDUP                                    | DRB5003508.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6900 | PA      | $2020.19      | 0.00%             | 2030-02-05      | Fixed         | 31.80%                | Yes           |                  3 | On Loan: No      |
| 203447133.SRDLC                                     | 203447133.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2648 | PA      | $2646.03      | 0.00%             | 2026-08-09      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203666719.SRDLC                                     | 203666719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       687 | PA      | $687.12       | 0.00%             | 2026-08-29      | Fixed         | 12.73%                | Yes           |                  3 | On Loan: No      |
| 9777429.SRDSQ                                       | 9777429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       491 | PA      | $482.97       | 0.00%             | 2027-03-09      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| CBM3911374.SRDUP                                    | CBM3911374.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       330 | PA      | $327.32       | 0.00%             | 2026-08-02      | Fixed         | 16.80%                | Yes           |                  3 | On Loan: No      |
| 204684311.SRDLC                                     | 204684311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1117 | PA      | $1138.08      | 0.00%             | 2027-10-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205040595.SRDLC                                     | 205040595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6542 | PA      | $6622.15      | 0.00%             | 2026-11-06      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 206843128.SRDLC                                     | 206843128.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1218 | PA      | $1230.29      | 0.00%             | 2027-02-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206985529.SRDLC                                     | 206985529.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7530 | PA      | $7495.08      | 0.00%             | 2027-02-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205186172.SRDLC                                     | 205186172.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        17 | PA      | $16.43        | 0.00%             | 2026-11-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205193746.SRDLC                                     | 205193746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2011 | PA      | $2027.32      | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204224192.SRDLC                                     | 204224192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5919 | PA      | $5944.59      | 0.00%             | 2027-09-21      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 204469648.SRDLC                                     | 204469648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7417 | PA      | $7827.60      | 0.00%             | 2028-10-07      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| DRB5006352.SRDUP                                    | DRB5006352.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4682 | PA      | $726.60       | 0.00%             | 2030-02-06      | Fixed         | 28.94%                | Yes           |                  3 | On Loan: No      |
| DRB5193218.SRDUP                                    | DRB5193218.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14800 | PA      | $2296.93      | 0.00%             | 2029-04-07      | Fixed         | 26.38%                | Yes           |                  3 | On Loan: No      |
| CBM3911399.SRDUP                                    | CBM3911399.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2640 | PA      | $2656.91      | 0.00%             | 2028-08-02      | Fixed         | 19.04%                | Yes           |                  3 | On Loan: No      |
| CBM3955684.SRDUP                                    | CBM3955684.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8048 | PA      | $8050.73      | 0.00%             | 2028-09-05      | Fixed         | 22.45%                | Yes           |                  3 | On Loan: No      |
| 205196994.SRDLC                                     | 205196994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2220.19      | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 205277977.SRDLC                                     | 205277977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7913 | PA      | $8449.49      | 0.00%             | 2028-11-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204540186.SRDLC                                     | 204540186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2693 | PA      | $2718.22      | 0.00%             | 2027-10-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204774959.SRDLC                                     | 204774959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1188 | PA      | $124.47       | 0.00%             | 2026-10-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207009130.SRDLC                                     | 207009130.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2769 | PA      | $2768.05      | 0.00%             | 2027-03-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207246435.SRDLC                                     | 207246435.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5667 | PA      | $5647.78      | 0.00%             | 2027-03-18      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| DRB5384233.SRDUP                                    | DRB5384233.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1928 | PA      | $150.03       | 0.00%             | 2030-05-23      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| FW3309708.SRDUP                                     | FW3309708.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3111 | PA      | $3154.56      | 0.00%             | 2027-07-26      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| CBM5004016.SRDUP                                    | CBM5004016.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2532 | PA      | $496.54       | 0.00%             | 2030-02-06      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| CBM5007942.SRDUP                                    | CBM5007942.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5333 | PA      | $5079.43      | 0.00%             | 2028-02-22      | Fixed         | 28.39%                | 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      | $895568.00    | 0.04%             | 2026-06-05      | Floating      | 10.43%                | Yes           |                  2 | 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      | $849568.80    | 0.04%             | 2028-01-10      | Floating      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| 204786280.SRDLC                                     | 204786280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2195 | PA      | $2216.02      | 0.00%             | 2027-10-23      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204981093.SRDLC                                     | 204981093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3625 | PA      | $3629.98      | 0.00%             | 2026-11-03      | Fixed         | 22.99%                | 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      |
| 207645534.SRDLC                                     | 207645534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1850 | PA      | $193.93       | 0.00%             | 2027-12-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3319835.SRDUP                                     | FW3319835.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       565 | PA      | $566.90       | 0.00%             | 2027-08-01      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| FW3328589.SRDUP                                     | FW3328589.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $790.83       | 0.00%             | 2027-08-03      | Fixed         | 29.59%                | Yes           |                  3 | On Loan: No      |
| CBM5178968.SRDUP                                    | CBM5178968.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1929 | PA      | $1773.01      | 0.00%             | 2030-04-03      | Fixed         | 28.78%                | Yes           |                  3 | On Loan: No      |
| DRB5006518.SRDUP                                    | DRB5006518.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5644 | PA      | $5209.58      | 0.00%             | 2030-02-06      | Fixed         | 31.85%                | Yes           |                  3 | On Loan: No      |
| 205829459.SRDLC                                     | 205829459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3149 | PA      | $3137.37      | 0.00%             | 2026-12-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205858271.SRDLC                                     | 205858271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2554 | PA      | $2545.52      | 0.00%             | 2026-12-26      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205007700.SRDLC                                     | 205007700.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       458 | PA      | $366.35       | 0.00%             | 2026-11-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205194317.SRDLC                                     | 205194317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16981 | PA      | $18002.81     | 0.00%             | 2028-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207984224.SRDLC                                     | 207984224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3258 | PA      | $3235.44      | 0.00%             | 2028-04-29      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211121214.SRDLC                                     | 211121214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3076 | PA      | $2962.01      | 0.00%             | 2027-10-03      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| FW3341855.SRDUP                                     | FW3341855.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1417 | PA      | $1409.90      | 0.00%             | 2027-08-09      | Fixed         | 18.78%                | Yes           |                  3 | On Loan: No      |
| FW3342160.SRDUP                                     | FW3342160.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7041 | PA      | $7087.21      | 0.00%             | 2027-08-09      | Fixed         | 28.38%                | Yes           |                  3 | On Loan: No      |
| DRB5007111.SRDUP                                    | DRB5007111.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       882 | PA      | $136.96       | 0.00%             | 2030-02-06      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| DRB5176234.SRDUP                                    | DRB5176234.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28845 | PA      | $27996.93     | 0.00%             | 2028-04-02      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| 205239311.SRDLC                                     | 205239311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9974 | PA      | $9871.11      | 0.00%             | 2028-12-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205245422.SRDLC                                     | 205245422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4225 | PA      | $4513.55      | 0.00%             | 2028-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211280825.SRDLC                                     | 211280825.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15301 | PA      | $14869.06     | 0.00%             | 2029-09-25      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 211369256.SRDLC                                     | 211369256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11770 | PA      | $7906.05      | 0.00%             | 2028-10-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26P 130                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -92 | NC      | $-1150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3750                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-12920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3499342.SRDUP                                     | FW3499342.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2484 | PA      | $2498.54      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3499968.SRDUP                                     | FW3499968.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1620 | PA      | $1640.18      | 0.00%             | 2027-10-13      | Fixed         | 19.82%                | Yes           |                  3 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class B                                          | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1193000 | PA      | $1201291.35   | 0.06%             | 2028-01-10      | Floating      | 13.35%                | Yes           |                  2 | 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      | $1666368.40   | 0.08%             | 2028-01-10      | Floating      | 17.82%                | Yes           |                  2 | On Loan: No      |
| FW4012644.SRDUP                                     | FW4012644.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29112 | PA      | $29379.77     | 0.00%             | 2028-10-10      | Fixed         | 20.35%                | Yes           |                  3 | On Loan: No      |
| FW4996165.SRDUP                                     | FW4996165.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2406 | PA      | $2214.03      | 0.00%             | 2030-02-03      | Fixed         | 31.13%                | Yes           |                  3 | On Loan: No      |
| 205968238.SRDLC                                     | 205968238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4848 | PA      | $4801.08      | 0.00%             | 2027-01-02      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 206475013.SRDLC                                     | 206475013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5207 | PA      | $5165.22      | 0.00%             | 2027-02-23      | Fixed         | 13.99%                | 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      |
| 193005732.SRDLC                                     | 193005732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8304 | PA      | $870.27       | 0.00%             | 2027-09-02      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206686752.SRDLC                                     | 206686752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1033 | PA      | $1024.57      | 0.00%             | 2027-02-20      | Fixed         | 21.49%                | 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      |
| 211445593.SRDLC                                     | 211445593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10922 | PA      | $10623.50     | 0.00%             | 2028-10-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211448302.SRDLC                                     | 211448302.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22003 | PA      | $20961.81     | 0.00%             | 2029-10-10      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2026-1 Class A                                          | CUSIP: 62865LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    746000 | PA      | $740889.90    | 0.03%             | 2029-01-08      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| 9299692.SRDSQ                                       | 9299692.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $736.97       | 0.00%             | 2027-01-03      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| FW3500603.SRDUP                                     | FW3500603.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6890 | PA      | $6957.16      | 0.00%             | 2027-10-13      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| FW3961016.SRDUP                                     | FW3961016.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       653 | PA      | $657.20       | 0.00%             | 2028-09-06      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207626764.SRDLC                                     | 207626764.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        12 | PA      | $11.82        | 0.00%             | 2026-05-27      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 207818343.SRDLC                                     | 207818343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16554 | PA      | $2103.99      | 0.00%             | 2029-04-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5377869.SRDUP                                      | L5377869.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19591 | PA      | $18998.99     | 0.00%             | 2030-05-22      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| 10014387.SRDSQ                                      | 10014387.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4359 | PA      | $4164.61      | 0.00%             | 2027-05-01      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 204065000.SRDLC                                     | 204065000.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11805 | PA      | $11750.40     | 0.00%             | 2028-09-12      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204263898.SRDLC                                     | 204263898.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6107 | PA      | $6126.07      | 0.00%             | 2027-10-15      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 211489874.SRDLC                                     | 211489874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8663 | PA      | $8495.99      | 0.00%             | 2029-10-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211492022.SRDLC                                     | 211492022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1840 | PA      | $1804.92      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206764336.SRDLC                                     | 206764336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14657 | PA      | $2696.86      | 0.00%             | 2027-02-28      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 206851374.SRDLC                                     | 206851374.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2190 | PA      | $2144.50      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW5009781.SRDUP                                     | FW5009781.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2334 | PA      | $2155.59      | 0.00%             | 2030-02-07      | Fixed         | 31.09%                | Yes           |                  3 | On Loan: No      |
| L3309713.SRDUP                                      | L3309713.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1883 | PA      | $1880.99      | 0.00%             | 2027-07-26      | Fixed         | 15.54%                | Yes           |                  3 | On Loan: No      |
| FW4008454.SRDUP                                     | FW4008454.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12036 | PA      | $11927.86     | 0.00%             | 2028-10-06      | Fixed         | 16.64%                | Yes           |                  3 | On Loan: No      |
| FW5010377.SRDUP                                     | FW5010377.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8291 | PA      | $7800.95      | 0.00%             | 2030-08-07      | Fixed         | 30.23%                | Yes           |                  3 | On Loan: No      |
| 207923143.SRDLC                                     | 207923143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1997 | PA      | $1959.08      | 0.00%             | 2027-04-23      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207923407.SRDLC                                     | 207923407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3702 | PA      | $3658.19      | 0.00%             | 2027-04-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211513375.SRDLC                                     | 211513375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2685 | PA      | $2612.96      | 0.00%             | 2028-10-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211679180.SRDLC                                     | 211679180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2430 | PA      | $254.67       | 0.00%             | 2029-10-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 204351331.SRDLC                                     | 204351331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4619 | PA      | $4672.14      | 0.00%             | 2026-09-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 204727522.SRDLC                                     | 204727522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       990 | PA      | $989.87       | 0.00%             | 2026-10-17      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| L3282815.SRDUP                                      | L3282815.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2440 | PA      | $2437.90      | 0.00%             | 2027-07-18      | Fixed         | 20.86%                | Yes           |                  3 | On Loan: No      |
| L3296889.SRDUP                                      | L3296889.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3164 | PA      | $3147.32      | 0.00%             | 2027-08-02      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 210545811.SRDLC                                     | 210545811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10994 | PA      | $10634.73     | 0.00%             | 2027-09-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210801791.SRDLC                                     | 210801791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4360 | PA      | $4251.46      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210341609.SRDLC                                     | 210341609.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7815 | PA      | $7564.22      | 0.00%             | 2027-09-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210631102.SRDLC                                     | 210631102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19401 | PA      | $19339.12     | 0.00%             | 2028-09-06      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205041398.SRDLC                                     | 205041398.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7531 | PA      | $7927.39      | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 205143579.SRDLC                                     | 205143579.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7429 | PA      | $7727.73      | 0.00%             | 2028-11-20      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 212090690.SRDLC                                     | 212090690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4663 | PA      | $4511.88      | 0.00%             | 2028-11-08      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212166390.SRDLC                                     | 212166390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8605 | PA      | $1206.35      | 0.00%             | 2030-05-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3312490.SRDUP                                      | L3312490.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3995 | PA      | $3992.53      | 0.00%             | 2027-07-27      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| L3319824.SRDUP                                      | L3319824.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2034 | PA      | $2048.27      | 0.00%             | 2027-08-01      | Fixed         | 21.32%                | Yes           |                  3 | On Loan: No      |
| 9744304.SRDSQ                                       | 9744304.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2625 | PA      | $1978.42      | 0.00%             | 2027-03-01      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9800868.SRDSQ                                       | 9800868.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1689 | PA      | $1637.55      | 0.00%             | 2027-03-15      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| L3298301.SRDUP                                      | L3298301.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $2018.13      | 0.00%             | 2027-07-21      | Fixed         | 21.46%                | Yes           |                  3 | On Loan: No      |
| L3344380.SRDUP                                      | L3344380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6206 | PA      | $6179.16      | 0.00%             | 2027-08-10      | Fixed         | 15.30%                | Yes           |                  3 | On Loan: No      |
| 204781074.SRDLC                                     | 204781074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10372 | PA      | $1086.99      | 0.00%             | 2026-11-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204971844.SRDLC                                     | 204971844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2323 | PA      | $2312.46      | 0.00%             | 2026-11-02      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 211017064.SRDLC                                     | 211017064.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1655 | PA      | $1611.56      | 0.00%             | 2027-09-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211031283.SRDLC                                     | 211031283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2660 | PA      | $2605.00      | 0.00%             | 2027-09-25      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 69.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -143 | NC      | $-3575.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -204 | NC      | $-6120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3542873.SRDUP                                      | L3542873.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5705 | PA      | $5663.23      | 0.00%             | 2027-11-02      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L3542965.SRDUP                                      | L3542965.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       859 | PA      | $870.16       | 0.00%             | 2027-11-02      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| FW3913541.SRDUP                                     | FW3913541.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1746 | PA      | $1758.75      | 0.00%             | 2028-08-04      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3956629.SRDUP                                     | FW3956629.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       211 | PA      | $209.22       | 0.00%             | 2028-09-05      | Fixed         | 27.86%                | Yes           |                  3 | On Loan: No      |
| 211042909.SRDLC                                     | 211042909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3991 | PA      | $3853.15      | 0.00%             | 2027-10-07      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211056527.SRDLC                                     | 211056527.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1903 | PA      | $1867.00      | 0.00%             | 2028-09-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 204974371.SRDLC                                     | 204974371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4165 | PA      | $2925.27      | 0.00%             | 2028-11-08      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 205199889.SRDLC                                     | 205199889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1446 | PA      | $1455.31      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 70.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -184 | NC      | $-7360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 70.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -80 | NC      | $-4800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3913346.SRDUP                                      | L3913346.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14664 | PA      | $14773.72     | 0.00%             | 2028-08-04      | Fixed         | 19.98%                | Yes           |                  3 | On Loan: No      |
| L3956047.SRDUP                                      | L3956047.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       831 | PA      | $823.53       | 0.00%             | 2026-09-05      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 212373207.SRDLC                                     | 212373207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2293 | PA      | $2323.18      | 0.00%             | 2026-11-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212447463.SRDLC                                     | 212447463.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4021 | PA      | $3897.59      | 0.00%             | 2027-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211407677.SRDLC                                     | 211407677.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8338 | PA      | $8097.22      | 0.00%             | 2029-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211513717.SRDLC                                     | 211513717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16425 | PA      | $16211.03     | 0.00%             | 2027-10-11      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| FW3957773.SRDUP                                     | FW3957773.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11167 | PA      | $1733.13      | 0.00%             | 2028-09-05      | Fixed         | 19.39%                | Yes           |                  3 | On Loan: No      |
| FW3961051.SRDUP                                     | FW3961051.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2503 | PA      | $2524.56      | 0.00%             | 2028-09-06      | Fixed         | 29.58%                | Yes           |                  3 | On Loan: No      |
| L5006686.SRDUP                                      | L5006686.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2901 | PA      | $2811.81      | 0.00%             | 2030-03-06      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L5177389.SRDUP                                      | L5177389.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9381 | PA      | $9072.28      | 0.00%             | 2028-04-03      | Fixed         | 19.78%                | Yes           |                  3 | On Loan: No      |
| 212485749.SRDLC                                     | 212485749.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1452.02      | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212536138.SRDLC                                     | 212536138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $3467.04      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| L3344676.SRDUP                                      | L3344676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12681 | PA      | $12742.74     | 0.00%             | 2027-08-10      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| L3391411.SRDUP                                      | L3391411.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       417 | PA      | $418.03       | 0.00%             | 2027-09-01      | Fixed         | 25.21%                | Yes           |                  3 | On Loan: No      |
| 211532703.SRDLC                                     | 211532703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1448 | PA      | $1401.05      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211690816.SRDLC                                     | 211690816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26441 | PA      | $26411.82     | 0.00%             | 2028-10-25      | Fixed         | 7.83%                 | Yes           |                  3 | On Loan: No      |
| FW4008328.SRDUP                                     | FW4008328.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1981 | PA      | $1998.86      | 0.00%             | 2028-10-06      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| FW4008484.SRDUP                                     | FW4008484.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       317 | PA      | $314.51       | 0.00%             | 2026-10-06      | Fixed         | 25.71%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 70.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -121 | NC      | $-9680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26P 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -39 | NC      | $-4290.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212127095.SRDLC                                     | 212127095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1607 | PA      | $1607.40      | 0.00%             | 2026-11-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 212243888.SRDLC                                     | 212243888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3753 | PA      | $3684.46      | 0.00%             | 2027-11-12      | Fixed         | 26.99%                | 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      |
| 205241226.SRDLC                                     | 205241226.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3869 | PA      | $3906.25      | 0.00%             | 2026-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210766065.SRDLC                                     | 210766065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7100 | PA      | $6867.40      | 0.00%             | 2027-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210837454.SRDLC                                     | 210837454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5866 | PA      | $5659.34      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW4008804.SRDUP                                     | FW4008804.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $862.32       | 0.00%             | 2028-10-06      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| FW4012601.SRDUP                                     | FW4012601.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1914 | PA      | $1918.85      | 0.00%             | 2028-10-10      | Fixed         | 22.90%                | Yes           |                  3 | On Loan: No      |
| 212360226.SRDLC                                     | 212360226.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3203 | PA      | $3070.50      | 0.00%             | 2027-11-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212369277.SRDLC                                     | 212369277.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12125 | PA      | $11716.66     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205482003.SRDLC                                     | 205482003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5852 | PA      | $5893.17      | 0.00%             | 2027-12-07      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 206822930.SRDLC                                     | 206822930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9489 | PA      | $9391.14      | 0.00%             | 2029-02-23      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212545683.SRDLC                                     | 212545683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9547 | PA      | $9169.35      | 0.00%             | 2027-11-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212618843.SRDLC                                     | 212618843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12677 | PA      | $12538.90     | 0.00%             | 2027-11-25      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 211034816.SRDLC                                     | 211034816.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12337 | PA      | $12105.20     | 0.00%             | 2028-09-24      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211037288.SRDLC                                     | 211037288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12076 | PA      | $1265.55      | 0.00%             | 2029-09-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 212437043.SRDLC                                     | 212437043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3796 | PA      | $984.22       | 0.00%             | 2028-11-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213633922.SRDLC                                     | 213633922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11726 | PA      | $1228.86      | 0.00%             | 2028-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L5587344.SRDUP                                      | L5587344.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6116 | PA      | $5994.56      | 0.00%             | 2030-07-02      | Fixed         | 20.36%                | Yes           |                  3 | On Loan: No      |
| 10011216.SRDSQ                                      | 10011216.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4201 | PA      | $4085.22      | 0.00%             | 2027-04-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213308773.SRDLC                                     | 213308773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2108 | PA      | $2115.58      | 0.00%             | 2027-01-24      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213629074.SRDLC                                     | 213629074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4734 | PA      | $4577.72      | 0.00%             | 2030-02-15      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FW5386150.SRDUP                                     | FW5386150.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4496 | PA      | $697.81       | 0.00%             | 2030-05-23      | Fixed         | 31.75%                | Yes           |                  3 | On Loan: No      |
| FW5581347.SRDUP                                     | FW5581347.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2049 | PA      | $2075.73      | 0.00%             | 2030-07-01      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| DRB5179316.SRDUP                                    | DRB5179316.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1442 | PA      | $223.84       | 0.00%             | 2030-04-03      | Fixed         | 31.75%                | Yes           |                  3 | On Loan: No      |
| DRB5588455.SRDUP                                    | DRB5588455.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1039 | PA      | $1013.79      | 0.00%             | 2030-07-02      | Fixed         | 24.87%                | Yes           |                  3 | On Loan: No      |
| 213750203.SRDLC                                     | 213750203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19133 | PA      | $1088.65      | 0.00%             | 2028-01-16      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214026091.SRDLC                                     | 214026091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31063 | PA      | $3255.44      | 0.00%             | 2028-02-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211259987.SRDLC                                     | 211259987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16423 | PA      | $15983.02     | 0.00%             | 2029-09-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211321684.SRDLC                                     | 211321684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11537 | PA      | $11316.60     | 0.00%             | 2027-10-03      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213829962.SRDLC                                     | 213829962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6507 | PA      | $6278.29      | 0.00%             | 2028-01-22      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214242434.SRDLC                                     | 214242434.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8482 | PA      | $8077.01      | 0.00%             | 2030-02-12      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| L3309449.SRDUP                                      | L3309449.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1092 | PA      | $1091.14      | 0.00%             | 2027-07-26      | Fixed         | 14.45%                | Yes           |                  3 | On Loan: No      |
| L3328586.SRDUP                                      | L3328586.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2111 | PA      | $2099.58      | 0.00%             | 2027-08-03      | Fixed         | 17.20%                | 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      |
| 210902138.SRDLC                                     | 210902138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6650 | PA      | $6507.05      | 0.00%             | 2027-09-23      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3950                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 4000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-1530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3298637.SRDUP                                     | FW3298637.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3704 | PA      | $3745.42      | 0.00%             | 2027-07-21      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| FW3300534.SRDUP                                     | FW3300534.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       482 | PA      | $487.33       | 0.00%             | 2027-07-22      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| 214360707.SRDLC                                     | 214360707.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3415 | PA      | $3283.65      | 0.00%             | 2028-02-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214919167.SRDLC                                     | 214919167.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13188 | PA      | $13026.73     | 0.00%             | 2028-03-17      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 211429680.SRDLC                                     | 211429680.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $2300.07      | 0.00%             | 2026-10-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211444662.SRDLC                                     | 211444662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8316 | PA      | $8125.06      | 0.00%             | 2029-10-10      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211440483.SRDLC                                     | 211440483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5487 | PA      | $575.04       | 0.00%             | 2029-10-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211646516.SRDLC                                     | 211646516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5272 | PA      | $552.54       | 0.00%             | 2027-10-31      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 4050                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-1260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 4100                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-850.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3336615.SRDUP                                      | L3336615.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $677.03       | 0.00%             | 2027-08-08      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3337620.SRDUP                                      | L3337620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7301 | PA      | $7328.32      | 0.00%             | 2027-08-08      | Fixed         | 24.38%                | Yes           |                  3 | On Loan: No      |
| 214941586.SRDLC                                     | 214941586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12142 | PA      | $11959.10     | 0.00%             | 2029-03-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 214983348.SRDLC                                     | 214983348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7385 | PA      | $7141.98      | 0.00%             | 2029-03-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212087175.SRDLC                                     | 212087175.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2418 | PA      | $2323.70      | 0.00%             | 2027-11-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212237741.SRDLC                                     | 212237741.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12874 | PA      | $12861.29     | 0.00%             | 2028-11-12      | Fixed         | 7.07%                 | Yes           |                  3 | On Loan: No      |
| 211455718.SRDLC                                     | 211455718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7577 | PA      | $7341.02      | 0.00%             | 2028-10-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211463323.SRDLC                                     | 211463323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8783 | PA      | $8541.66      | 0.00%             | 2028-10-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| L3500779.SRDUP                                      | L3500779.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3031 | PA      | $3066.60      | 0.00%             | 2027-10-13      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L5000570.SRDUP                                      | L5000570.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       401 | PA      | $62.19        | 0.00%             | 2028-02-04      | Fixed         | 16.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 4150                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-680.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       462 | NC      | $-263435.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 215691751.SRDLC                                     | 215691751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6539 | PA      | $6308.34      | 0.00%             | 2029-04-11      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 216054791.SRDLC                                     | 216054791.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13542 | PA      | $2509.29      | 0.00%             | 2027-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3305447.SRDUP                                     | FW3305447.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1890 | PA      | $1887.74      | 0.00%             | 2027-07-25      | Fixed         | 17.58%                | Yes           |                  3 | On Loan: No      |
| FW3310524.SRDUP                                     | FW3310524.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1432 | PA      | $1431.09      | 0.00%             | 2027-07-26      | Fixed         | 13.89%                | Yes           |                  3 | On Loan: No      |
| 212533756.SRDLC                                     | 212533756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7717 | PA      | $7584.28      | 0.00%             | 2027-11-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213493521.SRDLC                                     | 213493521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2024 | PA      | $1949.55      | 0.00%             | 2028-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211466024.SRDLC                                     | 211466024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3003 | PA      | $2963.49      | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211476560.SRDLC                                     | 211476560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1364 | PA      | $1355.53      | 0.00%             | 2026-10-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 216546444.SRDLC                                     | 216546444.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6399 | PA      | $6112.20      | 0.00%             | 2028-05-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219012908.SRDLC                                     | 219012908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13916 | PA      | $13194.00     | 0.00%             | 2030-08-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 133                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -7 | NC      | $-13387.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 133.25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -146 | NC      | $-257325.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3320295.SRDUP                                     | FW3320295.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1735 | PA      | $1739.02      | 0.00%             | 2028-01-01      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3500131.SRDUP                                     | FW3500131.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17962 | PA      | $2787.72      | 0.00%             | 2028-03-13      | Fixed         | 15.16%                | Yes           |                  3 | On Loan: No      |
| 211648664.SRDLC                                     | 211648664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2961 | PA      | $2986.23      | 0.00%             | 2026-10-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211833430.SRDLC                                     | 211833430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15178 | PA      | $14654.78     | 0.00%             | 2027-10-31      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219067104.SRDLC                                     | 219067104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4934 | PA      | $4684.80      | 0.00%             | 2028-08-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 220001339.SRDLC                                     | 220001339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9035 | PA      | $8772.88      | 0.00%             | 2029-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 10308349.SRDSQ                                      | 10308349.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19913 | PA      | $18662.01     | 0.00%             | 2027-07-09      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10319226.SRDSQ                                      | 10319226.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3409 | PA      | $3302.55      | 0.00%             | 2027-07-13      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 214193858.SRDLC                                     | 214193858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7248 | PA      | $7027.39      | 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        |     26609 | PA      | $26164.21     | 0.00%             | 2031-02-26      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 10016860.SRDSQ                                      | 10016860.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       431 | PA      | $423.51       | 0.00%             | 2027-05-03      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10020076.SRDSQ                                      | 10020076.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1750 | PA      | $1648.49      | 0.00%             | 2027-05-03      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| FW3542860.SRDUP                                     | FW3542860.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $260.53       | 0.00%             | 2027-11-02      | Fixed         | 17.01%                | Yes           |                  3 | On Loan: No      |
| FW3909823.SRDUP                                     | FW3909823.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1064.59      | 0.00%             | 2028-08-03      | Fixed         | 25.67%                | Yes           |                  3 | On Loan: No      |
| 214466685.SRDLC                                     | 214466685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15626 | PA      | $15574.62     | 0.00%             | 2029-02-19      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 214997908.SRDLC                                     | 214997908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10360 | PA      | $10217.47     | 0.00%             | 2027-03-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L5001801.SRDUP                                      | L5001801.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1705 | PA      | $1654.13      | 0.00%             | 2030-02-05      | Fixed         | 19.52%                | Yes           |                  3 | On Loan: No      |
| 10006146.SRDSQ                                      | 10006146.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3482 | PA      | $2557.08      | 0.00%             | 2027-04-30      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10038299.SRDSQ                                      | 10038299.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1817 | PA      | $1750.85      | 0.00%             | 2027-05-06      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10039056.SRDSQ                                      | 10039056.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7051 | PA      | $6863.83      | 0.00%             | 2027-05-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212298409.SRDLC                                     | 212298409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7275 | PA      | $7030.00      | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212417176.SRDLC                                     | 212417176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4746 | PA      | $4621.86      | 0.00%             | 2027-11-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214912024.SRDLC                                     | 214912024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26477 | PA      | $26154.08     | 0.00%             | 2028-03-11      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 215023503.SRDLC                                     | 215023503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9516 | PA      | $1756.58      | 0.00%             | 2029-03-17      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 10055006.SRDSQ                                      | 10055006.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4805 | PA      | $4635.01      | 0.00%             | 2027-05-10      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10058144.SRDSQ                                      | 10058144.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26124 | PA      | $25300.64     | 0.00%             | 2027-05-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 220025285.SRDLC                                     | 220025285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8097 | PA      | $7745.16      | 0.00%             | 2031-09-15      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| 220072719.SRDLC                                     | 220072719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9400 | PA      | $9004.18      | 0.00%             | 2030-09-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW4008045.SRDUP                                     | FW4008045.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2432 | PA      | $2410.34      | 0.00%             | 2028-10-06      | Fixed         | 20.39%                | Yes           |                  3 | On Loan: No      |
| FW4012738.SRDUP                                     | FW4012738.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1184 | PA      | $1195.68      | 0.00%             | 2028-10-10      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26C 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -294 | NC      | $-275625.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26C 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -229 | NC      | $-154575.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 10295889.SRDSQ                                      | 10295889.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10574 | PA      | $10036.60     | 0.00%             | 2027-07-07      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10306908.SRDSQ                                      | 10306908.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18191 | PA      | $17482.02     | 0.00%             | 2027-07-09      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 215622279.SRDLC                                     | 215622279.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20282 | PA      | $11781.65     | 0.00%             | 2029-04-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215775210.SRDLC                                     | 215775210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2060 | PA      | $2027.87      | 0.00%             | 2027-04-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 220344139.SRDLC                                     | 220344139.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11774 | PA      | $11322.58     | 0.00%             | 2028-09-26      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 7472099.SRDSQ                                       | 7472099.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        59 | PA      | $4.40         | 0.00%             | 2025-08-07      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FW5577751.SRDUP                                     | FW5577751.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4126 | PA      | $3832.45      | 0.00%             | 2030-07-01      | Fixed         | 28.29%                | Yes           |                  3 | On Loan: No      |
| L3292141.SRDUP                                      | L3292141.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6297 | PA      | $6268.38      | 0.00%             | 2027-07-19      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| 10314499.SRDSQ                                      | 10314499.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4091 | PA      | $3922.02      | 0.00%             | 2027-07-12      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10315150.SRDSQ                                      | 10315150.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5501 | PA      | $5248.54      | 0.00%             | 2027-07-12      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 220033848.SRDLC                                     | 220033848.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12609 | PA      | $12102.58     | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 220052994.SRDLC                                     | 220052994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2713 | PA      | $2640.96      | 0.00%             | 2027-09-17      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205151091.SRDLC                                     | 205151091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1568 | PA      | $1603.48      | 0.00%             | 2027-11-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205211487.SRDLC                                     | 205211487.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       383 | PA      | $385.11       | 0.00%             | 2026-11-20      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 10322094.SRDSQ                                      | 10322094.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2158 | PA      | $1661.31      | 0.00%             | 2027-07-13      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 10376506.SRDSQ                                      | 10376506.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1156 | PA      | $1110.18      | 0.00%             | 2027-07-26      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 8205869.SRDSQ                                       | 8205869.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1907 | PA      | $141.15       | 0.00%             | 2026-03-20      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8369178.SRDSQ                                       | 8369178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       732 | PA      | $589.73       | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| L3298342.SRDUP                                      | L3298342.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18811 | PA      | $5782.56      | 0.00%             | 2028-01-01      | Fixed         | 21.97%                | Yes           |                  3 | On Loan: No      |
| L3298608.SRDUP                                      | L3298608.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       635 | PA      | $632.46       | 0.00%             | 2027-07-21      | Fixed         | 13.55%                | Yes           |                  3 | On Loan: No      |
| 8398789.SRDSQ                                       | 8398789.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3060 | PA      | $226.47       | 0.00%             | 2026-05-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8611930.SRDSQ                                       | 8611930.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18533 | PA      | $1371.47      | 0.00%             | 2026-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8598655.SRDSQ                                       | 8598655.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9557 | PA      | $5439.95      | 0.00%             | 2026-07-08      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8612450.SRDSQ                                       | 8612450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1035 | PA      | $76.62        | 0.00%             | 2026-07-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 212490624.SRDLC                                     | 212490624.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8543 | PA      | $8177.75      | 0.00%             | 2029-06-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 212521296.SRDLC                                     | 212521296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4011 | PA      | $3833.32      | 0.00%             | 2028-12-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 10607115.SRDSQ                                      | 10607115.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22914 | PA      | $21460.86     | 0.00%             | 2027-09-15      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10649527.SRDSQ                                      | 10649527.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21220 | PA      | $19995.71     | 0.00%             | 2027-09-24      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 214998126.SRDLC                                     | 214998126.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15844 | PA      | $15765.15     | 0.00%             | 2029-03-14      | Fixed         | 6.57%                 | Yes           |                  3 | On Loan: No      |
| 215016518.SRDLC                                     | 215016518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11561 | PA      | $11195.99     | 0.00%             | 2029-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8637889.SRDSQ                                       | 8637889.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1301 | PA      | $426.89       | 0.00%             | 2026-07-22      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8793207.SRDSQ                                       | 8793207.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7021 | PA      | $3605.83      | 0.00%             | 2026-09-03      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 212571011.SRDLC                                     | 212571011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5718 | PA      | $5575.83      | 0.00%             | 2029-01-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213556046.SRDLC                                     | 213556046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8696 | PA      | $8465.70      | 0.00%             | 2030-01-05      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 8875520.SRDSQ                                       | 8875520.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1389 | PA      | $644.14       | 0.00%             | 2026-09-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8897788.SRDSQ                                       | 8897788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2401 | PA      | $2237.09      | 0.00%             | 2026-09-27      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 186036790.SRDLC                                     | 186036790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6770 | PA      | $6750.13      | 0.00%             | 2027-02-15      | Fixed         | 7.44%                 | Yes           |                  3 | On Loan: No      |
| 186752739.SRDLC                                     | 186752739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2568 | PA      | $2581.23      | 0.00%             | 2027-03-07      | Fixed         | 12.69%                | Yes           |                  3 | On Loan: No      |
| 215103730.SRDLC                                     | 215103730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     35528 | PA      | $34327.63     | 0.00%             | 2030-03-19      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 215286200.SRDLC                                     | 215286200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5858 | PA      | $5631.54      | 0.00%             | 2029-04-04      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8793280.SRDSQ                                       | 8793280.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4109 | PA      | $3075.27      | 0.00%             | 2026-09-03      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8849410.SRDSQ                                       | 8849410.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3416 | PA      | $2866.96      | 0.00%             | 2026-09-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213693587.SRDLC                                     | 213693587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2342 | PA      | $2256.71      | 0.00%             | 2028-01-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213752323.SRDLC                                     | 213752323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6219 | PA      | $6124.31      | 0.00%             | 2028-01-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 9097161.SRDSQ                                       | 9097161.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1889 | PA      | $1744.45      | 0.00%             | 2026-11-16      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9131682.SRDSQ                                       | 9131682.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1948 | PA      | $1875.09      | 0.00%             | 2026-11-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3304592.SRDUP                                      | L3304592.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3172 | PA      | $3218.03      | 0.00%             | 2027-07-25      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| L3312566.SRDUP                                      | L3312566.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1954 | PA      | $1983.36      | 0.00%             | 2027-07-27      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| 9132497.SRDSQ                                       | 9132497.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1895 | PA      | $1469.13      | 0.00%             | 2026-11-27      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 9273117.SRDSQ                                       | 9273117.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2049 | PA      | $1916.52      | 0.00%             | 2026-12-28      | Fixed         | 5.04%                 | 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      |
| 187887142.SRDLC                                     | 187887142.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2491 | PA      | $2578.07      | 0.00%             | 2027-04-04      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213912402.SRDLC                                     | 213912402.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7274 | PA      | $7066.36      | 0.00%             | 2029-01-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213913935.SRDLC                                     | 213913935.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7172 | PA      | $7009.79      | 0.00%             | 2028-01-24      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| L3312670.SRDUP                                      | L3312670.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2196 | PA      | $2187.73      | 0.00%             | 2027-07-27      | Fixed         | 14.56%                | Yes           |                  3 | On Loan: No      |
| L3320281.SRDUP                                      | L3320281.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10394 | PA      | $10322.26     | 0.00%             | 2028-01-01      | Fixed         | 20.67%                | Yes           |                  3 | On Loan: No      |
| 9778303.SRDSQ                                       | 9778303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9998 | PA      | $8554.29      | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9789867.SRDSQ                                       | 9789867.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3411 | PA      | $3332.83      | 0.00%             | 2027-03-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187982886.SRDLC                                     | 187982886.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11443 | PA      | $11470.80     | 0.00%             | 2028-04-30      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 193378827.SRDLC                                     | 193378827.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6541 | PA      | $685.49       | 0.00%             | 2025-09-27      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 9299852.SRDSQ                                       | 9299852.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       379 | PA      | $373.22       | 0.00%             | 2027-01-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9353878.SRDSQ                                       | 9353878.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5023 | PA      | $4843.47      | 0.00%             | 2027-01-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9830077.SRDSQ                                       | 9830077.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8083 | PA      | $7837.04      | 0.00%             | 2027-03-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4007958.SRDUP                                    | CBM4007958.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1073 | PA      | $1082.85      | 0.00%             | 2028-10-06      | Fixed         | 28.82%                | Yes           |                  3 | On Loan: No      |
| L3321962.SRDUP                                      | L3321962.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       665 | PA      | $665.72       | 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        |      3375 | PA      | $523.82       | 0.00%             | 2028-06-15      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 133.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -206 | NC      | $-332175.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 133.75                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -145 | NC      | $-212062.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 194884506.SRDLC                                     | 194884506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1422 | PA      | $1444.68      | 0.00%             | 2026-10-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 195650327.SRDLC                                     | 195650327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15595 | PA      | $15972.79     | 0.00%             | 2027-11-17      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| CBM5009375.SRDUP                                    | CBM5009375.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     43147 | PA      | $41524.26     | 0.00%             | 2030-02-07      | Fixed         | 25.58%                | Yes           |                  3 | On Loan: No      |
| CBM5385243.SRDUP                                    | CBM5385243.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6217 | PA      | $5772.44      | 0.00%             | 2030-05-23      | Fixed         | 32.33%                | Yes           |                  3 | On Loan: No      |
| L3336754.SRDUP                                      | L3336754.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       312 | PA      | $313.33       | 0.00%             | 2027-08-08      | Fixed         | 23.89%                | Yes           |                  3 | On Loan: No      |
| L3501150.SRDUP                                      | L3501150.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2149 | PA      | $2139.72      | 0.00%             | 2027-10-13      | Fixed         | 16.65%                | Yes           |                  3 | On Loan: No      |
| 213973570.SRDLC                                     | 213973570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12041 | PA      | $11865.93     | 0.00%             | 2028-01-27      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 214008642.SRDLC                                     | 214008642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20381 | PA      | $19955.16     | 0.00%             | 2030-02-12      | Fixed         | 8.32%                 | Yes           |                  3 | On Loan: No      |
| DRB5192340.SRDUP                                    | DRB5192340.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7142 | PA      | $6573.17      | 0.00%             | 2030-04-07      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| DRB5577254.SRDUP                                    | DRB5577254.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4631 | PA      | $4291.53      | 0.00%             | 2030-07-01      | Fixed         | 28.41%                | Yes           |                  3 | On Loan: No      |
| 215739221.SRDLC                                     | 215739221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21359 | PA      | $20517.56     | 0.00%             | 2030-04-22      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215831152.SRDLC                                     | 215831152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21014 | PA      | $20054.10     | 0.00%             | 2029-05-05      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205227335.SRDLC                                     | 205227335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4104 | PA      | $4192.33      | 0.00%             | 2028-06-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205244002.SRDLC                                     | 205244002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6379 | PA      | $6452.71      | 0.00%             | 2026-11-20      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 203875110.SRDLC                                     | 203875110.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2309 | PA      | $2307.92      | 0.00%             | 2026-08-29      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 204134551.SRDLC                                     | 204134551.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6761 | PA      | $7159.88      | 0.00%             | 2028-09-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3402023.SRDUP                                      | L3402023.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4287 | PA      | $4264.57      | 0.00%             | 2027-09-06      | Fixed         | 14.02%                | Yes           |                  3 | On Loan: No      |
| 10015392.SRDSQ                                      | 10015392.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11155 | PA      | $7556.57      | 0.00%             | 2027-05-02      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 10048798.SRDSQ                                      | 10048798.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       444 | PA      | $424.65       | 0.00%             | 2027-05-07      | Fixed         | 6.69%                 | Yes           |                  3 | On Loan: No      |
| 10075180.SRDSQ                                      | 10075180.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4126 | PA      | $3944.01      | 0.00%             | 2027-05-14      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| L3543101.SRDUP                                      | L3543101.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2126 | PA      | $2135.05      | 0.00%             | 2027-11-02      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L3909787.SRDUP                                      | L3909787.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10313 | PA      | $10217.39     | 0.00%             | 2028-08-02      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 134                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -232 | NC      | $-305950.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       May26C 134.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -95 | NC      | $-98562.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214286283.SRDLC                                     | 214286283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3933 | PA      | $3794.73      | 0.00%             | 2028-02-15      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 214895494.SRDLC                                     | 214895494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       874 | PA      | $845.48       | 0.00%             | 2028-03-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 216636792.SRDLC                                     | 216636792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3986 | PA      | $3808.57      | 0.00%             | 2028-05-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 216640717.SRDLC                                     | 216640717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1352 | PA      | $1329.75      | 0.00%             | 2027-05-21      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 10077495.SRDSQ                                      | 10077495.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1094 | PA      | $1045.12      | 0.00%             | 2027-05-16      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10263273.SRDSQ                                      | 10263273.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5173 | PA      | $4947.58      | 0.00%             | 2027-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9798086.SRDSQ                                       | 9798086.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       827 | PA      | $799.19       | 0.00%             | 2027-03-15      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9843951.SRDSQ                                       | 9843951.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $1431.11      | 0.00%             | 2027-03-25      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| L3913469.SRDUP                                      | L3913469.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       733 | PA      | $726.47       | 0.00%             | 2029-01-04      | Fixed         | 15.92%                | Yes           |                  3 | On Loan: No      |
| L4008235.SRDUP                                      | L4008235.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19359 | PA      | $19380.38     | 0.00%             | 2028-10-06      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Jun26C 137.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-8281.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Jun26C 138                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-5250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205245190.SRDLC                                     | 205245190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6834 | PA      | $716.19       | 0.00%             | 2026-11-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 205247186.SRDLC                                     | 205247186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1644 | PA      | $1689.39      | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219063445.SRDLC                                     | 219063445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10677 | PA      | $10276.22     | 0.00%             | 2029-08-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 219112385.SRDLC                                     | 219112385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3881 | PA      | $3794.98      | 0.00%             | 2027-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| CBM3909834.SRDUP                                    | CBM3909834.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2217 | PA      | $2212.95      | 0.00%             | 2028-08-02      | Fixed         | 22.43%                | Yes           |                  3 | On Loan: No      |
| CBM3911489.SRDUP                                    | CBM3911489.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       840 | PA      | $833.27       | 0.00%             | 2026-08-03      | Fixed         | 25.68%                | Yes           |                  3 | On Loan: No      |
| 10338793.SRDSQ                                      | 10338793.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       919 | PA      | $874.00       | 0.00%             | 2027-07-15      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 10345533.SRDSQ                                      | 10345533.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3944 | PA      | $3699.88      | 0.00%             | 2027-07-18      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 204588997.SRDLC                                     | 204588997.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18808 | PA      | $3110.91      | 0.00%             | 2028-10-16      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 204692078.SRDLC                                     | 204692078.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13795 | PA      | $14712.31     | 0.00%             | 2028-10-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Jun26C 138.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -9 | NC      | $-1631.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BP Curr 9am       Jun26C 139.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-1968.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4008279.SRDUP                                      | L4008279.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8429 | PA      | $8351.13      | 0.00%             | 2028-10-06      | Fixed         | 16.67%                | Yes           |                  3 | On Loan: No      |
| L4008576.SRDUP                                      | L4008576.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       846 | PA      | $838.15       | 0.00%             | 2028-10-06      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| CBM5577372.SRDUP                                    | CBM5577372.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1009 | PA      | $933.65       | 0.00%             | 2030-07-01      | Fixed         | 28.57%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 87.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-19680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219913461.SRDLC                                     | 219913461.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3684.70      | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 220001062.SRDLC                                     | 220001062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13375 | PA      | $12838.60     | 0.00%             | 2029-09-16      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 204833035.SRDLC                                     | 204833035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19913 | PA      | $2086.87      | 0.00%             | 2028-10-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205091788.SRDLC                                     | 205091788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $2142.54      | 0.00%             | 2027-11-06      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 81.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-4480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 81.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -32 | NC      | $-18560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10349873.SRDSQ                                      | 10349873.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15507 | PA      | $14235.15     | 0.00%             | 2027-07-20      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10361206.SRDSQ                                      | 10361206.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1263 | PA      | $1189.49      | 0.00%             | 2027-07-22      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| L4996433.SRDUP                                      | L4996433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20367 | PA      | $19729.93     | 0.00%             | 2030-02-03      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| L5178944.SRDUP                                      | L5178944.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3962 | PA      | $3811.31      | 0.00%             | 2030-04-03      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 87.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-12700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 88                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -38 | NC      | $-49780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 81.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-17400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 82                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -26 | NC      | $-16120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10021313.SRDSQ                                      | 10021313.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30312 | PA      | $7741.66      | 0.00%             | 2027-05-03      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10050462.SRDSQ                                      | 10050462.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2907 | PA      | $2729.62      | 0.00%             | 2027-05-08      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 205164636.SRDLC                                     | 205164636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1829 | PA      | $1834.60      | 0.00%             | 2026-11-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205212520.SRDLC                                     | 205212520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3523 | PA      | $3747.36      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 220001067.SRDLC                                     | 220001067.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2577 | PA      | $2439.64      | 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        |      8642 | PA      | $8206.34      | 0.00%             | 2028-09-01      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| DRB5581899.SRDUP                                    | DRB5581899.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1527 | PA      | $292.55       | 0.00%             | 2030-07-01      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3298624.SRDUP                                     | FW3298624.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       471 | PA      | $474.37       | 0.00%             | 2027-07-21      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| DRB5010124.SRDUP                                    | DRB5010124.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1309 | PA      | $1209.06      | 0.00%             | 2030-02-07      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| FW3297539.SRDUP                                     | FW3297539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1061 | PA      | $1072.42      | 0.00%             | 2027-07-21      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| 10606841.SRDSQ                                      | 10606841.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12013 | PA      | $11273.45     | 0.00%             | 2027-09-15      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10645776.SRDSQ                                      | 10645776.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5431 | PA      | $5131.01      | 0.00%             | 2027-09-23      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 82.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $-19840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 82.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-9240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3309752.SRDUP                                     | FW3309752.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2489 | PA      | $879.66       | 0.00%             | 2027-07-26      | Fixed         | 27.05%                | Yes           |                  3 | On Loan: No      |
| FW3391334.SRDUP                                     | FW3391334.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1525 | PA      | $1530.90      | 0.00%             | 2027-09-01      | Fixed         | 33.66%                | Yes           |                  3 | On Loan: No      |
| 220016996.SRDLC                                     | 220016996.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4134 | PA      | $3965.11      | 0.00%             | 2028-09-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 220031255.SRDLC                                     | 220031255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9233 | PA      | $8781.97      | 0.00%             | 2028-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205313312.SRDLC                                     | 205313312.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2017 | PA      | $2013.20      | 0.00%             | 2026-11-30      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205426852.SRDLC                                     | 205426852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21088 | PA      | $20892.30     | 0.00%             | 2028-12-20      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 10296664.SRDSQ                                      | 10296664.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13906 | PA      | $13339.57     | 0.00%             | 2027-07-07      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 10527335.SRDSQ                                      | 10527335.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7405 | PA      | $6866.67      | 0.00%             | 2027-08-27      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| FW3328364.SRDUP                                     | FW3328364.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2158 | PA      | $2144.67      | 0.00%             | 2027-08-03      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| FW3910114.SRDUP                                     | FW3910114.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       413 | PA      | $409.68       | 0.00%             | 2026-08-02      | Fixed         | 16.81%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 125                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -26 | NC      | $-122980.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 128                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -26 | NC      | $-106080.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 82.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-19720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 83                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -37 | NC      | $-26270.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220060797.SRDLC                                     | 220060797.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8283 | PA      | $7183.96      | 0.00%             | 2028-03-17      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 7663618.SRDSQ                                       | 7663618.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4821 | PA      | $356.76       | 0.00%             | 2025-10-04      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| L3329098.SRDUP                                      | L3329098.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3444 | PA      | $3424.41      | 0.00%             | 2027-08-15      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| L3337519.SRDUP                                      | L3337519.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $1347.08      | 0.00%             | 2027-08-08      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| 10655690.SRDSQ                                      | 10655690.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6324 | PA      | $5942.23      | 0.00%             | 2027-09-25      | Fixed         | 4.54%                 | Yes           |                  3 | On Loan: No      |
| 10779397.SRDSQ                                      | 10779397.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    236617 | PA      | $221662.60    | 0.01%             | 2027-10-17      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| FW3911585.SRDUP                                     | FW3911585.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10647 | PA      | $10716.17     | 0.00%             | 2028-08-18      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| FW3913164.SRDUP                                     | FW3913164.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       176 | PA      | $174.80       | 0.00%             | 2026-08-04      | Fixed         | 27.55%                | Yes           |                  3 | On Loan: No      |
| L5384702.SRDUP                                      | L5384702.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1990 | PA      | $1855.66      | 0.00%             | 2030-05-23      | Fixed         | 23.27%                | Yes           |                  3 | On Loan: No      |
| 10020936.SRDSQ                                      | 10020936.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1269 | PA      | $1247.80      | 0.00%             | 2027-05-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10310178.SRDSQ                                      | 10310178.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1033 | PA      | $982.59       | 0.00%             | 2027-07-09      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10326796.SRDSQ                                      | 10326796.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2682 | PA      | $2426.78      | 0.00%             | 2027-07-14      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 187404590.SRDLC                                     | 187404590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2890 | PA      | $3018.73      | 0.00%             | 2027-03-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187444837.SRDLC                                     | 187444837.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1400 | PA      | $146.72       | 0.00%             | 2027-03-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3337668.SRDUP                                      | L3337668.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $1363.70      | 0.00%             | 2028-06-23      | Fixed         | 18.62%                | Yes           |                  3 | On Loan: No      |
| L3341825.SRDUP                                      | L3341825.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1313 | PA      | $1307.06      | 0.00%             | 2027-08-09      | Fixed         | 13.75%                | Yes           |                  3 | On Loan: No      |
| 205759479.SRDLC                                     | 205759479.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19304 | PA      | $19148.12     | 0.00%             | 2028-12-19      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205827522.SRDLC                                     | 205827522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13533 | PA      | $13477.61     | 0.00%             | 2028-12-31      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 10538131.SRDSQ                                      | 10538131.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27446 | PA      | $25810.19     | 0.00%             | 2027-09-02      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10629354.SRDSQ                                      | 10629354.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6628 | PA      | $6221.60      | 0.00%             | 2027-09-19      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| L3342573.SRDUP                                      | L3342573.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2262 | PA      | $2271.50      | 0.00%             | 2027-08-24      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| L3499960.SRDUP                                      | L3499960.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3757 | PA      | $3740.78      | 0.00%             | 2027-10-26      | Fixed         | 18.83%                | Yes           |                  3 | On Loan: No      |
| 186345496.SRDLC                                     | 186345496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8231 | PA      | $8244.36      | 0.00%             | 2027-02-22      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| 186969110.SRDLC                                     | 186969110.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5242 | PA      | $549.38       | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 83.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -68 | NC      | $-49640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 83.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-32250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3913549.SRDUP                                     | FW3913549.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3916 | PA      | $3916.11      | 0.00%             | 2028-08-04      | Fixed         | 21.56%                | Yes           |                  3 | On Loan: No      |
| FW3956211.SRDUP                                     | FW3956211.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $5846.17      | 0.00%             | 2028-09-05      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| 205852724.SRDLC                                     | 205852724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6751 | PA      | $6727.56      | 0.00%             | 2026-12-26      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206530555.SRDLC                                     | 206530555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1463 | PA      | $1382.27      | 0.00%             | 2026-11-06      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 186697817.SRDLC                                     | 186697817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2377 | PA      | $2368.82      | 0.00%             | 2027-03-14      | Fixed         | 8.44%                 | 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      |
| Longleaf (Artex Segregated Account Company)         | Longleaf (Artex Segregated Account Company)                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     49585 | NS      | $117415499.30 | 5.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| King Max Re DAC                                     | King Max Re DAC                                                      | CUSIP: 000000000<br>LEI: 635400D6MW4WMVI42S36 | Long             | DBT              | CORP              | IE        |   1070000 | PA      | $1274081.62   | 0.06%             | 2027-01-06      | Variable      | 7.93%                 | Yes           |                  2 | 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      |
| 191680560.SRDLC                                     | 191680560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4086 | PA      | $4301.25      | 0.00%             | 2027-07-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3960098.SRDUP                                     | FW3960098.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1466 | PA      | $1472.35      | 0.00%             | 2028-09-05      | Fixed         | 28.42%                | Yes           |                  3 | On Loan: No      |
| L3309767.SRDUP                                      | L3309767.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3711 | PA      | $3708.28      | 0.00%             | 2027-07-26      | Fixed         | 13.33%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 83.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -44 | NC      | $-34320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 84                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -48 | NC      | $-38400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 187782545.SRDLC                                     | 187782545.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4085 | PA      | $4120.89      | 0.00%             | 2027-03-30      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 187864708.SRDLC                                     | 187864708.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8167 | PA      | $855.92       | 0.00%             | 2027-04-19      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 10057229.SRDSQ                                      | 10057229.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4865 | PA      | $465.13       | 0.00%             | 2027-05-11      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10113128.SRDSQ                                      | 10113128.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4534 | PA      | $4356.69      | 0.00%             | 2027-05-24      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 7682319.SRDSQ                                       | 7682319.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2097 | PA      | $155.15       | 0.00%             | 2025-10-11      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 8173998.SRDSQ                                       | 8173998.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1336 | PA      | $229.85       | 0.00%             | 2026-03-11      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| FW3954176.SRDUP                                     | FW3954176.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5312 | PA      | $5343.90      | 0.00%             | 2028-09-01      | Fixed         | 24.45%                | Yes           |                  3 | On Loan: No      |
| FW3954338.SRDUP                                     | FW3954338.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2409 | PA      | $2423.21      | 0.00%             | 2028-09-01      | Fixed         | 18.89%                | Yes           |                  3 | On Loan: No      |
| 192708355.SRDLC                                     | 192708355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8138 | PA      | $8677.72      | 0.00%             | 2027-08-23      | 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      |
| FW3305370.SRDUP                                     | FW3305370.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       876 | PA      | $887.19       | 0.00%             | 2027-07-25      | Fixed         | 25.89%                | Yes           |                  3 | On Loan: No      |
| FW3479023.SRDUP                                     | FW3479023.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1073 | PA      | $1082.13      | 0.00%             | 2027-10-13      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| L3310741.SRDUP                                      | L3310741.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2019 | PA      | $313.40       | 0.00%             | 2027-12-26      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| L3337947.SRDUP                                      | L3337947.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1755.16      | 0.00%             | 2028-01-08      | Fixed         | 17.32%                | 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      |
| 193704775.SRDLC                                     | 193704775.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2765 | PA      | $2826.18      | 0.00%             | 2027-10-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8373579.SRDSQ                                       | 8373579.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2432 | PA      | $179.95       | 0.00%             | 2026-05-12      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8648232.SRDSQ                                       | 8648232.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3512 | PA      | $2263.62      | 0.00%             | 2026-07-24      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 205403668.SRDLC                                     | 205403668.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12793 | PA      | $12728.88     | 0.00%             | 2028-11-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 205686889.SRDLC                                     | 205686889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11232 | PA      | $11146.54     | 0.00%             | 2027-05-28      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 10104681.SRDSQ                                      | 10104681.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3566 | PA      | $3431.27      | 0.00%             | 2027-05-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10323274.SRDSQ                                      | 10323274.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10435 | PA      | $9850.55      | 0.00%             | 2027-07-13      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10275297.SRDSQ                                      | 10275297.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45112 | PA      | $43419.97     | 0.00%             | 2027-07-01      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10314081.SRDSQ                                      | 10314081.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2419 | PA      | $2310.87      | 0.00%             | 2027-07-12      | Fixed         | 4.71%                 | 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      | $1217351.30   | 0.06%             | 2029-06-15      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| 10048874.SRDSQ                                      | 10048874.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36313 | PA      | $35053.10     | 0.00%             | 2027-05-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187999901.SRDLC                                     | 187999901.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       974 | PA      | $102.04       | 0.00%             | 2026-04-04      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 191128959.SRDLC                                     | 191128959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3890 | PA      | $407.66       | 0.00%             | 2027-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 194852386.SRDLC                                     | 194852386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8481 | PA      | $8874.01      | 0.00%             | 2027-11-02      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203816676.SRDLC                                     | 203816676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11271 | PA      | $11298.42     | 0.00%             | 2028-08-28      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L3543084.SRDUP                                      | L3543084.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15327 | PA      | $3290.80      | 0.00%             | 2027-11-02      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3910026.SRDUP                                      | L3910026.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5886 | PA      | $5874.74      | 0.00%             | 2028-08-02      | Fixed         | 11.22%                | Yes           |                  3 | On Loan: No      |
| FW3541940.SRDUP                                     | FW3541940.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       430 | PA      | $433.86       | 0.00%             | 2027-11-01      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| FW3542470.SRDUP                                     | FW3542470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3331 | PA      | $3382.22      | 0.00%             | 2028-04-02      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 206066173.SRDLC                                     | 206066173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8763 | PA      | $8894.83      | 0.00%             | 2029-02-05      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206506205.SRDLC                                     | 206506205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8202 | PA      | $7742.25      | 0.00%             | 2028-10-08      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 10534232.SRDSQ                                      | 10534232.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33736 | PA      | $31775.54     | 0.00%             | 2027-09-01      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10557187.SRDSQ                                      | 10557187.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2133 | PA      | $1988.78      | 0.00%             | 2027-09-04      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 8838190.SRDSQ                                       | 8838190.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3721 | PA      | $2118.89      | 0.00%             | 2026-09-13      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8869309.SRDSQ                                       | 8869309.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33585 | PA      | $2485.28      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 203966956.SRDLC                                     | 203966956.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7522 | PA      | $7489.91      | 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        |      7269 | PA      | $7292.91      | 0.00%             | 2028-09-11      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 191786546.SRDLC                                     | 191786546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3323 | PA      | $3192.20      | 0.00%             | 2028-03-07      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 192027703.SRDLC                                     | 192027703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2904 | PA      | $2912.43      | 0.00%             | 2028-03-02      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| FW4008218.SRDUP                                     | FW4008218.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8499 | PA      | $8510.31      | 0.00%             | 2028-10-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW4012200.SRDUP                                     | FW4012200.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3829 | PA      | $3868.77      | 0.00%             | 2028-10-10      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| 9077621.SRDSQ                                       | 9077621.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       185 | PA      | $181.35       | 0.00%             | 2026-11-13      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9270050.SRDSQ                                       | 9270050.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3789 | PA      | $3622.67      | 0.00%             | 2026-12-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 204789670.SRDLC                                     | 204789670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5554 | PA      | $5563.71      | 0.00%             | 2026-10-20      | Fixed         | 14.64%                | Yes           |                  3 | On Loan: No      |
| 204976977.SRDLC                                     | 204976977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1351 | PA      | $1364.62      | 0.00%             | 2026-11-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3910069.SRDUP                                      | L3910069.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7393 | PA      | $7439.69      | 0.00%             | 2028-08-02      | Fixed         | 20.20%                | Yes           |                  3 | On Loan: No      |
| L3912830.SRDUP                                      | L3912830.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27063 | PA      | $26816.66     | 0.00%             | 2028-08-03      | Fixed         | 16.89%                | Yes           |                  3 | On Loan: No      |
| 193939471.SRDLC                                     | 193939471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3238 | PA      | $3446.15      | 0.00%             | 2027-10-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 194828658.SRDLC                                     | 194828658.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       180 | PA      | $180.17       | 0.00%             | 2026-05-28      | Fixed         | 14.44%                | Yes           |                  3 | On Loan: No      |
| L3956297.SRDUP                                      | L3956297.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       922 | PA      | $928.15       | 0.00%             | 2028-09-05      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L4008387.SRDUP                                      | L4008387.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1840 | PA      | $1822.84      | 0.00%             | 2028-10-06      | Fixed         | 18.96%                | Yes           |                  3 | On Loan: No      |
| L4011503.SRDUP                                      | L4011503.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10085 | PA      | $2840.95      | 0.00%             | 2028-10-10      | Fixed         | 13.50%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26C 17.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-212.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205163659.SRDLC                                     | 205163659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10772 | PA      | $11002.85     | 0.00%             | 2027-11-10      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205180772.SRDLC                                     | 205180772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6974 | PA      | $7440.49      | 0.00%             | 2028-11-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 10317434.SRDSQ                                      | 10317434.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1965 | PA      | $1909.80      | 0.00%             | 2027-07-12      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10321320.SRDSQ                                      | 10321320.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6567 | PA      | $6117.88      | 0.00%             | 2027-07-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| FW5385302.SRDUP                                     | FW5385302.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $1135.59      | 0.00%             | 2030-05-23      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| L3298614.SRDUP                                      | L3298614.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4647 | PA      | $4628.18      | 0.00%             | 2027-07-27      | Fixed         | 12.12%                | Yes           |                  3 | On Loan: No      |
| 206561292.SRDLC                                     | 206561292.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7973 | PA      | $8028.04      | 0.00%             | 2028-02-13      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 206867521.SRDLC                                     | 206867521.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9307 | PA      | $975.33       | 0.00%             | 2029-09-23      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26C 18                                          | 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 Jun26C 18.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10293682.SRDSQ                                      | 10293682.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18397 | PA      | $17272.89     | 0.00%             | 2027-07-06      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10334405.SRDSQ                                      | 10334405.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9500 | PA      | $7647.44      | 0.00%             | 2027-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10072701.SRDSQ                                      | 10072701.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5111 | PA      | $4625.89      | 0.00%             | 2027-05-14      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10277505.SRDSQ                                      | 10277505.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32612 | PA      | $12829.43     | 0.00%             | 2027-07-02      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| L3391351.SRDUP                                      | L3391351.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1775 | PA      | $1779.13      | 0.00%             | 2027-09-11      | Fixed         | 21.08%                | Yes           |                  3 | On Loan: No      |
| L3542853.SRDUP                                      | L3542853.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3375 | PA      | $3389.08      | 0.00%             | 2027-11-02      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| 203516782.SRDLC                                     | 203516782.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1953 | PA      | $1948.81      | 0.00%             | 2026-08-10      | Fixed         | 7.24%                 | 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      |
| 207179986.SRDLC                                     | 207179986.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11425 | PA      | $1035.07      | 0.00%             | 2028-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207184669.SRDLC                                     | 207184669.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3381 | PA      | $3342.06      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26C 18.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -50 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26C 18.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3911872.SRDUP                                      | L3911872.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1520 | PA      | $1519.43      | 0.00%             | 2028-08-03      | Fixed         | 23.70%                | Yes           |                  3 | On Loan: No      |
| L5583137.SRDUP                                      | L5583137.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2956 | PA      | $2896.45      | 0.00%             | 2030-07-02      | Fixed         | 19.95%                | Yes           |                  3 | On Loan: No      |
| 10305236.SRDSQ                                      | 10305236.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14504 | PA      | $13883.31     | 0.00%             | 2027-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10306525.SRDSQ                                      | 10306525.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1648 | PA      | $1445.91      | 0.00%             | 2027-07-08      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 214973769.SRDLC                                     | 214973769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3005 | PA      | $2964.48      | 0.00%             | 2027-03-13      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 214989910.SRDLC                                     | 214989910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1757 | PA      | $1732.24      | 0.00%             | 2027-03-06      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205257303.SRDLC                                     | 205257303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2309 | PA      | $2299.65      | 0.00%             | 2026-11-06      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205307127.SRDLC                                     | 205307127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16085 | PA      | $15952.81     | 0.00%             | 2028-11-28      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| 211033906.SRDLC                                     | 211033906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3082 | PA      | $3016.72      | 0.00%             | 2027-09-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211408646.SRDLC                                     | 211408646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2732 | PA      | $2644.76      | 0.00%             | 2027-10-16      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 204827760.SRDLC                                     | 204827760.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1128 | PA      | $902.53       | 0.00%             | 2026-11-01      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205005478.SRDLC                                     | 205005478.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       700 | PA      | $705.37       | 0.00%             | 2027-06-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26C 20                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-235.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 13                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MMIFS Re Ltd.                                       | MMIFS Re 2025-1 Class A                                              | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |   2438000 | PA      | $1794196.41   | 0.08%             | 2028-01-10      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MMIFS Re Ltd                                        | MMIFS Re 2026-1 Class A                                              | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |   1665000 | PA      | $1219377.92   | 0.06%             | 2029-01-08      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| 205792655.SRDLC                                     | 205792655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9706 | PA      | $10064.61     | 0.00%             | 2028-12-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206438545.SRDLC                                     | 206438545.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2148 | PA      | $2161.53      | 0.00%             | 2028-02-08      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211449537.SRDLC                                     | 211449537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10721 | PA      | $10354.78     | 0.00%             | 2027-10-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211485599.SRDLC                                     | 211485599.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20511 | PA      | $20061.67     | 0.00%             | 2029-10-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205083411.SRDLC                                     | 205083411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2750 | PA      | $2755.11      | 0.00%             | 2026-11-06      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 205132565.SRDLC                                     | 205132565.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3945 | PA      | $4011.64      | 0.00%             | 2026-11-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206463307.SRDLC                                     | 206463307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2781 | PA      | $2747.67      | 0.00%             | 2027-02-09      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 206505676.SRDLC                                     | 206505676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2061 | PA      | $2060.50      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 13.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 13.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-1680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10312385.SRDSQ                                      | 10312385.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2498 | PA      | $2409.49      | 0.00%             | 2027-07-11      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10371302.SRDSQ                                      | 10371302.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2128 | PA      | $1975.44      | 0.00%             | 2027-07-25      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 211501855.SRDLC                                     | 211501855.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7409 | PA      | $7142.68      | 0.00%             | 2027-10-20      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 211565457.SRDLC                                     | 211565457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       592 | PA      | $594.35       | 0.00%             | 2026-10-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10560678.SRDSQ                                      | 10560678.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44720 | PA      | $39376.29     | 0.00%             | 2027-09-05      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10572906.SRDSQ                                      | 10572906.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4416 | PA      | $4192.11      | 0.00%             | 2027-09-08      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 206636289.SRDLC                                     | 206636289.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       906 | PA      | $375.46       | 0.00%             | 2026-06-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206841881.SRDLC                                     | 206841881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       346 | PA      | $345.24       | 0.00%             | 2027-02-26      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205178777.SRDLC                                     | 205178777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1885 | PA      | $1876.47      | 0.00%             | 2026-11-01      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 205205655.SRDLC                                     | 205205655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5797 | PA      | $5775.59      | 0.00%             | 2026-11-27      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 187084131.SRDLC                                     | 187084131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1856 | PA      | $1926.73      | 0.00%             | 2027-02-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 187799361.SRDLC                                     | 187799361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3547 | PA      | $3569.44      | 0.00%             | 2027-03-31      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211582963.SRDLC                                     | 211582963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7977 | PA      | $7661.51      | 0.00%             | 2029-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212115923.SRDLC                                     | 212115923.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4330 | PA      | $4177.01      | 0.00%             | 2027-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 13.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-7560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 14                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-18200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207487765.SRDLC                                     | 207487765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12197 | PA      | $11982.28     | 0.00%             | 2028-04-01      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207755005.SRDLC                                     | 207755005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        51 | PA      | $9.34         | 0.00%             | 2026-05-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 205229467.SRDLC                                     | 205229467.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4082 | PA      | $4161.88      | 0.00%             | 2026-11-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205341522.SRDLC                                     | 205341522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1122.21      | 0.00%             | 2026-11-21      | Fixed         | 12.62%                | Yes           |                  3 | On Loan: No      |
| 203419163.SRDLC                                     | 203419163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3067 | PA      | $3058.71      | 0.00%             | 2026-08-07      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 205088340.SRDLC                                     | 205088340.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1949 | PA      | $1972.66      | 0.00%             | 2027-11-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212224062.SRDLC                                     | 212224062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7516 | PA      | $7316.95      | 0.00%             | 2028-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212262455.SRDLC                                     | 212262455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7626 | PA      | $7338.53      | 0.00%             | 2027-11-12      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 10376132.SRDSQ                                      | 10376132.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6747 | PA      | $6478.46      | 0.00%             | 2027-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10376451.SRDSQ                                      | 10376451.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       918 | PA      | $883.13       | 0.00%             | 2027-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211094375.SRDLC                                     | 211094375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2795 | PA      | $2699.45      | 0.00%             | 2027-10-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211290987.SRDLC                                     | 211290987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4305 | PA      | $4149.57      | 0.00%             | 2027-10-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 14.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -275 | NC      | $-61600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 14.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -425 | NC      | $-142800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 211383904.SRDLC                                     | 211383904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9842 | PA      | $9604.63      | 0.00%             | 2029-10-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211487350.SRDLC                                     | 211487350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1432 | PA      | $199.75       | 0.00%             | 2026-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205379996.SRDLC                                     | 205379996.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16957 | PA      | $16868.69     | 0.00%             | 2028-11-24      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 205392450.SRDLC                                     | 205392450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7302 | PA      | $7335.07      | 0.00%             | 2027-11-27      | Fixed         | 9.71%                 | Yes           |                  3 | On Loan: No      |
| 211528697.SRDLC                                     | 211528697.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8905 | PA      | $8716.82      | 0.00%             | 2027-10-11      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 211643134.SRDLC                                     | 211643134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       887 | PA      | $863.14       | 0.00%             | 2027-10-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR #11 (WORLD) Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -928 | NC      | $-803124.37   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jul26C 16                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-21280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10381201.SRDSQ                                      | 10381201.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1451 | PA      | $1387.18      | 0.00%             | 2027-07-27      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 10545190.SRDSQ                                      | 10545190.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     49827 | PA      | $47136.64     | 0.00%             | 2027-09-03      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10322889.SRDSQ                                      | 10322889.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6666 | PA      | $6425.44      | 0.00%             | 2027-07-13      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10324200.SRDSQ                                      | 10324200.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6714 | PA      | $6467.31      | 0.00%             | 2027-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212270931.SRDLC                                     | 212270931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2278 | PA      | $2220.24      | 0.00%             | 2028-11-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 212289900.SRDLC                                     | 212289900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14232 | PA      | $13205.89     | 0.00%             | 2031-03-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205615348.SRDLC                                     | 205615348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25027 | PA      | $24799.18     | 0.00%             | 2028-12-08      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 206589724.SRDLC                                     | 206589724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3642 | PA      | $3649.78      | 0.00%             | 2027-02-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212093389.SRDLC                                     | 212093389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3813 | PA      | $3663.16      | 0.00%             | 2027-11-05      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 212470208.SRDLC                                     | 212470208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12453 | PA      | $12160.36     | 0.00%             | 2029-11-19      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 10540641.SRDSQ                                      | 10540641.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1560 | PA      | $1260.75      | 0.00%             | 2027-09-02      | Fixed         | 6.17%                 | Yes           |                  3 | On Loan: No      |
| 10557072.SRDSQ                                      | 10557072.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3024 | PA      | $2660.56      | 0.00%             | 2027-09-04      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 212533309.SRDLC                                     | 212533309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9458 | PA      | $9234.68      | 0.00%             | 2029-11-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213144753.SRDLC                                     | 213144753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8934 | PA      | $8634.49      | 0.00%             | 2030-01-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10662823.SRDSQ                                      | 10662823.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2874 | PA      | $2700.02      | 0.00%             | 2027-09-26      | Fixed         | 4.56%                 | 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      |
| 206754380.SRDLC                                     | 206754380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4365 | PA      | $4299.02      | 0.00%             | 2028-03-06      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| 207466353.SRDLC                                     | 207466353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17950 | PA      | $17643.33     | 0.00%             | 2029-04-05      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212722882.SRDLC                                     | 212722882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18849 | PA      | $18449.71     | 0.00%             | 2029-12-02      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 213606716.SRDLC                                     | 213606716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9499 | PA      | $9167.55      | 0.00%             | 2028-01-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW3960562.SRDUP                                     | FW3960562.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4171 | PA      | $4133.82      | 0.00%             | 2028-09-05      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| FW4008692.SRDUP                                     | FW4008692.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1289 | PA      | $1300.11      | 0.00%             | 2028-10-06      | Fixed         | 30.17%                | Yes           |                  3 | On Loan: No      |
| 205569647.SRDLC                                     | 205569647.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6117 | PA      | $6081.58      | 0.00%             | 2026-12-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206800576.SRDLC                                     | 206800576.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5383 | PA      | $5352.76      | 0.00%             | 2027-02-20      | Fixed         | 7.00%                 | 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      |
| 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      |
| 213701540.SRDLC                                     | 213701540.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4745 | PA      | $4578.11      | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213945371.SRDLC                                     | 213945371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18327 | PA      | $18165.39     | 0.00%             | 2029-01-27      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 206551118.SRDLC                                     | 206551118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5006 | PA      | $5051.53      | 0.00%             | 2029-02-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206817054.SRDLC                                     | 206817054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6889 | PA      | $6848.77      | 0.00%             | 2027-02-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 10581022.SRDSQ                                      | 10581022.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17588 | PA      | $16350.20     | 0.00%             | 2027-09-10      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10634410.SRDSQ                                      | 10634410.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4281 | PA      | $4076.36      | 0.00%             | 2027-09-20      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 214000266.SRDLC                                     | 214000266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7889 | PA      | $2451.04      | 0.00%             | 2027-01-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214167645.SRDLC                                     | 214167645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17930 | PA      | $17334.32     | 0.00%             | 2030-02-12      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 186890975.SRDLC                                     | 186890975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6238 | PA      | $6293.22      | 0.00%             | 2027-03-08      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 187568029.SRDLC                                     | 187568029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7869 | PA      | $1749.99      | 0.00%             | 2027-09-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193341840.SRDLC                                     | 193341840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6401 | PA      | $670.79       | 0.00%             | 2027-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 195931122.SRDLC                                     | 195931122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18501 | PA      | $1938.94      | 0.00%             | 2028-06-29      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 130                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -34 | NC      | $-125800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5005                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -32 | NC      | $-57920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207355424.SRDLC                                     | 207355424.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5744 | PA      | $601.95       | 0.00%             | 2027-03-21      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 210660091.SRDLC                                     | 210660091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20108 | PA      | $19791.88     | 0.00%             | 2029-09-16      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213973203.SRDLC                                     | 213973203.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2289 | PA      | $2219.05      | 0.00%             | 2028-01-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214054361.SRDLC                                     | 214054361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       481 | PA      | $482.42       | 0.00%             | 2027-02-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW4013153.SRDUP                                     | FW4013153.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14656 | PA      | $14781.81     | 0.00%             | 2028-10-10      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| FW5179841.SRDUP                                     | FW5179841.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2097.47      | 0.00%             | 2030-09-03      | Fixed         | 31.58%                | Yes           |                  3 | On Loan: No      |
| 10637811.SRDSQ                                      | 10637811.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15026 | PA      | $14196.32     | 0.00%             | 2027-09-21      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10639004.SRDSQ                                      | 10639004.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15357 | PA      | $14503.41     | 0.00%             | 2027-09-22      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5010                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-40710.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5015                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-68800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203129024.SRDLC                                     | 203129024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       673 | PA      | $630.38       | 0.00%             | 2026-10-28      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 203768698.SRDLC                                     | 203768698.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15767 | PA      | $15701.00     | 0.00%             | 2028-08-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| L3309588.SRDUP                                      | L3309588.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4994 | PA      | $4989.90      | 0.00%             | 2027-07-26      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3309665.SRDUP                                      | L3309665.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2606 | PA      | $2597.41      | 0.00%             | 2027-07-26      | Fixed         | 12.61%                | Yes           |                  3 | On Loan: No      |
| 188512665.SRDLC                                     | 188512665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $205.41       | 0.00%             | 2025-04-18      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| 188683792.SRDLC                                     | 188683792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1844 | PA      | $1848.12      | 0.00%             | 2027-04-25      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 10648210.SRDSQ                                      | 10648210.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8932 | PA      | $8469.84      | 0.00%             | 2027-09-24      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| 186975831.SRDLC                                     | 186975831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5525 | PA      | $579.06       | 0.00%             | 2027-03-16      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 205005922.SRDLC                                     | 205005922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1362 | PA      | $1375.09      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205138879.SRDLC                                     | 205138879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2719 | PA      | $2765.91      | 0.00%             | 2026-11-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210740533.SRDLC                                     | 210740533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3730 | PA      | $512.92       | 0.00%             | 2027-02-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211032214.SRDLC                                     | 211032214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12585 | PA      | $12367.05     | 0.00%             | 2029-09-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214768420.SRDLC                                     | 214768420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13059 | PA      | $12410.32     | 0.00%             | 2030-03-05      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 214905149.SRDLC                                     | 214905149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22061 | PA      | $21705.84     | 0.00%             | 2028-03-22      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 210779814.SRDLC                                     | 210779814.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       557 | PA      | $542.58       | 0.00%             | 2027-09-11      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211859957.SRDLC                                     | 211859957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13794 | PA      | $13460.16     | 0.00%             | 2027-11-01      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 205179773.SRDLC                                     | 205179773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4206 | PA      | $4171.82      | 0.00%             | 2028-11-16      | Fixed         | 19.98%                | Yes           |                  3 | On Loan: No      |
| 205232683.SRDLC                                     | 205232683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1777 | PA      | $1797.57      | 0.00%             | 2026-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 193645928.SRDLC                                     | 193645928.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       836 | PA      | $843.86       | 0.00%             | 2028-04-01      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 195917993.SRDLC                                     | 195917993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1968 | PA      | $2002.30      | 0.00%             | 2026-11-29      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 10369219.SRDSQ                                      | 10369219.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4212 | PA      | $4009.00      | 0.00%             | 2027-07-23      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10602428.SRDSQ                                      | 10602428.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12118 | PA      | $11208.27     | 0.00%             | 2027-09-13      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 187145522.SRDLC                                     | 187145522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4145 | PA      | $4170.35      | 0.00%             | 2027-10-14      | Fixed         | 14.99%                | 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      |
| L3344681.SRDUP                                      | L3344681.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5691 | PA      | $5666.96      | 0.00%             | 2027-08-10      | Fixed         | 15.35%                | Yes           |                  3 | On Loan: No      |
| L3391617.SRDUP                                      | L3391617.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       106 | PA      | $105.31       | 0.00%             | 2027-09-01      | Fixed         | 22.34%                | Yes           |                  3 | On Loan: No      |
| 212009885.SRDLC                                     | 212009885.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14071 | PA      | $13869.67     | 0.00%             | 2027-11-04      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 212291473.SRDLC                                     | 212291473.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16235 | PA      | $15634.43     | 0.00%             | 2029-11-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206592283.SRDLC                                     | 206592283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18615 | PA      | $1950.84      | 0.00%             | 2027-02-20      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 206802964.SRDLC                                     | 206802964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4639 | PA      | $4671.68      | 0.00%             | 2028-02-20      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| L3960142.SRDUP                                      | L3960142.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8708 | PA      | $8629.66      | 0.00%             | 2028-09-05      | Fixed         | 16.19%                | Yes           |                  3 | On Loan: No      |
| L4008507.SRDUP                                      | L4008507.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2855 | PA      | $2858.18      | 0.00%             | 2028-10-16      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 214350262.SRDLC                                     | 214350262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6058 | PA      | $5889.83      | 0.00%             | 2029-02-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 214998632.SRDLC                                     | 214998632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13062 | PA      | $12772.08     | 0.00%             | 2031-03-14      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 187866166.SRDLC                                     | 187866166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6363 | PA      | $348.71       | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188761265.SRDLC                                     | 188761265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1910 | PA      | $200.20       | 0.00%             | 2025-04-25      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 10380210.SRDSQ                                      | 10380210.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $692.82       | 0.00%             | 2027-07-27      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10573044.SRDSQ                                      | 10573044.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15811 | PA      | $15006.67     | 0.00%             | 2027-09-08      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 212365965.SRDLC                                     | 212365965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9354 | PA      | $9065.02      | 0.00%             | 2027-11-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212530777.SRDLC                                     | 212530777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       641 | PA      | $628.01       | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5386168.SRDUP                                      | L5386168.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3703.39      | 0.00%             | 2028-05-23      | Fixed         | 16.58%                | Yes           |                  3 | On Loan: No      |
| L5582746.SRDUP                                      | L5582746.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1919 | PA      | $1879.17      | 0.00%             | 2030-07-01      | Fixed         | 22.80%                | Yes           |                  3 | On Loan: No      |
| 214906743.SRDLC                                     | 214906743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28141 | PA      | $27530.29     | 0.00%             | 2031-03-20      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 214955925.SRDLC                                     | 214955925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4553 | PA      | $4491.07      | 0.00%             | 2027-03-25      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 10585771.SRDSQ                                      | 10585771.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21038 | PA      | $19918.40     | 0.00%             | 2027-09-11      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10669767.SRDSQ                                      | 10669767.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36283 | PA      | $32665.40     | 0.00%             | 2027-09-27      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 204015353.SRDLC                                     | 204015353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7663 | PA      | $7825.26      | 0.00%             | 2027-09-12      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204136555.SRDLC                                     | 204136555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14090 | PA      | $14034.70     | 0.00%             | 2028-09-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 213852378.SRDLC                                     | 213852378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13059 | PA      | $12759.12     | 0.00%             | 2028-01-22      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214377452.SRDLC                                     | 214377452.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12217 | PA      | $0.00         | 0.00%             | 2028-06-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215074652.SRDLC                                     | 215074652.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1481.69      | 0.00%             | 2027-03-24      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215107730.SRDLC                                     | 215107730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9675 | PA      | $1013.97      | 0.00%             | 2029-04-07      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204508979.SRDLC                                     | 204508979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2388 | PA      | $2406.67      | 0.00%             | 2026-10-24      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 204953638.SRDLC                                     | 204953638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3073 | PA      | $3054.78      | 0.00%             | 2026-11-07      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 206595670.SRDLC                                     | 206595670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4740 | PA      | $4742.07      | 0.00%             | 2027-02-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206602173.SRDLC                                     | 206602173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       542 | PA      | $541.40       | 0.00%             | 2027-02-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214957342.SRDLC                                     | 214957342.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2628 | PA      | $2591.51      | 0.00%             | 2027-03-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 215353662.SRDLC                                     | 215353662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16525 | PA      | $16200.92     | 0.00%             | 2030-03-28      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211393366.SRDLC                                     | 211393366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1122 | PA      | $1086.75      | 0.00%             | 2028-10-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211401613.SRDLC                                     | 211401613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1048 | PA      | $1042.61      | 0.00%             | 2026-10-08      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 214867297.SRDLC                                     | 214867297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11793 | PA      | $11381.77     | 0.00%             | 2030-03-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215051416.SRDLC                                     | 215051416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4721 | PA      | $4601.31      | 0.00%             | 2028-03-17      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 188846276.SRDLC                                     | 188846276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11046 | PA      | $10976.56     | 0.00%             | 2027-05-10      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| 192855200.SRDLC                                     | 192855200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2623 | PA      | $274.84       | 0.00%             | 2027-08-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219092190.SRDLC                                     | 219092190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2830 | PA      | $2756.30      | 0.00%             | 2027-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219993108.SRDLC                                     | 219993108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4230 | PA      | $4053.18      | 0.00%             | 2028-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 207203419.SRDLC                                     | 207203419.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1628 | PA      | $1637.59      | 0.00%             | 2027-03-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211041204.SRDLC                                     | 211041204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1171 | PA      | $1165.01      | 0.00%             | 2027-09-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206726735.SRDLC                                     | 206726735.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1469 | PA      | $1459.98      | 0.00%             | 2027-02-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206795411.SRDLC                                     | 206795411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20364 | PA      | $20132.29     | 0.00%             | 2029-02-20      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 215555509.SRDLC                                     | 215555509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18951 | PA      | $18195.02     | 0.00%             | 2028-04-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 216549408.SRDLC                                     | 216549408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7651 | PA      | $7408.05      | 0.00%             | 2029-05-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211517925.SRDLC                                     | 211517925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       912 | PA      | $921.37       | 0.00%             | 2026-10-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 212490932.SRDLC                                     | 212490932.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2623 | PA      | $2529.22      | 0.00%             | 2027-11-19      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 193107288.SRDLC                                     | 193107288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14531 | PA      | $1522.84      | 0.00%             | 2027-08-31      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204007369.SRDLC                                     | 204007369.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2804 | PA      | $2795.14      | 0.00%             | 2026-09-05      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 220002767.SRDLC                                     | 220002767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15242 | PA      | $14669.95     | 0.00%             | 2031-03-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 8165158.SRDSQ                                       | 8165158.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5653 | PA      | $418.36       | 0.00%             | 2026-03-09      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 216576368.SRDLC                                     | 216576368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5148 | PA      | $4983.69      | 0.00%             | 2029-05-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 216597744.SRDLC                                     | 216597744.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12430 | PA      | $11873.00     | 0.00%             | 2028-05-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211069185.SRDLC                                     | 211069185.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4365 | PA      | $4344.03      | 0.00%             | 2027-09-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211166372.SRDLC                                     | 211166372.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4634 | PA      | $4474.16      | 0.00%             | 2027-10-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206900700.SRDLC                                     | 206900700.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3577 | PA      | $3519.37      | 0.00%             | 2027-08-26      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206906819.SRDLC                                     | 206906819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3055 | PA      | $3053.61      | 0.00%             | 2028-02-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 215495208.SRDLC                                     | 215495208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7893 | PA      | $7587.61      | 0.00%             | 2029-04-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215576256.SRDLC                                     | 215576256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10739 | PA      | $858.04       | 0.00%             | 2029-04-21      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 213391111.SRDLC                                     | 213391111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4729 | PA      | $4573.75      | 0.00%             | 2028-01-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 213861553.SRDLC                                     | 213861553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2002 | PA      | $1983.70      | 0.00%             | 2028-01-21      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 9677053.SRDSQ                                       | 9677053.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50422 | PA      | $48642.45     | 0.00%             | 2027-02-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jun26C 474                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2468.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 216632056.SRDLC                                     | 216632056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       932 | PA      | $922.36       | 0.00%             | 2027-05-21      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 218853362.SRDLC                                     | 218853362.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6256 | PA      | $6110.52      | 0.00%             | 2027-08-14      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211210839.SRDLC                                     | 211210839.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2461 | PA      | $2308.82      | 0.00%             | 2028-10-02      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211373193.SRDLC                                     | 211373193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19454 | PA      | $18704.64     | 0.00%             | 2029-10-04      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205235746.SRDLC                                     | 205235746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3427 | PA      | $3414.47      | 0.00%             | 2026-11-13      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 205291655.SRDLC                                     | 205291655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16269 | PA      | $16120.59     | 0.00%             | 2028-12-06      | Fixed         | 15.25%                | Yes           |                  3 | On Loan: No      |
| 207902617.SRDLC                                     | 207902617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6216 | PA      | $6228.35      | 0.00%             | 2029-04-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207903003.SRDLC                                     | 207903003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9809 | PA      | $1804.89      | 0.00%             | 2028-04-26      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 215620033.SRDLC                                     | 215620033.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7531 | PA      | $7254.20      | 0.00%             | 2029-04-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219153855.SRDLC                                     | 219153855.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12150 | PA      | $11649.28     | 0.00%             | 2028-08-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214359946.SRDLC                                     | 214359946.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7437 | PA      | $7232.68      | 0.00%             | 2029-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215594160.SRDLC                                     | 215594160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5349 | PA      | $4994.74      | 0.00%             | 2028-08-09      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204271092.SRDLC                                     | 204271092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21022 | PA      | $20931.16     | 0.00%             | 2028-09-25      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| 204780925.SRDLC                                     | 204780925.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16816 | PA      | $17628.01     | 0.00%             | 2028-10-30      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5020                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -52 | NC      | $-87360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5025                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219990611.SRDLC                                     | 219990611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5811 | PA      | $5644.10      | 0.00%             | 2027-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219997648.SRDLC                                     | 219997648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3037 | PA      | $2954.70      | 0.00%             | 2027-09-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219165956.SRDLC                                     | 219165956.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $4734.24      | 0.00%             | 2028-08-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219450833.SRDLC                                     | 219450833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2859 | PA      | $2740.60      | 0.00%             | 2028-09-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CORN FUTURE OPTN  Jun26P 459                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-843.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE       Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -183 | NC      | $-220609.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 10605899.SRDSQ                                      | 10605899.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       553 | PA      | $526.58       | 0.00%             | 2027-09-14      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10626901.SRDSQ                                      | 10626901.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2495 | PA      | $1554.92      | 0.00%             | 2027-09-19      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 204795406.SRDLC                                     | 204795406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       484 | PA      | $482.80       | 0.00%             | 2026-10-20      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 204848035.SRDLC                                     | 204848035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1396.28      | 0.00%             | 2026-10-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5030                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-6440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5035                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-4710.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2026-1 Class A                                            | CUSIP: 54180BAA2<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1549000 | PA      | $1548225.50   | 0.07%             | 2029-04-30      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2026-1 Class B                                            | CUSIP: 54180BAB0<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1394000 | PA      | $1392815.10   | 0.06%             | 2029-04-30      | Floating      | 18.69%                | Yes           |                  2 | On Loan: No      |
| 220026778.SRDLC                                     | 220026778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9158 | PA      | $8783.15      | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 220056770.SRDLC                                     | 220056770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2410 | PA      | $1715.34      | 0.00%             | 2027-09-30      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3800                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-9800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3850                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-7350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3900                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-2720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10645751.SRDSQ                                      | 10645751.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       672 | PA      | $592.96       | 0.00%             | 2027-09-23      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 186430295.SRDLC                                     | 186430295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2661 | PA      | $2698.87      | 0.00%             | 2027-02-22      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re 2026-1 Class 1                                             | CUSIP: 62984JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    416000 | PA      | $415688.00    | 0.02%             | 2031-04-09      | Floating      | 5.82%                 | 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      | $2248396.80   | 0.10%             | 2026-12-07      | Floating      | 13.69%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5085                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-6250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5095                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-5950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220328250.SRDLC                                     | 220328250.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9949 | PA      | $9616.44      | 0.00%             | 2029-09-25      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 8148391.SRDSQ                                       | 8148391.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3313 | PA      | $690.17       | 0.00%             | 2026-03-03      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8151850.SRDSQ                                       | 8151850.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       263 | PA      | $168.15       | 0.00%             | 2026-03-04      | Fixed         | 5.40%                 | Yes           |                  3 | On Loan: No      |
| 8650841.SRDSQ                                       | 8650841.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1928 | PA      | $1652.81      | 0.00%             | 2026-07-25      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 100                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-744500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| 186816681.SRDLC                                     | 186816681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $93.05        | 0.00%             | 2025-06-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 186859612.SRDLC                                     | 186859612.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       650 | PA      | $648.06       | 0.00%             | 2027-03-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5100                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-4680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5110                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-4480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9346407.SRDSQ                                       | 9346407.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13331 | PA      | $986.49       | 0.00%             | 2027-01-16      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 9804739.SRDSQ                                       | 9804739.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12088 | PA      | $11285.08     | 0.00%             | 2027-03-16      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 8356281.SRDSQ                                       | 8356281.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1880 | PA      | $1115.28      | 0.00%             | 2026-05-06      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8369484.SRDSQ                                       | 8369484.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       885 | PA      | $696.43       | 0.00%             | 2026-05-10      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 211442183.SRDLC                                     | 211442183.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6993 | PA      | $6756.93      | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211452595.SRDLC                                     | 211452595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12525 | PA      | $12192.30     | 0.00%             | 2027-10-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 105                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $-360900.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 110                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-481500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 204880350.SRDLC                                     | 204880350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7175 | PA      | $7610.84      | 0.00%             | 2028-11-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205155835.SRDLC                                     | 205155835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       731 | PA      | $735.99       | 0.00%             | 2026-11-17      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5115                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-23980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5120                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-20330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3911341.SRDUP                                    | CBM3911341.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       592 | PA      | $91.88        | 0.00%             | 2028-08-02      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| CBM4008227.SRDUP                                    | CBM4008227.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       355 | PA      | $352.98       | 0.00%             | 2026-10-06      | Fixed         | 19.33%                | Yes           |                  3 | On Loan: No      |
| 8633043.SRDSQ                                       | 8633043.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       689 | PA      | $401.80       | 0.00%             | 2026-07-20      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8635227.SRDSQ                                       | 8635227.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       343 | PA      | $310.53       | 0.00%             | 2026-07-21      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 211468131.SRDLC                                     | 211468131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9398 | PA      | $984.86       | 0.00%             | 2028-10-07      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211482353.SRDLC                                     | 211482353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4546 | PA      | $4335.42      | 0.00%             | 2029-02-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 120                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -26 | NC      | $-156520.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 131                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-60010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM4998058.SRDUP                                    | CBM4998058.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2857 | PA      | $827.19       | 0.00%             | 2030-02-04      | Fixed         | 29.22%                | Yes           |                  3 | On Loan: No      |
| CBM5383862.SRDUP                                    | CBM5383862.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1598 | PA      | $1552.68      | 0.00%             | 2028-05-23      | Fixed         | 28.97%                | Yes           |                  3 | On Loan: No      |
| 205181324.SRDLC                                     | 205181324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1509 | PA      | $1518.36      | 0.00%             | 2026-11-13      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 205316746.SRDLC                                     | 205316746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3512 | PA      | $3506.04      | 0.00%             | 2026-11-20      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5125                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-6300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5130                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-5150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186894964.SRDLC                                     | 186894964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6381 | PA      | $668.74       | 0.00%             | 2027-03-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 186963965.SRDLC                                     | 186963965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1624 | PA      | $1663.11      | 0.00%             | 2027-03-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211489395.SRDLC                                     | 211489395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7174 | PA      | $7010.32      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | 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      |
| DRB5009705.SRDUP                                    | DRB5009705.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       629 | PA      | $97.57        | 0.00%             | 2030-02-07      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| DRB5010194.SRDUP                                    | DRB5010194.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       990 | PA      | $196.25       | 0.00%             | 2030-02-07      | Fixed         | 24.55%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 132                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -38 | NC      | $-127680.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 132.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-65600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8867705.SRDSQ                                       | 8867705.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12243 | PA      | $905.99       | 0.00%             | 2026-09-20      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8869291.SRDSQ                                       | 8869291.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4977 | PA      | $368.29       | 0.00%             | 2026-09-20      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 205525021.SRDLC                                     | 205525021.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3572 | PA      | $3544.74      | 0.00%             | 2026-12-05      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 205747984.SRDLC                                     | 205747984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18035 | PA      | $17883.37     | 0.00%             | 2028-12-18      | Fixed         | 11.09%                | Yes           |                  3 | On Loan: No      |
| DRB5177180.SRDUP                                    | DRB5177180.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2624 | PA      | $2409.22      | 0.00%             | 2030-04-03      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5181242.SRDUP                                    | DRB5181242.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $178.26       | 0.00%             | 2028-04-04      | Fixed         | 30.38%                | 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        |   1239000 | PA      | $1250212.95   | 0.06%             | 2026-12-07      | Floating      | 17.19%                | 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      | $750484.00    | 0.03%             | 2028-06-07      | Floating      | 18.98%                | Yes           |                  2 | 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      |
| 211654305.SRDLC                                     | 211654305.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4529 | PA      | $4388.21      | 0.00%             | 2027-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5379956.SRDUP                                    | DRB5379956.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2276 | PA      | $235.14       | 0.00%             | 2030-05-22      | Fixed         | 29.05%                | Yes           |                  3 | On Loan: No      |
| DRB5589426.SRDUP                                    | DRB5589426.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2510 | PA      | $2328.68      | 0.00%             | 2030-07-03      | Fixed         | 31.29%                | Yes           |                  3 | On Loan: No      |
| 206481938.SRDLC                                     | 206481938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6639 | PA      | $6557.46      | 0.00%             | 2028-02-05      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 206494780.SRDLC                                     | 206494780.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1861 | PA      | $1874.23      | 0.00%             | 2027-02-20      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 9025640.SRDSQ                                       | 9025640.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       986 | PA      | $963.27       | 0.00%             | 2026-10-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9041913.SRDSQ                                       | 9041913.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $570.19       | 0.00%             | 2026-11-03      | Fixed         | 6.08%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5135                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-11000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5140                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-4900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211656467.SRDLC                                     | 211656467.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2896 | PA      | $2805.86      | 0.00%             | 2027-10-18      | Fixed         | 21.49%                | Yes           |                  3 | 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      |
| FW3291622.SRDUP                                     | FW3291622.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       639 | PA      | $643.13       | 0.00%             | 2027-07-19      | Fixed         | 29.25%                | Yes           |                  3 | On Loan: No      |
| FW3298546.SRDUP                                     | FW3298546.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       482 | PA      | $486.97       | 0.00%             | 2027-07-21      | Fixed         | 30.05%                | 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      | $3094685.55   | 0.14%             | 2029-01-16      | Floating      | 14.34%                | 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      | $870645.75    | 0.04%             | 2029-04-10      | Floating      | 13.87%                | Yes           |                  2 | On Loan: No      |
| 9295453.SRDSQ                                       | 9295453.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10540 | PA      | $9102.74      | 0.00%             | 2027-01-02      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 9300890.SRDSQ                                       | 9300890.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2924 | PA      | $2618.87      | 0.00%             | 2027-01-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 133                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -54 | NC      | $-172800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 134                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -102 | NC      | $-311100.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 10348893.SRDSQ                                      | 10348893.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4112 | PA      | $3912.35      | 0.00%             | 2027-07-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10353912.SRDSQ                                      | 10353912.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2936 | PA      | $2763.56      | 0.00%             | 2027-07-21      | Fixed         | 5.15%                 | 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      |
| 188639510.SRDLC                                     | 188639510.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3041 | PA      | $3111.44      | 0.00%             | 2027-04-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5145                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-7680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5150                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-9400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206543969.SRDLC                                     | 206543969.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21315 | PA      | $21658.02     | 0.00%             | 2028-02-15      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 206571682.SRDLC                                     | 206571682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2703 | PA      | $489.99       | 0.00%             | 2027-02-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 10695596.SRDSQ                                      | 10695596.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    158073 | PA      | $148288.06    | 0.01%             | 2027-10-02      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10720970.SRDSQ                                      | 10720970.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    138149 | PA      | $129570.31    | 0.01%             | 2027-10-07      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 9313593.SRDSQ                                       | 9313593.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4546 | PA      | $336.40       | 0.00%             | 2027-01-08      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9349320.SRDSQ                                       | 9349320.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4021 | PA      | $2843.08      | 0.00%             | 2027-01-17      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 211809160.SRDLC                                     | 211809160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9736 | PA      | $9517.58      | 0.00%             | 2028-11-28      | Fixed         | 22.49%                | 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      |
| FW3331251.SRDUP                                     | FW3331251.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1300 | PA      | $1310.09      | 0.00%             | 2027-08-04      | Fixed         | 20.33%                | Yes           |                  3 | On Loan: No      |
| FW3337412.SRDUP                                     | FW3337412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11197 | PA      | $11135.05     | 0.00%             | 2027-08-08      | Fixed         | 11.40%                | Yes           |                  3 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2026-1 Class A                                       | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4620000 | PA      | $4587891.00   | 0.21%             | 2030-02-26      | Floating      | 11.70%                | Yes           |                  2 | 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      | $1897259.25   | 0.09%             | 2028-04-07      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| 210257743.SRDLC                                     | 210257743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5329 | PA      | $5304.69      | 0.00%             | 2027-09-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210574040.SRDLC                                     | 210574040.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4542 | PA      | $4396.97      | 0.00%             | 2027-09-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 9369392.SRDSQ                                       | 9369392.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       725 | PA      | $711.20       | 0.00%             | 2027-01-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9379229.SRDSQ                                       | 9379229.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1937 | PA      | $1399.36      | 0.00%             | 2027-01-25      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 212523124.SRDLC                                     | 212523124.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4454 | PA      | $4306.09      | 0.00%             | 2027-11-28      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213493334.SRDLC                                     | 213493334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3235 | PA      | $3151.14      | 0.00%             | 2029-01-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 186126018.SRDLC                                     | 186126018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2138 | PA      | $2167.28      | 0.00%             | 2027-02-24      | Fixed         | 19.99%                | 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      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class A                                             | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2977000 | PA      | $3029841.75   | 0.14%             | 2029-02-26      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2025-SFR1 Trust                                 | CUSIP: 74334NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1806722.30   | 0.08%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 210644014.SRDLC                                     | 210644014.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5348 | PA      | $5281.41      | 0.00%             | 2027-09-24      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210736180.SRDLC                                     | 210736180.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10432 | PA      | $10303.99     | 0.00%             | 2027-09-13      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| FW3542156.SRDUP                                     | FW3542156.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22713 | PA      | $22801.70     | 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        |     13617 | PA      | $7814.79      | 0.00%             | 2027-11-01      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| 213500714.SRDLC                                     | 213500714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13487 | PA      | $13281.66     | 0.00%             | 2028-01-17      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 213722585.SRDLC                                     | 213722585.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15623 | PA      | $15220.06     | 0.00%             | 2029-01-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 186855159.SRDLC                                     | 186855159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7232 | PA      | $7399.54      | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | 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      |
| 188651498.SRDLC                                     | 188651498.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1933 | PA      | $1925.34      | 0.00%             | 2027-04-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 191203714.SRDLC                                     | 191203714.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3350 | PA      | $351.11       | 0.00%             | 2025-07-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5155                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-3680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5175                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-15300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9716921.SRDSQ                                       | 9716921.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16350 | PA      | $16155.78     | 0.00%             | 2027-02-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9724328.SRDSQ                                       | 9724328.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    117509 | PA      | $111174.79    | 0.01%             | 2027-02-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 210777533.SRDLC                                     | 210777533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12713 | PA      | $12447.73     | 0.00%             | 2029-09-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210935505.SRDLC                                     | 210935505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12565 | PA      | $12328.81     | 0.00%             | 2029-09-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213977208.SRDLC                                     | 213977208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7267 | PA      | $7047.18      | 0.00%             | 2028-02-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214157926.SRDLC                                     | 214157926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8617 | PA      | $8363.23      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FW3910278.SRDUP                                     | FW3910278.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7885 | PA      | $7875.60      | 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        |       449 | PA      | $448.29       | 0.00%             | 2028-09-05      | Fixed         | 30.66%                | 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      | $3555899.96   | 0.16%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Proper Pass-Thru Trust III                          | Prosper Pass-Thru Trust III Series 2026 PT1                          | CUSIP: 74360NAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  59945000 | PA      | $60669205.14  | 2.78%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| 211200729.SRDLC                                     | 211200729.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12798 | PA      | $1341.21      | 0.00%             | 2029-05-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211318207.SRDLC                                     | 211318207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11656 | PA      | $11275.74     | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 9742042.SRDSQ                                       | 9742042.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1593 | PA      | $1295.75      | 0.00%             | 2027-02-28      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| CBM3910035.SRDUP                                    | CBM3910035.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       304 | PA      | $301.49       | 0.00%             | 2026-08-02      | Fixed         | 25.43%                | Yes           |                  3 | On Loan: No      |
| 214339871.SRDLC                                     | 214339871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9846 | PA      | $9611.25      | 0.00%             | 2028-02-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214363024.SRDLC                                     | 214363024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       694 | PA      | $689.21       | 0.00%             | 2027-02-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| FW4009883.SRDUP                                     | FW4009883.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2885 | PA      | $2914.87      | 0.00%             | 2028-10-10      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| FW5582921.SRDUP                                     | FW5582921.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21832 | PA      | $21443.32     | 0.00%             | 2030-07-02      | Fixed         | 19.69%                | 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      | $2521581.40   | 0.12%             | 2027-06-07      | Floating      | 10.80%                | 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        |   1871000 | PA      | $1878671.10   | 0.09%             | 2026-06-05      | Floating      | 13.07%                | Yes           |                  2 | On Loan: No      |
| 211454763.SRDLC                                     | 211454763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21855 | PA      | $2290.39      | 0.00%             | 2028-04-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211495534.SRDLC                                     | 211495534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2771 | PA      | $2685.54      | 0.00%             | 2027-10-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| CBM3958274.SRDUP                                    | CBM3958274.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15875 | PA      | $8132.78      | 0.00%             | 2028-10-05      | Fixed         | 23.89%                | Yes           |                  3 | On Loan: No      |
| CBM4009969.SRDUP                                    | CBM4009969.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3390 | PA      | $3424.62      | 0.00%             | 2028-10-10      | Fixed         | 29.14%                | Yes           |                  3 | On Loan: No      |
| L3291691.SRDUP                                      | L3291691.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3117 | PA      | $403.90       | 0.00%             | 2027-07-19      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| L3305645.SRDUP                                      | L3305645.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2437 | PA      | $2428.71      | 0.00%             | 2027-07-25      | Fixed         | 11.17%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 135                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -150 | NC      | $-435000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 136                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -134 | NC      | $-371180.00   | -0.02%            |  |  |  | No            |                  1 | 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      | $2343255.75   | 0.11%             | 2028-06-07      | Floating      | 7.44%                 | 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        |   3542000 | PA      | $3600088.80   | 0.17%             | 2028-06-07      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| CBM5187005.SRDUP                                    | CBM5187005.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2541 | PA      | $2387.32      | 0.00%             | 2028-04-20      | Fixed         | 24.95%                | Yes           |                  3 | On Loan: No      |
| DRB5000530.SRDUP                                    | DRB5000530.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1577 | PA      | $306.65       | 0.00%             | 2030-02-04      | Fixed         | 30.50%                | 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      |
| 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      |
| L3309580.SRDUP                                      | L3309580.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       854 | PA      | $862.41       | 0.00%             | 2027-07-26      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| L3325231.SRDUP                                      | L3325231.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1688 | PA      | $1694.21      | 0.00%             | 2027-08-02      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| 211618533.SRDLC                                     | 211618533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5044 | PA      | $4955.53      | 0.00%             | 2029-10-27      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 212356804.SRDLC                                     | 212356804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12197 | PA      | $11841.82     | 0.00%             | 2029-11-17      | Fixed         | 26.49%                | 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        |   3372000 | PA      | $3461020.80   | 0.16%             | 2028-06-07      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    897000 | PA      | $885848.14    | 0.04%             | 2026-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRB5177350.SRDUP                                    | DRB5177350.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       468 | PA      | $72.70        | 0.00%             | 2028-04-03      | Fixed         | 25.28%                | Yes           |                  3 | On Loan: No      |
| DRB5181496.SRDUP                                    | DRB5181496.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6234 | PA      | $5727.88      | 0.00%             | 2030-04-04      | Fixed         | 31.72%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 137                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -154 | NC      | $-405020.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 138                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -154 | NC      | $-386540.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| L3325602.SRDUP                                      | L3325602.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       427 | PA      | $426.00       | 0.00%             | 2027-08-02      | Fixed         | 24.01%                | Yes           |                  3 | On Loan: No      |
| L3337445.SRDUP                                      | L3337445.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       457 | PA      | $458.71       | 0.00%             | 2027-08-08      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| 213365097.SRDLC                                     | 213365097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13132 | PA      | $12829.89     | 0.00%             | 2030-01-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213675774.SRDLC                                     | 213675774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1553 | PA      | $106.55       | 0.00%             | 2028-01-26      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163000000 | PA      | $159205514.85 | 7.30%             | 2026-12-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $107148125.70 | 4.91%             | 2027-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRB5377434.SRDUP                                    | DRB5377434.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9689 | PA      | $8517.96      | 0.00%             | 2030-05-22      | Fixed         | 30.44%                | Yes           |                  3 | On Loan: No      |
| DRB5580861.SRDUP                                    | DRB5580861.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1148 | PA      | $87.37        | 0.00%             | 2030-07-01      | Fixed         | 25.27%                | Yes           |                  3 | On Loan: No      |
| L3394680.SRDUP                                      | L3394680.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4482 | PA      | $4517.78      | 0.00%             | 2027-09-02      | Fixed         | 20.76%                | Yes           |                  3 | On Loan: No      |
| L3537611.SRDUP                                      | L3537611.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       571 | PA      | $572.08       | 0.00%             | 2027-11-01      | Fixed         | 24.04%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 139                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -110 | NC      | $-262900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 140                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -121 | NC      | $-275880.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                          | CUSIP: 912797TV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172000000 | PA      | $167035276.76 | 7.66%             | 2027-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Jun26C 74.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-5820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10371142.SRDSQ                                      | 10371142.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3256 | PA      | $3126.39      | 0.00%             | 2027-07-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10541579.SRDSQ                                      | 10541579.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38792 | PA      | $36433.84     | 0.00%             | 2027-09-03      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| FW3303183.SRDUP                                     | FW3303183.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1191 | PA      | $1202.71      | 0.00%             | 2027-07-22      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| FW3304565.SRDUP                                     | FW3304565.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2313 | PA      | $358.98       | 0.00%             | 2027-12-25      | Fixed         | 17.02%                | Yes           |                  3 | On Loan: No      |
| L3909882.SRDUP                                      | L3909882.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4320 | PA      | $4278.91      | 0.00%             | 2028-08-02      | Fixed         | 15.31%                | Yes           |                  3 | On Loan: No      |
| L3911757.SRDUP                                      | L3911757.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14378 | PA      | $1538.43      | 0.00%             | 2028-08-03      | Fixed         | 14.93%                | Yes           |                  3 | On Loan: No      |
| 213939105.SRDLC                                     | 213939105.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9088 | PA      | $9012.44      | 0.00%             | 2029-01-27      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214059674.SRDLC                                     | 214059674.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13013 | PA      | $12579.72     | 0.00%             | 2028-02-10      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL OPTN  Jun26P 67.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-555.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       109 | NC      | $428123.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FW3329630.SRDUP                                     | FW3329630.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3465 | PA      | $3479.04      | 0.00%             | 2027-08-03      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| FW3394390.SRDUP                                     | FW3394390.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2379 | PA      | $2363.54      | 0.00%             | 2027-09-10      | Fixed         | 27.09%                | Yes           |                  3 | On Loan: No      |
| L5578512.SRDUP                                      | L5578512.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8023 | PA      | $8014.74      | 0.00%             | 2030-07-01      | Fixed         | 18.23%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 141                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -88 | NC      | $-190960.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 142                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -87 | NC      | $-180090.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214275681.SRDLC                                     | 214275681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14646 | PA      | $14231.44     | 0.00%             | 2030-02-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214388027.SRDLC                                     | 214388027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13763 | PA      | $13226.71     | 0.00%             | 2028-02-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM4008239.SRDUP                                    | CBM4008239.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3700 | PA      | $3732.66      | 0.00%             | 2028-10-06      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | S&P500 EMINI FUT  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -230 | NC      | $-1053232.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3542901.SRDUP                                     | FW3542901.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $1073.35      | 0.00%             | 2027-11-02      | Fixed         | 29.75%                | Yes           |                  3 | On Loan: No      |
| FW3543054.SRDUP                                     | FW3543054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13405 | PA      | $13460.30     | 0.00%             | 2027-11-02      | Fixed         | 25.59%                | Yes           |                  3 | On Loan: No      |
| 205579914.SRDLC                                     | 205579914.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12688 | PA      | $12658.41     | 0.00%             | 2028-12-19      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205911522.SRDLC                                     | 205911522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4648 | PA      | $4586.70      | 0.00%             | 2027-01-10      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 193402913.SRDLC                                     | 193402913.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1814 | PA      | $190.08       | 0.00%             | 2025-09-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 193940880.SRDLC                                     | 193940880.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8059 | PA      | $8205.99      | 0.00%             | 2027-09-26      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 187048685.SRDLC                                     | 187048685.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3110 | PA      | $3083.93      | 0.00%             | 2027-03-11      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 187081426.SRDLC                                     | 187081426.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5221 | PA      | $5131.81      | 0.00%             | 2027-08-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214962234.SRDLC                                     | 214962234.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8758 | PA      | $8452.86      | 0.00%             | 2030-03-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215265357.SRDLC                                     | 215265357.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4689 | PA      | $4644.49      | 0.00%             | 2029-03-26      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW3292526.SRDUP                                     | FW3292526.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3345 | PA      | $3384.02      | 0.00%             | 2027-07-19      | Fixed         | 20.12%                | Yes           |                  3 | On Loan: No      |
| FW3334948.SRDUP                                     | FW3334948.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2070 | PA      | $2079.47      | 0.00%             | 2027-08-05      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3909903.SRDUP                                     | FW3909903.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       668 | PA      | $670.51       | 0.00%             | 2028-08-02      | Fixed         | 27.62%                | Yes           |                  3 | On Loan: No      |
| FW3913845.SRDUP                                     | FW3913845.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1034 | PA      | $1025.69      | 0.00%             | 2026-08-04      | Fixed         | 27.67%                | Yes           |                  3 | On Loan: No      |
| 215448186.SRDLC                                     | 215448186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10402 | PA      | $9959.55      | 0.00%             | 2030-04-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 216513499.SRDLC                                     | 216513499.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13644 | PA      | $12758.43     | 0.00%             | 2029-05-21      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 143                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -89 | NC      | $-176220.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 144                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -59 | NC      | $-111510.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 187125272.SRDLC                                     | 187125272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2223 | PA      | $2214.36      | 0.00%             | 2027-03-11      | Fixed         | 9.99%                 | 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      |
| 10041542.SRDSQ                                      | 10041542.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30183 | PA      | $26859.43     | 0.00%             | 2027-05-06      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10084066.SRDSQ                                      | 10084066.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3397 | PA      | $344.12       | 0.00%             | 2027-05-18      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| FW3954388.SRDUP                                     | FW3954388.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8893 | PA      | $8947.28      | 0.00%             | 2028-09-01      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| FW3954483.SRDUP                                     | FW3954483.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       851 | PA      | $481.59       | 0.00%             | 2028-09-01      | Fixed         | 28.57%                | 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      |
| 188003641.SRDLC                                     | 188003641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9284 | PA      | $9246.41      | 0.00%             | 2027-04-15      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 219874626.SRDLC                                     | 219874626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6174 | PA      | $5847.02      | 0.00%             | 2028-09-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219957731.SRDLC                                     | 219957731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9373 | PA      | $8977.75      | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | 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      |
| 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      |
| FW3401732.SRDUP                                     | FW3401732.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6242 | PA      | $968.75       | 0.00%             | 2028-07-15      | Fixed         | 34.63%                | Yes           |                  3 | On Loan: No      |
| FW3501022.SRDUP                                     | FW3501022.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16177 | PA      | $16094.82     | 0.00%             | 2027-10-13      | Fixed         | 11.80%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 145                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -92 | NC      | $-165600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 146                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-36120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 194264252.SRDLC                                     | 194264252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3759 | PA      | $393.97       | 0.00%             | 2027-10-12      | Fixed         | 25.44%                | Yes           |                  3 | On Loan: No      |
| 203172623.SRDLC                                     | 203172623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       799 | PA      | $798.01       | 0.00%             | 2026-08-07      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| FW3954538.SRDUP                                     | FW3954538.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2388 | PA      | $2403.64      | 0.00%             | 2028-09-01      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| FW3957551.SRDUP                                     | FW3957551.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1569 | PA      | $1509.23      | 0.00%             | 2029-02-05      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| 187518225.SRDLC                                     | 187518225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2158 | PA      | $226.19       | 0.00%             | 2027-03-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 187625273.SRDLC                                     | 187625273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1780 | PA      | $1878.02      | 0.00%             | 2027-03-24      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW5579232.SRDUP                                     | FW5579232.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4679 | PA      | $4346.69      | 0.00%             | 2030-07-01      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.3                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -72 | NC      | $-11880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214562156.SRDLC                                     | 214562156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20933 | PA      | $20359.77     | 0.00%             | 2028-03-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 214894506.SRDLC                                     | 214894506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9337 | PA      | $9186.83      | 0.00%             | 2029-03-20      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 219977360.SRDLC                                     | 219977360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20919 | PA      | $20057.58     | 0.00%             | 2028-09-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 220048044.SRDLC                                     | 220048044.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4591 | PA      | $4414.43      | 0.00%             | 2029-09-30      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205331137.SRDLC                                     | 205331137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13357 | PA      | $13295.08     | 0.00%             | 2028-11-27      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205380459.SRDLC                                     | 205380459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12414 | PA      | $12352.07     | 0.00%             | 2028-12-18      | Fixed         | 14.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 147                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -83 | NC      | $-136950.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 148                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-9420.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206564726.SRDLC                                     | 206564726.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       183 | PA      | $183.09       | 0.00%             | 2026-07-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206585240.SRDLC                                     | 206585240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5167 | PA      | $5106.08      | 0.00%             | 2027-02-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW5584382.SRDUP                                     | FW5584382.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2695 | PA      | $418.28       | 0.00%             | 2030-07-02      | Fixed         | 32.02%                | Yes           |                  3 | On Loan: No      |
| L3910568.SRDUP                                      | L3910568.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       163 | PA      | $161.53       | 0.00%             | 2026-08-02      | Fixed         | 15.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.35                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -105 | NC      | $-22050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.4                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -222 | NC      | $-59718.00    | -0.00%            |  |  |  | No            |                  1 | 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      |
| 192780614.SRDLC                                     | 192780614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2094 | PA      | $2222.94      | 0.00%             | 2027-08-30      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class A                                             | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    875000 | PA      | $874300.00    | 0.04%             | 2029-01-08      | Floating      | 11.84%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class B                                             | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    875000 | PA      | $893812.50    | 0.04%             | 2029-01-08      | Floating      | 15.34%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26C 149                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-12000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 84.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -33 | NC      | $-27390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4012063.SRDUP                                      | L4012063.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       893 | PA      | $895.70       | 0.00%             | 2028-10-10      | Fixed         | 22.95%                | Yes           |                  3 | On Loan: No      |
| 215061718.SRDLC                                     | 215061718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8481 | PA      | $8135.61      | 0.00%             | 2028-03-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 215089498.SRDLC                                     | 215089498.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16008 | PA      | $15279.84     | 0.00%             | 2030-03-19      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 191251728.SRDLC                                     | 191251728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3689 | PA      | $386.63       | 0.00%             | 2027-07-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191302532.SRDLC                                     | 191302532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2206 | PA      | $2302.73      | 0.00%             | 2027-07-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26P 62.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-9375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26P 62.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-15625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class C                                             | CUSIP: 42703VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    762000 | PA      | $751065.30    | 0.03%             | 2027-01-08      | Floating      | 28.49%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2025-1 Class A                                             | CUSIP: 42703VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    660000 | PA      | $711480.00    | 0.03%             | 2027-06-07      | Floating      | 34.69%                | Yes           |                  2 | On Loan: No      |
| 210051844.SRDLC                                     | 210051844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1691.99      | 0.00%             | 2026-09-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 210538544.SRDLC                                     | 210538544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5287.78      | 0.00%             | 2027-09-03      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 192400720.SRDLC                                     | 192400720.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4059 | PA      | $425.36       | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | 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      |
| N/A                                                 | JPN YEN 9am       May26P 63                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-28125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26C 65                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -107 | NC      | $-52162.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215665074.SRDLC                                     | 215665074.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9703 | PA      | $9259.49      | 0.00%             | 2028-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215828649.SRDLC                                     | 215828649.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8020 | PA      | $7766.90      | 0.00%             | 2029-04-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215212828.SRDLC                                     | 215212828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27812 | PA      | $27189.50     | 0.00%             | 2030-04-02      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 215602457.SRDLC                                     | 215602457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2139 | PA      | $2109.04      | 0.00%             | 2027-04-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 9340619.SRDSQ                                       | 9340619.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15445 | PA      | $14924.46     | 0.00%             | 2027-01-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9377181.SRDSQ                                       | 9377181.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2552 | PA      | $527.70       | 0.00%             | 2027-01-24      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 193051392.SRDLC                                     | 193051392.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8434 | PA      | $8641.79      | 0.00%             | 2027-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203836638.SRDLC                                     | 203836638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8709 | PA      | $8662.27      | 0.00%             | 2028-09-30      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26C 65.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -46 | NC      | $-16100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26P 60.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -9 | NC      | $-168.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 84.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-17850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 84.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -25 | NC      | $-22000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203912524.SRDLC                                     | 203912524.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13359 | PA      | $13281.99     | 0.00%             | 2028-09-11      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205564462.SRDLC                                     | 205564462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7869 | PA      | $7838.01      | 0.00%             | 2026-12-07      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215671582.SRDLC                                     | 215671582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1416.30      | 0.00%             | 2028-04-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 215751828.SRDLC                                     | 215751828.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5004 | PA      | $4796.13      | 0.00%             | 2028-04-14      | Fixed         | 14.99%                | 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      |
| 204691132.SRDLC                                     | 204691132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18835 | PA      | $19004.08     | 0.00%             | 2027-11-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 9587391.SRDSQ                                       | 9587391.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1279.67      | 0.00%             | 2027-01-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9778504.SRDSQ                                       | 9778504.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3568 | PA      | $1939.52      | 0.00%             | 2027-03-10      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10610850.SRDSQ                                      | 10610850.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7709 | PA      | $6884.10      | 0.00%             | 2027-09-16      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10611796.SRDSQ                                      | 10611796.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29970 | PA      | $28321.72     | 0.00%             | 2027-09-16      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 216674455.SRDLC                                     | 216674455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4241 | PA      | $4214.79      | 0.00%             | 2027-05-22      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 219081678.SRDLC                                     | 219081678.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14272 | PA      | $13683.82     | 0.00%             | 2030-08-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 216006676.SRDLC                                     | 216006676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5822 | PA      | $5729.18      | 0.00%             | 2027-04-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 216495692.SRDLC                                     | 216495692.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7494 | PA      | $7131.69      | 0.00%             | 2028-05-05      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       163 | NC      | $569356.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jul26C 82                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10115824.SRDSQ                                      | 10115824.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11900 | PA      | $11378.65     | 0.00%             | 2027-05-24      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10280606.SRDSQ                                      | 10280606.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20669 | PA      | $19792.35     | 0.00%             | 2027-07-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9801078.SRDSQ                                       | 9801078.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2971 | PA      | $2864.97      | 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        |      6515 | PA      | $5971.08      | 0.00%             | 2027-03-16      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| L3304898.SRDUP                                      | L3304898.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        18 | PA      | $17.99        | 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        |      1947 | PA      | $1970.94      | 0.00%             | 2027-07-27      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| 216574912.SRDLC                                     | 216574912.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4559 | PA      | $4401.77      | 0.00%             | 2030-05-27      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 218943132.SRDLC                                     | 218943132.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3496 | PA      | $3411.60      | 0.00%             | 2027-08-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| DRB5382571.SRDUP                                    | DRB5382571.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5282 | PA      | $4902.29      | 0.00%             | 2030-05-23      | Fixed         | 29.32%                | Yes           |                  3 | On Loan: No      |
| DRB5384278.SRDUP                                    | DRB5384278.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5380 | PA      | $4994.42      | 0.00%             | 2030-05-23      | Fixed         | 31.32%                | Yes           |                  3 | On Loan: No      |
| 10619960.SRDSQ                                      | 10619960.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16788 | PA      | $15748.88     | 0.00%             | 2027-09-18      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| 10654763.SRDSQ                                      | 10654763.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32939 | PA      | $31045.01     | 0.00%             | 2027-09-25      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10597315.SRDSQ                                      | 10597315.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3249 | PA      | $3051.38      | 0.00%             | 2027-09-12      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10616284.SRDSQ                                      | 10616284.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25881 | PA      | $24635.90     | 0.00%             | 2027-09-17      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| 219094923.SRDLC                                     | 219094923.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13157 | PA      | $12588.45     | 0.00%             | 2030-08-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219140144.SRDLC                                     | 219140144.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8839 | PA      | $8473.23      | 0.00%             | 2030-08-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 10298337.SRDSQ                                      | 10298337.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12656 | PA      | $11147.50     | 0.00%             | 2027-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10311189.SRDSQ                                      | 10311189.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       723 | PA      | $708.39       | 0.00%             | 2027-07-10      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 9822353.SRDSQ                                       | 9822353.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3381 | PA      | $3247.69      | 0.00%             | 2027-03-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM5178670.SRDUP                                    | CBM5178670.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7754 | PA      | $7258.31      | 0.00%             | 2030-04-03      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219095118.SRDLC                                     | 219095118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       901 | PA      | $866.46       | 0.00%             | 2029-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 219142874.SRDLC                                     | 219142874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8294 | PA      | $7890.42      | 0.00%             | 2028-08-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3542980.SRDUP                                     | FW3542980.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18029 | PA      | $5197.87      | 0.00%             | 2028-04-08      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| FW3910054.SRDUP                                     | FW3910054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2932 | PA      | $2950.64      | 0.00%             | 2028-08-02      | Fixed         | 28.39%                | Yes           |                  3 | On Loan: No      |
| L3324988.SRDUP                                      | L3324988.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1381 | PA      | $1372.77      | 0.00%             | 2027-08-02      | Fixed         | 15.03%                | Yes           |                  3 | On Loan: No      |
| L3500484.SRDUP                                      | L3500484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3930 | PA      | $3941.72      | 0.00%             | 2027-10-13      | Fixed         | 20.57%                | Yes           |                  3 | On Loan: No      |
| 219963376.SRDLC                                     | 219963376.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9158 | PA      | $8783.17      | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 219974923.SRDLC                                     | 219974923.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2232 | PA      | $2175.10      | 0.00%             | 2027-09-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 10356953.SRDSQ                                      | 10356953.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4174 | PA      | $3991.54      | 0.00%             | 2027-07-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10377011.SRDSQ                                      | 10377011.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1886 | PA      | $1770.58      | 0.00%             | 2027-07-27      | Fixed         | 5.46%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 88.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-10800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 88.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-11120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3911028.SRDUP                                     | FW3911028.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3049 | PA      | $3020.71      | 0.00%             | 2028-08-02      | Fixed         | 14.95%                | Yes           |                  3 | On Loan: No      |
| FW4007992.SRDUP                                     | FW4007992.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6043 | PA      | $6047.78      | 0.00%             | 2028-10-06      | Fixed         | 22.56%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LEAN HOGS OPTION  May26C 98                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -182 | NC      | $-3640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2705                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10537631.SRDSQ                                      | 10537631.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3815 | PA      | $3630.68      | 0.00%             | 2027-09-02      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10546942.SRDSQ                                      | 10546942.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       998 | PA      | $806.97       | 0.00%             | 2027-09-03      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 7533182.SRDSQ                                       | 7533182.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3356 | PA      | $248.37       | 0.00%             | 2025-08-26      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 8371007.SRDSQ                                       | 8371007.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9232 | PA      | $683.15       | 0.00%             | 2026-05-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 219171094.SRDLC                                     | 219171094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19036 | PA      | $18511.06     | 0.00%             | 2029-08-18      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219641949.SRDLC                                     | 219641949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10517 | PA      | $2741.91      | 0.00%             | 2029-09-10      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 88.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-10010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 89                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -48 | NC      | $-70560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2710                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-862.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2715                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-987.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4008501.SRDUP                                     | FW4008501.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1599 | PA      | $1612.33      | 0.00%             | 2028-10-06      | Fixed         | 22.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        25 | NC      | $-67335.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8599671.SRDSQ                                       | 8599671.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12382 | PA      | $916.29       | 0.00%             | 2026-07-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 8610259.SRDSQ                                       | 8610259.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       267 | PA      | $111.75       | 0.00%             | 2026-07-12      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 89.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-12080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 89.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $-43680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10602297.SRDSQ                                      | 10602297.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3858 | PA      | $3644.25      | 0.00%             | 2027-09-13      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10660053.SRDSQ                                      | 10660053.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19989 | PA      | $18859.70     | 0.00%             | 2027-09-26      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/06/26 P2610                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-510.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/06/26 P2615                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-1890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8791900.SRDSQ                                       | 8791900.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7808 | PA      | $6970.49      | 0.00%             | 2026-09-03      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8798433.SRDSQ                                       | 8798433.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9357 | PA      | $692.39       | 0.00%             | 2026-09-04      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 220007800.SRDLC                                     | 220007800.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9307 | PA      | $8917.08      | 0.00%             | 2028-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220017118.SRDLC                                     | 220017118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10357 | PA      | $10055.66     | 0.00%             | 2029-09-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 89.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-35200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 90                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -42 | NC      | $-69300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $20231.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 272.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -179 | NC      | $-91290.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/06/26 P2625                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13 | NC      | $-1300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/06/26 P2630                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-107.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 185241731.SRDLC                                     | 185241731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3070 | PA      | $3104.13      | 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        |     12003 | PA      | $10646.57     | 0.00%             | 2027-07-15      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 8843606.SRDSQ                                       | 8843606.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4707 | PA      | $3916.54      | 0.00%             | 2026-09-14      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8845904.SRDSQ                                       | 8845904.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3293 | PA      | $1942.83      | 0.00%             | 2026-09-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 220050659.SRDLC                                     | 220050659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1327 | PA      | $1248.03      | 0.00%             | 2028-09-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 220065097.SRDLC                                     | 220065097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9452 | PA      | $9050.59      | 0.00%             | 2030-09-17      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 204707973.SRDLC                                     | 204707973.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3124 | PA      | $3197.07      | 0.00%             | 2026-10-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204730607.SRDLC                                     | 204730607.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4684 | PA      | $4985.73      | 0.00%             | 2028-10-17      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 275                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -174 | NC      | $-122017.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 277.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -117 | NC      | $-109687.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/06/26 P2640                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-612.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/06/26 P2670                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-622.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 90.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $-47600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL OPT IPE Jul26P 90.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-40020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205167571.SRDLC                                     | 205167571.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12844 | PA      | $13092.06     | 0.00%             | 2027-12-06      | Fixed         | 19.96%                | Yes           |                  3 | On Loan: No      |
| 205216468.SRDLC                                     | 205216468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10068 | PA      | $10519.57     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 206247231.SRDLC                                     | 206247231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1873 | PA      | $1875.50      | 0.00%             | 2027-02-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206501055.SRDLC                                     | 206501055.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9339 | PA      | $978.71       | 0.00%             | 2027-02-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9051869.SRDSQ                                       | 9051869.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4227 | PA      | $2565.84      | 0.00%             | 2026-11-06      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| 9272086.SRDSQ                                       | 9272086.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1849 | PA      | $1791.50      | 0.00%             | 2026-12-27      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8340968.SRDSQ                                       | 8340968.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7482 | PA      | $553.63       | 0.00%             | 2026-05-01      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| 8373111.SRDSQ                                       | 8373111.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1146 | PA      | $650.21       | 0.00%             | 2026-05-12      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| DRB5181373.SRDUP                                    | DRB5181373.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32473 | PA      | $30274.87     | 0.00%             | 2028-09-04      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| DRB5580714.SRDUP                                    | DRB5580714.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18658 | PA      | $18968.05     | 0.00%             | 2030-12-01      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun26C 1210                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-3718.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUT OPTN  Jun26P 1140                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-812.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205239922.SRDLC                                     | 205239922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1846 | PA      | $1865.18      | 0.00%             | 2026-11-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205240998.SRDLC                                     | 205240998.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2474 | PA      | $2494.71      | 0.00%             | 2026-11-20      | Fixed         | 21.49%                | 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      |
| 186165363.SRDLC                                     | 186165363.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1940 | PA      | $1934.17      | 0.00%             | 2027-02-15      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 280                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-37012.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-34134.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3331621.SRDUP                                     | FW3331621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1562 | PA      | $1568.83      | 0.00%             | 2027-08-04      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| FW3500435.SRDUP                                     | FW3500435.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       879 | PA      | $887.14       | 0.00%             | 2027-10-13      | Fixed         | 29.64%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -73 | NC      | $-41402.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 84                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-11070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205252251.SRDLC                                     | 205252251.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2032 | PA      | $2061.91      | 0.00%             | 2028-06-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205698369.SRDLC                                     | 205698369.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5805 | PA      | $5853.69      | 0.00%             | 2027-12-21      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 205796742.SRDLC                                     | 205796742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11154 | PA      | $11035.14     | 0.00%             | 2030-01-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206243225.SRDLC                                     | 206243225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4631 | PA      | $485.35       | 0.00%             | 2029-02-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8787289.SRDSQ                                       | 8787289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1764 | PA      | $1076.30      | 0.00%             | 2026-08-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8807780.SRDSQ                                       | 8807780.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       267 | PA      | $219.47       | 0.00%             | 2026-09-06      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| FW3501080.SRDUP                                     | FW3501080.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22001 | PA      | $1683.09      | 0.00%             | 2027-10-13      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| FW3542009.SRDUP                                     | FW3542009.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9236 | PA      | $9349.34      | 0.00%             | 2027-11-01      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| 186627742.SRDLC                                     | 186627742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6688 | PA      | $6666.17      | 0.00%             | 2027-02-28      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 186892953.SRDLC                                     | 186892953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4868 | PA      | $4843.92      | 0.00%             | 2027-03-07      | Fixed         | 9.69%                 | Yes           |                  3 | On Loan: No      |
| 206382999.SRDLC                                     | 206382999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8984 | PA      | $9192.39      | 0.00%             | 2029-01-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206650488.SRDLC                                     | 206650488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11692 | PA      | $11605.08     | 0.00%             | 2027-02-26      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206701696.SRDLC                                     | 206701696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5082 | PA      | $5047.42      | 0.00%             | 2027-02-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 206754897.SRDLC                                     | 206754897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       703 | PA      | $696.42       | 0.00%             | 2027-02-25      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207177491.SRDLC                                     | 207177491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9660 | PA      | $1012.40      | 0.00%             | 2029-03-13      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| 210628442.SRDLC                                     | 210628442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2299 | PA      | $240.96       | 0.00%             | 2028-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        41 | NC      | $-137084.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3470030.SRDUP                                      | L3470030.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3610 | PA      | $3596.22      | 0.00%             | 2027-10-13      | Fixed         | 16.60%                | Yes           |                  3 | On Loan: No      |
| FW3954194.SRDUP                                     | FW3954194.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3833 | PA      | $3833.18      | 0.00%             | 2028-09-05      | Fixed         | 22.30%                | Yes           |                  3 | On Loan: No      |
| FW4008543.SRDUP                                     | FW4008543.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4790 | PA      | $2447.27      | 0.00%             | 2029-03-06      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| 206957919.SRDLC                                     | 206957919.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6864 | PA      | $6786.32      | 0.00%             | 2028-03-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 206968435.SRDLC                                     | 206968435.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6796 | PA      | $712.22       | 0.00%             | 2029-03-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8890760.SRDSQ                                       | 8890760.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10665 | PA      | $8422.10      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9338715.SRDSQ                                       | 9338715.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8092 | PA      | $7879.05      | 0.00%             | 2027-01-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 207032620.SRDLC                                     | 207032620.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5809 | PA      | $5745.40      | 0.00%             | 2027-03-08      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207054733.SRDLC                                     | 207054733.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8660 | PA      | $8370.61      | 0.00%             | 2027-11-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 186929069.SRDLC                                     | 186929069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2029 | PA      | $2067.08      | 0.00%             | 2027-03-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187064351.SRDLC                                     | 187064351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6559 | PA      | $6723.35      | 0.00%             | 2027-02-28      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| L3913597.SRDUP                                      | L3913597.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10703 | PA      | $10702.81     | 0.00%             | 2028-08-04      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| L3956717.SRDUP                                      | L3956717.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2324 | PA      | $360.61       | 0.00%             | 2028-09-05      | Fixed         | 21.62%                | Yes           |                  3 | On Loan: No      |
| FW4008631.SRDUP                                     | FW4008631.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4435 | PA      | $4473.89      | 0.00%             | 2028-10-06      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| FW4013445.SRDUP                                     | FW4013445.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       799 | PA      | $807.52       | 0.00%             | 2028-10-10      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| 207169379.SRDLC                                     | 207169379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11339 | PA      | $11499.57     | 0.00%             | 2029-03-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207525423.SRDLC                                     | 207525423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3865 | PA      | $3852.97      | 0.00%             | 2029-04-04      | Fixed         | 32.39%                | 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      |
| 187543108.SRDLC                                     | 187543108.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4406 | PA      | $4600.14      | 0.00%             | 2027-03-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210775209.SRDLC                                     | 210775209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3204 | PA      | $2539.83      | 0.00%             | 2027-09-02      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211052835.SRDLC                                     | 211052835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8106 | PA      | $7936.11      | 0.00%             | 2027-09-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207175512.SRDLC                                     | 207175512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1526 | PA      | $1522.87      | 0.00%             | 2027-02-28      | Fixed         | 28.49%                | 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      |
| L3298313.SRDUP                                      | L3298313.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3958 | PA      | $614.24       | 0.00%             | 2027-12-21      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| L3327322.SRDUP                                      | L3327322.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2091 | PA      | $2106.82      | 0.00%             | 2027-08-03      | Fixed         | 20.74%                | Yes           |                  3 | On Loan: No      |
| 207634856.SRDLC                                     | 207634856.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7673 | PA      | $7687.65      | 0.00%             | 2029-04-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207898355.SRDLC                                     | 207898355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5710 | PA      | $5591.02      | 0.00%             | 2027-04-22      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| L5006720.SRDUP                                      | L5006720.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       729 | PA      | $711.02       | 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        |      2891 | PA      | $2800.59      | 0.00%             | 2028-07-07      | Fixed         | 15.30%                | 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      |
| 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      |
| L5578109.SRDUP                                      | L5578109.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3650 | PA      | $3575.38      | 0.00%             | 2030-07-01      | Fixed         | 22.25%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Jun26C 1.2                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -63 | NC      | $-14175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3333526.SRDUP                                      | L3333526.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       772 | PA      | $768.06       | 0.00%             | 2027-08-05      | Fixed         | 16.48%                | Yes           |                  3 | On Loan: No      |
| L3342287.SRDUP                                      | L3342287.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2281.22      | 0.00%             | 2027-08-09      | Fixed         | 22.66%                | Yes           |                  3 | On Loan: No      |
| 210647772.SRDLC                                     | 210647772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5737 | PA      | $601.19       | 0.00%             | 2029-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211153964.SRDLC                                     | 211153964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2401 | PA      | $2342.82      | 0.00%             | 2027-10-03      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5180                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-5810.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5185                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-820.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211174993.SRDLC                                     | 211174993.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       585 | PA      | $584.20       | 0.00%             | 2027-09-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211198383.SRDLC                                     | 211198383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1511 | PA      | $1504.60      | 0.00%             | 2026-09-30      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 210658206.SRDLC                                     | 210658206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       713 | PA      | $708.47       | 0.00%             | 2026-09-24      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 210971273.SRDLC                                     | 210971273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9726 | PA      | $9465.14      | 0.00%             | 2028-10-17      | Fixed         | 26.99%                | 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      |
| 191860902.SRDLC                                     | 191860902.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1968 | PA      | $206.30       | 0.00%             | 2025-07-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3542922.SRDUP                                      | L3542922.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5657 | PA      | $5699.45      | 0.00%             | 2027-11-02      | Fixed         | 21.55%                | Yes           |                  3 | On Loan: No      |
| L3913536.SRDUP                                      | L3913536.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5239 | PA      | $5276.51      | 0.00%             | 2028-08-04      | Fixed         | 20.53%                | Yes           |                  3 | On Loan: No      |
| 9815024.SRDSQ                                       | 9815024.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1161 | PA      | $1077.89      | 0.00%             | 2027-03-18      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3911219.SRDUP                                    | CBM3911219.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       344 | PA      | $340.87       | 0.00%             | 2026-08-02      | Fixed         | 23.85%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 85                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-15925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 85.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-14825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211131672.SRDLC                                     | 211131672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8427 | PA      | $8158.80      | 0.00%             | 2029-10-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211275320.SRDLC                                     | 211275320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2857 | PA      | $2835.02      | 0.00%             | 2026-10-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211219208.SRDLC                                     | 211219208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12938 | PA      | $12921.24     | 0.00%             | 2028-10-21      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 211268170.SRDLC                                     | 211268170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1206 | PA      | $1159.82      | 0.00%             | 2028-10-01      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.4                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -161 | NC      | $-67620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -146 | NC      | $-49640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 192237494.SRDLC                                     | 192237494.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $2366.77      | 0.00%             | 2027-08-25      | 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      |
| 211277589.SRDLC                                     | 211277589.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       289 | PA      | $287.10       | 0.00%             | 2026-10-04      | Fixed         | 20.49%                | 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      |
| L4008409.SRDUP                                      | L4008409.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9417 | PA      | $9429.98      | 0.00%             | 2028-10-06      | Fixed         | 21.11%                | Yes           |                  3 | On Loan: No      |
| L4014639.SRDUP                                      | L4014639.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9649 | PA      | $9637.38      | 0.00%             | 2028-10-10      | Fixed         | 11.40%                | Yes           |                  3 | On Loan: No      |
| CBM3912534.SRDUP                                    | CBM3912534.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       640 | PA      | $644.34       | 0.00%             | 2028-08-03      | Fixed         | 28.88%                | Yes           |                  3 | On Loan: No      |
| CBM3913379.SRDUP                                    | CBM3913379.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11586 | PA      | $11653.69     | 0.00%             | 2028-08-04      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| 192590629.SRDLC                                     | 192590629.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1408 | PA      | $147.58       | 0.00%             | 2025-09-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 193085811.SRDLC                                     | 193085811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2810 | PA      | $2872.03      | 0.00%             | 2027-08-31      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 85.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-11440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 86.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-7995.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | E-Mini Russ 2000  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -129 | NC      | $-266168.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6965                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27 | NC      | $-2700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211293224.SRDLC                                     | 211293224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8752 | PA      | $8425.36      | 0.00%             | 2029-10-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211346931.SRDLC                                     | 211346931.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6436 | PA      | $6354.54      | 0.00%             | 2027-10-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 195343443.SRDLC                                     | 195343443.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2995 | PA      | $3122.63      | 0.00%             | 2027-11-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204271776.SRDLC                                     | 204271776.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10535 | PA      | $10580.76     | 0.00%             | 2027-09-25      | Fixed         | 10.94%                | Yes           |                  3 | On Loan: No      |
| CBM3913602.SRDUP                                    | CBM3913602.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $746.46       | 0.00%             | 2026-08-04      | Fixed         | 24.34%                | Yes           |                  3 | On Loan: No      |
| CBM4013922.SRDUP                                    | CBM4013922.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4032 | PA      | $4074.54      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| 211379086.SRDLC                                     | 211379086.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10672 | PA      | $1118.39      | 0.00%             | 2028-02-16      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211432751.SRDLC                                     | 211432751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3608 | PA      | $3524.55      | 0.00%             | 2028-10-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 92.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-2410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 92.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-2270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6970                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -37 | NC      | $-4070.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6975                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-2300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204744907.SRDLC                                     | 204744907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       980 | PA      | $988.79       | 0.00%             | 2027-03-19      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205152621.SRDLC                                     | 205152621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15657 | PA      | $16538.96     | 0.00%             | 2028-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 10629731.SRDSQ                                      | 10629731.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5582 | PA      | $5201.57      | 0.00%             | 2027-09-19      | Fixed         | 5.31%                 | Yes           |                  3 | On Loan: No      |
| 10648861.SRDSQ                                      | 10648861.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2646 | PA      | $2486.45      | 0.00%             | 2027-09-24      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| DRB5385000.SRDUP                                    | DRB5385000.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3409 | PA      | $3170.18      | 0.00%             | 2030-05-23      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| DRB5589064.SRDUP                                    | DRB5589064.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2695 | PA      | $516.89       | 0.00%             | 2030-07-02      | Fixed         | 31.72%                | Yes           |                  3 | On Loan: No      |
| 211377197.SRDLC                                     | 211377197.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3546 | PA      | $3428.38      | 0.00%             | 2027-10-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211455458.SRDLC                                     | 211455458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8339 | PA      | $8056.80      | 0.00%             | 2027-10-25      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206542335.SRDLC                                     | 206542335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4335 | PA      | $4286.94      | 0.00%             | 2027-01-24      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206636457.SRDLC                                     | 206636457.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1698 | PA      | $1680.21      | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 93                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-11000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 93.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-2070.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211912482.SRDLC                                     | 211912482.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30016 | PA      | $22692.35     | 0.00%             | 2030-05-28      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 212031731.SRDLC                                     | 212031731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $1192.47      | 0.00%             | 2027-11-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205182458.SRDLC                                     | 205182458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       241 | PA      | $242.03       | 0.00%             | 2026-11-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205233420.SRDLC                                     | 205233420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3273 | PA      | $342.97       | 0.00%             | 2026-11-17      | Fixed         | 29.28%                | Yes           |                  3 | On Loan: No      |
| 211468242.SRDLC                                     | 211468242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6460 | PA      | $6429.50      | 0.00%             | 2026-10-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211499792.SRDLC                                     | 211499792.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8777 | PA      | $8741.07      | 0.00%             | 2028-10-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212202409.SRDLC                                     | 212202409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4686 | PA      | $4577.81      | 0.00%             | 2027-11-12      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 212247989.SRDLC                                     | 212247989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3726 | PA      | $3607.50      | 0.00%             | 2028-11-13      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10563233.SRDSQ                                      | 10563233.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21119 | PA      | $19997.86     | 0.00%             | 2027-09-05      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10598565.SRDSQ                                      | 10598565.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4076 | PA      | $3779.05      | 0.00%             | 2027-09-12      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6870                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-675.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6875                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-2565.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3294918.SRDUP                                     | FW3294918.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1772 | PA      | $1790.78      | 0.00%             | 2027-07-20      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3302502.SRDUP                                     | FW3302502.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5989 | PA      | $6058.52      | 0.00%             | 2027-07-22      | Fixed         | 29.44%                | Yes           |                  3 | On Loan: No      |
| 212258158.SRDLC                                     | 212258158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4673 | PA      | $4492.17      | 0.00%             | 2027-11-16      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212518200.SRDLC                                     | 212518200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21163 | PA      | $20687.11     | 0.00%             | 2029-11-20      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 96.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-1530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 59                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-5275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212531060.SRDLC                                     | 212531060.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10919 | PA      | $10518.65     | 0.00%             | 2027-11-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212702290.SRDLC                                     | 212702290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31260 | PA      | $7152.37      | 0.00%             | 2028-12-17      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205247561.SRDLC                                     | 205247561.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4739 | PA      | $4761.95      | 0.00%             | 2027-11-30      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 205247919.SRDLC                                     | 205247919.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3779 | PA      | $767.98       | 0.00%             | 2026-11-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212753383.SRDLC                                     | 212753383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12412 | PA      | $12065.49     | 0.00%             | 2028-12-08      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 213612896.SRDLC                                     | 213612896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2067 | PA      | $2050.44      | 0.00%             | 2027-01-05      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 10292997.SRDSQ                                      | 10292997.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1567 | PA      | $1537.84      | 0.00%             | 2027-07-06      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10327382.SRDSQ                                      | 10327382.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2751 | PA      | $1394.95      | 0.00%             | 2027-07-14      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 210681276.SRDLC                                     | 210681276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6297 | PA      | $6136.18      | 0.00%             | 2027-09-30      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211164458.SRDLC                                     | 211164458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5838 | PA      | $5756.56      | 0.00%             | 2027-10-02      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6880                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -37 | NC      | $-5550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6885                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -29 | NC      | $-4567.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213790472.SRDLC                                     | 213790472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2437 | PA      | $2424.46      | 0.00%             | 2027-01-21      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 214258951.SRDLC                                     | 214258951.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1999 | PA      | $1925.45      | 0.00%             | 2028-02-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206471742.SRDLC                                     | 206471742.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4462 | PA      | $467.64       | 0.00%             | 2029-02-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 206530366.SRDLC                                     | 206530366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12302 | PA      | $12213.40     | 0.00%             | 2027-02-05      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 60                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 61.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-4995.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3305451.SRDUP                                     | FW3305451.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4058 | PA      | $861.46       | 0.00%             | 2027-12-25      | Fixed         | 15.13%                | Yes           |                  3 | On Loan: No      |
| FW3334241.SRDUP                                     | FW3334241.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1788 | PA      | $1796.41      | 0.00%             | 2027-08-05      | Fixed         | 25.18%                | Yes           |                  3 | On Loan: No      |
| 214563995.SRDLC                                     | 214563995.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7162 | PA      | $6823.59      | 0.00%             | 2028-03-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 215010210.SRDLC                                     | 215010210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5388 | PA      | $5208.23      | 0.00%             | 2029-03-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10800033.SRDSQ                                      | 10800033.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    200552 | PA      | $187796.81    | 0.01%             | 2027-10-22      | Fixed         | 4.55%                 | Yes           |                  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      |
| N/A                                                 | SPXW US 05/06/26 P6890                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-3465.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6895                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -44 | NC      | $-7590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215104293.SRDLC                                     | 215104293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2774 | PA      | $2690.33      | 0.00%             | 2028-03-19      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 215486949.SRDLC                                     | 215486949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11617 | PA      | $1461.48      | 0.00%             | 2030-04-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-3650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 62.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-7640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 216608112.SRDLC                                     | 216608112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17303 | PA      | $16649.09     | 0.00%             | 2029-05-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 218832046.SRDLC                                     | 218832046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23031 | PA      | $22089.38     | 0.00%             | 2030-08-14      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211514751.SRDLC                                     | 211514751.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       435 | PA      | $433.59       | 0.00%             | 2026-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211536599.SRDLC                                     | 211536599.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20256 | PA      | $19794.35     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6900                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -53 | NC      | $-9540.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6905                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49 | NC      | $-9310.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219045075.SRDLC                                     | 219045075.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2219 | PA      | $308.88       | 0.00%             | 2027-08-14      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219053567.SRDLC                                     | 219053567.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12307 | PA      | $11781.41     | 0.00%             | 2028-08-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 206539701.SRDLC                                     | 206539701.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4467 | PA      | $4430.89      | 0.00%             | 2027-02-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 206551021.SRDLC                                     | 206551021.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       968 | PA      | $960.17       | 0.00%             | 2027-02-19      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219077423.SRDLC                                     | 219077423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2025 | PA      | $1940.10      | 0.00%             | 2028-08-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219098034.SRDLC                                     | 219098034.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8338 | PA      | $7899.58      | 0.00%             | 2028-08-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW3501329.SRDUP                                     | FW3501329.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4050 | PA      | $4089.11      | 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        |      8551 | PA      | $8472.80      | 0.00%             | 2028-08-02      | Fixed         | 14.88%                | Yes           |                  3 | On Loan: No      |
| 219122519.SRDLC                                     | 219122519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3268 | PA      | $3131.46      | 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        |      4294 | PA      | $4067.36      | 0.00%             | 2028-09-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211583920.SRDLC                                     | 211583920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3248 | PA      | $3251.34      | 0.00%             | 2026-10-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211678176.SRDLC                                     | 211678176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5445 | PA      | $759.01       | 0.00%             | 2029-02-18      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219844353.SRDLC                                     | 219844353.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16489 | PA      | $15854.38     | 0.00%             | 2029-09-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219967297.SRDLC                                     | 219967297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13702 | PA      | $13170.55     | 0.00%             | 2029-09-15      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.16                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -94 | NC      | $-195050.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.165                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -225 | NC      | $-343125.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 207182667.SRDLC                                     | 207182667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3484 | PA      | $0.00         | 0.00%             | 2027-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 207605863.SRDLC                                     | 207605863.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3736 | PA      | $3747.23      | 0.00%             | 2027-03-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219994722.SRDLC                                     | 219994722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5481 | PA      | $5362.46      | 0.00%             | 2027-09-15      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 220068194.SRDLC                                     | 220068194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6660 | PA      | $6386.21      | 0.00%             | 2028-09-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 73.6                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -71 | NC      | $-19880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.175                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -123 | NC      | $-75337.50    | -0.00%            |  |  |  | No            |                  1 | 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      |
| 187103780.SRDLC                                     | 187103780.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $1904.00      | 0.00%             | 2027-03-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 8163831.SRDSQ                                       | 8163831.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2801 | PA      | $556.50       | 0.00%             | 2026-03-08      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8413327.SRDSQ                                       | 8413327.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9838 | PA      | $4626.88      | 0.00%             | 2026-05-23      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-5340.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26P 64.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-5910.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212377798.SRDLC                                     | 212377798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6514 | PA      | $682.65       | 0.00%             | 2026-11-28      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212519135.SRDLC                                     | 212519135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1908.73      | 0.00%             | 2028-11-25      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8888664.SRDSQ                                       | 8888664.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       232 | PA      | $216.72       | 0.00%             | 2026-09-26      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 9071830.SRDSQ                                       | 9071830.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24366 | PA      | $17275.69     | 0.00%             | 2026-11-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 207743999.SRDLC                                     | 207743999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4883 | PA      | $4788.09      | 0.00%             | 2027-04-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207855963.SRDLC                                     | 207855963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4055 | PA      | $4044.16      | 0.00%             | 2027-04-19      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 9313217.SRDSQ                                       | 9313217.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4852 | PA      | $4644.69      | 0.00%             | 2027-01-08      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9744464.SRDSQ                                       | 9744464.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3430 | PA      | $3268.02      | 0.00%             | 2027-03-01      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.1675                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -194 | NC      | $-244925.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.17                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -245 | NC      | $-251125.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 9796677.SRDSQ                                       | 9796677.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1165 | PA      | $1126.96      | 0.00%             | 2027-03-15      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9820097.SRDSQ                                       | 9820097.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29589 | PA      | $28967.97     | 0.00%             | 2027-03-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187361064.SRDLC                                     | 187361064.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1683 | PA      | $362.71       | 0.00%             | 2027-03-21      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 187532223.SRDLC                                     | 187532223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1873 | PA      | $1927.02      | 0.00%             | 2027-03-22      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| CBM3909885.SRDUP                                    | CBM3909885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12498 | PA      | $12382.01     | 0.00%             | 2028-08-02      | Fixed         | 16.50%                | Yes           |                  3 | On Loan: No      |
| CBM3913152.SRDUP                                    | CBM3913152.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2528 | PA      | $2539.08      | 0.00%             | 2028-08-04      | Fixed         | 28.59%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.1775                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -138 | NC      | $-63825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.18                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -491 | NC      | $-165712.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $1169635.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Jun26C 330                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-1650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212522323.SRDLC                                     | 212522323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4415 | PA      | $4349.83      | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 212542093.SRDLC                                     | 212542093.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2033 | PA      | $213.04       | 0.00%             | 2027-04-30      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 187833165.SRDLC                                     | 187833165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2204 | PA      | $2312.59      | 0.00%             | 2027-04-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187948199.SRDLC                                     | 187948199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5452 | PA      | $571.41       | 0.00%             | 2027-04-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.1725                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -150 | NC      | $-120000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.1825                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -171 | NC      | $-40612.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207900316.SRDLC                                     | 207900316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4878 | PA      | $4900.62      | 0.00%             | 2029-04-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207918393.SRDLC                                     | 207918393.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2641 | PA      | $2601.98      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3913574.SRDUP                                     | FW3913574.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17185 | PA      | $17205.57     | 0.00%             | 2029-01-18      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| FW4009821.SRDUP                                     | FW4009821.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14598 | PA      | $14479.83     | 0.00%             | 2028-10-10      | Fixed         | 13.87%                | Yes           |                  3 | On Loan: No      |
| CBM4008140.SRDUP                                    | CBM4008140.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3694 | PA      | $3725.18      | 0.00%             | 2028-10-06      | Fixed         | 27.00%                | Yes           |                  3 | On Loan: No      |
| FW3292064.SRDUP                                     | FW3292064.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       341 | PA      | $342.45       | 0.00%             | 2027-07-19      | Fixed         | 29.51%                | Yes           |                  3 | On Loan: No      |
| 210653683.SRDLC                                     | 210653683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10094 | PA      | $9866.04      | 0.00%             | 2029-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210827194.SRDLC                                     | 210827194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $1776.11      | 0.00%             | 2027-09-30      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 192192717.SRDLC                                     | 192192717.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4188 | PA      | $4177.30      | 0.00%             | 2027-08-10      | Fixed         | 10.99%                | 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      |
| FW3298166.SRDUP                                     | FW3298166.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       574 | PA      | $89.11        | 0.00%             | 2027-07-21      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW3319854.SRDUP                                     | FW3319854.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12759 | PA      | $12851.00     | 0.00%             | 2027-08-16      | Fixed         | 18.55%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.185                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -343 | NC      | $-55737.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.1875                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -116 | NC      | $-13050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213421520.SRDLC                                     | 213421520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       785 | PA      | $756.92       | 0.00%             | 2028-01-14      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 213669584.SRDLC                                     | 213669584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2611 | PA      | $2519.04      | 0.00%             | 2028-01-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW3320254.SRDUP                                     | FW3320254.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       698 | PA      | $699.97       | 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        |     20012 | PA      | $19297.44     | 0.00%             | 2027-08-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210968412.SRDLC                                     | 210968412.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1671 | PA      | $1633.81      | 0.00%             | 2027-09-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211270232.SRDLC                                     | 211270232.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       751 | PA      | $748.71       | 0.00%             | 2026-10-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3332427.SRDUP                                     | FW3332427.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1528 | PA      | $1531.54      | 0.00%             | 2027-08-04      | Fixed         | 22.31%                | Yes           |                  3 | On Loan: No      |
| FW3391946.SRDUP                                     | FW3391946.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       313 | PA      | $310.44       | 0.00%             | 2027-09-01      | Fixed         | 32.48%                | Yes           |                  3 | On Loan: No      |
| L3302433.SRDUP                                      | L3302433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       743 | PA      | $752.28       | 0.00%             | 2027-07-22      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L3319826.SRDUP                                      | L3319826.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5302 | PA      | $5270.47      | 0.00%             | 2027-08-01      | Fixed         | 15.29%                | Yes           |                  3 | On Loan: No      |
| FW3909860.SRDUP                                     | FW3909860.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9107 | PA      | $5081.85      | 0.00%             | 2028-08-02      | Fixed         | 26.63%                | Yes           |                  3 | On Loan: No      |
| FW3910149.SRDUP                                     | FW3910149.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       805 | PA      | $798.67       | 0.00%             | 2026-08-02      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL OPTN Jun26P 305                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-925.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       136 | NC      | $-109607.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3312295.SRDUP                                      | L3312295.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4808 | PA      | $4805.44      | 0.00%             | 2027-07-27      | Fixed         | 15.02%                | Yes           |                  3 | On Loan: No      |
| L3330321.SRDUP                                      | L3330321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4854 | PA      | $4827.77      | 0.00%             | 2027-08-04      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 213765758.SRDLC                                     | 213765758.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9015 | PA      | $8754.35      | 0.00%             | 2028-01-21      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 213821623.SRDLC                                     | 213821623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4218 | PA      | $4189.63      | 0.00%             | 2030-01-21      | Fixed         | 8.07%                 | Yes           |                  3 | On Loan: No      |
| 211290906.SRDLC                                     | 211290906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       295 | PA      | $295.24       | 0.00%             | 2026-10-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211312935.SRDLC                                     | 211312935.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15166 | PA      | $14669.80     | 0.00%             | 2027-10-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.19                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -254 | NC      | $-22225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.1925                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-1406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3331966.SRDUP                                      | L3331966.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $352.45       | 0.00%             | 2028-01-08      | Fixed         | 23.20%                | Yes           |                  3 | On Loan: No      |
| L3909780.SRDUP                                      | L3909780.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8421 | PA      | $8342.01      | 0.00%             | 2028-08-02      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5150                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        91 | NC      | $1274910.00   | 0.06%             |  |  |  | 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      | $943150.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 213906299.SRDLC                                     | 213906299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11156 | PA      | $10700.62     | 0.00%             | 2031-01-23      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214208962.SRDLC                                     | 214208962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11862 | PA      | $7155.19      | 0.00%             | 2030-02-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211398192.SRDLC                                     | 211398192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11023 | PA      | $10778.26     | 0.00%             | 2027-10-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211487568.SRDLC                                     | 211487568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8524 | PA      | $8250.15      | 0.00%             | 2027-10-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.195                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -84 | NC      | $-3675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26C 1.2                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -27 | NC      | $-675.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3913166.SRDUP                                      | L3913166.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5003 | PA      | $1468.48      | 0.00%             | 2029-01-04      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| L4009116.SRDUP                                      | L4009116.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3405 | PA      | $3406.46      | 0.00%             | 2028-10-06      | Fixed         | 23.47%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5250                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        80 | NC      | $1201600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5300                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       160 | NC      | $2487200.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 211593483.SRDLC                                     | 211593483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1938 | PA      | $656.53       | 0.00%             | 2026-10-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211596437.SRDLC                                     | 211596437.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8559 | PA      | $8455.40      | 0.00%             | 2028-10-31      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L4011105.SRDUP                                      | L4011105.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4995 | PA      | $5006.39      | 0.00%             | 2028-10-10      | Fixed         | 22.47%                | Yes           |                  3 | On Loan: No      |
| L4999967.SRDUP                                      | L4999967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       866 | PA      | $839.35       | 0.00%             | 2030-02-04      | Fixed         | 19.67%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     May26P 1.115                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -4 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Jun26C 1.185                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -15 | NC      | $-9375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214358332.SRDLC                                     | 214358332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17602 | PA      | $16985.99     | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214378597.SRDLC                                     | 214378597.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7231 | PA      | $7048.49      | 0.00%             | 2029-07-14      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L3328315.SRDUP                                      | L3328315.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3911 | PA      | $816.29       | 0.00%             | 2027-08-03      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| L3332224.SRDUP                                      | L3332224.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       506 | PA      | $507.67       | 0.00%             | 2027-08-04      | Fixed         | 23.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPX US 12/17/27 P5350                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $1609000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6775                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $-170.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212084048.SRDLC                                     | 212084048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13845 | PA      | $13695.32     | 0.00%             | 2027-11-05      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 212102293.SRDLC                                     | 212102293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2236 | PA      | $2233.80      | 0.00%             | 2026-11-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Jun26C 1.19                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -162 | NC      | $-70875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Jun26C 1.195                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -140 | NC      | $-43750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214982352.SRDLC                                     | 214982352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1508 | PA      | $1488.21      | 0.00%             | 2027-03-14      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 215103177.SRDLC                                     | 215103177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22074 | PA      | $20694.66     | 0.00%             | 2030-03-31      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3342537.SRDUP                                      | L3342537.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       965 | PA      | $969.18       | 0.00%             | 2027-08-09      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3907695.SRDUP                                      | L3907695.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20061 | PA      | $19874.19     | 0.00%             | 2028-08-02      | Fixed         | 14.79%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6780                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $-170.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6785                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14 | NC      | $-140.00      | -0.00%            |  |  |  | No            |                  1 | 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      | $595506.78    | 0.03%             | 2027-01-26      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 133 Class B                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    983000 | PA      | $992191.05    | 0.05%             | 2028-04-24      | Floating      | 14.69%                | Yes           |                  2 | On Loan: No      |
| 212361733.SRDLC                                     | 212361733.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1542 | PA      | $1541.57      | 0.00%             | 2026-11-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212446188.SRDLC                                     | 212446188.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       767 | PA      | $755.33       | 0.00%             | 2027-11-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215105035.SRDLC                                     | 215105035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16780 | PA      | $16157.66     | 0.00%             | 2030-03-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 215516977.SRDLC                                     | 215516977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5678 | PA      | $5569.87      | 0.00%             | 2029-03-25      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211252774.SRDLC                                     | 211252774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2765 | PA      | $2742.84      | 0.00%             | 2026-10-03      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211265683.SRDLC                                     | 211265683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3914 | PA      | $410.23       | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6790                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-210.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6795                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -40 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3909816.SRDUP                                      | L3909816.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25496 | PA      | $25256.72     | 0.00%             | 2028-08-02      | Fixed         | 16.75%                | Yes           |                  3 | On Loan: No      |
| L3911642.SRDUP                                      | L3911642.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       155 | PA      | $24.12        | 0.00%             | 2026-08-17      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 212447916.SRDLC                                     | 212447916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5954 | PA      | $5865.64      | 0.00%             | 2027-11-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214004574.SRDLC                                     | 214004574.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22363 | PA      | $1451.39      | 0.00%             | 2030-01-31      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Euro Curr 9am     Jun26C 1.205                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -42 | NC      | $-6825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10082934.SRDSQ                                      | 10082934.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11190 | PA      | $10847.31     | 0.00%             | 2027-05-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10651889.SRDSQ                                      | 10651889.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9646 | PA      | $9112.85      | 0.00%             | 2027-09-25      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186296041.SRDLC                                     | 186296041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2220.10      | 0.00%             | 2027-02-17      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 215690065.SRDLC                                     | 215690065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1118.41      | 0.00%             | 2027-04-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 216130245.SRDLC                                     | 216130245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3956 | PA      | $3802.27      | 0.00%             | 2028-04-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6800                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -74 | NC      | $-740.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6805                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | 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      |
| 205271826.SRDLC                                     | 205271826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1633 | PA      | $1667.35      | 0.00%             | 2026-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211279182.SRDLC                                     | 211279182.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5391 | PA      | $5323.96      | 0.00%             | 2027-10-22      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 211316728.SRDLC                                     | 211316728.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5532 | PA      | $5327.79      | 0.00%             | 2027-10-04      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211324245.SRDLC                                     | 211324245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5792 | PA      | $5588.25      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211437381.SRDLC                                     | 211437381.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9626 | PA      | $9376.11      | 0.00%             | 2029-10-09      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L3958578.SRDUP                                      | L3958578.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       666 | PA      | $671.51       | 0.00%             | 2028-09-05      | Fixed         | 20.17%                | Yes           |                  3 | On Loan: No      |
| L3959169.SRDUP                                      | L3959169.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9601 | PA      | $1912.45      | 0.00%             | 2028-09-05      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| 214057774.SRDLC                                     | 214057774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6979 | PA      | $6856.14      | 0.00%             | 2030-01-30      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214354497.SRDLC                                     | 214354497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11440 | PA      | $11039.68     | 0.00%             | 2030-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206702193.SRDLC                                     | 206702193.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13069 | PA      | $1369.58      | 0.00%             | 2027-02-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206937677.SRDLC                                     | 206937677.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4508 | PA      | $4434.99      | 0.00%             | 2027-03-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219039741.SRDLC                                     | 219039741.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1662 | PA      | $1580.78      | 0.00%             | 2028-08-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 219052242.SRDLC                                     | 219052242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10965 | PA      | $1515.41      | 0.00%             | 2029-08-14      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 10546706.SRDSQ                                      | 10546706.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7911 | PA      | $7256.39      | 0.00%             | 2027-09-03      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10548589.SRDSQ                                      | 10548589.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1470 | PA      | $1381.38      | 0.00%             | 2027-09-04      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| 206515662.SRDLC                                     | 206515662.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3029 | PA      | $317.43       | 0.00%             | 2027-02-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206528520.SRDLC                                     | 206528520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1810 | PA      | $316.25       | 0.00%             | 2028-08-06      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211439322.SRDLC                                     | 211439322.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2837 | PA      | $2753.71      | 0.00%             | 2028-10-09      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211592263.SRDLC                                     | 211592263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2154 | PA      | $2170.90      | 0.00%             | 2026-10-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L4007525.SRDUP                                      | L4007525.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14432 | PA      | $14406.37     | 0.00%             | 2028-10-10      | Fixed         | 12.42%                | Yes           |                  3 | On Loan: No      |
| L4010303.SRDUP                                      | L4010303.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4386 | PA      | $4425.85      | 0.00%             | 2028-10-10      | Fixed         | 18.89%                | Yes           |                  3 | On Loan: No      |
| 214367727.SRDLC                                     | 214367727.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       819 | PA      | $788.69       | 0.00%             | 2028-02-13      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215019611.SRDLC                                     | 215019611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10693 | PA      | $1120.59      | 0.00%             | 2030-03-17      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 219072736.SRDLC                                     | 219072736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10160 | PA      | $9630.73      | 0.00%             | 2028-08-26      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 220020385.SRDLC                                     | 220020385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11218 | PA      | $10860.93     | 0.00%             | 2027-09-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210556319.SRDLC                                     | 210556319.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6199 | PA      | $6002.31      | 0.00%             | 2027-09-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210707174.SRDLC                                     | 210707174.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16360 | PA      | $16041.39     | 0.00%             | 2029-09-09      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6810                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -59 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6815                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -63 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L4015135.SRDUP                                      | L4015135.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3079 | PA      | $3106.50      | 0.00%             | 2028-10-10      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| L5008595.SRDUP                                      | L5008595.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4541 | PA      | $844.15       | 0.00%             | 2030-02-07      | Fixed         | 15.72%                | Yes           |                  3 | On Loan: No      |
| 215068439.SRDLC                                     | 215068439.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14170 | PA      | $13715.44     | 0.00%             | 2030-03-18      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 215205018.SRDLC                                     | 215205018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16396 | PA      | $16063.57     | 0.00%             | 2030-03-25      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 8421674.SRDSQ                                       | 8421674.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6245 | PA      | $4540.12      | 0.00%             | 2026-05-26      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8543758.SRDSQ                                       | 8543758.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3871 | PA      | $3002.59      | 0.00%             | 2026-06-30      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 211289069.SRDLC                                     | 211289069.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1893 | PA      | $1832.04      | 0.00%             | 2028-10-07      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 215050908.SRDLC                                     | 215050908.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3905 | PA      | $3743.18      | 0.00%             | 2028-03-22      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6820                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -97 | NC      | $-970.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6825                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -86 | NC      | $-860.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 216645165.SRDLC                                     | 216645165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13603 | PA      | $13388.41     | 0.00%             | 2027-05-21      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219080388.SRDLC                                     | 219080388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11913 | PA      | $11288.81     | 0.00%             | 2028-08-24      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8787339.SRDSQ                                       | 8787339.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2098 | PA      | $783.39       | 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        |       352 | PA      | $331.93       | 0.00%             | 2026-09-10      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5190                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-12800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5195                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-12480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10564552.SRDSQ                                      | 10564552.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     53758 | PA      | $50360.49     | 0.00%             | 2027-09-05      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10580757.SRDSQ                                      | 10580757.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1227 | PA      | $1162.67      | 0.00%             | 2027-09-10      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 219140808.SRDLC                                     | 219140808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20774 | PA      | $20188.59     | 0.00%             | 2031-08-18      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 219981610.SRDLC                                     | 219981610.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14941 | PA      | $14268.49     | 0.00%             | 2030-09-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 207228981.SRDLC                                     | 207228981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6460 | PA      | $6562.32      | 0.00%             | 2029-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207490408.SRDLC                                     | 207490408.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18065 | PA      | $17921.81     | 0.00%             | 2027-06-20      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 203779740.SRDLC                                     | 203779740.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       642 | PA      | $642.15       | 0.00%             | 2026-08-26      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 203936470.SRDLC                                     | 203936470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4337 | PA      | $4325.05      | 0.00%             | 2026-09-11      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| FW3956866.SRDUP                                     | FW3956866.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       579 | PA      | $582.75       | 0.00%             | 2028-09-05      | Fixed         | 22.67%                | Yes           |                  3 | On Loan: No      |
| L3310016.SRDUP                                      | L3310016.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2437 | PA      | $2434.81      | 0.00%             | 2027-07-26      | Fixed         | 17.41%                | Yes           |                  3 | On Loan: No      |
| 9278266.SRDSQ                                       | 9278266.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       274 | PA      | $267.82       | 0.00%             | 2026-12-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9746762.SRDSQ                                       | 9746762.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12371 | PA      | $11177.99     | 0.00%             | 2027-03-02      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10580865.SRDSQ                                      | 10580865.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2903 | PA      | $2719.44      | 0.00%             | 2027-09-10      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10590760.SRDSQ                                      | 10590760.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1812 | PA      | $1717.34      | 0.00%             | 2027-09-11      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 220049397.SRDLC                                     | 220049397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9468 | PA      | $2479.67      | 0.00%             | 2029-09-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 7576739.SRDSQ                                       | 7576739.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42454 | PA      | $7195.90      | 0.00%             | 2025-09-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/01/26 P6830                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90 | NC      | $-900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6915                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26 | NC      | $-1495.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IBRD                                                | IBRD CAR 135 Class D                                                 | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    901000 | PA      | $959429.85    | 0.04%             | 2028-04-24      | Floating      | 15.69%                | Yes           |                  2 | On Loan: No      |
| 10555478.SRDSQ                                      | 10555478.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7444 | PA      | $7067.65      | 0.00%             | 2027-09-04      | Fixed         | 4.55%                 | 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      |
| 211527092.SRDLC                                     | 211527092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2574 | PA      | $2491.59      | 0.00%             | 2027-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L3500600.SRDUP                                      | L3500600.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4152 | PA      | $4202.19      | 0.00%             | 2027-10-13      | Fixed         | 21.06%                | Yes           |                  3 | On Loan: No      |
| L3913333.SRDUP                                      | L3913333.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8967 | PA      | $9028.03      | 0.00%             | 2028-08-04      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5205                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-11250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5210                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-13320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9773749.SRDSQ                                       | 9773749.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1069 | PA      | $744.84       | 0.00%             | 2027-03-08      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| CBM3909833.SRDUP                                    | CBM3909833.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1449 | PA      | $1437.85      | 0.00%             | 2026-08-02      | Fixed         | 18.53%                | Yes           |                  3 | On Loan: No      |
| 8372482.SRDSQ                                       | 8372482.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       452 | PA      | $244.94       | 0.00%             | 2026-05-12      | Fixed         | 4.96%                 | Yes           |                  3 | On Loan: No      |
| 8403362.SRDSQ                                       | 8403362.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7113 | PA      | $526.35       | 0.00%             | 2026-05-21      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6920                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16 | NC      | $-960.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6925                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -30 | NC      | $-1950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3910906.SRDUP                                    | CBM3910906.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2140 | PA      | $2138.48      | 0.00%             | 2028-08-02      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| CBM4009102.SRDUP                                    | CBM4009102.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2881 | PA      | $2905.60      | 0.00%             | 2028-10-06      | Fixed         | 28.64%                | Yes           |                  3 | On Loan: No      |
| 211598872.SRDLC                                     | 211598872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16510 | PA      | $16133.32     | 0.00%             | 2027-10-17      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211638298.SRDLC                                     | 211638298.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4184 | PA      | $1158.15      | 0.00%             | 2028-10-27      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 10661942.SRDSQ                                      | 10661942.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6114 | PA      | $5748.42      | 0.00%             | 2027-09-26      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 10705183.SRDSQ                                      | 10705183.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    103955 | PA      | $95545.10     | 0.00%             | 2027-10-03      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6930                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-2092.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6935                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -35 | NC      | $-2450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5215                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-4320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5225                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-3500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9355788.SRDSQ                                       | 9355788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       507 | PA      | $499.83       | 0.00%             | 2027-01-18      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9765903.SRDSQ                                       | 9765903.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       633 | PA      | $623.59       | 0.00%             | 2027-03-05      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 212089191.SRDLC                                     | 212089191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10019 | PA      | $9673.21      | 0.00%             | 2027-11-01      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212364539.SRDLC                                     | 212364539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2439 | PA      | $2356.29      | 0.00%             | 2027-11-03      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8543448.SRDSQ                                       | 8543448.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       875 | PA      | $538.35       | 0.00%             | 2026-06-30      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8653491.SRDSQ                                       | 8653491.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2660 | PA      | $2090.70      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 186029660.SRDLC                                     | 186029660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5518 | PA      | $5478.71      | 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        |      3698 | PA      | $387.60       | 0.00%             | 2027-02-22      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| CBM5177051.SRDUP                                    | CBM5177051.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1833 | PA      | $1709.40      | 0.00%             | 2030-09-03      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| DRB4996168.SRDUP                                    | DRB4996168.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5554 | PA      | $861.98       | 0.00%             | 2030-02-03      | Fixed         | 31.84%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR #11 (WORLD) Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -258 | NC      | $-156622.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6925                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -36 | NC      | $-8370.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6940                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34 | NC      | $-2550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6945                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42 | NC      | $-3360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5230                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-10880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3950                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-1140.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212488555.SRDLC                                     | 212488555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2439 | PA      | $2355.75      | 0.00%             | 2027-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212491957.SRDLC                                     | 212491957.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1813 | PA      | $1752.02      | 0.00%             | 2027-11-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5009741.SRDUP                                    | DRB5009741.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7090 | PA      | $6537.59      | 0.00%             | 2030-02-07      | Fixed         | 28.46%                | Yes           |                  3 | On Loan: No      |
| DRB5177853.SRDUP                                    | DRB5177853.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3519 | PA      | $3499.34      | 0.00%             | 2028-04-03      | Fixed         | 11.42%                | Yes           |                  3 | On Loan: No      |
| 9061976.SRDSQ                                       | 9061976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $995.94       | 0.00%             | 2026-11-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9317576.SRDSQ                                       | 9317576.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       394 | PA      | $386.25       | 0.00%             | 2027-01-09      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 206819391.SRDLC                                     | 206819391.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4812 | PA      | $4751.32      | 0.00%             | 2029-02-23      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 207180876.SRDLC                                     | 207180876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8854 | PA      | $8721.19      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 205195617.SRDLC                                     | 205195617.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11640 | PA      | $1219.84      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205244092.SRDLC                                     | 205244092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5361 | PA      | $5388.03      | 0.00%             | 2026-11-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 204334194.SRDLC                                     | 204334194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1728 | PA      | $1759.21      | 0.00%             | 2026-09-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 204357965.SRDLC                                     | 204357965.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7216 | PA      | $7269.42      | 0.00%             | 2027-10-03      | Fixed         | 10.46%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3955                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-580.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3960                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-1740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9780545.SRDSQ                                       | 9780545.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26282 | PA      | $23692.93     | 0.00%             | 2027-03-10      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 9793233.SRDSQ                                       | 9793233.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $1161.86      | 0.00%             | 2027-03-12      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9345028.SRDSQ                                       | 9345028.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3260 | PA      | $2966.29      | 0.00%             | 2027-01-16      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 9831549.SRDSQ                                       | 9831549.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16295 | PA      | $2335.01      | 0.00%             | 2027-03-23      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| DRB5179845.SRDUP                                    | DRB5179845.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1741 | PA      | $270.24       | 0.00%             | 2030-04-03      | Fixed         | 32.37%                | Yes           |                  3 | On Loan: No      |
| DRB5378042.SRDUP                                    | DRB5378042.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4537 | PA      | $4208.02      | 0.00%             | 2030-05-22      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3965                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-590.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3970                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-4800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206841786.SRDLC                                     | 206841786.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1909 | PA      | $1886.03      | 0.00%             | 2027-02-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 207185942.SRDLC                                     | 207185942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20811 | PA      | $20675.94     | 0.00%             | 2029-03-16      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6950                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-3995.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6955                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -42 | NC      | $-3780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9847734.SRDSQ                                       | 9847734.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16623 | PA      | $14421.99     | 0.00%             | 2027-03-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910308.SRDUP                                    | CBM3910308.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1106 | PA      | $1105.01      | 0.00%             | 2028-08-02      | Fixed         | 24.05%                | Yes           |                  3 | On Loan: No      |
| DRB5579910.SRDUP                                    | DRB5579910.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4448 | PA      | $4122.03      | 0.00%             | 2030-07-01      | Fixed         | 29.12%                | Yes           |                  3 | On Loan: No      |
| DRB5587317.SRDUP                                    | DRB5587317.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3099 | PA      | $2880.12      | 0.00%             | 2030-07-02      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| 207326146.SRDLC                                     | 207326146.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15378 | PA      | $15346.89     | 0.00%             | 2029-03-27      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 210697354.SRDLC                                     | 210697354.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7811 | PA      | $818.61       | 0.00%             | 2027-09-09      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 9795502.SRDSQ                                       | 9795502.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2770 | PA      | $2705.85      | 0.00%             | 2027-03-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9847171.SRDSQ                                       | 9847171.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25869 | PA      | $24870.47     | 0.00%             | 2027-03-25      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/04/26 P6960                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-4465.00     | -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      | $1998003.02   | 0.09%             | 2027-06-08      | Fixed         | 13.38%                | Yes           |                  2 | On Loan: No      |
| 204903264.SRDLC                                     | 204903264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       512 | PA      | $513.81       | 0.00%             | 2026-11-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204938062.SRDLC                                     | 204938062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1531 | PA      | $1537.88      | 0.00%             | 2026-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW3305228.SRDUP                                     | FW3305228.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7469 | PA      | $7539.46      | 0.00%             | 2027-07-25      | Fixed         | 24.48%                | Yes           |                  3 | On Loan: No      |
| FW3312742.SRDUP                                     | FW3312742.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5458 | PA      | $1206.16      | 0.00%             | 2027-07-27      | Fixed         | 26.16%                | Yes           |                  3 | On Loan: No      |
| L5382329.SRDUP                                      | L5382329.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1800 | PA      | $368.21       | 0.00%             | 2028-05-22      | Fixed         | 16.11%                | Yes           |                  3 | On Loan: No      |
| 10050349.SRDSQ                                      | 10050349.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2173 | PA      | $2018.47      | 0.00%             | 2027-05-08      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| CBM3911810.SRDUP                                    | CBM3911810.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1311 | PA      | $1319.50      | 0.00%             | 2028-08-03      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| CBM4009182.SRDUP                                    | CBM4009182.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1793 | PA      | $1808.70      | 0.00%             | 2028-10-06      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| CBM3910222.SRDUP                                    | CBM3910222.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1363 | PA      | $1351.65      | 0.00%             | 2026-08-02      | Fixed         | 17.38%                | Yes           |                  3 | On Loan: No      |
| CBM4008144.SRDUP                                    | CBM4008144.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5330 | PA      | $5377.13      | 0.00%             | 2028-10-06      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| 10264832.SRDSQ                                      | 10264832.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10911 | PA      | $9578.74      | 0.00%             | 2027-06-30      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10328515.SRDSQ                                      | 10328515.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       924 | PA      | $867.89       | 0.00%             | 2027-07-14      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3975                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-6710.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3980                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-8680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205207590.SRDLC                                     | 205207590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       890 | PA      | $912.79       | 0.00%             | 2026-11-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205287163.SRDLC                                     | 205287163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5426 | PA      | $568.66       | 0.00%             | 2026-11-15      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| FW3325256.SRDUP                                     | FW3325256.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       971 | PA      | $978.96       | 0.00%             | 2028-01-02      | Fixed         | 30.05%                | Yes           |                  3 | On Loan: No      |
| FW3391398.SRDUP                                     | FW3391398.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1204 | PA      | $1208.97      | 0.00%             | 2027-09-01      | Fixed         | 30.65%                | Yes           |                  3 | On Loan: No      |
| CBM4011977.SRDUP                                    | CBM4011977.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9467 | PA      | $9390.72      | 0.00%             | 2028-10-10      | Fixed         | 14.32%                | Yes           |                  3 | On Loan: No      |
| DRB5575297.SRDUP                                    | DRB5575297.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4743 | PA      | $4391.43      | 0.00%             | 2030-07-01      | Fixed         | 28.87%                | Yes           |                  3 | On Loan: No      |
| 210977375.SRDLC                                     | 210977375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21048 | PA      | $20506.87     | 0.00%             | 2029-10-16      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211278427.SRDLC                                     | 211278427.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4691 | PA      | $4551.93      | 0.00%             | 2027-10-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 10339381.SRDSQ                                      | 10339381.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5628 | PA      | $5371.18      | 0.00%             | 2027-07-16      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 10362436.SRDSQ                                      | 10362436.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     58743 | PA      | $55788.31     | 0.00%             | 2027-07-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205451696.SRDLC                                     | 205451696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4845 | PA      | $4790.44      | 0.00%             | 2028-12-18      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 206642961.SRDLC                                     | 206642961.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       216 | PA      | $214.80       | 0.00%             | 2027-02-09      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 10376723.SRDSQ                                      | 10376723.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3430 | PA      | $3194.59      | 0.00%             | 2027-07-26      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10539626.SRDSQ                                      | 10539626.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1112 | PA      | $1057.82      | 0.00%             | 2027-09-02      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 646                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-4612.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 650                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -49 | NC      | $-20825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5007289.SRDUP                                    | DRB5007289.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6925 | PA      | $6381.82      | 0.00%             | 2030-02-06      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| DRB5009784.SRDUP                                    | DRB5009784.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2709 | PA      | $2682.26      | 0.00%             | 2030-02-07      | Fixed         | 13.03%                | Yes           |                  3 | On Loan: No      |
| 212784247.SRDLC                                     | 212784247.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18470 | PA      | $17963.86     | 0.00%             | 2029-12-02      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 213320450.SRDLC                                     | 213320450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3151 | PA      | $3063.30      | 0.00%             | 2028-01-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW3910197.SRDUP                                     | FW3910197.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6750 | PA      | $6686.84      | 0.00%             | 2028-08-02      | Fixed         | 16.66%                | Yes           |                  3 | On Loan: No      |
| FW3910244.SRDUP                                     | FW3910244.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       505 | PA      | $501.35       | 0.00%             | 2026-08-02      | Fixed         | 20.90%                | Yes           |                  3 | On Loan: No      |
| DRB5585767.SRDUP                                    | DRB5585767.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7965 | PA      | $7384.75      | 0.00%             | 2030-07-02      | Fixed         | 29.47%                | Yes           |                  3 | On Loan: No      |
| DRB5587350.SRDUP                                    | DRB5587350.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2497 | PA      | $2312.92      | 0.00%             | 2030-07-02      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 655                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-7087.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 315                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-116.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206666226.SRDLC                                     | 206666226.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8287 | PA      | $8436.01      | 0.00%             | 2029-02-19      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 207255490.SRDLC                                     | 207255490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7553 | PA      | $7531.61      | 0.00%             | 2027-03-18      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| DRB5177292.SRDUP                                    | DRB5177292.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1164 | PA      | $1068.59      | 0.00%             | 2030-04-03      | Fixed         | 28.69%                | Yes           |                  3 | On Loan: No      |
| DRB5382375.SRDUP                                    | DRB5382375.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1009 | PA      | $923.00       | 0.00%             | 2030-05-22      | Fixed         | 27.12%                | Yes           |                  3 | On Loan: No      |
| DRB5591570.SRDUP                                    | DRB5591570.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5204 | PA      | $4827.66      | 0.00%             | 2030-07-03      | Fixed         | 31.05%                | Yes           |                  3 | On Loan: No      |
| FW3305012.SRDUP                                     | FW3305012.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       738 | PA      | $114.51       | 0.00%             | 2027-07-25      | Fixed         | 29.80%                | 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      | $435983.35    | 0.02%             | 2028-01-21      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| 10004337.SRDSQ                                      | 10004337.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3251 | PA      | $3177.92      | 0.00%             | 2027-04-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213726964.SRDLC                                     | 213726964.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10779 | PA      | $10517.12     | 0.00%             | 2030-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213869946.SRDLC                                     | 213869946.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12337 | PA      | $12042.31     | 0.00%             | 2029-01-22      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| FW3960052.SRDUP                                     | FW3960052.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14746 | PA      | $14859.99     | 0.00%             | 2028-09-05      | Fixed         | 25.36%                | Yes           |                  3 | On Loan: No      |
| FW4008330.SRDUP                                     | FW4008330.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1895 | PA      | $1911.77      | 0.00%             | 2028-10-06      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 317.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-656.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 320                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -87 | NC      | $-6525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207556646.SRDLC                                     | 207556646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4814 | PA      | $4779.22      | 0.00%             | 2027-04-07      | Fixed         | 29.39%                | Yes           |                  3 | On Loan: No      |
| 207923330.SRDLC                                     | 207923330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8393 | PA      | $8279.66      | 0.00%             | 2029-05-01      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 10015267.SRDSQ                                      | 10015267.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2735 | PA      | $2177.71      | 0.00%             | 2027-05-02      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10069608.SRDSQ                                      | 10069608.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $1437.13      | 0.00%             | 2027-05-13      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 10544150.SRDSQ                                      | 10544150.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10558 | PA      | $9999.22      | 0.00%             | 2027-09-03      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10589159.SRDSQ                                      | 10589159.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1136 | PA      | $1086.48      | 0.00%             | 2027-09-11      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| DRB5577345.SRDUP                                    | DRB5577345.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5290 | PA      | $4901.99      | 0.00%             | 2030-07-01      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| DRB5577780.SRDUP                                    | DRB5577780.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2103 | PA      | $401.85       | 0.00%             | 2030-07-01      | Fixed         | 31.12%                | Yes           |                  3 | On Loan: No      |
| 210701867.SRDLC                                     | 210701867.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       557 | PA      | $542.14       | 0.00%             | 2027-09-09      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 210780869.SRDLC                                     | 210780869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1121 | PA      | $1127.96      | 0.00%             | 2027-01-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 322.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -116 | NC      | $-6960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 325                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -273 | NC      | $-13308.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4998470.SRDUP                                     | FW4998470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3913 | PA      | $3791.99      | 0.00%             | 2030-02-19      | Fixed         | 21.87%                | Yes           |                  3 | On Loan: No      |
| L3298680.SRDUP                                      | L3298680.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1086 | PA      | $1083.85      | 0.00%             | 2027-07-21      | Fixed         | 14.00%                | Yes           |                  3 | On Loan: No      |
| 10109881.SRDSQ                                      | 10109881.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1569.14      | 0.00%             | 2027-05-23      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 10278975.SRDSQ                                      | 10278975.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18922 | PA      | $17594.06     | 0.00%             | 2027-07-02      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10596141.SRDSQ                                      | 10596141.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12427 | PA      | $11640.57     | 0.00%             | 2027-09-12      | Fixed         | 5.81%                 | Yes           |                  3 | On Loan: No      |
| 10603004.SRDSQ                                      | 10603004.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22788 | PA      | $21461.52     | 0.00%             | 2027-09-13      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 214233355.SRDLC                                     | 214233355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34707 | PA      | $34047.12     | 0.00%             | 2031-02-07      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214326122.SRDLC                                     | 214326122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9197 | PA      | $9110.92      | 0.00%             | 2029-02-16      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 327.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -270 | NC      | $-11137.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 330                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -184 | NC      | $-6210.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3312122.SRDUP                                      | L3312122.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2442 | PA      | $2440.33      | 0.00%             | 2027-07-27      | Fixed         | 13.66%                | Yes           |                  3 | On Loan: No      |
| L3325657.SRDUP                                      | L3325657.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6684 | PA      | $6696.20      | 0.00%             | 2027-08-02      | Fixed         | 22.31%                | Yes           |                  3 | On Loan: No      |
| 210876224.SRDLC                                     | 210876224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1538 | PA      | $1552.96      | 0.00%             | 2026-09-20      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 210877886.SRDLC                                     | 210877886.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1365 | PA      | $1326.92      | 0.00%             | 2027-09-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 10291229.SRDSQ                                      | 10291229.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29524 | PA      | $27710.93     | 0.00%             | 2027-07-06      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10306466.SRDSQ                                      | 10306466.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       708 | PA      | $667.05       | 0.00%             | 2027-07-08      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| 214810770.SRDLC                                     | 214810770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30723 | PA      | $30474.36     | 0.00%             | 2029-03-06      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 215032465.SRDLC                                     | 215032465.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31778 | PA      | $29960.21     | 0.00%             | 2030-04-01      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| FW3320104.SRDUP                                     | FW3320104.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5873 | PA      | $5880.24      | 0.00%             | 2027-08-01      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| FW3320223.SRDUP                                     | FW3320223.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       409 | PA      | $409.93       | 0.00%             | 2027-08-01      | Fixed         | 27.37%                | Yes           |                  3 | On Loan: No      |
| L3330225.SRDUP                                      | L3330225.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       469 | PA      | $472.05       | 0.00%             | 2027-08-04      | Fixed         | 23.90%                | Yes           |                  3 | On Loan: No      |
| L3334820.SRDUP                                      | L3334820.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1334 | PA      | $1337.89      | 0.00%             | 2027-08-05      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| 10338460.SRDSQ                                      | 10338460.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1225 | PA      | $1111.36      | 0.00%             | 2027-07-15      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 10531275.SRDSQ                                      | 10531275.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       124 | PA      | $115.53       | 0.00%             | 2027-08-27      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| 10785079.SRDSQ                                      | 10785079.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    188291 | PA      | $176353.34    | 0.01%             | 2027-10-20      | Fixed         | 4.55%                 | 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      |
| 10687732.SRDSQ                                      | 10687732.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    130392 | PA      | $122359.93    | 0.01%             | 2027-10-01      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10741462.SRDSQ                                      | 10741462.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    153915 | PA      | $144218.36    | 0.01%             | 2027-10-10      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 9735750.SRDSQ                                       | 9735750.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1886 | PA      | $1448.64      | 0.00%             | 2027-02-28      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 9801337.SRDSQ                                       | 9801337.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1295.68      | 0.00%             | 2027-03-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Bridge Street Re Ltd                                | Bridge Street Re 2025-2 Class A                                      | CUSIP: 10807LAB3<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   3955000 | PA      | $3950254.00   | 0.18%             | 2029-01-08      | Floating      | 11.44%                | 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      | $8387881.00   | 0.38%             | 2027-04-05      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| 10753831.SRDSQ                                      | 10753831.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    135214 | PA      | $126735.66    | 0.01%             | 2027-10-13      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10807309.SRDSQ                                      | 10807309.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    154854 | PA      | $144974.39    | 0.01%             | 2027-10-23      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10613318.SRDSQ                                      | 10613318.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     42760 | PA      | $39942.31     | 0.00%             | 2027-09-16      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| 10618790.SRDSQ                                      | 10618790.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9660 | PA      | $9015.23      | 0.00%             | 2027-09-18      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| 10311317.SRDSQ                                      | 10311317.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20476 | PA      | $18254.09     | 0.00%             | 2027-07-10      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10342659.SRDSQ                                      | 10342659.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16674 | PA      | $16306.89     | 0.00%             | 2027-07-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L3341749.SRDUP                                      | L3341749.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3078 | PA      | $3063.57      | 0.00%             | 2027-08-24      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| L3391974.SRDUP                                      | L3391974.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       724 | PA      | $727.11       | 0.00%             | 2027-09-01      | Fixed         | 26.50%                | Yes           |                  3 | On Loan: No      |
| 186824468.SRDLC                                     | 186824468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3966 | PA      | $3950.97      | 0.00%             | 2027-03-14      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 186900684.SRDLC                                     | 186900684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6223 | PA      | $6211.30      | 0.00%             | 2027-03-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 10356825.SRDSQ                                      | 10356825.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2936 | PA      | $2797.00      | 0.00%             | 2027-07-21      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10587292.SRDSQ                                      | 10587292.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36815 | PA      | $34826.99     | 0.00%             | 2027-09-11      | Fixed         | 4.55%                 | 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        |   8973000 | PA      | $9299168.55   | 0.43%             | 2028-03-13      | Floating      | 9.62%                 | 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      | $1173568.50   | 0.05%             | 2026-06-07      | Floating      | 10.28%                | Yes           |                  2 | On Loan: No      |
| 211295480.SRDLC                                     | 211295480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8973 | PA      | $8653.79      | 0.00%             | 2027-10-07      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211371056.SRDLC                                     | 211371056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10158 | PA      | $9891.23      | 0.00%             | 2029-10-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 186208596.SRDLC                                     | 186208596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5912 | PA      | $5866.47      | 0.00%             | 2027-02-16      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 187981341.SRDLC                                     | 187981341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1379 | PA      | $1409.94      | 0.00%             | 2027-04-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 332.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -120 | NC      | $-3600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 335                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -109 | NC      | $-2861.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3954459.SRDUP                                      | L3954459.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       764 | PA      | $763.22       | 0.00%             | 2028-09-01      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| L4008508.SRDUP                                      | L4008508.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7868 | PA      | $2822.19      | 0.00%             | 2027-03-06      | Fixed         | 20.53%                | Yes           |                  3 | On Loan: No      |
| 192876522.SRDLC                                     | 192876522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3479 | PA      | $3719.24      | 0.00%             | 2027-08-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 194755673.SRDLC                                     | 194755673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2604 | PA      | $2669.55      | 0.00%             | 2027-10-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 10599140.SRDSQ                                      | 10599140.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7969 | PA      | $7410.97      | 0.00%             | 2027-09-12      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10638262.SRDSQ                                      | 10638262.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3870 | PA      | $3662.21      | 0.00%             | 2027-09-21      | Fixed         | 4.55%                 | 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      |
| 186500893.SRDLC                                     | 186500893.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6246 | PA      | $6444.26      | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211416703.SRDLC                                     | 211416703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1492 | PA      | $1451.04      | 0.00%             | 2027-10-26      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211451716.SRDLC                                     | 211451716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5332 | PA      | $5172.09      | 0.00%             | 2027-10-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187120238.SRDLC                                     | 187120238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1222 | PA      | $224.84       | 0.00%             | 2025-03-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187566191.SRDLC                                     | 187566191.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1684 | PA      | $1755.39      | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L4010561.SRDUP                                      | L4010561.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28720 | PA      | $28671.21     | 0.00%             | 2028-10-10      | Fixed         | 12.05%                | Yes           |                  3 | On Loan: No      |
| L4012708.SRDUP                                      | L4012708.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       574 | PA      | $572.20       | 0.00%             | 2026-10-10      | Fixed         | 11.54%                | 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      |
| 186969754.SRDLC                                     | 186969754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3549 | PA      | $3610.55      | 0.00%             | 2027-03-30      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 194899015.SRDLC                                     | 194899015.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9735 | PA      | $1835.98      | 0.00%             | 2027-10-24      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 203457275.SRDLC                                     | 203457275.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       263 | PA      | $266.81       | 0.00%             | 2026-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191337039.SRDLC                                     | 191337039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       751 | PA      | $78.74        | 0.00%             | 2025-07-18      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| 191871219.SRDLC                                     | 191871219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3311 | PA      | $346.95       | 0.00%             | 2027-08-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L5578407.SRDUP                                      | L5578407.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       156 | PA      | $154.57       | 0.00%             | 2028-07-01      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| 211490380.SRDLC                                     | 211490380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21600 | PA      | $21185.66     | 0.00%             | 2027-10-17      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 211524009.SRDLC                                     | 211524009.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5918 | PA      | $5738.94      | 0.00%             | 2027-10-22      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 188214895.SRDLC                                     | 188214895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10388 | PA      | $1911.32      | 0.00%             | 2025-11-21      | Fixed         | 26.79%                | Yes           |                  3 | On Loan: No      |
| 188423939.SRDLC                                     | 188423939.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5186 | PA      | $5139.07      | 0.00%             | 2027-04-15      | Fixed         | 6.59%                 | Yes           |                  3 | On Loan: No      |
| 186766384.SRDLC                                     | 186766384.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1766 | PA      | $1762.17      | 0.00%             | 2027-03-02      | Fixed         | 17.19%                | 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      |
| 187113627.SRDLC                                     | 187113627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2211 | PA      | $2330.27      | 0.00%             | 2027-03-20      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 187320803.SRDLC                                     | 187320803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1588 | PA      | $1675.45      | 0.00%             | 2027-03-24      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26C 337.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-652.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 255                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-540.00      | -0.00%            |  |  |  | No            |                  1 | 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      |
| 192252952.SRDLC                                     | 192252952.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3671 | PA      | $3881.56      | 0.00%             | 2028-05-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 203504176.SRDLC                                     | 203504176.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       814 | PA      | $823.14       | 0.00%             | 2026-08-16      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 203510721.SRDLC                                     | 203510721.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3058 | PA      | $3057.80      | 0.00%             | 2028-08-15      | Fixed         | 14.49%                | 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      |
| 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      |
| 211531284.SRDLC                                     | 211531284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       981 | PA      | $975.72       | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | 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      |
| CBM3911873.SRDUP                                    | CBM3911873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1750 | PA      | $1742.17      | 0.00%             | 2028-08-03      | Fixed         | 27.00%                | Yes           |                  3 | On Loan: No      |
| CBM3955807.SRDUP                                    | CBM3955807.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       970 | PA      | $966.11       | 0.00%             | 2028-09-05      | Fixed         | 21.50%                | 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      |
| 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      |
| 188843204.SRDLC                                     | 188843204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4232 | PA      | $4195.55      | 0.00%             | 2027-12-10      | Fixed         | 14.99%                | 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      |
| 203576237.SRDLC                                     | 203576237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5078 | PA      | $5441.00      | 0.00%             | 2028-08-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 203626073.SRDLC                                     | 203626073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7645 | PA      | $7711.20      | 0.00%             | 2027-08-31      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 257.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 260                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-2587.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211617872.SRDLC                                     | 211617872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3604 | PA      | $3511.41      | 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        |      3053 | PA      | $3020.96      | 0.00%             | 2026-11-05      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211671848.SRDLC                                     | 211671848.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6005 | PA      | $5947.01      | 0.00%             | 2027-10-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211751095.SRDLC                                     | 211751095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1394 | PA      | $1367.16      | 0.00%             | 2027-10-22      | Fixed         | 15.50%                | Yes           |                  3 | On Loan: No      |
| 207724482.SRDLC                                     | 207724482.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       546 | PA      | $544.48       | 0.00%             | 2026-05-16      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 207800233.SRDLC                                     | 207800233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2789 | PA      | $2755.36      | 0.00%             | 2027-04-25      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB4998236.SRDUP                                    | DRB4998236.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6072 | PA      | $942.42       | 0.00%             | 2030-02-04      | Fixed         | 28.80%                | Yes           |                  3 | On Loan: No      |
| DRB5009608.SRDUP                                    | DRB5009608.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7895 | PA      | $7292.32      | 0.00%             | 2030-02-07      | Fixed         | 30.21%                | Yes           |                  3 | On Loan: No      |
| 204379080.SRDLC                                     | 204379080.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1130 | PA      | $1126.15      | 0.00%             | 2026-10-12      | Fixed         | 10.12%                | Yes           |                  3 | On Loan: No      |
| 204583517.SRDLC                                     | 204583517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       288 | PA      | $285.60       | 0.00%             | 2027-10-06      | Fixed         | 24.49%                | 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      |
| 187916897.SRDLC                                     | 187916897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3607 | PA      | $3780.26      | 0.00%             | 2027-08-05      | Fixed         | 30.99%                | 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      |
| 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      |
| 203645977.SRDLC                                     | 203645977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14905 | PA      | $14993.29     | 0.00%             | 2028-08-14      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 203810114.SRDLC                                     | 203810114.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1708 | PA      | $1707.21      | 0.00%             | 2026-08-28      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| DRB5181026.SRDUP                                    | DRB5181026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2167 | PA      | $1991.29      | 0.00%             | 2030-04-04      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| DRB5385553.SRDUP                                    | DRB5385553.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       666 | PA      | $103.37       | 0.00%             | 2030-05-23      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| 204647611.SRDLC                                     | 204647611.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1122 | PA      | $1128.68      | 0.00%             | 2026-10-11      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205086200.SRDLC                                     | 205086200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1231 | PA      | $1236.31      | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212104255.SRDLC                                     | 212104255.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9460 | PA      | $9321.28      | 0.00%             | 2027-11-19      | Fixed         | 28.49%                | 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      |
| 203862370.SRDLC                                     | 203862370.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2520 | PA      | $2518.34      | 0.00%             | 2026-08-28      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205065513.SRDLC                                     | 205065513.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17304 | PA      | $18374.78     | 0.00%             | 2028-11-09      | Fixed         | 29.99%                | 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      |
| 191346196.SRDLC                                     | 191346196.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4786 | PA      | $5091.76      | 0.00%             | 2027-07-28      | Fixed         | 27.74%                | Yes           |                  3 | On Loan: No      |
| 212254603.SRDLC                                     | 212254603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4250 | PA      | $1476.88      | 0.00%             | 2027-02-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212438980.SRDLC                                     | 212438980.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15066 | PA      | $14437.72     | 0.00%             | 2030-05-27      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10366447.SRDSQ                                      | 10366447.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       848 | PA      | $812.32       | 0.00%             | 2027-07-23      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10524188.SRDSQ                                      | 10524188.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1976 | PA      | $1839.83      | 0.00%             | 2027-08-26      | Fixed         | 5.31%                 | Yes           |                  3 | On Loan: No      |
| 207299205.SRDLC                                     | 207299205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6529 | PA      | $6373.34      | 0.00%             | 2027-04-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207915481.SRDLC                                     | 207915481.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2657 | PA      | $278.47       | 0.00%             | 2028-09-23      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| DRB5577355.SRDUP                                    | DRB5577355.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5408 | PA      | $1040.45      | 0.00%             | 2030-07-01      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| DRB5580381.SRDUP                                    | DRB5580381.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1305 | PA      | $1209.61      | 0.00%             | 2030-07-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| 205193963.SRDLC                                     | 205193963.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       119 | PA      | $118.50       | 0.00%             | 2026-11-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205599754.SRDLC                                     | 205599754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18143 | PA      | $18199.59     | 0.00%             | 2027-12-07      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 212518235.SRDLC                                     | 212518235.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11246 | PA      | $10949.76     | 0.00%             | 2028-11-19      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 212526438.SRDLC                                     | 212526438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5525 | PA      | $5352.26      | 0.00%             | 2027-11-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205225897.SRDLC                                     | 205225897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4675 | PA      | $4687.78      | 0.00%             | 2026-11-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205345601.SRDLC                                     | 205345601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12570 | PA      | $12475.85     | 0.00%             | 2028-11-26      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 204784436.SRDLC                                     | 204784436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1181 | PA      | $1205.93      | 0.00%             | 2026-10-23      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204938682.SRDLC                                     | 204938682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1256 | PA      | $1262.78      | 0.00%             | 2026-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW3332210.SRDUP                                     | FW3332210.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       548 | PA      | $550.84       | 0.00%             | 2027-08-04      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| FW3340271.SRDUP                                     | FW3340271.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       547 | PA      | $550.34       | 0.00%             | 2027-08-09      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| 10621517.SRDSQ                                      | 10621517.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3600 | PA      | $3233.38      | 0.00%             | 2027-09-18      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10622427.SRDSQ                                      | 10622427.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20881 | PA      | $19331.72     | 0.00%             | 2027-09-18      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| DRB5581233.SRDUP                                    | DRB5581233.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5873 | PA      | $5439.76      | 0.00%             | 2030-07-01      | Fixed         | 31.65%                | Yes           |                  3 | On Loan: No      |
| DRB5588049.SRDUP                                    | DRB5588049.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4824 | PA      | $1391.72      | 0.00%             | 2030-07-03      | Fixed         | 30.58%                | Yes           |                  3 | On Loan: No      |
| FW3342367.SRDUP                                     | FW3342367.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4272 | PA      | $4290.06      | 0.00%             | 2027-08-09      | Fixed         | 23.52%                | Yes           |                  3 | On Loan: No      |
| FW3499876.SRDUP                                     | FW3499876.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20831 | PA      | $21000.07     | 0.00%             | 2028-03-13      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| 205829874.SRDLC                                     | 205829874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6889 | PA      | $6909.20      | 0.00%             | 2026-12-27      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205896149.SRDLC                                     | 205896149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2910 | PA      | $2921.08      | 0.00%             | 2026-12-28      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 213978307.SRDLC                                     | 213978307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4675 | PA      | $4591.05      | 0.00%             | 2030-01-28      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214213204.SRDLC                                     | 214213204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3809 | PA      | $3784.96      | 0.00%             | 2027-02-12      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 211284934.SRDLC                                     | 211284934.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12256 | PA      | $1284.39      | 0.00%             | 2030-03-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211377846.SRDLC                                     | 211377846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6717 | PA      | $6685.86      | 0.00%             | 2028-10-07      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 210484039.SRDLC                                     | 210484039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7285 | PA      | $5123.59      | 0.00%             | 2027-09-13      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 210613976.SRDLC                                     | 210613976.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5089 | PA      | $4948.15      | 0.00%             | 2027-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204983341.SRDLC                                     | 204983341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2750 | PA      | $2777.38      | 0.00%             | 2026-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205052261.SRDLC                                     | 205052261.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8371 | PA      | $8882.06      | 0.00%             | 2028-11-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6930                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27 | NC      | $-6615.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6935                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13 | NC      | $-3347.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214943005.SRDLC                                     | 214943005.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17107 | PA      | $16444.57     | 0.00%             | 2030-03-17      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214961642.SRDLC                                     | 214961642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8859 | PA      | $8560.13      | 0.00%             | 2030-03-13      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 186444854.SRDLC                                     | 186444854.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2023 | PA      | $2053.86      | 0.00%             | 2027-02-27      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 186450406.SRDLC                                     | 186450406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6772 | PA      | $6786.58      | 0.00%             | 2027-02-22      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| FW3292176.SRDUP                                     | FW3292176.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5801 | PA      | $5861.24      | 0.00%             | 2027-07-19      | Fixed         | 26.96%                | Yes           |                  3 | On Loan: No      |
| FW3304697.SRDUP                                     | FW3304697.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       644 | PA      | $652.55       | 0.00%             | 2027-07-25      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 211462436.SRDLC                                     | 211462436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1260 | PA      | $1239.06      | 0.00%             | 2027-03-13      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211499476.SRDLC                                     | 211499476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20450 | PA      | $2143.14      | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW3501197.SRDUP                                     | FW3501197.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       722 | PA      | $699.19       | 0.00%             | 2028-03-22      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| FW3542538.SRDUP                                     | FW3542538.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $1830.53      | 0.00%             | 2027-11-16      | Fixed         | 28.16%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SPXW US 05/06/26 P6940                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-270.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206379163.SRDLC                                     | 206379163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28974 | PA      | $21872.71     | 0.00%             | 2029-08-15      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 206544330.SRDLC                                     | 206544330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1556 | PA      | $1533.04      | 0.00%             | 2027-02-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 186572822.SRDLC                                     | 186572822.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5442 | PA      | $570.27       | 0.00%             | 2027-03-13      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 192766943.SRDLC                                     | 192766943.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6933 | PA      | $7350.05      | 0.00%             | 2027-08-29      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW3305296.SRDUP                                     | FW3305296.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       546 | PA      | $552.80       | 0.00%             | 2027-07-25      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| FW3324933.SRDUP                                     | FW3324933.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       734 | PA      | $736.78       | 0.00%             | 2027-08-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3910740.SRDUP                                     | FW3910740.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       202 | PA      | $200.17       | 0.00%             | 2026-08-02      | Fixed         | 23.28%                | Yes           |                  3 | On Loan: No      |
| FW3911655.SRDUP                                     | FW3911655.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1250 | PA      | $1258.51      | 0.00%             | 2028-08-03      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| 205602301.SRDLC                                     | 205602301.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20612 | PA      | $16491.35     | 0.00%             | 2029-04-07      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 205794864.SRDLC                                     | 205794864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2378 | PA      | $2405.33      | 0.00%             | 2026-12-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211507102.SRDLC                                     | 211507102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2573 | PA      | $269.65       | 0.00%             | 2026-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211567724.SRDLC                                     | 211567724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8110 | PA      | $7949.35      | 0.00%             | 2027-10-20      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| FW4008460.SRDUP                                     | FW4008460.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3225 | PA      | $3253.87      | 0.00%             | 2028-10-06      | Fixed         | 29.04%                | Yes           |                  3 | On Loan: No      |
| FW4008470.SRDUP                                     | FW4008470.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       939 | PA      | $939.74       | 0.00%             | 2029-03-06      | Fixed         | 28.96%                | 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      |
| 194969316.SRDLC                                     | 194969316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6840 | PA      | $716.80       | 0.00%             | 2027-10-24      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 206738286.SRDLC                                     | 206738286.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13363 | PA      | $13460.96     | 0.00%             | 2028-02-16      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 206764960.SRDLC                                     | 206764960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18584 | PA      | $18375.38     | 0.00%             | 2029-02-23      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| FW4012505.SRDUP                                     | FW4012505.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9825 | PA      | $9926.80      | 0.00%             | 2028-10-10      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| FW4012524.SRDUP                                     | FW4012524.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $2007.03      | 0.00%             | 2028-10-10      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| FW3328577.SRDUP                                     | FW3328577.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3695 | PA      | $3706.14      | 0.00%             | 2027-08-03      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| FW3331788.SRDUP                                     | FW3331788.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       482 | PA      | $483.11       | 0.00%             | 2027-08-04      | Fixed         | 26.08%                | Yes           |                  3 | On Loan: No      |
| 211594330.SRDLC                                     | 211594330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7576 | PA      | $7500.16      | 0.00%             | 2027-10-15      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 211741577.SRDLC                                     | 211741577.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22199 | PA      | $1425.19      | 0.00%             | 2029-10-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 206858805.SRDLC                                     | 206858805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8867 | PA      | $8734.73      | 0.00%             | 2028-03-10      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 207542120.SRDLC                                     | 207542120.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2864 | PA      | $2801.42      | 0.00%             | 2028-04-18      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| FW3345108.SRDUP                                     | FW3345108.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       781 | PA      | $496.49       | 0.00%             | 2027-08-10      | Fixed         | 21.17%                | Yes           |                  3 | On Loan: No      |
| FW3499818.SRDUP                                     | FW3499818.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1386 | PA      | $1403.27      | 0.00%             | 2027-10-13      | Fixed         | 19.72%                | Yes           |                  3 | On Loan: No      |
| 205055970.SRDLC                                     | 205055970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       794 | PA      | $804.80       | 0.00%             | 2026-11-10      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205130783.SRDLC                                     | 205130783.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       315 | PA      | $315.49       | 0.00%             | 2027-04-09      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 203419446.SRDLC                                     | 203419446.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9884 | PA      | $10565.69     | 0.00%             | 2028-08-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 203792186.SRDLC                                     | 203792186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4186 | PA      | $4217.25      | 0.00%             | 2027-09-05      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211796468.SRDLC                                     | 211796468.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9676 | PA      | $9391.65      | 0.00%             | 2027-10-23      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 212042445.SRDLC                                     | 212042445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6158 | PA      | $6020.99      | 0.00%             | 2027-11-04      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| FW3910117.SRDUP                                     | FW3910117.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2212 | PA      | $1952.65      | 0.00%             | 2029-01-17      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| FW3911549.SRDUP                                     | FW3911549.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       239 | PA      | $238.20       | 0.00%             | 2028-08-03      | Fixed         | 13.22%                | Yes           |                  3 | On Loan: No      |
| 207607756.SRDLC                                     | 207607756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10651 | PA      | $1116.23      | 0.00%             | 2027-04-08      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211226756.SRDLC                                     | 211226756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19869 | PA      | $19322.42     | 0.00%             | 2029-10-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 205135627.SRDLC                                     | 205135627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10238 | PA      | $1072.96      | 0.00%             | 2027-11-01      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| 205280151.SRDLC                                     | 205280151.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       676 | PA      | $70.79        | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 205810883.SRDLC                                     | 205810883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7122 | PA      | $7065.26      | 0.00%             | 2028-12-15      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206613496.SRDLC                                     | 206613496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1770 | PA      | $1758.68      | 0.00%             | 2027-02-08      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| FW4013730.SRDUP                                     | FW4013730.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3064 | PA      | $3096.09      | 0.00%             | 2028-10-17      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| L3291813.SRDUP                                      | L3291813.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1738 | PA      | $1751.51      | 0.00%             | 2027-08-01      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| FW3955871.SRDUP                                     | FW3955871.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13654 | PA      | $13645.98     | 0.00%             | 2029-02-10      | Fixed         | 20.77%                | Yes           |                  3 | On Loan: No      |
| FW4012581.SRDUP                                     | FW4012581.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       759 | PA      | $766.47       | 0.00%             | 2028-10-10      | Fixed         | 27.32%                | Yes           |                  3 | On Loan: No      |
| 212073519.SRDLC                                     | 212073519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14629 | PA      | $14044.88     | 0.00%             | 2029-11-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 212162245.SRDLC                                     | 212162245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7970 | PA      | $7912.75      | 0.00%             | 2026-11-20      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211273087.SRDLC                                     | 211273087.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3791 | PA      | $0.00         | 0.00%             | 2027-10-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211324695.SRDLC                                     | 211324695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23168 | PA      | $21893.85     | 0.00%             | 2030-07-31      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205283846.SRDLC                                     | 205283846.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3176 | PA      | $3164.90      | 0.00%             | 2026-11-16      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 205729747.SRDLC                                     | 205729747.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4937 | PA      | $4911.11      | 0.00%             | 2026-12-08      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 204230106.SRDLC                                     | 204230106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4316 | PA      | $4339.36      | 0.00%             | 2027-09-30      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 204269082.SRDLC                                     | 204269082.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1155 | PA      | $1153.65      | 0.00%             | 2026-09-25      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 206930451.SRDLC                                     | 206930451.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       724 | PA      | $734.05       | 0.00%             | 2027-02-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207184380.SRDLC                                     | 207184380.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5071 | PA      | $5013.24      | 0.00%             | 2027-03-18      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| L3301225.SRDUP                                      | L3301225.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       663 | PA      | $659.15       | 0.00%             | 2027-08-03      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| L3304489.SRDUP                                      | L3304489.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2974 | PA      | $477.10       | 0.00%             | 2027-07-25      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| FW5178905.SRDUP                                     | FW5178905.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3560 | PA      | $3275.99      | 0.00%             | 2030-04-03      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| FW5178972.SRDUP                                     | FW5178972.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1718 | PA      | $1579.80      | 0.00%             | 2030-04-03      | Fixed         | 32.24%                | Yes           |                  3 | On Loan: No      |
| 211400872.SRDLC                                     | 211400872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2416 | PA      | $2374.52      | 0.00%             | 2027-10-08      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211439597.SRDLC                                     | 211439597.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1133 | PA      | $1124.40      | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 205782534.SRDLC                                     | 205782534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6251 | PA      | $6225.93      | 0.00%             | 2026-12-18      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 205847386.SRDLC                                     | 205847386.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7807 | PA      | $7748.81      | 0.00%             | 2028-12-26      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 207935335.SRDLC                                     | 207935335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4638 | PA      | $4685.06      | 0.00%             | 2029-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211094158.SRDLC                                     | 211094158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3530 | PA      | $3528.80      | 0.00%             | 2026-10-04      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L3312110.SRDUP                                      | L3312110.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16168 | PA      | $16157.89     | 0.00%             | 2027-07-27      | Fixed         | 16.75%                | Yes           |                  3 | On Loan: No      |
| L3312292.SRDUP                                      | L3312292.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7272 | PA      | $7265.27      | 0.00%             | 2027-07-27      | Fixed         | 19.30%                | Yes           |                  3 | On Loan: No      |
| 204456266.SRDLC                                     | 204456266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3969 | PA      | $415.90       | 0.00%             | 2026-10-10      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 204650247.SRDLC                                     | 204650247.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1156.47      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212164372.SRDLC                                     | 212164372.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7950 | PA      | $7680.79      | 0.00%             | 2027-11-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212272881.SRDLC                                     | 212272881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7467 | PA      | $7430.88      | 0.00%             | 2026-11-27      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| FW5179372.SRDUP                                     | FW5179372.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3302 | PA      | $512.49       | 0.00%             | 2030-04-03      | Fixed         | 28.89%                | Yes           |                  3 | On Loan: No      |
| FW5378836.SRDUP                                     | FW5378836.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10974 | PA      | $3296.68      | 0.00%             | 2030-05-22      | Fixed         | 28.86%                | Yes           |                  3 | On Loan: No      |
| L3328160.SRDUP                                      | L3328160.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3263 | PA      | $3270.08      | 0.00%             | 2027-08-03      | Fixed         | 21.82%                | Yes           |                  3 | On Loan: No      |
| L3340846.SRDUP                                      | L3340846.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5130 | PA      | $5107.17      | 0.00%             | 2027-08-09      | Fixed         | 14.80%                | Yes           |                  3 | On Loan: No      |
| 211339278.SRDLC                                     | 211339278.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1225 | PA      | $1202.78      | 0.00%             | 2027-10-07      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211833043.SRDLC                                     | 211833043.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30810 | PA      | $29944.07     | 0.00%             | 2029-10-25      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 211962006.SRDLC                                     | 211962006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       689 | PA      | $686.93       | 0.00%             | 2026-11-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212315272.SRDLC                                     | 212315272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7517 | PA      | $7307.01      | 0.00%             | 2028-11-27      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L3391489.SRDUP                                      | L3391489.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2768 | PA      | $2773.68      | 0.00%             | 2027-09-01      | Fixed         | 23.36%                | Yes           |                  3 | On Loan: No      |
| L3542239.SRDUP                                      | L3542239.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $996.72       | 0.00%             | 2027-11-01      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| FW5381497.SRDUP                                     | FW5381497.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4997 | PA      | $4942.60      | 0.00%             | 2030-05-23      | Fixed         | 17.08%                | Yes           |                  3 | On Loan: No      |
| L3298677.SRDUP                                      | L3298677.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2622 | PA      | $2617.50      | 0.00%             | 2027-07-21      | Fixed         | 15.73%                | Yes           |                  3 | On Loan: No      |
| 206380636.SRDLC                                     | 206380636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17702 | PA      | $17541.01     | 0.00%             | 2029-02-14      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 206757734.SRDLC                                     | 206757734.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5201 | PA      | $5173.06      | 0.00%             | 2027-02-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212522626.SRDLC                                     | 212522626.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6513 | PA      | $6318.47      | 0.00%             | 2027-11-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 213672690.SRDLC                                     | 213672690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18754 | PA      | $3295.00      | 0.00%             | 2030-01-25      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 212003950.SRDLC                                     | 212003950.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12740 | PA      | $12538.35     | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212525173.SRDLC                                     | 212525173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       749 | PA      | $724.58       | 0.00%             | 2027-11-25      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212356819.SRDLC                                     | 212356819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1007 | PA      | $1002.32      | 0.00%             | 2026-11-19      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 212530790.SRDLC                                     | 212530790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       654 | PA      | $649.53       | 0.00%             | 2026-11-20      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| L3311095.SRDUP                                      | L3311095.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1977 | PA      | $1997.04      | 0.00%             | 2027-07-27      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| L3331693.SRDUP                                      | L3331693.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2674 | PA      | $2681.01      | 0.00%             | 2027-08-04      | Fixed         | 22.32%                | Yes           |                  3 | On Loan: No      |
| 205091740.SRDLC                                     | 205091740.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3549 | PA      | $3742.07      | 0.00%             | 2028-11-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205203505.SRDLC                                     | 205203505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4108 | PA      | $4213.99      | 0.00%             | 2027-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 214019942.SRDLC                                     | 214019942.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34366 | PA      | $33640.89     | 0.00%             | 2031-02-11      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 214622402.SRDLC                                     | 214622402.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33467 | PA      | $32058.13     | 0.00%             | 2030-02-26      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 212626756.SRDLC                                     | 212626756.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10846 | PA      | $10629.17     | 0.00%             | 2027-11-25      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213709895.SRDLC                                     | 213709895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14583 | PA      | $14413.77     | 0.00%             | 2029-01-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 213508920.SRDLC                                     | 213508920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6052 | PA      | $5909.25      | 0.00%             | 2030-01-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 213520528.SRDLC                                     | 213520528.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10962 | PA      | $10599.90     | 0.00%             | 2030-01-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| L3334276.SRDUP                                      | L3334276.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4049 | PA      | $4024.57      | 0.00%             | 2027-08-05      | Fixed         | 13.91%                | Yes           |                  3 | On Loan: No      |
| L3342196.SRDUP                                      | L3342196.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1882.45      | 0.00%             | 2027-08-09      | Fixed         | 22.70%                | Yes           |                  3 | On Loan: No      |
| 205213504.SRDLC                                     | 205213504.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       585 | PA      | $61.33        | 0.00%             | 2025-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205279563.SRDLC                                     | 205279563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3799 | PA      | $3909.25      | 0.00%             | 2027-11-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 214838046.SRDLC                                     | 214838046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32035 | PA      | $30766.54     | 0.00%             | 2030-03-10      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 214969198.SRDLC                                     | 214969198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9746 | PA      | $9368.95      | 0.00%             | 2028-03-25      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213766341.SRDLC                                     | 213766341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33972 | PA      | $33245.29     | 0.00%             | 2031-01-21      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 214411979.SRDLC                                     | 214411979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4310 | PA      | $4193.45      | 0.00%             | 2028-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213569278.SRDLC                                     | 213569278.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7948 | PA      | $7696.95      | 0.00%             | 2028-01-24      | Fixed         | 22.49%                | 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      |
| L3342241.SRDUP                                      | L3342241.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2162 | PA      | $2171.09      | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3913978.SRDUP                                      | L3913978.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       927 | PA      | $924.11       | 0.00%             | 2028-08-04      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| 207112547.SRDLC                                     | 207112547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19624 | PA      | $2056.61      | 0.00%             | 2029-08-11      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207158731.SRDLC                                     | 207158731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7440 | PA      | $7542.34      | 0.00%             | 2029-03-11      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215033800.SRDLC                                     | 215033800.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11927 | PA      | $11335.55     | 0.00%             | 2029-03-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 215902056.SRDLC                                     | 215902056.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12546 | PA      | $12169.91     | 0.00%             | 2030-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214623655.SRDLC                                     | 214623655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6433 | PA      | $6125.28      | 0.00%             | 2028-03-10      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214700094.SRDLC                                     | 214700094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9337 | PA      | $9183.12      | 0.00%             | 2028-03-14      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 213689308.SRDLC                                     | 213689308.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4031 | PA      | $3907.00      | 0.00%             | 2030-01-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214243131.SRDLC                                     | 214243131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2888 | PA      | $2784.25      | 0.00%             | 2028-02-07      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L3955689.SRDUP                                      | L3955689.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1157 | PA      | $1161.28      | 0.00%             | 2028-09-05      | Fixed         | 21.83%                | Yes           |                  3 | On Loan: No      |
| L3956164.SRDUP                                      | L3956164.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10396 | PA      | $10289.04     | 0.00%             | 2029-02-05      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| 10632436.SRDSQ                                      | 10632436.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5470 | PA      | $5129.32      | 0.00%             | 2027-09-20      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 10746397.SRDSQ                                      | 10746397.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    118998 | PA      | $111584.40    | 0.01%             | 2027-10-10      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 215993752.SRDLC                                     | 215993752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4381 | PA      | $4200.79      | 0.00%             | 2028-04-23      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 216433429.SRDLC                                     | 216433429.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6105 | PA      | $5807.34      | 0.00%             | 2028-05-12      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 207757122.SRDLC                                     | 207757122.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2091 | PA      | $2063.85      | 0.00%             | 2027-04-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210575699.SRDLC                                     | 210575699.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8778 | PA      | $8594.49      | 0.00%             | 2027-09-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 214920168.SRDLC                                     | 214920168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5706 | PA      | $5454.64      | 0.00%             | 2028-03-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214984244.SRDLC                                     | 214984244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6140 | PA      | $5926.87      | 0.00%             | 2030-03-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L4008451.SRDUP                                      | L4008451.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5430.55      | 0.00%             | 2028-10-06      | Fixed         | 17.84%                | Yes           |                  3 | On Loan: No      |
| L4997333.SRDUP                                      | L4997333.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12306 | PA      | $11814.71     | 0.00%             | 2030-07-03      | Fixed         | 22.92%                | Yes           |                  3 | On Loan: No      |
| 219125486.SRDLC                                     | 219125486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2341 | PA      | $2278.32      | 0.00%             | 2027-08-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 219156243.SRDLC                                     | 219156243.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10441 | PA      | $9978.25      | 0.00%             | 2028-08-05      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 214844844.SRDLC                                     | 214844844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11856 | PA      | $11365.18     | 0.00%             | 2030-03-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214991259.SRDLC                                     | 214991259.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4384 | PA      | $4245.83      | 0.00%             | 2028-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 205550138.SRDLC                                     | 205550138.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4657 | PA      | $4638.16      | 0.00%             | 2026-12-05      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 205825442.SRDLC                                     | 205825442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2392 | PA      | $2421.53      | 0.00%             | 2026-12-24      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 210602254.SRDLC                                     | 210602254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20437 | PA      | $19969.06     | 0.00%             | 2029-10-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 210742365.SRDLC                                     | 210742365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3344 | PA      | $3257.49      | 0.00%             | 2027-09-19      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 215090365.SRDLC                                     | 215090365.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4001 | PA      | $3941.48      | 0.00%             | 2028-03-18      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 215522497.SRDLC                                     | 215522497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16699 | PA      | $16135.89     | 0.00%             | 2029-04-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L4999622.SRDUP                                      | L4999622.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       726 | PA      | $707.23       | 0.00%             | 2028-02-04      | Fixed         | 14.67%                | Yes           |                  3 | On Loan: No      |
| L5384954.SRDUP                                      | L5384954.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5075 | PA      | $4924.13      | 0.00%             | 2030-05-23      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 206452090.SRDLC                                     | 206452090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6499 | PA      | $6402.70      | 0.00%             | 2029-02-12      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 206506284.SRDLC                                     | 206506284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18459 | PA      | $2056.33      | 0.00%             | 2029-11-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219955913.SRDLC                                     | 219955913.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14552 | PA      | $13782.64     | 0.00%             | 2028-09-16      | Fixed         | 23.49%                | 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      | $684575.45    | 0.03%             | 2028-05-09      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| 215006981.SRDLC                                     | 215006981.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13186 | PA      | $12704.94     | 0.00%             | 2030-03-17      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215025231.SRDLC                                     | 215025231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1256 | PA      | $1250.13      | 0.00%             | 2027-03-21      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210777253.SRDLC                                     | 210777253.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11269 | PA      | $10929.98     | 0.00%             | 2028-09-11      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211438328.SRDLC                                     | 211438328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10964 | PA      | $10611.37     | 0.00%             | 2029-10-09      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 215650477.SRDLC                                     | 215650477.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $2405.35      | 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        |      5289 | PA      | $5226.45      | 0.00%             | 2027-04-24      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 210789570.SRDLC                                     | 210789570.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5219 | PA      | $4859.68      | 0.00%             | 2029-07-26      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 211449835.SRDLC                                     | 211449835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9869 | PA      | $9533.72      | 0.00%             | 2027-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| DRB5589060.SRDUP                                    | DRB5589060.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1942 | PA      | $1800.39      | 0.00%             | 2030-07-02      | Fixed         | 28.66%                | Yes           |                  3 | On Loan: No      |
| FW3298130.SRDUP                                     | FW3298130.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5389 | PA      | $5366.14      | 0.00%             | 2027-07-21      | Fixed         | 10.14%                | Yes           |                  3 | On Loan: No      |
| 211490039.SRDLC                                     | 211490039.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3723 | PA      | $3605.30      | 0.00%             | 2027-10-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211628722.SRDLC                                     | 211628722.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       443 | PA      | $444.36       | 0.00%             | 2026-10-17      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 7530439.SRDSQ                                       | 7530439.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8022 | PA      | $593.60       | 0.00%             | 2025-08-25      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 7667423.SRDSQ                                       | 7667423.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7800 | PA      | $577.21       | 0.00%             | 2025-10-05      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| 216098294.SRDLC                                     | 216098294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2718 | PA      | $2614.05      | 0.00%             | 2028-04-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 216175719.SRDLC                                     | 216175719.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10756 | PA      | $1127.19      | 0.00%             | 2028-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3303338.SRDUP                                     | FW3303338.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       797 | PA      | $805.82       | 0.00%             | 2027-07-22      | Fixed         | 29.27%                | Yes           |                  3 | On Loan: No      |
| FW3329402.SRDUP                                     | FW3329402.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       801 | PA      | $804.69       | 0.00%             | 2027-08-03      | Fixed         | 29.78%                | Yes           |                  3 | On Loan: No      |
| 211643865.SRDLC                                     | 211643865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5974 | PA      | $1159.00      | 0.00%             | 2027-10-31      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 211880263.SRDLC                                     | 211880263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27140 | PA      | $26436.86     | 0.00%             | 2027-10-28      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 216619026.SRDLC                                     | 216619026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4382 | PA      | $4201.98      | 0.00%             | 2028-05-21      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 218946762.SRDLC                                     | 218946762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12229 | PA      | $1698.66      | 0.00%             | 2027-08-14      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211493894.SRDLC                                     | 211493894.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6411 | PA      | $6201.64      | 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        |      9123 | PA      | $8765.59      | 0.00%             | 2028-10-24      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 187129496.SRDLC                                     | 187129496.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7213 | PA      | $7476.93      | 0.00%             | 2027-04-09      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187232739.SRDLC                                     | 187232739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3357 | PA      | $3562.01      | 0.00%             | 2027-08-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 212085057.SRDLC                                     | 212085057.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28906 | PA      | $27683.00     | 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      | $1925.97      | 0.00%             | 2029-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211607731.SRDLC                                     | 211607731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2078 | PA      | $2013.42      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211880623.SRDLC                                     | 211880623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20031 | PA      | $19530.34     | 0.00%             | 2029-10-31      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219058853.SRDLC                                     | 219058853.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20708 | PA      | $19681.29     | 0.00%             | 2028-08-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 219167691.SRDLC                                     | 219167691.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3769 | PA      | $3589.66      | 0.00%             | 2028-08-18      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| FW3330687.SRDUP                                     | FW3330687.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12358 | PA      | $12413.16     | 0.00%             | 2027-08-04      | Fixed         | 27.66%                | Yes           |                  3 | On Loan: No      |
| FW3337494.SRDUP                                     | FW3337494.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7369 | PA      | $7437.93      | 0.00%             | 2027-08-08      | Fixed         | 19.77%                | Yes           |                  3 | On Loan: No      |
| 8340882.SRDSQ                                       | 8340882.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1383 | PA      | $102.35       | 0.00%             | 2026-05-01      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 8386649.SRDSQ                                       | 8386649.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6222 | PA      | $2440.34      | 0.00%             | 2026-05-15      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 212213030.SRDLC                                     | 212213030.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5210 | PA      | $5199.80      | 0.00%             | 2028-11-14      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212302097.SRDLC                                     | 212302097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6132 | PA      | $5907.75      | 0.00%             | 2027-11-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212376456.SRDLC                                     | 212376456.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       393 | PA      | $389.56       | 0.00%             | 2026-11-18      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 212516141.SRDLC                                     | 212516141.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10563 | PA      | $884.12       | 0.00%             | 2030-05-19      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 219946026.SRDLC                                     | 219946026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16879 | PA      | $16165.15     | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220045573.SRDLC                                     | 220045573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9094 | PA      | $8741.17      | 0.00%             | 2029-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3389292.SRDUP                                     | FW3389292.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $888.26       | 0.00%             | 2027-09-01      | Fixed         | 29.40%                | Yes           |                  3 | On Loan: No      |
| FW3542659.SRDUP                                     | FW3542659.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       978 | PA      | $990.36       | 0.00%             | 2027-11-01      | Fixed         | 27.95%                | Yes           |                  3 | On Loan: No      |
| L5386054.SRDUP                                      | L5386054.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2379 | PA      | $2352.10      | 0.00%             | 2030-05-23      | Fixed         | 19.41%                | Yes           |                  3 | On Loan: No      |
| 10031366.SRDSQ                                      | 10031366.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2190 | PA      | $2095.95      | 0.00%             | 2027-05-05      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 10041442.SRDSQ                                      | 10041442.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2728 | PA      | $1521.22      | 0.00%             | 2027-05-06      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10049910.SRDSQ                                      | 10049910.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4060 | PA      | $3934.97      | 0.00%             | 2027-05-08      | Fixed         | 5.97%                 | 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      |
| 206970231.SRDLC                                     | 206970231.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7818 | PA      | $7670.52      | 0.00%             | 2028-03-24      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 213725771.SRDLC                                     | 213725771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24911 | PA      | $24532.12     | 0.00%             | 2028-01-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 213736560.SRDLC                                     | 213736560.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1158 | PA      | $1147.55      | 0.00%             | 2027-01-21      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 212368843.SRDLC                                     | 212368843.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4155 | PA      | $4089.31      | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212491349.SRDLC                                     | 212491349.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $1759.80      | 0.00%             | 2027-11-24      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8412872.SRDSQ                                       | 8412872.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       879 | PA      | $556.18       | 0.00%             | 2026-05-22      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 8546551.SRDSQ                                       | 8546551.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       391 | PA      | $175.39       | 0.00%             | 2026-06-30      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 10069699.SRDSQ                                      | 10069699.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $3243.76      | 0.00%             | 2027-05-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10073359.SRDSQ                                      | 10073359.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1269 | PA      | $1155.09      | 0.00%             | 2027-05-14      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| FW3910185.SRDUP                                     | FW3910185.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8454 | PA      | $8374.00      | 0.00%             | 2028-08-02      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| FW3910897.SRDUP                                     | FW3910897.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1216 | PA      | $1222.01      | 0.00%             | 2028-12-02      | Fixed         | 28.43%                | Yes           |                  3 | On Loan: No      |
| 207206158.SRDLC                                     | 207206158.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6021 | PA      | $5997.68      | 0.00%             | 2027-03-13      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 207392814.SRDLC                                     | 207392814.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9231 | PA      | $9225.71      | 0.00%             | 2029-04-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212546500.SRDLC                                     | 212546500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       663 | PA      | $660.39       | 0.00%             | 2026-11-20      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 214535044.SRDLC                                     | 214535044.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3464 | PA      | $3456.13      | 0.00%             | 2027-02-24      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| 220046844.SRDLC                                     | 220046844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10565 | PA      | $10081.88     | 0.00%             | 2028-09-30      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 7472065.SRDSQ                                       | 7472065.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $60.45        | 0.00%             | 2025-08-07      | Fixed         | 5.43%                 | Yes           |                  3 | On Loan: No      |
| 191181283.SRDLC                                     | 191181283.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6828 | PA      | $715.55       | 0.00%             | 2027-07-07      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 191198358.SRDLC                                     | 191198358.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4256 | PA      | $446.07       | 0.00%             | 2027-07-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213947687.SRDLC                                     | 213947687.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4139 | PA      | $4006.36      | 0.00%             | 2028-01-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213979062.SRDLC                                     | 213979062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5256 | PA      | $5179.53      | 0.00%             | 2028-01-27      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| FW3956410.SRDUP                                     | FW3956410.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       723 | PA      | $728.78       | 0.00%             | 2028-09-05      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| FW4011987.SRDUP                                     | FW4011987.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1110 | PA      | $1121.31      | 0.00%             | 2028-10-10      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| 10073538.SRDSQ                                      | 10073538.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7793 | PA      | $7566.79      | 0.00%             | 2027-05-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10306138.SRDSQ                                      | 10306138.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6385 | PA      | $6058.99      | 0.00%             | 2027-07-08      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 214883819.SRDLC                                     | 214883819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23576 | PA      | $22949.35     | 0.00%             | 2028-03-10      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 214917602.SRDLC                                     | 214917602.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4955 | PA      | $4796.92      | 0.00%             | 2029-03-12      | Fixed         | 27.49%                | 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      |
| 192370079.SRDLC                                     | 192370079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7348 | PA      | $770.05       | 0.00%             | 2027-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 7502056.SRDSQ                                       | 7502056.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8346 | PA      | $617.57       | 0.00%             | 2025-08-15      | Fixed         | 6.01%                 | 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      | $1088567.00   | 0.05%             | 2027-11-26      | Floating      | 10.70%                | Yes           |                  2 | On Loan: No      |
| FW4013407.SRDUP                                     | FW4013407.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15073 | PA      | $15112.58     | 0.00%             | 2028-10-10      | Fixed         | 26.37%                | Yes           |                  3 | On Loan: No      |
| L3298433.SRDUP                                      | L3298433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1026 | PA      | $1024.08      | 0.00%             | 2027-07-21      | Fixed         | 18.50%                | Yes           |                  3 | On Loan: No      |
| 10325470.SRDSQ                                      | 10325470.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15894 | PA      | $15158.16     | 0.00%             | 2027-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10375605.SRDSQ                                      | 10375605.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4518 | PA      | $4157.20      | 0.00%             | 2027-07-26      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 214008205.SRDLC                                     | 214008205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8287 | PA      | $7968.55      | 0.00%             | 2028-02-06      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214254305.SRDLC                                     | 214254305.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24349 | PA      | $23082.63     | 0.00%             | 2030-02-12      | Fixed         | 21.74%                | Yes           |                  3 | On Loan: No      |
| 215105135.SRDLC                                     | 215105135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30330 | PA      | $30114.23     | 0.00%             | 2029-03-19      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 216037590.SRDLC                                     | 216037590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14298 | PA      | $13744.94     | 0.00%             | 2028-04-24      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207840125.SRDLC                                     | 207840125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3750 | PA      | $3657.66      | 0.00%             | 2027-04-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 210665871.SRDLC                                     | 210665871.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12670 | PA      | $12255.41     | 0.00%             | 2027-09-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 10380886.SRDSQ                                      | 10380886.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8051 | PA      | $7642.60      | 0.00%             | 2027-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10541420.SRDSQ                                      | 10541420.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5710 | PA      | $5400.81      | 0.00%             | 2027-09-03      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 218869541.SRDLC                                     | 218869541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13490 | PA      | $12958.64     | 0.00%             | 2029-08-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219830383.SRDLC                                     | 219830383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13476 | PA      | $12488.44     | 0.00%             | 2028-09-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L3324226.SRDUP                                      | L3324226.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       420 | PA      | $421.03       | 0.00%             | 2027-08-03      | Fixed         | 22.84%                | Yes           |                  3 | On Loan: No      |
| L3542586.SRDUP                                      | L3542586.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1141 | PA      | $1136.70      | 0.00%             | 2027-11-01      | Fixed         | 12.21%                | Yes           |                  3 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class B                                            | CUSIP: 888329AF6<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   1023000 | PA      | $1011082.05   | 0.05%             | 2027-11-26      | Floating      | 14.00%                | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2025-1 Class B                                            | CUSIP: 888329AH2<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |    393000 | PA      | $409643.55    | 0.02%             | 2029-07-09      | Floating      | 19.94%                | Yes           |                  2 | On Loan: No      |
| 214443804.SRDLC                                     | 214443804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7961 | PA      | $7585.76      | 0.00%             | 2028-03-04      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214577603.SRDLC                                     | 214577603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13267 | PA      | $13141.13     | 0.00%             | 2028-03-24      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 10599772.SRDSQ                                      | 10599772.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9613 | PA      | $8938.31      | 0.00%             | 2027-09-12      | Fixed         | 6.18%                 | Yes           |                  3 | On Loan: No      |
| 10600139.SRDSQ                                      | 10600139.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2851 | PA      | $2478.22      | 0.00%             | 2027-09-12      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 219858483.SRDLC                                     | 219858483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3559 | PA      | $3470.50      | 0.00%             | 2027-09-16      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 219953490.SRDLC                                     | 219953490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21024 | PA      | $20151.57     | 0.00%             | 2028-09-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 210681237.SRDLC                                     | 210681237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10374 | PA      | $6851.31      | 0.00%             | 2028-09-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210805587.SRDLC                                     | 210805587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7757 | PA      | $7605.31      | 0.00%             | 2027-10-04      | Fixed         | 29.49%                | 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      | $722091.70    | 0.03%             | 2026-06-07      | Floating      | 12.40%                | 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      | $405803.25    | 0.02%             | 2027-06-07      | Floating      | 12.88%                | Yes           |                  2 | 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      | $1008798.20   | 0.05%             | 2028-04-05      | Floating      | 6.96%                 | Yes           |                  2 | 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      | $1684096.20   | 0.08%             | 2028-04-05      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| 215912336.SRDLC                                     | 215912336.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12179 | PA      | $11819.25     | 0.00%             | 2029-04-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219066826.SRDLC                                     | 219066826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1450 | PA      | $1419.94      | 0.00%             | 2027-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3910924.SRDUP                                      | L3910924.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18415 | PA      | $18398.10     | 0.00%             | 2028-08-02      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| L3911606.SRDUP                                      | L3911606.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1241 | PA      | $1230.24      | 0.00%             | 2028-08-03      | Fixed         | 16.00%                | 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      | $788555.70    | 0.04%             | 2027-06-07      | Floating      | 14.13%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class A                                             | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1032000 | PA      | $1045570.80   | 0.05%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| 219979173.SRDLC                                     | 219979173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23433 | PA      | $22444.43     | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 220045987.SRDLC                                     | 220045987.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3408 | PA      | $3241.76      | 0.00%             | 2028-09-16      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Topanga Re Ltd.                                     | Topanga Re 2025-1 Class A                                            | CUSIP: 89055TAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6406000 | PA      | $6373970.00   | 0.29%             | 2030-01-07      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                     | Topanga Re 2025-1 Class B                                            | CUSIP: 89055TAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    637000 | PA      | $632986.90    | 0.03%             | 2030-01-07      | Floating      | 9.44%                 | Yes           |                  2 | On Loan: No      |
| L4015484.SRDUP                                      | L4015484.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11941 | PA      | $11841.69     | 0.00%             | 2028-10-25      | Fixed         | 15.23%                | Yes           |                  3 | On Loan: No      |
| L5002993.SRDUP                                      | L5002993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       885 | PA      | $873.98       | 0.00%             | 2030-02-17      | Fixed         | 12.30%                | Yes           |                  3 | On Loan: No      |
| 219075762.SRDLC                                     | 219075762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1777 | PA      | $1726.25      | 0.00%             | 2029-08-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219090670.SRDLC                                     | 219090670.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7057 | PA      | $6861.43      | 0.00%             | 2029-08-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210956926.SRDLC                                     | 210956926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7204 | PA      | $7055.86      | 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        |     12895 | PA      | $12382.59     | 0.00%             | 2029-10-02      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 220047936.SRDLC                                     | 220047936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9273 | PA      | $1743.29      | 0.00%             | 2028-09-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 8391677.SRDSQ                                       | 8391677.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16396 | PA      | $1213.32      | 0.00%             | 2026-05-18      | Fixed         | 6.42%                 | 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      | $1226960.00   | 0.06%             | 2026-06-05      | Floating      | 9.00%                 | 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      | $3721850.80   | 0.17%             | 2027-06-07      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| L5178697.SRDUP                                      | L5178697.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17742 | PA      | $7435.81      | 0.00%             | 2030-04-03      | Fixed         | 15.70%                | Yes           |                  3 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class B                                             | CUSIP: 177510AR5<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    875000 | PA      | $898493.75    | 0.04%             | 2028-06-07      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2026-1 Class A                                             | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1253000 | PA      | $1248614.50   | 0.06%             | 2029-06-07      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 192545623.SRDLC                                     | 192545623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4398 | PA      | $4504.99      | 0.00%             | 2027-08-17      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 192607073.SRDLC                                     | 192607073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6305 | PA      | $1160.19      | 0.00%             | 2027-08-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 9329587.SRDSQ                                       | 9329587.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38015 | PA      | $2813.15      | 0.00%             | 2027-01-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9735885.SRDSQ                                       | 9735885.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       888 | PA      | $873.22       | 0.00%             | 2027-02-28      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| L3909895.SRDUP                                      | L3909895.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9464 | PA      | $9376.14      | 0.00%             | 2028-08-02      | Fixed         | 17.79%                | Yes           |                  3 | On Loan: No      |
| L3956281.SRDUP                                      | L3956281.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27529 | PA      | $27482.48     | 0.00%             | 2028-09-05      | Fixed         | 10.90%                | Yes           |                  3 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2026-1 Class B                                             | CUSIP: 177510AT1<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1409000 | PA      | $1404632.10   | 0.06%             | 2029-06-07      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Claveau Re Ltd.                                     | Claveau Re 2021-1 Class A                                            | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    503508 | PA      | $0.00         | 0.00%             | 2028-07-08      | Floating      | 3.70%                 | Yes           |                  3 | On Loan: No      |
| 8610127.SRDSQ                                       | 8610127.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $115.80       | 0.00%             | 2026-07-11      | Fixed         | 5.64%                 | Yes           |                  3 | On Loan: No      |
| 9126683.SRDSQ                                       | 9126683.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       166 | PA      | $161.02       | 0.00%             | 2026-11-23      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 9744652.SRDSQ                                       | 9744652.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1590 | PA      | $1548.63      | 0.00%             | 2027-03-01      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 9821563.SRDSQ                                       | 9821563.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2996 | PA      | $2855.74      | 0.00%             | 2027-03-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L4008385.SRDUP                                      | L4008385.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3016 | PA      | $2988.06      | 0.00%             | 2028-10-06      | Fixed         | 14.87%                | Yes           |                  3 | On Loan: No      |
| L4011063.SRDUP                                      | L4011063.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11199 | PA      | $11299.79     | 0.00%             | 2028-10-10      | Fixed         | 20.63%                | Yes           |                  3 | On Loan: No      |
| 211159415.SRDLC                                     | 211159415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5550 | PA      | $5351.89      | 0.00%             | 2027-10-09      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211327546.SRDLC                                     | 211327546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11986 | PA      | $11693.10     | 0.00%             | 2029-10-20      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 192629073.SRDLC                                     | 192629073.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6720 | PA      | $7206.92      | 0.00%             | 2027-08-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 193543089.SRDLC                                     | 193543089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4206 | PA      | $4326.35      | 0.00%             | 2027-09-27      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| 9764382.SRDSQ                                       | 9764382.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11304 | PA      | $10883.86     | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9766933.SRDSQ                                       | 9766933.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       656 | PA      | $636.80       | 0.00%             | 2027-03-06      | Fixed         | 5.14%                 | Yes           |                  3 | On Loan: No      |
| L4011526.SRDUP                                      | L4011526.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4551 | PA      | $4513.94      | 0.00%             | 2028-10-10      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| L4997676.SRDUP                                      | L4997676.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6261 | PA      | $971.77       | 0.00%             | 2030-02-03      | Fixed         | 20.23%                | Yes           |                  3 | On Loan: No      |
| 187905484.SRDLC                                     | 187905484.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7028 | PA      | $7499.79      | 0.00%             | 2027-10-28      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| 191563994.SRDLC                                     | 191563994.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3713 | PA      | $389.10       | 0.00%             | 2027-07-25      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| CBM3913406.SRDUP                                    | CBM3913406.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1699 | PA      | $1697.10      | 0.00%             | 2028-08-04      | Fixed         | 23.37%                | Yes           |                  3 | On Loan: No      |
| CBM3954201.SRDUP                                    | CBM3954201.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13929 | PA      | $14010.90     | 0.00%             | 2028-09-01      | Fixed         | 23.42%                | Yes           |                  3 | On Loan: No      |
| 219103106.SRDLC                                     | 219103106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8426 | PA      | $8006.67      | 0.00%             | 2028-08-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219556068.SRDLC                                     | 219556068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3499 | PA      | $3371.71      | 0.00%             | 2029-09-20      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L5010193.SRDUP                                      | L5010193.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3279 | PA      | $1514.62      | 0.00%             | 2030-02-07      | Fixed         | 23.23%                | Yes           |                  3 | On Loan: No      |
| L5381482.SRDUP                                      | L5381482.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     38278 | PA      | $36153.54     | 0.00%             | 2028-05-22      | Fixed         | 12.38%                | Yes           |                  3 | On Loan: No      |
| 211443801.SRDLC                                     | 211443801.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8681 | PA      | $8389.11      | 0.00%             | 2027-10-20      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 211467698.SRDLC                                     | 211467698.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9188 | PA      | $8961.56      | 0.00%             | 2029-10-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3910941.SRDUP                                    | CBM3910941.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2155 | PA      | $2166.80      | 0.00%             | 2028-08-02      | Fixed         | 28.08%                | Yes           |                  3 | On Loan: No      |
| CBM3913412.SRDUP                                    | CBM3913412.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9855 | PA      | $9766.39      | 0.00%             | 2028-08-04      | Fixed         | 14.09%                | Yes           |                  3 | On Loan: No      |
| CBM5385833.SRDUP                                    | CBM5385833.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3271 | PA      | $3035.58      | 0.00%             | 2030-05-23      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| DRB5001501.SRDUP                                    | DRB5001501.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2466 | PA      | $2275.57      | 0.00%             | 2030-02-05      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| 193956137.SRDLC                                     | 193956137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16665 | PA      | $0.00         | 0.00%             | 2027-10-27      | Fixed         | 24.99%                | 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      | $1180238.20   | 0.05%             | 2026-07-08      | Floating      | 7.55%                 | Yes           |                  2 | 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      |
| 194871645.SRDLC                                     | 194871645.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6394 | PA      | $6376.41      | 0.00%             | 2027-10-15      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 211492318.SRDLC                                     | 211492318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4193 | PA      | $4100.36      | 0.00%             | 2029-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211540242.SRDLC                                     | 211540242.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1802 | PA      | $1778.09      | 0.00%             | 2027-10-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219638476.SRDLC                                     | 219638476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14997 | PA      | $14364.46     | 0.00%             | 2030-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219871215.SRDLC                                     | 219871215.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6822 | PA      | $6519.37      | 0.00%             | 2030-09-15      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| CBM4012576.SRDUP                                    | CBM4012576.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8219 | PA      | $8304.89      | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| DRB5008505.SRDUP                                    | DRB5008505.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8994 | PA      | $8902.68      | 0.00%             | 2030-02-07      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| Commonwealth Re Ltd.                                | Commonwealth Re 2025-1 Class A                                       | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3522000 | PA      | $3584867.70   | 0.16%             | 2028-07-10      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| 203609082.SRDLC                                     | 203609082.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13671 | PA      | $13621.57     | 0.00%             | 2028-08-14      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| DRB5386124.SRDUP                                    | DRB5386124.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10458 | PA      | $9802.98      | 0.00%             | 2030-10-23      | Fixed         | 26.90%                | Yes           |                  3 | On Loan: No      |
| DRB5386228.SRDUP                                    | DRB5386228.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3073 | PA      | $978.00       | 0.00%             | 2030-05-23      | Fixed         | 29.41%                | Yes           |                  3 | On Loan: No      |
| 195252772.SRDLC                                     | 195252772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2813 | PA      | $294.77       | 0.00%             | 2027-11-07      | Fixed         | 15.19%                | 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      |
| 211555652.SRDLC                                     | 211555652.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1607 | PA      | $1597.16      | 0.00%             | 2026-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212094438.SRDLC                                     | 212094438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18593 | PA      | $18101.77     | 0.00%             | 2028-11-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5178955.SRDUP                                    | DRB5178955.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1295 | PA      | $1212.37      | 0.00%             | 2028-04-03      | Fixed         | 30.62%                | Yes           |                  3 | On Loan: No      |
| DRB5381636.SRDUP                                    | DRB5381636.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1323 | PA      | $1252.65      | 0.00%             | 2028-05-22      | Fixed         | 30.66%                | Yes           |                  3 | On Loan: No      |
| 220028413.SRDLC                                     | 220028413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1835 | PA      | $1740.00      | 0.00%             | 2028-09-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7677408.SRDSQ                                       | 7677408.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5028 | PA      | $1081.56      | 0.00%             | 2025-10-10      | Fixed         | 6.26%                 | Yes           |                  3 | On Loan: No      |
| DRB5584011.SRDUP                                    | DRB5584011.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2846 | PA      | $2634.91      | 0.00%             | 2030-07-02      | Fixed         | 29.89%                | Yes           |                  3 | On Loan: No      |
| DRB5589294.SRDUP                                    | DRB5589294.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4755 | PA      | $4499.89      | 0.00%             | 2031-05-03      | Fixed         | 29.84%                | Yes           |                  3 | On Loan: No      |
| 203853264.SRDLC                                     | 203853264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1713 | PA      | $1715.62      | 0.00%             | 2026-11-28      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204011199.SRDLC                                     | 204011199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15081 | PA      | $14945.62     | 0.00%             | 2028-10-04      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 212097847.SRDLC                                     | 212097847.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1286 | PA      | $1275.43      | 0.00%             | 2026-11-05      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 212115324.SRDLC                                     | 212115324.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12639 | PA      | $12272.02     | 0.00%             | 2029-11-18      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| DRB5381846.SRDUP                                    | DRB5381846.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1387 | PA      | $463.71       | 0.00%             | 2028-05-23      | Fixed         | 28.11%                | Yes           |                  3 | On Loan: No      |
| DRB5384241.SRDUP                                    | DRB5384241.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3597 | PA      | $3336.48      | 0.00%             | 2030-05-23      | Fixed         | 26.19%                | Yes           |                  3 | On Loan: No      |
| 10650663.SRDSQ                                      | 10650663.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32411 | PA      | $30644.72     | 0.00%             | 2027-09-24      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 186703239.SRDLC                                     | 186703239.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8120 | PA      | $8101.42      | 0.00%             | 2027-02-28      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| FW3310561.SRDUP                                     | FW3310561.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       912 | PA      | $924.25       | 0.00%             | 2027-07-26      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| FW3331257.SRDUP                                     | FW3331257.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2738 | PA      | $2723.26      | 0.00%             | 2027-08-04      | Fixed         | 16.10%                | Yes           |                  3 | On Loan: No      |
| 8174178.SRDSQ                                       | 8174178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2520 | PA      | $1558.70      | 0.00%             | 2026-03-11      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8376168.SRDSQ                                       | 8376168.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2323 | PA      | $1340.80      | 0.00%             | 2026-05-13      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| FW3956150.SRDUP                                     | FW3956150.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14968 | PA      | $14969.94     | 0.00%             | 2028-09-05      | Fixed         | 22.26%                | Yes           |                  3 | On Loan: No      |
| L3402156.SRDUP                                      | L3402156.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10280 | PA      | $10226.16     | 0.00%             | 2027-09-06      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 212378879.SRDLC                                     | 212378879.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3049 | PA      | $2943.67      | 0.00%             | 2027-11-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212525214.SRDLC                                     | 212525214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1705 | PA      | $1711.66      | 0.00%             | 2026-11-19      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 8663684.SRDSQ                                       | 8663684.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20964 | PA      | $14972.44     | 0.00%             | 2026-07-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8814298.SRDSQ                                       | 8814298.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       881 | PA      | $690.71       | 0.00%             | 2026-09-07      | Fixed         | 5.03%                 | 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      |
| 187077933.SRDLC                                     | 187077933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3019 | PA      | $347.49       | 0.00%             | 2027-03-03      | Fixed         | 11.19%                | Yes           |                  3 | On Loan: No      |
| DRB5581293.SRDUP                                    | DRB5581293.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8755 | PA      | $8104.56      | 0.00%             | 2030-07-01      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| DRB5589077.SRDUP                                    | DRB5589077.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2066 | PA      | $2021.49      | 0.00%             | 2030-07-02      | Fixed         | 29.87%                | Yes           |                  3 | On Loan: No      |
| L3912433.SRDUP                                      | L3912433.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       497 | PA      | $495.14       | 0.00%             | 2028-08-03      | Fixed         | 22.83%                | Yes           |                  3 | On Loan: No      |
| L3959379.SRDUP                                      | L3959379.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4460 | PA      | $4420.28      | 0.00%             | 2029-02-20      | Fixed         | 15.62%                | Yes           |                  3 | On Loan: No      |
| 213676681.SRDLC                                     | 213676681.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13113 | PA      | $1374.26      | 0.00%             | 2030-01-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 213686121.SRDLC                                     | 213686121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5217 | PA      | $5026.18      | 0.00%             | 2028-01-21      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204011230.SRDLC                                     | 204011230.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22542 | PA      | $22535.63     | 0.00%             | 2028-09-24      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 204685459.SRDLC                                     | 204685459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3362 | PA      | $352.35       | 0.00%             | 2028-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 187317328.SRDLC                                     | 187317328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1942 | PA      | $2015.69      | 0.00%             | 2027-03-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 187773011.SRDLC                                     | 187773011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8339 | PA      | $1171.66      | 0.00%             | 2027-04-04      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| 204769673.SRDLC                                     | 204769673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10576 | PA      | $10546.24     | 0.00%             | 2028-10-20      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 205647245.SRDLC                                     | 205647245.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1674 | PA      | $1661.64      | 0.00%             | 2026-12-11      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| FW3327976.SRDUP                                     | FW3327976.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1402 | PA      | $1406.64      | 0.00%             | 2027-08-03      | Fixed         | 27.35%                | Yes           |                  3 | On Loan: No      |
| FW3331303.SRDUP                                     | FW3331303.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1125 | PA      | $1133.19      | 0.00%             | 2027-08-04      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| L5180908.SRDUP                                      | L5180908.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4894 | PA      | $4711.61      | 0.00%             | 2030-04-03      | Fixed         | 21.03%                | Yes           |                  3 | On Loan: No      |
| L5378091.SRDUP                                      | L5378091.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6303 | PA      | $6225.32      | 0.00%             | 2030-05-22      | Fixed         | 23.67%                | Yes           |                  3 | On Loan: No      |
| 8816174.SRDSQ                                       | 8816174.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       399 | PA      | $29.54        | 0.00%             | 2026-09-09      | Fixed         | 4.90%                 | Yes           |                  3 | On Loan: No      |
| 8859734.SRDSQ                                       | 8859734.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1919 | PA      | $1720.78      | 0.00%             | 2026-09-19      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213711874.SRDLC                                     | 213711874.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       953 | PA      | $932.24       | 0.00%             | 2029-01-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213784499.SRDLC                                     | 213784499.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4742 | PA      | $4726.98      | 0.00%             | 2027-01-21      | Fixed         | 11.12%                | Yes           |                  3 | On Loan: No      |
| FW3331760.SRDUP                                     | FW3331760.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2310 | PA      | $2313.81      | 0.00%             | 2027-08-04      | Fixed         | 28.02%                | Yes           |                  3 | On Loan: No      |
| FW3342621.SRDUP                                     | FW3342621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2569 | PA      | $398.75       | 0.00%             | 2028-06-09      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| 205879390.SRDLC                                     | 205879390.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14663 | PA      | $1536.68      | 0.00%             | 2028-12-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206803063.SRDLC                                     | 206803063.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7270 | PA      | $7227.58      | 0.00%             | 2027-02-21      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| L5579248.SRDUP                                      | L5579248.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4116 | PA      | $4030.45      | 0.00%             | 2030-07-01      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| L5582505.SRDUP                                      | L5582505.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $1341.78      | 0.00%             | 2030-07-01      | Fixed         | 22.63%                | Yes           |                  3 | On Loan: No      |
| 187854140.SRDLC                                     | 187854140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4168 | PA      | $4265.77      | 0.00%             | 2027-04-04      | Fixed         | 20.49%                | 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      |
| FW3344357.SRDUP                                     | FW3344357.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1139 | PA      | $1146.92      | 0.00%             | 2027-08-10      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3910153.SRDUP                                     | FW3910153.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       149 | PA      | $148.09       | 0.00%             | 2028-08-02      | Fixed         | 28.37%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 262.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-5568.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 265                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -90 | NC      | $-16200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8871430.SRDSQ                                       | 8871430.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1661 | PA      | $566.69       | 0.00%             | 2026-09-21      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 8889346.SRDSQ                                       | 8889346.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2126 | PA      | $1509.49      | 0.00%             | 2026-09-26      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 213908290.SRDLC                                     | 213908290.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21367 | PA      | $20696.48     | 0.00%             | 2028-01-23      | Fixed         | 12.50%                | Yes           |                  3 | On Loan: No      |
| 214267099.SRDLC                                     | 214267099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18940 | PA      | $1984.94      | 0.00%             | 2028-02-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210646883.SRDLC                                     | 210646883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7980 | PA      | $7796.10      | 0.00%             | 2028-09-20      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212463240.SRDLC                                     | 212463240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6095 | PA      | $5910.32      | 0.00%             | 2027-11-18      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 267.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -118 | NC      | $-30532.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUT OP Jun26P 270                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -218 | NC      | $-80115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3912009.SRDUP                                     | FW3912009.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       765 | PA      | $769.77       | 0.00%             | 2028-08-03      | Fixed         | 28.31%                | Yes           |                  3 | On Loan: No      |
| FW5385877.SRDUP                                     | FW5385877.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11663 | PA      | $1810.04      | 0.00%             | 2030-05-23      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| 193067174.SRDLC                                     | 193067174.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10066 | PA      | $1054.89      | 0.00%             | 2025-09-03      | Fixed         | 10.79%                | Yes           |                  3 | On Loan: No      |
| 193070371.SRDLC                                     | 193070371.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3615 | PA      | $3844.05      | 0.00%             | 2028-09-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9306838.SRDSQ                                       | 9306838.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3172 | PA      | $1583.65      | 0.00%             | 2027-01-07      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9738924.SRDSQ                                       | 9738924.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2857 | PA      | $1496.55      | 0.00%             | 2027-02-28      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 219050106.SRDLC                                     | 219050106.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4002 | PA      | $3790.18      | 0.00%             | 2028-08-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 220069280.SRDLC                                     | 220069280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7512 | PA      | $7205.39      | 0.00%             | 2028-09-16      | Fixed         | 12.99%                | 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      |
| 210655031.SRDLC                                     | 210655031.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4101 | PA      | $4004.45      | 0.00%             | 2029-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26020                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26030                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-1920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 195028406.SRDLC                                     | 195028406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2753 | PA      | $2959.92      | 0.00%             | 2027-10-28      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 203351627.SRDLC                                     | 203351627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3935 | PA      | $3909.63      | 0.00%             | 2028-08-02      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 9765609.SRDSQ                                       | 9765609.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        85 | PA      | $80.30        | 0.00%             | 2027-03-05      | Fixed         | 5.49%                 | Yes           |                  3 | On Loan: No      |
| 9766675.SRDSQ                                       | 9766675.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1478 | PA      | $1413.66      | 0.00%             | 2027-03-05      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| East Lane Re VII Ltd.                               | East Lane Re VII 2026-1 Class A                                      | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1629000 | PA      | $1628674.20   | 0.07%             | 2028-03-31      | Floating      | 12.19%                | Yes           |                  2 | 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        |    149930 | PA      | $1262278.62   | 0.06%             | 2030-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 215029777.SRDLC                                     | 215029777.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16362 | PA      | $15861.59     | 0.00%             | 2029-03-17      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215689206.SRDLC                                     | 215689206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2995 | PA      | $2940.08      | 0.00%             | 2027-05-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26040                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-2620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 93.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214894167.SRDLC                                     | 214894167.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6344 | PA      | $6110.54      | 0.00%             | 2030-03-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214916916.SRDLC                                     | 214916916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3451 | PA      | $3314.07      | 0.00%             | 2028-03-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 203437872.SRDLC                                     | 203437872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1212 | PA      | $1212.84      | 0.00%             | 2026-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 204138929.SRDLC                                     | 204138929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4362 | PA      | $457.16       | 0.00%             | 2026-09-19      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| FW5585756.SRDUP                                     | FW5585756.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4048 | PA      | $3748.75      | 0.00%             | 2030-07-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 2.7                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -185 | NC      | $-328930.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 9812255.SRDSQ                                       | 9812255.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2354 | PA      | $2306.04      | 0.00%             | 2027-03-18      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| CBM3910333.SRDUP                                    | CBM3910333.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1750 | PA      | $1735.75      | 0.00%             | 2026-08-02      | Fixed         | 19.30%                | 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      | $222210.91    | 0.01%             | 2028-03-17      | Fixed         | 0.00%                 | 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      | $275549.21    | 0.01%             | 2027-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| L5584831.SRDUP                                      | L5584831.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5346 | PA      | $5226.60      | 0.00%             | 2030-07-02      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 10080942.SRDSQ                                      | 10080942.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20263 | PA      | $19778.45     | 0.00%             | 2027-05-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 94                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-7800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SILVER OPTION     Jun26C 94.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-1890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 2.75                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -728 | NC      | $-1110928.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 2.8                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -648 | NC      | $-844344.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 215691157.SRDLC                                     | 215691157.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20273 | PA      | $19285.38     | 0.00%             | 2029-04-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 216113835.SRDLC                                     | 216113835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6257 | PA      | $6015.26      | 0.00%             | 2028-04-28      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 10112368.SRDSQ                                      | 10112368.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4380 | PA      | $1229.85      | 0.00%             | 2027-05-24      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 10527260.SRDSQ                                      | 10527260.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1290.66      | 0.00%             | 2027-08-27      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 215092099.SRDLC                                     | 215092099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12260 | PA      | $12092.08     | 0.00%             | 2029-03-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 215236299.SRDLC                                     | 215236299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7483 | PA      | $7398.16      | 0.00%             | 2028-03-25      | Fixed         | 7.00%                 | 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      | $0.00         | 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      | $0.00         | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 204288094.SRDLC                                     | 204288094.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1994.86      | 0.00%             | 2026-10-11      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 204334859.SRDLC                                     | 204334859.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9654 | PA      | $9574.28      | 0.00%             | 2028-10-12      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 2.85                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -535 | NC      | $-593315.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 2.9                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -405 | NC      | $-381105.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 216194405.SRDLC                                     | 216194405.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11819 | PA      | $1238.59      | 0.00%             | 2030-10-30      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 218157462.SRDLC                                     | 218157462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9464 | PA      | $2505.14      | 0.00%             | 2029-07-14      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 10605943.SRDSQ                                      | 10605943.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19519 | PA      | $17942.31     | 0.00%             | 2027-09-14      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 186152237.SRDLC                                     | 186152237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3305 | PA      | $3342.22      | 0.00%             | 2027-02-14      | Fixed         | 18.49%                | 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      | $5748328.40   | 0.26%             | 2027-05-13      | Floating      | 14.19%                | Yes           |                  2 | On Loan: No      |
| 7548062.SRDSQ                                       | 7548062.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     97924 | PA      | $7246.36      | 0.00%             | 2025-08-29      | Fixed         | 5.57%                 | Yes           |                  3 | On Loan: No      |
| 204594269.SRDLC                                     | 204594269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2888 | PA      | $2898.05      | 0.00%             | 2026-10-10      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 204720778.SRDLC                                     | 204720778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22589 | PA      | $22342.61     | 0.00%             | 2028-10-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 3.2                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -108 | NC      | $-38556.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 3.25                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -180 | NC      | $-55440.00    | -0.00%            |  |  |  | No            |                  1 | 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      |
| 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      |
| 219071201.SRDLC                                     | 219071201.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5686 | PA      | $5435.98      | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219094539.SRDLC                                     | 219094539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6594 | PA      | $6412.36      | 0.00%             | 2027-08-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 8400226.SRDSQ                                       | 8400226.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1847 | PA      | $1134.52      | 0.00%             | 2026-05-20      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9317754.SRDSQ                                       | 9317754.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       896 | PA      | $668.94       | 0.00%             | 2027-01-09      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 3.3                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -204 | NC      | $-54672.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 3.35                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -65 | NC      | $-15210.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3913576.SRDUP                                    | CBM3913576.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1420 | PA      | $220.42       | 0.00%             | 2026-08-04      | Fixed         | 19.59%                | Yes           |                  3 | On Loan: No      |
| CBM3954476.SRDUP                                    | CBM3954476.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       662 | PA      | $666.07       | 0.00%             | 2028-09-01      | Fixed         | 30.17%                | 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      |
| 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      |
| Orange Capital Re DAC                               | Orange Capital Re 2023-1 Class A                                     | CUSIP: 000000000<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |    293000 | PA      | $353526.42    | 0.02%             | 2027-01-08      | Floating      | 10.40%                | Yes           |                  2 | On Loan: No      |
| 10030723.SRDSQ                                      | 10030723.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2550 | PA      | $2474.29      | 0.00%             | 2027-05-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 219003790.SRDLC                                     | 219003790.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21391 | PA      | $18218.34     | 0.00%             | 2031-04-25      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 219948557.SRDLC                                     | 219948557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5828 | PA      | $5589.28      | 0.00%             | 2028-09-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 10083661.SRDSQ                                      | 10083661.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8824 | PA      | $7574.31      | 0.00%             | 2027-05-17      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10370757.SRDSQ                                      | 10370757.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5542 | PA      | $5324.05      | 0.00%             | 2027-07-25      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 10567959.SRDSQ                                      | 10567959.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       377 | PA      | $360.40       | 0.00%             | 2027-09-06      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 10637737.SRDSQ                                      | 10637737.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2121.78      | 0.00%             | 2027-09-21      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 219187672.SRDLC                                     | 219187672.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9387 | PA      | $8990.58      | 0.00%             | 2030-08-18      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 219848878.SRDLC                                     | 219848878.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       765 | PA      | $744.76       | 0.00%             | 2027-09-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215089586.SRDLC                                     | 215089586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4838 | PA      | $4759.15      | 0.00%             | 2028-03-18      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 219967952.SRDLC                                     | 219967952.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       757 | PA      | $736.39       | 0.00%             | 2027-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 9610515.SRDSQ                                       | 9610515.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1530 | PA      | $1494.50      | 0.00%             | 2027-01-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9768051.SRDSQ                                       | 9768051.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14237 | PA      | $13731.87     | 0.00%             | 2027-03-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 187014518.SRDLC                                     | 187014518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7844 | PA      | $7809.32      | 0.00%             | 2027-03-16      | Fixed         | 9.69%                 | 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      |
| 219973718.SRDLC                                     | 219973718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4245 | PA      | $4081.18      | 0.00%             | 2029-09-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 220017310.SRDLC                                     | 220017310.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9828 | PA      | $8306.47      | 0.00%             | 2031-05-16      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204918488.SRDLC                                     | 204918488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5481 | PA      | $5578.78      | 0.00%             | 2027-11-06      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204976337.SRDLC                                     | 204976337.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4800 | PA      | $4873.66      | 0.00%             | 2027-11-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 220050368.SRDLC                                     | 220050368.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1307 | PA      | $1229.53      | 0.00%             | 2028-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 220052334.SRDLC                                     | 220052334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6442 | PA      | $6099.19      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 10765214.SRDSQ                                      | 10765214.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    102014 | PA      | $94331.94     | 0.00%             | 2027-10-15      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 186219997.SRDLC                                     | 186219997.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11385 | PA      | $1193.19      | 0.00%             | 2027-02-14      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 219991025.SRDLC                                     | 219991025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5176 | PA      | $4876.06      | 0.00%             | 2028-09-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 220050772.SRDLC                                     | 220050772.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7746 | PA      | $7368.52      | 0.00%             | 2028-09-16      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 187592785.SRDLC                                     | 187592785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3121 | PA      | $3292.60      | 0.00%             | 2027-03-24      | 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      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class A                                        | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    586000 | PA      | $587670.10    | 0.03%             | 2026-07-08      | Floating      | 8.34%                 | 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      | $2395468.40   | 0.11%             | 2026-07-08      | Floating      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| CBM3954359.SRDUP                                    | CBM3954359.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27287 | PA      | $27450.35     | 0.00%             | 2028-09-01      | Fixed         | 24.68%                | Yes           |                  3 | On Loan: No      |
| CBM4008025.SRDUP                                    | CBM4008025.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1254 | PA      | $1263.35      | 0.00%             | 2028-10-06      | Fixed         | 26.38%                | Yes           |                  3 | On Loan: No      |
| 220389600.SRDLC                                     | 220389600.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5020 | PA      | $4750.52      | 0.00%             | 2028-10-01      | Fixed         | 20.99%                | Yes           |                  3 | 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      | $5854560.30   | 0.27%             | 2027-05-13      | Floating      | 15.19%                | Yes           |                  2 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 3.4                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -118 | NC      | $-24308.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26C 3.45                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -67 | NC      | $-12261.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 186390394.SRDLC                                     | 186390394.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3875 | PA      | $3954.35      | 0.00%             | 2027-02-18      | Fixed         | 23.99%                | 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      |
| DRB5381785.SRDUP                                    | DRB5381785.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5603 | PA      | $5199.81      | 0.00%             | 2030-05-23      | Fixed         | 29.15%                | Yes           |                  3 | On Loan: No      |
| FW3330488.SRDUP                                     | FW3330488.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1185 | PA      | $1189.86      | 0.00%             | 2027-08-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.45                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -519 | NC      | $-178017.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.5                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -563 | NC      | $-247157.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 210870663.SRDLC                                     | 210870663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1071 | PA      | $1055.27      | 0.00%             | 2027-09-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 210919268.SRDLC                                     | 210919268.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8179 | PA      | $7762.04      | 0.00%             | 2028-09-17      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 8632295.SRDSQ                                       | 8632295.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4280 | PA      | $2826.29      | 0.00%             | 2026-07-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8838686.SRDSQ                                       | 8838686.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6880 | PA      | $6247.01      | 0.00%             | 2026-09-13      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 7571546.SRDSQ                                       | 7571546.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     68223 | PA      | $5048.50      | 0.00%             | 2025-09-07      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8367004.SRDSQ                                       | 8367004.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $149.07       | 0.00%             | 2026-05-08      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 187984198.SRDLC                                     | 187984198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4807 | PA      | $4782.04      | 0.00%             | 2027-04-04      | Fixed         | 9.69%                 | 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      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class C                                      | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4005400.00   | 0.18%             | 2027-05-13      | Floating      | 16.44%                | 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      | $5541492.60   | 0.25%             | 2028-05-19      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| 211104348.SRDLC                                     | 211104348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9097 | PA      | $9101.61      | 0.00%             | 2028-09-25      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211126420.SRDLC                                     | 211126420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2193 | PA      | $2176.05      | 0.00%             | 2026-10-03      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8875945.SRDSQ                                       | 8875945.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19123 | PA      | $6415.88      | 0.00%             | 2026-09-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9269701.SRDSQ                                       | 9269701.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       976 | PA      | $959.03       | 0.00%             | 2026-12-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.55                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -709 | NC      | $-397749.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.6                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -696 | NC      | $-495552.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 8410686.SRDSQ                                       | 8410686.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       286 | PA      | $172.17       | 0.00%             | 2026-05-22      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8651806.SRDSQ                                       | 8651806.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       461 | PA      | $349.98       | 0.00%             | 2026-07-26      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 203504303.SRDLC                                     | 203504303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11211 | PA      | $11206.63     | 0.00%             | 2028-08-16      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 204151143.SRDLC                                     | 204151143.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1765 | PA      | $1765.08      | 0.00%             | 2026-09-26      | Fixed         | 11.62%                | Yes           |                  3 | On Loan: No      |
| 212372136.SRDLC                                     | 212372136.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9378 | PA      | $9153.69      | 0.00%             | 2029-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212373222.SRDLC                                     | 212373222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4665 | PA      | $4553.42      | 0.00%             | 2029-11-18      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 186923646.SRDLC                                     | 186923646.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1006 | PA      | $105.40       | 0.00%             | 2025-03-09      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 187419334.SRDLC                                     | 187419334.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2493 | PA      | $261.25       | 0.00%             | 2027-03-30      | Fixed         | 30.99%                | 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      | $5091468.00   | 0.23%             | 2028-05-19      | Floating      | 13.44%                | 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      | $6213570.45   | 0.28%             | 2028-05-19      | Floating      | 14.94%                | Yes           |                  2 | On Loan: No      |
| 212473125.SRDLC                                     | 212473125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5313 | PA      | $5244.13      | 0.00%             | 2027-11-19      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 212540163.SRDLC                                     | 212540163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       831 | PA      | $818.70       | 0.00%             | 2027-11-20      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214794832.SRDLC                                     | 214794832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24008 | PA      | $23138.69     | 0.00%             | 2028-03-06      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214965732.SRDLC                                     | 214965732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10656 | PA      | $10258.69     | 0.00%             | 2030-03-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211257423.SRDLC                                     | 211257423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3634 | PA      | $380.81       | 0.00%             | 2028-03-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211318547.SRDLC                                     | 211318547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7677 | PA      | $2150.36      | 0.00%             | 2027-10-22      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204435865.SRDLC                                     | 204435865.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4602 | PA      | $4580.64      | 0.00%             | 2026-10-10      | Fixed         | 11.62%                | Yes           |                  3 | On Loan: No      |
| 204753016.SRDLC                                     | 204753016.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20769 | PA      | $3821.44      | 0.00%             | 2028-11-27      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 9749486.SRDSQ                                       | 9749486.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1893 | PA      | $1811.86      | 0.00%             | 2027-03-02      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3909897.SRDUP                                    | CBM3909897.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       575 | PA      | $575.05       | 0.00%             | 2028-08-02      | Fixed         | 28.34%                | 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      | $3704463.00   | 0.17%             | 2028-05-19      | Floating      | 16.69%                | Yes           |                  2 | On Loan: No      |
| Finca Re Ltd                                        | Finca Re 2025-1 Class A                                              | CUSIP: 31771QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1152000 | PA      | $1168243.20   | 0.05%             | 2028-06-07      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| 187447743.SRDLC                                     | 187447743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3121 | PA      | $3286.36      | 0.00%             | 2027-03-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187569851.SRDLC                                     | 187569851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5731 | PA      | $6048.30      | 0.00%             | 2027-08-29      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 204973013.SRDLC                                     | 204973013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3527 | PA      | $3724.77      | 0.00%             | 2028-11-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205075482.SRDLC                                     | 205075482.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7553 | PA      | $7532.95      | 0.00%             | 2026-11-24      | Fixed         | 8.90%                 | Yes           |                  3 | On Loan: No      |
| First American Government Obli                      | First American Government Obligations Fund                           | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  51877819 | NS      | $51877819.09  | 2.38%             |  |  |  | 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      | $338701.75    | 0.02%             | 2028-03-10      | Floating      | 11.19%                | Yes           |                  2 | 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      |
| 193696796.SRDLC                                     | 193696796.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9129 | PA      | $9723.39      | 0.00%             | 2027-09-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214973713.SRDLC                                     | 214973713.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1837 | PA      | $1761.94      | 0.00%             | 2028-03-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 214981281.SRDLC                                     | 214981281.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11242 | PA      | $10767.71     | 0.00%             | 2030-03-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| CBM3910741.SRDUP                                    | CBM3910741.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       639 | PA      | $642.82       | 0.00%             | 2028-08-02      | Fixed         | 28.68%                | Yes           |                  3 | On Loan: No      |
| CBM3954098.SRDUP                                    | CBM3954098.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1346 | PA      | $589.42       | 0.00%             | 2027-02-01      | Fixed         | 28.69%                | 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      |
| 205231184.SRDLC                                     | 205231184.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13133 | PA      | $681.61       | 0.00%             | 2029-09-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205111949.SRDLC                                     | 205111949.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1775 | PA      | $1812.97      | 0.00%             | 2026-11-30      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205171503.SRDLC                                     | 205171503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2225 | PA      | $2309.88      | 0.00%             | 2027-12-28      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| CBM5178188.SRDUP                                    | CBM5178188.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1564 | PA      | $1472.49      | 0.00%             | 2028-04-03      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        58 | NC      | $581355.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 214990480.SRDLC                                     | 214990480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3042 | PA      | $3000.67      | 0.00%             | 2027-03-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215094011.SRDLC                                     | 215094011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9941 | PA      | $9863.46      | 0.00%             | 2029-03-27      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 192982092.SRDLC                                     | 192982092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3240 | PA      | $3303.47      | 0.00%             | 2027-08-29      | Fixed         | 22.24%                | Yes           |                  3 | On Loan: No      |
| 203454135.SRDLC                                     | 203454135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3633 | PA      | $3658.92      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 211442675.SRDLC                                     | 211442675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       747 | PA      | $753.13       | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211472079.SRDLC                                     | 211472079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15289 | PA      | $14859.40     | 0.00%             | 2029-10-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 205298282.SRDLC                                     | 205298282.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5284 | PA      | $5247.32      | 0.00%             | 2028-11-20      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 205336896.SRDLC                                     | 205336896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13739 | PA      | $13858.96     | 0.00%             | 2027-11-20      | Fixed         | 12.70%                | Yes           |                  3 | On Loan: No      |
| 212553178.SRDLC                                     | 212553178.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       594 | PA      | $572.27       | 0.00%             | 2027-11-20      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 213559151.SRDLC                                     | 213559151.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8501 | PA      | $8204.94      | 0.00%             | 2028-01-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 215100003.SRDLC                                     | 215100003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12462 | PA      | $12288.53     | 0.00%             | 2029-03-19      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 215215270.SRDLC                                     | 215215270.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12511 | PA      | $12427.24     | 0.00%             | 2029-03-24      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 203981929.SRDLC                                     | 203981929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1996 | PA      | $1989.96      | 0.00%             | 2026-09-05      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| 204006936.SRDLC                                     | 204006936.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       333 | PA      | $330.64       | 0.00%             | 2026-09-05      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 211581281.SRDLC                                     | 211581281.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4949 | PA      | $4947.46      | 0.00%             | 2028-10-23      | Fixed         | 7.57%                 | Yes           |                  3 | On Loan: No      |
| 211650428.SRDLC                                     | 211650428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8279 | PA      | $7953.46      | 0.00%             | 2028-10-18      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.65                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -705 | NC      | $-630975.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.7                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -417 | NC      | $-462870.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 205410103.SRDLC                                     | 205410103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7083 | PA      | $7115.20      | 0.00%             | 2027-11-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205438003.SRDLC                                     | 205438003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8666 | PA      | $7847.92      | 0.00%             | 2027-03-29      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 213668415.SRDLC                                     | 213668415.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8755 | PA      | $8439.84      | 0.00%             | 2028-01-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213719115.SRDLC                                     | 213719115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1503 | PA      | $1490.34      | 0.00%             | 2027-01-16      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211941845.SRDLC                                     | 211941845.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7119 | PA      | $746.12       | 0.00%             | 2027-11-04      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 212487904.SRDLC                                     | 212487904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8660 | PA      | $8398.37      | 0.00%             | 2027-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215411978.SRDLC                                     | 215411978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7507 | PA      | $7196.27      | 0.00%             | 2028-04-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215761636.SRDLC                                     | 215761636.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1824 | PA      | $1797.41      | 0.00%             | 2027-04-14      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        55 | NC      | $454605.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRB5381264.SRDUP                                    | DRB5381264.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1964 | PA      | $589.14       | 0.00%             | 2030-05-22      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| 204866018.SRDLC                                     | 204866018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1790 | PA      | $187.60       | 0.00%             | 2026-10-27      | Fixed         | 13.24%                | Yes           |                  3 | On Loan: No      |
| 205071027.SRDLC                                     | 205071027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       802 | PA      | $801.37       | 0.00%             | 2027-11-19      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 212500484.SRDLC                                     | 212500484.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1107 | PA      | $1073.92      | 0.00%             | 2027-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212529272.SRDLC                                     | 212529272.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5771 | PA      | $5641.52      | 0.00%             | 2029-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205794055.SRDLC                                     | 205794055.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5313 | PA      | $5268.97      | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206373201.SRDLC                                     | 206373201.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4480 | PA      | $4537.80      | 0.00%             | 2029-02-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NAT GAS EURO OPT  Jun26P 2.75                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-48816.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 63.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -356 | NC      | $-351550.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 205262511.SRDLC                                     | 205262511.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3523 | PA      | $3760.40      | 0.00%             | 2028-11-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205288618.SRDLC                                     | 205288618.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3046 | PA      | $3081.67      | 0.00%             | 2026-11-20      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 212543418.SRDLC                                     | 212543418.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7940 | PA      | $7702.77      | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 213663584.SRDLC                                     | 213663584.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1160 | PA      | $1138.42      | 0.00%             | 2029-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 213910651.SRDLC                                     | 213910651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15136 | PA      | $14854.54     | 0.00%             | 2030-01-27      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 213960121.SRDLC                                     | 213960121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26185 | PA      | $25700.36     | 0.00%             | 2030-01-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 215970905.SRDLC                                     | 215970905.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2999 | PA      | $2854.00      | 0.00%             | 2028-04-22      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 218909779.SRDLC                                     | 218909779.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1337 | PA      | $1311.76      | 0.00%             | 2027-08-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 206469523.SRDLC                                     | 206469523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3095 | PA      | $3076.38      | 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        |      2311 | PA      | $2301.98      | 0.00%             | 2027-02-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205841081.SRDLC                                     | 205841081.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22873 | PA      | $5340.80      | 0.00%             | 2028-12-26      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| 206576695.SRDLC                                     | 206576695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3814 | PA      | $3839.01      | 0.00%             | 2027-02-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213699659.SRDLC                                     | 213699659.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5502 | PA      | $5169.49      | 0.00%             | 2028-07-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214195012.SRDLC                                     | 214195012.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13432 | PA      | $13119.47     | 0.00%             | 2028-02-06      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 63.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-387500.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 64                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-293750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214350803.SRDLC                                     | 214350803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10427 | PA      | $10129.13     | 0.00%             | 2029-02-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214653489.SRDLC                                     | 214653489.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3258 | PA      | $779.07       | 0.00%             | 2029-11-28      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       May26C 64.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -476 | NC      | $-208250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26P 62.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -500 | NC      | $-81250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214399785.SRDLC                                     | 214399785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11710 | PA      | $11580.37     | 0.00%             | 2028-02-18      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 214483440.SRDLC                                     | 214483440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26387 | PA      | $26112.75     | 0.00%             | 2029-02-21      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| FW3292131.SRDUP                                     | FW3292131.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1786 | PA      | $1781.80      | 0.00%             | 2027-07-19      | Fixed         | 14.01%                | Yes           |                  3 | On Loan: No      |
| FW3305037.SRDUP                                     | FW3305037.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       309 | PA      | $310.57       | 0.00%             | 2027-07-25      | Fixed         | 29.85%                | Yes           |                  3 | On Loan: No      |
| 214789264.SRDLC                                     | 214789264.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3352 | PA      | $3293.46      | 0.00%             | 2028-03-05      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 215005389.SRDLC                                     | 215005389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7161 | PA      | $6920.63      | 0.00%             | 2030-03-17      | Fixed         | 32.39%                | 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      |
| 206917551.SRDLC                                     | 206917551.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2895 | PA      | $2865.55      | 0.00%             | 2027-02-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 205822350.SRDLC                                     | 205822350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12318 | PA      | $12432.60     | 0.00%             | 2027-12-26      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205830413.SRDLC                                     | 205830413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7730 | PA      | $8047.92      | 0.00%             | 2028-12-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26P 63                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -111 | NC      | $-30525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3295171.SRDUP                                      | L3295171.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       706 | PA      | $703.94       | 0.00%             | 2027-07-20      | Fixed         | 20.62%                | Yes           |                  3 | On Loan: No      |
| 187755875.SRDLC                                     | 187755875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       970 | PA      | $178.51       | 0.00%             | 2025-03-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 187945171.SRDLC                                     | 187945171.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5356 | PA      | $561.30       | 0.00%             | 2027-04-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3316977.SRDUP                                     | FW3316977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1186 | PA      | $1189.44      | 0.00%             | 2027-08-01      | Fixed         | 25.55%                | Yes           |                  3 | On Loan: No      |
| FW3319852.SRDUP                                     | FW3319852.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1820 | PA      | $1833.15      | 0.00%             | 2027-08-01      | Fixed         | 18.95%                | Yes           |                  3 | On Loan: No      |
| 214945970.SRDLC                                     | 214945970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7099 | PA      | $6792.64      | 0.00%             | 2028-03-12      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 215763554.SRDLC                                     | 215763554.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2893 | PA      | $2538.49      | 0.00%             | 2027-09-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 215013395.SRDLC                                     | 215013395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3889 | PA      | $3800.54      | 0.00%             | 2029-03-17      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 215689992.SRDLC                                     | 215689992.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7856 | PA      | $2008.06      | 0.00%             | 2028-04-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 10667179.SRDSQ                                      | 10667179.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2353 | PA      | $2237.02      | 0.00%             | 2027-09-27      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10813225.SRDSQ                                      | 10813225.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    112670 | PA      | $105447.85    | 0.00%             | 2027-10-24      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 205839530.SRDLC                                     | 205839530.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4815 | PA      | $4784.32      | 0.00%             | 2028-12-22      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 206385770.SRDLC                                     | 206385770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24427 | PA      | $3981.56      | 0.00%             | 2029-02-05      | Fixed         | 11.75%                | Yes           |                  3 | On Loan: No      |
| 191527006.SRDLC                                     | 191527006.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2096 | PA      | $2226.04      | 0.00%             | 2027-07-25      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 192428920.SRDLC                                     | 192428920.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6919 | PA      | $6895.43      | 0.00%             | 2028-02-18      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 216037317.SRDLC                                     | 216037317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18090 | PA      | $17545.38     | 0.00%             | 2030-04-24      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 216146970.SRDLC                                     | 216146970.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3512 | PA      | $3368.25      | 0.00%             | 2028-04-29      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 206526855.SRDLC                                     | 206526855.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11366 | PA      | $11439.21     | 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        |     14143 | PA      | $14408.74     | 0.00%             | 2029-02-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW3910232.SRDUP                                     | FW3910232.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9863 | PA      | $9851.99      | 0.00%             | 2028-08-09      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| FW3960721.SRDUP                                     | FW3960721.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8204 | PA      | $8128.11      | 0.00%             | 2028-09-05      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| 215767321.SRDLC                                     | 215767321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6083 | PA      | $5997.07      | 0.00%             | 2027-04-14      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 216030434.SRDLC                                     | 216030434.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3981 | PA      | $3869.53      | 0.00%             | 2029-04-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206506609.SRDLC                                     | 206506609.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1033 | PA      | $1019.41      | 0.00%             | 2027-02-05      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207148926.SRDLC                                     | 207148926.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11374 | PA      | $11302.80     | 0.00%             | 2027-03-13      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 185539968.SRDLC                                     | 185539968.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3523 | PA      | $369.22       | 0.00%             | 2027-11-23      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 186388985.SRDLC                                     | 186388985.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5533 | PA      | $5495.58      | 0.00%             | 2027-02-22      | Fixed         | 4.99%                 | 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      | $439189.00    | 0.02%             | 2028-07-22      | Floating      | 10.94%                | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                              | Marlette Funding Trust 2022-2                                        | CUSIP: 57107LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504429 | PA      | $503587.50    | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| FW3391331.SRDUP                                     | FW3391331.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1621 | PA      | $1624.04      | 0.00%             | 2028-02-01      | Fixed         | 26.82%                | Yes           |                  3 | On Loan: No      |
| FW4007221.SRDUP                                     | FW4007221.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3380 | PA      | $3416.13      | 0.00%             | 2028-10-10      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| 219063396.SRDLC                                     | 219063396.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9368 | PA      | $981.79       | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 219111881.SRDLC                                     | 219111881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1732 | PA      | $1692.62      | 0.00%             | 2027-08-15      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| CBM4008196.SRDUP                                    | CBM4008196.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1750 | PA      | $1734.13      | 0.00%             | 2028-10-06      | Fixed         | 16.91%                | Yes           |                  3 | On Loan: No      |
| CBM4008367.SRDUP                                    | CBM4008367.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5781 | PA      | $5832.89      | 0.00%             | 2028-10-06      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| 219841149.SRDLC                                     | 219841149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9512 | PA      | $9123.69      | 0.00%             | 2030-09-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 220006906.SRDLC                                     | 220006906.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11227 | PA      | $10561.61     | 0.00%             | 2028-09-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207186771.SRDLC                                     | 207186771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5256 | PA      | $5203.49      | 0.00%             | 2027-03-18      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207970149.SRDLC                                     | 207970149.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5673 | PA      | $5570.77      | 0.00%             | 2028-08-29      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| FW5581626.SRDUP                                     | FW5581626.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2192 | PA      | $340.13       | 0.00%             | 2030-07-01      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5160                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 220007829.SRDLC                                     | 220007829.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7571 | PA      | $7235.26      | 0.00%             | 2030-09-15      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 220064770.SRDLC                                     | 220064770.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6677 | PA      | $6404.79      | 0.00%             | 2028-09-16      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219150453.SRDLC                                     | 219150453.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2123 | PA      | $2067.19      | 0.00%             | 2027-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219958036.SRDLC                                     | 219958036.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1374 | PA      | $1301.14      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210603757.SRDLC                                     | 210603757.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4740 | PA      | $4606.15      | 0.00%             | 2027-09-05      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 210787587.SRDLC                                     | 210787587.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2771 | PA      | $509.89       | 0.00%             | 2026-09-17      | Fixed         | 11.99%                | Yes           |                  3 | 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      | $2408854.05   | 0.11%             | 2027-05-25      | Floating      | 21.63%                | Yes           |                  2 | On Loan: No      |
| 8174040.SRDSQ                                       | 8174040.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $131.97       | 0.00%             | 2026-03-11      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 7513046.SRDSQ                                       | 7513046.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8119 | PA      | $1020.59      | 0.00%             | 2025-08-20      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 7730045.SRDSQ                                       | 7730045.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       565 | PA      | $41.80        | 0.00%             | 2025-10-26      | Fixed         | 6.16%                 | Yes           |                  3 | On Loan: No      |
| 192095084.SRDLC                                     | 192095084.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5081 | PA      | $5161.62      | 0.00%             | 2027-08-04      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 192131702.SRDLC                                     | 192131702.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5714 | PA      | $5719.60      | 0.00%             | 2027-08-15      | Fixed         | 19.69%                | Yes           |                  3 | On Loan: No      |
| DRB5003331.SRDUP                                    | DRB5003331.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       873 | PA      | $805.53       | 0.00%             | 2030-02-05      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| DRB5177276.SRDUP                                    | DRB5177276.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5560 | PA      | $5112.41      | 0.00%             | 2031-02-03      | Fixed         | 28.61%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5165                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-16020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5170                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-4350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207204933.SRDLC                                     | 207204933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9617 | PA      | $9564.59      | 0.00%             | 2028-03-27      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207474306.SRDLC                                     | 207474306.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       635 | PA      | $626.59       | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 8415884.SRDSQ                                       | 8415884.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       752 | PA      | $524.81       | 0.00%             | 2026-05-25      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 8814361.SRDSQ                                       | 8814361.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5800 | PA      | $4434.58      | 0.00%             | 2026-09-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 193602909.SRDLC                                     | 193602909.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3724 | PA      | $3932.31      | 0.00%             | 2027-09-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 194587361.SRDLC                                     | 194587361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2294 | PA      | $2419.60      | 0.00%             | 2027-10-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211112008.SRDLC                                     | 211112008.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       593 | PA      | $575.25       | 0.00%             | 2027-10-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211238088.SRDLC                                     | 211238088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15885 | PA      | $15424.23     | 0.00%             | 2029-10-09      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| DRB5181297.SRDUP                                    | DRB5181297.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21866 | PA      | $3393.64      | 0.00%             | 2030-04-04      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| DRB5385754.SRDUP                                    | DRB5385754.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2376 | PA      | $2201.39      | 0.00%             | 2030-05-23      | Fixed         | 14.76%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 660                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-3025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 665                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-225.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211030084.SRDLC                                     | 211030084.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       832 | PA      | $829.55       | 0.00%             | 2026-09-23      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 211088593.SRDLC                                     | 211088593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8927 | PA      | $8725.03      | 0.00%             | 2028-09-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 8282612.SRDSQ                                       | 8282612.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14590 | PA      | $10619.91     | 0.00%             | 2026-04-15      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8353772.SRDSQ                                       | 8353772.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2877 | PA      | $212.93       | 0.00%             | 2026-05-06      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 211403342.SRDLC                                     | 211403342.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4117 | PA      | $3989.25      | 0.00%             | 2027-10-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211460569.SRDLC                                     | 211460569.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36840 | PA      | $36158.35     | 0.00%             | 2029-11-07      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                      | FirstKey Homes 2021-SFR1 Trust                                       | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1981827.70   | 0.09%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  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      | $1701932.70   | 0.08%             | 2027-01-08      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| 203487312.SRDLC                                     | 203487312.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21464 | PA      | $5767.37      | 0.00%             | 2027-09-01      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| 203495199.SRDLC                                     | 203495199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23973 | PA      | $23864.95     | 0.00%             | 2028-08-22      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 670                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26P 61                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211156883.SRDLC                                     | 211156883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11723 | PA      | $11284.14     | 0.00%             | 2027-10-02      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211339651.SRDLC                                     | 211339651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9763 | PA      | $9487.30      | 0.00%             | 2029-10-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 8417487.SRDSQ                                       | 8417487.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2977 | PA      | $2083.22      | 0.00%             | 2026-05-25      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8550264.SRDSQ                                       | 8550264.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45808 | PA      | $26962.48     | 0.00%             | 2026-07-01      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 211466328.SRDLC                                     | 211466328.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4369 | PA      | $4348.87      | 0.00%             | 2026-10-11      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211654450.SRDLC                                     | 211654450.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1595 | PA      | $1554.12      | 0.00%             | 2027-10-27      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 203935388.SRDLC                                     | 203935388.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19874 | PA      | $2082.82      | 0.00%             | 2028-09-05      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204310629.SRDLC                                     | 204310629.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2085 | PA      | $2129.96      | 0.00%             | 2026-09-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| DRB5579053.SRDUP                                    | DRB5579053.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1858 | PA      | $1721.24      | 0.00%             | 2030-07-01      | Fixed         | 30.80%                | Yes           |                  3 | On Loan: No      |
| DRB5580783.SRDUP                                    | DRB5580783.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11164 | PA      | $10549.85     | 0.00%             | 2030-10-01      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26P 61.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -171 | NC      | $-7481.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPN YEN 9am       Jun26P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -426 | NC      | $-37275.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219960897.SRDLC                                     | 219960897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5520 | PA      | $5301.59      | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 219968778.SRDLC                                     | 219968778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4372 | PA      | $4266.18      | 0.00%             | 2027-09-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 8801479.SRDSQ                                       | 8801479.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         3 | PA      | $2.78         | 0.00%             | 2026-09-05      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| 9138176.SRDSQ                                       | 9138176.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2404 | PA      | $1494.53      | 0.00%             | 2026-11-28      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 213795526.SRDLC                                     | 213795526.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12646 | PA      | $12034.07     | 0.00%             | 2030-01-21      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 213825221.SRDLC                                     | 213825221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15834 | PA      | $15682.24     | 0.00%             | 2029-01-21      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 204772978.SRDLC                                     | 204772978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2015 | PA      | $2011.37      | 0.00%             | 2026-11-02      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 204860745.SRDLC                                     | 204860745.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10194 | PA      | $1068.34      | 0.00%             | 2027-11-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| L3279284.SRDUP                                      | L3279284.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $826.04       | 0.00%             | 2027-07-20      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3328499.SRDUP                                      | L3328499.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       991 | PA      | $153.80       | 0.00%             | 2027-08-03      | Fixed         | 24.16%                | Yes           |                  3 | On Loan: No      |
| DRB5583873.SRDUP                                    | DRB5583873.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1366 | PA      | $1330.22      | 0.00%             | 2030-07-02      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| FW3295846.SRDUP                                     | FW3295846.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1996 | PA      | $1933.13      | 0.00%             | 2027-07-20      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| 7660409.SRDSQ                                       | 7660409.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       606 | PA      | $44.85        | 0.00%             | 2025-10-04      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| 8349446.SRDSQ                                       | 8349446.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3590 | PA      | $1591.11      | 0.00%             | 2026-05-04      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| 213951092.SRDLC                                     | 213951092.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14541 | PA      | $14441.04     | 0.00%             | 2027-02-01      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214086410.SRDLC                                     | 214086410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6141 | PA      | $6106.33      | 0.00%             | 2027-01-31      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 204981896.SRDLC                                     | 204981896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       618 | PA      | $621.22       | 0.00%             | 2026-11-11      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 204983615.SRDLC                                     | 204983615.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12634 | PA      | $12486.29     | 0.00%             | 2028-11-07      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| L3335154.SRDUP                                      | L3335154.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       845 | PA      | $852.46       | 0.00%             | 2027-08-05      | Fixed         | 19.62%                | Yes           |                  3 | On Loan: No      |
| L3500371.SRDUP                                      | L3500371.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9808 | PA      | $1522.15      | 0.00%             | 2027-10-28      | Fixed         | 18.38%                | Yes           |                  3 | On Loan: No      |
| 8796623.SRDSQ                                       | 8796623.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2212 | PA      | $688.48       | 0.00%             | 2026-09-04      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8816331.SRDSQ                                       | 8816331.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1245 | PA      | $1067.39      | 0.00%             | 2026-09-09      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| FW3302465.SRDUP                                     | FW3302465.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5925 | PA      | $5994.22      | 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      | $2297.43      | 0.00%             | 2027-07-25      | Fixed         | 24.69%                | Yes           |                  3 | On Loan: No      |
| 214346109.SRDLC                                     | 214346109.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4725 | PA      | $4707.25      | 0.00%             | 2027-03-01      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 214545734.SRDLC                                     | 214545734.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18160 | PA      | $17962.55     | 0.00%             | 2028-02-24      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9752690.SRDSQ                                       | 9752690.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3023 | PA      | $2946.74      | 0.00%             | 2027-03-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9771546.SRDSQ                                       | 9771546.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2020 | PA      | $1874.56      | 0.00%             | 2027-03-08      | Fixed         | 5.16%                 | Yes           |                  1 | On Loan: No      |
| 203441299.SRDLC                                     | 203441299.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3906 | PA      | $3897.97      | 0.00%             | 2026-08-11      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 204695288.SRDLC                                     | 204695288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2598 | PA      | $2640.41      | 0.00%             | 2026-10-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204991156.SRDLC                                     | 204991156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8536 | PA      | $894.54       | 0.00%             | 2028-11-15      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 205054967.SRDLC                                     | 205054967.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3168 | PA      | $3154.70      | 0.00%             | 2026-11-13      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 8866439.SRDSQ                                       | 8866439.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3303 | PA      | $1607.90      | 0.00%             | 2026-09-20      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 8882110.SRDSQ                                       | 8882110.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1939 | PA      | $1460.42      | 0.00%             | 2026-09-25      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW3320075.SRDUP                                     | FW3320075.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2251 | PA      | $2258.45      | 0.00%             | 2027-08-01      | Fixed         | 26.11%                | Yes           |                  3 | On Loan: No      |
| FW3334990.SRDUP                                     | FW3334990.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7617 | PA      | $7579.39      | 0.00%             | 2027-08-05      | Fixed         | 14.73%                | Yes           |                  3 | On Loan: No      |
| 205182162.SRDLC                                     | 205182162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5872 | PA      | $5879.84      | 0.00%             | 2026-11-16      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 205208042.SRDLC                                     | 205208042.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3800 | PA      | $3794.06      | 0.00%             | 2026-11-13      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 214864130.SRDLC                                     | 214864130.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7357 | PA      | $3924.39      | 0.00%             | 2029-03-10      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| 214893140.SRDLC                                     | 214893140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12084 | PA      | $11930.24     | 0.00%             | 2031-03-25      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205109661.SRDLC                                     | 205109661.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13450 | PA      | $13659.88     | 0.00%             | 2029-08-24      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 205180684.SRDLC                                     | 205180684.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17205 | PA      | $17093.40     | 0.00%             | 2028-11-24      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 8865022.SRDSQ                                       | 8865022.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        51 | PA      | $50.53        | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9033015.SRDSQ                                       | 9033015.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1863 | PA      | $470.32       | 0.00%             | 2026-11-01      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 216072382.SRDLC                                     | 216072382.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18448 | PA      | $17538.83     | 0.00%             | 2028-05-12      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219112219.SRDLC                                     | 219112219.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4153 | PA      | $3947.56      | 0.00%             | 2028-08-15      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| FW3956386.SRDUP                                     | FW3956386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1803 | PA      | $1815.24      | 0.00%             | 2029-02-05      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| FW4998693.SRDUP                                     | FW4998693.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8765 | PA      | $8069.19      | 0.00%             | 2030-02-04      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| 206541256.SRDLC                                     | 206541256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6283 | PA      | $6332.66      | 0.00%             | 2029-02-06      | Fixed         | 32.39%                | 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      |
| 216074413.SRDLC                                     | 216074413.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2628 | PA      | $2525.15      | 0.00%             | 2028-04-28      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 216363385.SRDLC                                     | 216363385.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3955 | PA      | $3800.51      | 0.00%             | 2029-05-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9374556.SRDSQ                                       | 9374556.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2158 | PA      | $941.88       | 0.00%             | 2027-01-24      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9762311.SRDSQ                                       | 9762311.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4177 | PA      | $3673.62      | 0.00%             | 2027-03-05      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 194455826.SRDLC                                     | 194455826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11003 | PA      | $1153.09      | 0.00%             | 2027-10-11      | Fixed         | 21.24%                | 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      |
| 218899765.SRDLC                                     | 218899765.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10106 | PA      | $9682.27      | 0.00%             | 2030-08-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 218978053.SRDLC                                     | 218978053.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4970 | PA      | $4715.55      | 0.00%             | 2028-08-11      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 73.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -24 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 74                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -49 | NC      | $-490.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211446071.SRDLC                                     | 211446071.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4897 | PA      | $4788.43      | 0.00%             | 2029-10-10      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211678113.SRDLC                                     | 211678113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1488 | PA      | $1447.49      | 0.00%             | 2027-10-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 9610766.SRDSQ                                       | 9610766.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12877 | PA      | $12478.20     | 0.00%             | 2027-01-29      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9738105.SRDSQ                                       | 9738105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3568 | PA      | $2786.85      | 0.00%             | 2027-02-28      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 9801846.SRDSQ                                       | 9801846.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1792 | PA      | $1409.56      | 0.00%             | 2027-03-16      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| CBM5003479.SRDUP                                    | CBM5003479.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25516 | PA      | $24543.86     | 0.00%             | 2030-02-05      | Fixed         | 24.53%                | Yes           |                  3 | On Loan: No      |
| 212139079.SRDLC                                     | 212139079.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10719 | PA      | $8579.42      | 0.00%             | 2030-03-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 212143411.SRDLC                                     | 212143411.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       110 | PA      | $109.24       | 0.00%             | 2029-11-07      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 219069160.SRDLC                                     | 219069160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8339 | PA      | $7896.23      | 0.00%             | 2028-08-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219139724.SRDLC                                     | 219139724.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4207 | PA      | $1137.10      | 0.00%             | 2029-08-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 207137665.SRDLC                                     | 207137665.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7362 | PA      | $7414.80      | 0.00%             | 2029-03-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207189445.SRDLC                                     | 207189445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5111 | PA      | $5205.97      | 0.00%             | 2029-03-18      | Fixed         | 28.48%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | AUDUSD Euro 9am   May26C 74.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -13 | NC      | $-65.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3909924.SRDUP                                    | CBM3909924.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       755 | PA      | $540.19       | 0.00%             | 2027-01-06      | Fixed         | 27.54%                | Yes           |                  3 | On Loan: No      |
| 8822076.SRDSQ                                       | 8822076.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       827 | PA      | $778.00       | 0.00%             | 2026-09-11      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8828254.SRDSQ                                       | 8828254.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8539 | PA      | $4572.43      | 0.00%             | 2026-09-12      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9749976.SRDSQ                                       | 9749976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $1026.29      | 0.00%             | 2027-03-02      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9754152.SRDSQ                                       | 9754152.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12164 | PA      | $10481.66     | 0.00%             | 2027-03-03      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 212195852.SRDLC                                     | 212195852.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5430 | PA      | $969.73       | 0.00%             | 2027-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212424233.SRDLC                                     | 212424233.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       688 | PA      | $690.72       | 0.00%             | 2026-11-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| CBM5380734.SRDUP                                    | CBM5380734.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3151 | PA      | $2922.22      | 0.00%             | 2030-05-22      | Fixed         | 29.88%                | Yes           |                  3 | On Loan: No      |
| DRB5009885.SRDUP                                    | DRB5009885.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5742 | PA      | $5567.20      | 0.00%             | 2030-02-07      | Fixed         | 23.56%                | Yes           |                  3 | On Loan: No      |
| 9037328.SRDSQ                                       | 9037328.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6963 | PA      | $6868.65      | 0.00%             | 2026-11-02      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9298336.SRDSQ                                       | 9298336.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       274 | PA      | $247.18       | 0.00%             | 2027-01-03      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| L3298280.SRDUP                                      | L3298280.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4521 | PA      | $701.69       | 0.00%             | 2028-01-21      | Fixed         | 16.01%                | Yes           |                  3 | On Loan: No      |
| L3305149.SRDUP                                      | L3305149.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2080 | PA      | $2073.43      | 0.00%             | 2027-07-25      | Fixed         | 12.10%                | Yes           |                  3 | On Loan: No      |
| 219140517.SRDLC                                     | 219140517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2744 | PA      | $2610.19      | 0.00%             | 2028-08-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 220002812.SRDLC                                     | 220002812.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3621 | PA      | $3478.82      | 0.00%             | 2029-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207268640.SRDLC                                     | 207268640.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9500 | PA      | $9418.13      | 0.00%             | 2029-04-15      | Fixed         | 13.25%                | Yes           |                  3 | On Loan: No      |
| 207754058.SRDLC                                     | 207754058.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       203 | PA      | $204.00       | 0.00%             | 2026-05-26      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3312563.SRDUP                                      | L3312563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       896 | PA      | $905.13       | 0.00%             | 2027-07-27      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| L3335206.SRDUP                                      | L3335206.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8830 | PA      | $8783.42      | 0.00%             | 2027-08-10      | Fixed         | 11.89%                | Yes           |                  3 | On Loan: No      |
| CBM3913556.SRDUP                                    | CBM3913556.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3507 | PA      | $3532.81      | 0.00%             | 2028-08-04      | Fixed         | 20.57%                | Yes           |                  3 | On Loan: No      |
| CBM4011013.SRDUP                                    | CBM4011013.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2456 | PA      | $2472.71      | 0.00%             | 2028-10-10      | Fixed         | 30.00%                | Yes           |                  3 | On Loan: No      |
| 213594966.SRDLC                                     | 213594966.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1704 | PA      | $178.59       | 0.00%             | 2029-09-15      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 213795416.SRDLC                                     | 213795416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7223 | PA      | $7205.44      | 0.00%             | 2027-01-27      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| DRB5378098.SRDUP                                    | DRB5378098.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1828 | PA      | $1696.02      | 0.00%             | 2030-05-22      | Fixed         | 31.20%                | Yes           |                  3 | On Loan: No      |
| FW3312527.SRDUP                                     | FW3312527.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       657 | PA      | $663.26       | 0.00%             | 2027-07-27      | Fixed         | 22.46%                | Yes           |                  3 | On Loan: No      |
| 220060443.SRDLC                                     | 220060443.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3477 | PA      | $3326.09      | 0.00%             | 2028-09-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8368134.SRDSQ                                       | 8368134.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       718 | PA      | $517.92       | 0.00%             | 2026-05-08      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| L3335330.SRDUP                                      | L3335330.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1658 | PA      | $1648.45      | 0.00%             | 2027-08-05      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| L3391407.SRDUP                                      | L3391407.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4371 | PA      | $4344.80      | 0.00%             | 2027-09-26      | Fixed         | 14.42%                | Yes           |                  3 | On Loan: No      |
| DRB5008497.SRDUP                                    | DRB5008497.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2872 | PA      | $2663.87      | 0.00%             | 2030-07-07      | Fixed         | 27.91%                | Yes           |                  3 | On Loan: No      |
| DRB5578381.SRDUP                                    | DRB5578381.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1058 | PA      | $301.41       | 0.00%             | 2030-07-01      | Fixed         | 28.15%                | Yes           |                  3 | On Loan: No      |
| 207891634.SRDLC                                     | 207891634.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18261 | PA      | $1913.74      | 0.00%             | 2030-01-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207952174.SRDLC                                     | 207952174.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6290 | PA      | $659.16       | 0.00%             | 2027-04-30      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219127888.SRDLC                                     | 219127888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8256 | PA      | $7860.84      | 0.00%             | 2028-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219968804.SRDLC                                     | 219968804.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6555 | PA      | $6279.49      | 0.00%             | 2030-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| DRB5583551.SRDUP                                    | DRB5583551.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2093 | PA      | $2053.79      | 0.00%             | 2030-07-02      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| FW3298360.SRDUP                                     | FW3298360.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5058 | PA      | $5047.62      | 0.00%             | 2027-07-21      | Fixed         | 17.54%                | Yes           |                  3 | On Loan: No      |
| 213931265.SRDLC                                     | 213931265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6328 | PA      | $6156.28      | 0.00%             | 2028-01-31      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 214004509.SRDLC                                     | 214004509.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4904 | PA      | $4834.08      | 0.00%             | 2028-01-28      | 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      |
| 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      |
| 8392817.SRDSQ                                       | 8392817.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31787 | PA      | $19876.19     | 0.00%             | 2026-05-18      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8653841.SRDSQ                                       | 8653841.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1872 | PA      | $1625.58      | 0.00%             | 2026-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2026-1B Class B-1                                     | CUSIP: 80001UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7260000 | PA      | $7252377.00   | 0.33%             | 2030-04-08      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2026-1B Class B-2                                     | CUSIP: 80001UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7451000 | PA      | $7417470.50   | 0.34%             | 2031-04-07      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| FW3342056.SRDUP                                     | FW3342056.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3862 | PA      | $3878.00      | 0.00%             | 2027-08-09      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| FW3500039.SRDUP                                     | FW3500039.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       604 | PA      | $609.59       | 0.00%             | 2027-10-13      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| CBM5177139.SRDUP                                    | CBM5177139.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12769 | PA      | $11739.68     | 0.00%             | 2030-04-03      | Fixed         | 31.88%                | Yes           |                  3 | On Loan: No      |
| DRB5008658.SRDUP                                    | DRB5008658.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1135 | PA      | $1048.23      | 0.00%             | 2030-02-07      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| 8820995.SRDSQ                                       | 8820995.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2755 | PA      | $1389.24      | 0.00%             | 2026-09-10      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 9036259.SRDSQ                                       | 9036259.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1093 | PA      | $1065.22      | 0.00%             | 2026-11-01      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214266361.SRDLC                                     | 214266361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10969 | PA      | $10599.22     | 0.00%             | 2030-02-19      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 214412488.SRDLC                                     | 214412488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18780 | PA      | $18567.80     | 0.00%             | 2028-02-18      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| FW3909923.SRDUP                                     | FW3909923.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20271 | PA      | $20258.87     | 0.00%             | 2028-08-02      | Fixed         | 20.92%                | Yes           |                  3 | On Loan: No      |
| FW3910652.SRDUP                                     | FW3910652.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       268 | PA      | $266.38       | 0.00%             | 2026-08-02      | Fixed         | 14.50%                | Yes           |                  3 | On Loan: No      |
| L3910221.SRDUP                                      | L3910221.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1017 | PA      | $1007.34      | 0.00%             | 2028-08-02      | Fixed         | 15.97%                | Yes           |                  3 | On Loan: No      |
| L3913394.SRDUP                                      | L3913394.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       684 | PA      | $686.86       | 0.00%             | 2029-01-04      | Fixed         | 21.64%                | Yes           |                  3 | On Loan: No      |
| FW3325611.SRDUP                                     | FW3325611.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       951 | PA      | $945.83       | 0.00%             | 2027-08-02      | Fixed         | 15.94%                | Yes           |                  3 | On Loan: No      |
| FW3331448.SRDUP                                     | FW3331448.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2686 | PA      | $2692.70      | 0.00%             | 2027-08-04      | Fixed         | 22.67%                | Yes           |                  3 | On Loan: No      |
| 214444425.SRDLC                                     | 214444425.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15951 | PA      | $15834.48     | 0.00%             | 2029-02-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214689505.SRDLC                                     | 214689505.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4140 | PA      | $4051.40      | 0.00%             | 2030-03-13      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 210478445.SRDLC                                     | 210478445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11545 | PA      | $1209.95      | 0.00%             | 2029-09-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 210573115.SRDLC                                     | 210573115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22684 | PA      | $21885.23     | 0.00%             | 2029-09-15      | Fixed         | 15.75%                | Yes           |                  3 | On Loan: No      |
| FW3911654.SRDUP                                     | FW3911654.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5616 | PA      | $5653.96      | 0.00%             | 2028-08-03      | Fixed         | 28.54%                | Yes           |                  3 | On Loan: No      |
| FW5008581.SRDUP                                     | FW5008581.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11064 | PA      | $10282.96     | 0.00%             | 2030-07-07      | Fixed         | 30.71%                | Yes           |                  3 | On Loan: No      |
| 9310443.SRDSQ                                       | 9310443.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3851 | PA      | $1831.29      | 0.00%             | 2027-01-08      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 9773807.SRDSQ                                       | 9773807.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1331 | PA      | $1267.36      | 0.00%             | 2027-03-08      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| DRB5175717.SRDUP                                    | DRB5175717.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1510 | PA      | $1386.31      | 0.00%             | 2030-04-02      | Fixed         | 31.55%                | Yes           |                  3 | On Loan: No      |
| DRB5176387.SRDUP                                    | DRB5176387.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1887 | PA      | $1733.05      | 0.00%             | 2030-04-03      | Fixed         | 30.04%                | Yes           |                  3 | On Loan: No      |
| 214944395.SRDLC                                     | 214944395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8562 | PA      | $8124.72      | 0.00%             | 2030-03-12      | Fixed         | 19.24%                | Yes           |                  3 | On Loan: No      |
| 214954111.SRDLC                                     | 214954111.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14707 | PA      | $14480.29     | 0.00%             | 2028-03-19      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| FW3332213.SRDUP                                     | FW3332213.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       845 | PA      | $848.85       | 0.00%             | 2027-08-04      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3500951.SRDUP                                     | FW3500951.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3447 | PA      | $535.04       | 0.00%             | 2027-10-13      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4165                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-4760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 628                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 210745731.SRDLC                                     | 210745731.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13286 | PA      | $12911.49     | 0.00%             | 2028-09-10      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211137813.SRDLC                                     | 211137813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4256 | PA      | $4156.31      | 0.00%             | 2027-09-15      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 9833416.SRDSQ                                       | 9833416.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       784 | PA      | $716.47       | 0.00%             | 2027-03-24      | Fixed         | 6.65%                 | Yes           |                  3 | On Loan: No      |
| CBM3912220.SRDUP                                    | CBM3912220.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       633 | PA      | $637.69       | 0.00%             | 2028-08-03      | Fixed         | 27.72%                | Yes           |                  3 | On Loan: No      |
| DRB5186579.SRDUP                                    | DRB5186579.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4858 | PA      | $4480.84      | 0.00%             | 2030-04-07      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| DRB5383808.SRDUP                                    | DRB5383808.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1594 | PA      | $143.80       | 0.00%             | 2030-05-23      | Fixed         | 25.26%                | Yes           |                  3 | On Loan: No      |
| 195175667.SRDLC                                     | 195175667.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1971 | PA      | $206.52       | 0.00%             | 2025-10-28      | Fixed         | 27.74%                | 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      |
| L3955835.SRDUP                                      | L3955835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1052 | PA      | $1052.28      | 0.00%             | 2028-09-05      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L4011229.SRDUP                                      | L4011229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2267 | PA      | $2248.19      | 0.00%             | 2028-10-10      | Fixed         | 17.78%                | Yes           |                  3 | On Loan: No      |
| FW3501229.SRDUP                                     | FW3501229.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6147 | PA      | $6235.12      | 0.00%             | 2028-03-13      | Fixed         | 26.78%                | Yes           |                  3 | On Loan: No      |
| FW3542352.SRDUP                                     | FW3542352.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2061 | PA      | $2081.01      | 0.00%             | 2027-11-01      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| 211178003.SRDLC                                     | 211178003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3982 | PA      | $3793.38      | 0.00%             | 2030-03-16      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 211217872.SRDLC                                     | 211217872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11464 | PA      | $1201.44      | 0.00%             | 2027-10-09      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| CBM3961210.SRDUP                                    | CBM3961210.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1616 | PA      | $1608.88      | 0.00%             | 2026-09-06      | Fixed         | 12.28%                | Yes           |                  3 | On Loan: No      |
| CBM4992912.SRDUP                                    | CBM4992912.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2025 | PA      | $1867.41      | 0.00%             | 2030-02-04      | Fixed         | 31.42%                | Yes           |                  3 | On Loan: No      |
| DRB5384169.SRDUP                                    | DRB5384169.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8112 | PA      | $7609.79      | 0.00%             | 2030-10-23      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| DRB5578862.SRDUP                                    | DRB5578862.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6588 | PA      | $6120.00      | 0.00%             | 2030-07-01      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | HG COPPER FUT OPT Jun26C 629                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-29362.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3320129.SRDUP                                      | L3320129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1137 | PA      | $1137.72      | 0.00%             | 2027-08-01      | Fixed         | 24.19%                | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2022-1 Class B                                         | CUSIP: 33975CAK1<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    296537 | PA      | $212023.75    | 0.01%             | 2029-02-26      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2023-1 Class B                                         | CUSIP: 33975CAN5<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    278400 | PA      | $34800.00     | 0.00%             | 2030-03-11      | Floating      | 3.79%                 | Yes           |                  3 | On Loan: No      |
| 215017730.SRDLC                                     | 215017730.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6550 | PA      | $6380.21      | 0.00%             | 2029-03-23      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215054900.SRDLC                                     | 215054900.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16088 | PA      | $15452.87     | 0.00%             | 2030-04-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW3542479.SRDUP                                     | FW3542479.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       529 | PA      | $535.06       | 0.00%             | 2027-11-01      | Fixed         | 29.50%                | Yes           |                  3 | On Loan: No      |
| FW3909774.SRDUP                                     | FW3909774.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       703 | PA      | $708.02       | 0.00%             | 2028-08-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| Sanders Re IV Ltd.                                  | Sanders Re IV 2026-1A Class A-1                                      | CUSIP: 80001WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5655000 | PA      | $5631249.00   | 0.26%             | 2030-04-08      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re IV Ltd.                                  | Sanders Re IV 2026-1A Class A-2                                      | CUSIP: 80001WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5770000 | PA      | $5746920.00   | 0.26%             | 2031-04-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| CBM5381447.SRDUP                                    | CBM5381447.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5066 | PA      | $4795.10      | 0.00%             | 2028-05-22      | Fixed         | 27.42%                | Yes           |                  3 | On Loan: No      |
| FW3295083.SRDUP                                     | FW3295083.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3414 | PA      | $3446.16      | 0.00%             | 2027-07-20      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25450                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -10 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25475                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22 | NC      | $-1100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3331127.SRDUP                                      | L3331127.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       449 | PA      | $451.77       | 0.00%             | 2027-08-04      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| L3336630.SRDUP                                      | L3336630.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1339 | PA      | $1333.40      | 0.00%             | 2027-08-08      | Fixed         | 14.29%                | Yes           |                  3 | On Loan: No      |
| 204468340.SRDLC                                     | 204468340.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2763 | PA      | $2754.27      | 0.00%             | 2026-10-10      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204862844.SRDLC                                     | 204862844.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       373 | PA      | $377.67       | 0.00%             | 2026-11-08      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3909942.SRDUP                                     | FW3909942.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9399 | PA      | $9456.63      | 0.00%             | 2028-08-02      | Fixed         | 26.74%                | Yes           |                  3 | On Loan: No      |
| FW3911754.SRDUP                                     | FW3911754.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $986.91       | 0.00%             | 2028-08-03      | Fixed         | 28.55%                | Yes           |                  3 | On Loan: No      |
| FW3302708.SRDUP                                     | FW3302708.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1757 | PA      | $1682.33      | 0.00%             | 2027-07-22      | Fixed         | 17.05%                | Yes           |                  3 | On Loan: No      |
| FW3305175.SRDUP                                     | FW3305175.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1162 | PA      | $1176.86      | 0.00%             | 2027-07-25      | Fixed         | 29.64%                | Yes           |                  3 | On Loan: No      |
| 215243503.SRDLC                                     | 215243503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4618 | PA      | $3985.93      | 0.00%             | 2027-09-01      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 215565817.SRDLC                                     | 215565817.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8995 | PA      | $8667.17      | 0.00%             | 2030-04-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW5008422.SRDUP                                     | FW5008422.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2911 | PA      | $2688.51      | 0.00%             | 2030-02-07      | Fixed         | 31.96%                | Yes           |                  3 | On Loan: No      |
| FW5010179.SRDUP                                     | FW5010179.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2557 | PA      | $2361.23      | 0.00%             | 2030-02-07      | Fixed         | 31.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25490                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22 | NC      | $-1100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25500                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23 | NC      | $-1207.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW5010286.SRDUP                                     | FW5010286.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2258 | PA      | $350.40       | 0.00%             | 2030-02-07      | Fixed         | 32.20%                | Yes           |                  3 | On Loan: No      |
| FW5580232.SRDUP                                     | FW5580232.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1441 | PA      | $279.19       | 0.00%             | 2030-07-01      | Fixed         | 28.87%                | 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        |     18258 | PA      | $1694421.21   | 0.08%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2025-Dec Class GL-R                               | CUSIP: 81369AEU2<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |  27014400 | PA      | $29329143.99  | 1.34%             | 2030-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| 205008355.SRDLC                                     | 205008355.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14663 | PA      | $2061.57      | 0.00%             | 2030-05-21      | Fixed         | 32.39%                | 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      |
| FW5385386.SRDUP                                     | FW5385386.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3658 | PA      | $3619.90      | 0.00%             | 2030-05-23      | Fixed         | 15.22%                | Yes           |                  3 | On Loan: No      |
| L3305031.SRDUP                                      | L3305031.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1455 | PA      | $1468.24      | 0.00%             | 2027-07-25      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| L3342154.SRDUP                                      | L3342154.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1071 | PA      | $1071.50      | 0.00%             | 2027-08-09      | Fixed         | 21.88%                | Yes           |                  3 | On Loan: No      |
| L3391321.SRDUP                                      | L3391321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       438 | PA      | $435.17       | 0.00%             | 2027-09-01      | Fixed         | 15.58%                | Yes           |                  3 | On Loan: No      |
| FW3310226.SRDUP                                     | FW3310226.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1130 | PA      | $1128.93      | 0.00%             | 2027-07-26      | Fixed         | 15.16%                | Yes           |                  3 | On Loan: No      |
| FW3312437.SRDUP                                     | FW3312437.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1022 | PA      | $1035.58      | 0.00%             | 2027-07-27      | Fixed         | 29.29%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25510                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21 | NC      | $-1102.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25525                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14 | NC      | $-735.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3500157.SRDUP                                      | L3500157.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1271 | PA      | $1265.18      | 0.00%             | 2027-10-28      | Fixed         | 18.67%                | Yes           |                  3 | On Loan: No      |
| L3500563.SRDUP                                      | L3500563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4209 | PA      | $4193.50      | 0.00%             | 2027-10-25      | Fixed         | 14.02%                | Yes           |                  3 | On Loan: No      |
| L3319949.SRDUP                                      | L3319949.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4544 | PA      | $4515.75      | 0.00%             | 2027-08-01      | Fixed         | 20.19%                | Yes           |                  3 | On Loan: No      |
| L3320181.SRDUP                                      | L3320181.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4069 | PA      | $631.55       | 0.00%             | 2027-08-04      | Fixed         | 24.06%                | Yes           |                  3 | On Loan: No      |
| L3304312.SRDUP                                      | L3304312.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2095 | PA      | $2092.87      | 0.00%             | 2027-07-25      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L3305321.SRDUP                                      | L3305321.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2931 | PA      | $2969.48      | 0.00%             | 2027-07-25      | Fixed         | 21.67%                | Yes           |                  3 | On Loan: No      |
| 205102159.SRDLC                                     | 205102159.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1062 | PA      | $1078.19      | 0.00%             | 2026-11-10      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205154276.SRDLC                                     | 205154276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1097 | PA      | $1112.84      | 0.00%             | 2026-11-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/01/26 P25550                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-157.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P25950                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-1635.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3500820.SRDUP                                      | L3500820.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       266 | PA      | $265.34       | 0.00%             | 2027-10-13      | Fixed         | 24.33%                | Yes           |                  3 | On Loan: No      |
| L3541988.SRDUP                                      | L3541988.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1519 | PA      | $1530.54      | 0.00%             | 2027-11-01      | Fixed         | 18.94%                | Yes           |                  3 | On Loan: No      |
| L3324749.SRDUP                                      | L3324749.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2468 | PA      | $2485.97      | 0.00%             | 2027-08-02      | Fixed         | 19.07%                | Yes           |                  3 | On Loan: No      |
| L3324892.SRDUP                                      | L3324892.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       429 | PA      | $426.93       | 0.00%             | 2027-08-05      | Fixed         | 17.55%                | Yes           |                  3 | On Loan: No      |
| FW3337781.SRDUP                                     | FW3337781.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6503 | PA      | $6547.55      | 0.00%             | 2027-08-28      | Fixed         | 27.26%                | Yes           |                  3 | On Loan: No      |
| FW3960298.SRDUP                                     | FW3960298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6438 | PA      | $6490.50      | 0.00%             | 2028-09-06      | Fixed         | 26.85%                | Yes           |                  3 | On Loan: No      |
| 205162304.SRDLC                                     | 205162304.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1371 | PA      | $1395.64      | 0.00%             | 2026-11-17      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 205172850.SRDLC                                     | 205172850.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2006 | PA      | $210.21       | 0.00%             | 2026-11-13      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3909971.SRDUP                                      | L3909971.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       748 | PA      | $740.86       | 0.00%             | 2028-08-02      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| L3913562.SRDUP                                      | L3913562.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17973 | PA      | $2575.51      | 0.00%             | 2028-08-04      | Fixed         | 15.96%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P25990                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-585.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26000                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-2400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4012710.SRDUP                                     | FW4012710.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10842 | PA      | $10754.19     | 0.00%             | 2028-10-10      | Fixed         | 15.44%                | Yes           |                  3 | On Loan: No      |
| L3295754.SRDUP                                      | L3295754.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14144 | PA      | $2195.13      | 0.00%             | 2027-07-20      | Fixed         | 18.51%                | Yes           |                  3 | On Loan: No      |
| L5008504.SRDUP                                      | L5008504.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5405 | PA      | $5266.53      | 0.00%             | 2028-02-07      | Fixed         | 19.08%                | Yes           |                  3 | On Loan: No      |
| L3325413.SRDUP                                      | L3325413.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1099 | PA      | $1100.77      | 0.00%             | 2027-08-02      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L3332282.SRDUP                                      | L3332282.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       470 | PA      | $467.50       | 0.00%             | 2027-08-04      | Fixed         | 24.25%                | Yes           |                  3 | On Loan: No      |
| 205226018.SRDLC                                     | 205226018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12565 | PA      | $12674.31     | 0.00%             | 2027-11-13      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 205250406.SRDLC                                     | 205250406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3550 | PA      | $3561.84      | 0.00%             | 2026-12-02      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215851523.SRDLC                                     | 215851523.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15630 | PA      | $14962.19     | 0.00%             | 2028-04-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 216101002.SRDLC                                     | 216101002.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1390 | PA      | $1370.46      | 0.00%             | 2027-04-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NDXP US 05/04/26 P26010                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4 | NC      | $-1240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -292 | NC      | $-313566.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Re II Ltd.                                  | Skyline Re II 2025-1 Class A                                         | CUSIP: 83087AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1044000 | PA      | $1038832.20   | 0.05%             | 2030-01-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Solis Re Ltd.                                       | Solis Re 2025-1 Class A                                              | CUSIP: 83423TAA9<br>LEI: 98450059AF1FA0FE4B29 | Long             | DBT              | CORP              | BM        |   1240000 | PA      | $1255004.00   | 0.06%             | 2028-07-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| L3320380.SRDUP                                      | L3320380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6845 | PA      | $6803.68      | 0.00%             | 2027-08-01      | Fixed         | 16.07%                | Yes           |                  3 | On Loan: No      |
| L3327996.SRDUP                                      | L3327996.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1619 | PA      | $1609.58      | 0.00%             | 2027-08-03      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| L3337164.SRDUP                                      | L3337164.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10368 | PA      | $10320.07     | 0.00%             | 2027-08-08      | Fixed         | 13.34%                | Yes           |                  3 | On Loan: No      |
| L3500805.SRDUP                                      | L3500805.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1223 | PA      | $1218.11      | 0.00%             | 2027-10-28      | Fixed         | 19.56%                | Yes           |                  3 | On Loan: No      |
| 205660331.SRDLC                                     | 205660331.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9781 | PA      | $9793.32      | 0.00%             | 2027-12-20      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205686700.SRDLC                                     | 205686700.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7275 | PA      | $7279.95      | 0.00%             | 2028-01-10      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 219049027.SRDLC                                     | 219049027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6367 | PA      | $0.00         | 0.00%             | 2028-08-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219062888.SRDLC                                     | 219062888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17343 | PA      | $16672.12     | 0.00%             | 2029-08-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Solomon Re Ltd.                                     | Solomon Re 2023-1 Class A                                            | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    402000 | PA      | $402844.20    | 0.02%             | 2026-06-08      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| 8376127.SRDSQ                                       | 8376127.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $98.45        | 0.00%             | 2026-05-13      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| L3910314.SRDUP                                      | L3910314.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9216 | PA      | $9130.36      | 0.00%             | 2028-08-02      | Fixed         | 15.01%                | Yes           |                  3 | On Loan: No      |
| L5177044.SRDUP                                      | L5177044.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19047 | PA      | $18785.99     | 0.00%             | 2030-04-03      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| L3335309.SRDUP                                      | L3335309.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       376 | PA      | $379.52       | 0.00%             | 2027-08-05      | Fixed         | 21.34%                | Yes           |                  3 | On Loan: No      |
| L3336614.SRDUP                                      | L3336614.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2269 | PA      | $2274.49      | 0.00%             | 2027-08-08      | Fixed         | 24.39%                | 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      |
| 205873690.SRDLC                                     | 205873690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15521 | PA      | $15400.41     | 0.00%             | 2028-12-21      | Fixed         | 10.76%                | 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      | $1419811.00   | 0.07%             | 2026-06-05      | Floating      | 12.17%                | Yes           |                  2 | 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        |   4909805 | NS      | $44040954.35  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 206542346.SRDLC                                     | 206542346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1093 | PA      | $1093.08      | 0.00%             | 2027-02-09      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 206578013.SRDLC                                     | 206578013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3789 | PA      | $3742.97      | 0.00%             | 2027-02-08      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| Stone Ridge Art Risk Premium F                      | Stone Ridge Art Risk Premium Fund                                    | CUSIP: 86172E100<br>LEI: 549300D80SYETZAITO45 | Long             | EC               | RF                | US        |   2120244 | NS      | $22516993.45  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 8629286.SRDSQ                                       | 8629286.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       529 | PA      | $306.10       | 0.00%             | 2026-07-17      | Fixed         | 5.02%                 | Yes           |                  3 | On Loan: No      |
| DRB5581735.SRDUP                                    | DRB5581735.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1444 | PA      | $1336.66      | 0.00%             | 2030-07-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW3312539.SRDUP                                     | FW3312539.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3442 | PA      | $3494.33      | 0.00%             | 2027-07-27      | Fixed         | 18.94%                | Yes           |                  3 | On Loan: No      |
| 206966762.SRDLC                                     | 206966762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6172 | PA      | $6112.81      | 0.00%             | 2029-03-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207224170.SRDLC                                     | 207224170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4533 | PA      | $4497.49      | 0.00%             | 2027-09-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class B                                             | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4481000 | PA      | $4490858.20   | 0.21%             | 2026-06-19      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class E                                             | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6012000 | PA      | $6024024.00   | 0.28%             | 2026-06-19      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| 207515918.SRDLC                                     | 207515918.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6243 | PA      | $6202.46      | 0.00%             | 2029-04-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211003550.SRDLC                                     | 211003550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10308 | PA      | $1080.26      | 0.00%             | 2027-09-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -198 | NC      | $84040.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10079186.SRDSQ                                      | 10079186.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2808 | PA      | $2623.61      | 0.00%             | 2027-05-17      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 219921377.SRDLC                                     | 219921377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $314.40       | 0.00%             | 2028-03-25      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 219996778.SRDLC                                     | 219996778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3338 | PA      | $3160.21      | 0.00%             | 2028-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| FW5176921.SRDUP                                     | FW5176921.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6057 | PA      | $5561.78      | 0.00%             | 2030-04-03      | Fixed         | 32.11%                | Yes           |                  3 | On Loan: No      |
| L3911680.SRDUP                                      | L3911680.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6630 | PA      | $6567.94      | 0.00%             | 2028-08-03      | Fixed         | 18.69%                | 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      | $7845042.70   | 0.36%             | 2027-03-12      | Floating      | 18.05%                | Yes           |                  2 | On Loan: No      |
| 7723298.SRDSQ                                       | 7723298.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2181 | PA      | $161.36       | 0.00%             | 2025-10-25      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| L5385030.SRDUP                                      | L5385030.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2112 | PA      | $256.98       | 0.00%             | 2028-05-23      | Fixed         | 15.91%                | Yes           |                  3 | On Loan: No      |
| L5578845.SRDUP                                      | L5578845.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4736 | PA      | $4712.23      | 0.00%             | 2030-11-01      | Fixed         | 25.72%                | Yes           |                  3 | On Loan: No      |
| 8796264.SRDSQ                                       | 8796264.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12810 | PA      | $6975.09      | 0.00%             | 2026-09-04      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9330911.SRDSQ                                       | 9330911.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1686 | PA      | $1499.45      | 0.00%             | 2027-01-12      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 205231608.SRDLC                                     | 205231608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2442 | PA      | $255.89       | 0.00%             | 2028-11-30      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 205280438.SRDLC                                     | 205280438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2177 | PA      | $2169.63      | 0.00%             | 2026-11-17      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 249                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -100 | NC      | $-202000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 250                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-121500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| L3394367.SRDUP                                      | L3394367.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3834 | PA      | $3810.23      | 0.00%             | 2027-09-06      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| L3913850.SRDUP                                      | L3913850.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8418 | PA      | $8341.82      | 0.00%             | 2028-08-04      | Fixed         | 18.65%                | Yes           |                  3 | On Loan: No      |
| 220043585.SRDLC                                     | 220043585.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9118 | PA      | $8862.93      | 0.00%             | 2029-09-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 220049518.SRDLC                                     | 220049518.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7449 | PA      | $1008.55      | 0.00%             | 2031-03-16      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211254967.SRDLC                                     | 211254967.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1327.49      | 0.00%             | 2027-10-03      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 211259011.SRDLC                                     | 211259011.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1430 | PA      | $1421.11      | 0.00%             | 2026-10-03      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 8377415.SRDSQ                                       | 8377415.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $2915.37      | 0.00%             | 2026-05-13      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8618239.SRDSQ                                       | 8618239.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       156 | PA      | $119.95       | 0.00%             | 2026-07-15      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 205871140.SRDLC                                     | 205871140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5274 | PA      | $5287.73      | 0.00%             | 2026-12-26      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 205950302.SRDLC                                     | 205950302.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9566 | PA      | $1002.47      | 0.00%             | 2028-01-02      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 9362029.SRDSQ                                       | 9362029.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       863 | PA      | $218.17       | 0.00%             | 2027-01-21      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 9774735.SRDSQ                                       | 9774735.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1756 | PA      | $1684.42      | 0.00%             | 2027-03-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L3914229.SRDUP                                      | L3914229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2571 | PA      | $2570.15      | 0.00%             | 2028-08-04      | Fixed         | 23.26%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 066                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $376556.15    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 211274664.SRDLC                                     | 211274664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4325 | PA      | $4192.58      | 0.00%             | 2027-03-13      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211290470.SRDLC                                     | 211290470.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1777 | PA      | $1765.86      | 0.00%             | 2026-10-17      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8649429.SRDSQ                                       | 8649429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5028 | PA      | $372.07       | 0.00%             | 2026-07-24      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8799745.SRDSQ                                       | 8799745.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1397 | PA      | $739.23       | 0.00%             | 2026-09-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26C 251                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -175 | NC      | $-217000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE OPTN  May26P 240                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -51 | NC      | $-255.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9795749.SRDSQ                                       | 9795749.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1040 | PA      | $1023.24      | 0.00%             | 2027-03-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3912134.SRDUP                                    | CBM3912134.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5480 | PA      | $5518.28      | 0.00%             | 2028-08-03      | Fixed         | 29.66%                | Yes           |                  3 | On Loan: No      |
| 220068307.SRDLC                                     | 220068307.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2597 | PA      | $2446.68      | 0.00%             | 2028-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 7488383.SRDSQ                                       | 7488383.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1411 | PA      | $104.43       | 0.00%             | 2025-08-13      | Fixed         | 5.99%                 | Yes           |                  3 | On Loan: No      |
| 211332366.SRDLC                                     | 211332366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16235 | PA      | $15799.82     | 0.00%             | 2029-10-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 211417119.SRDLC                                     | 211417119.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1396 | PA      | $1364.69      | 0.00%             | 2027-10-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 8809310.SRDSQ                                       | 8809310.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1255 | PA      | $368.73       | 0.00%             | 2026-09-06      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8845660.SRDSQ                                       | 8845660.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2721 | PA      | $1979.49      | 0.00%             | 2026-09-15      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 75                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -83 | NC      | $-830.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26C 75.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -5 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5382467.SRDUP                                    | DRB5382467.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5977 | PA      | $5402.18      | 0.00%             | 2030-10-23      | Fixed         | 31.50%                | Yes           |                  3 | On Loan: No      |
| FW3298605.SRDUP                                     | FW3298605.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       442 | PA      | $446.53       | 0.00%             | 2027-07-21      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| 8409221.SRDSQ                                       | 8409221.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1409 | PA      | $816.85       | 0.00%             | 2026-05-22      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8621119.SRDSQ                                       | 8621119.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     60154 | PA      | $39743.48     | 0.00%             | 2026-07-15      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9762788.SRDSQ                                       | 9762788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4762 | PA      | $4073.68      | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9779128.SRDSQ                                       | 9779128.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       523 | PA      | $510.49       | 0.00%             | 2027-03-10      | Fixed         | 5.96%                 | Yes           |                  3 | On Loan: No      |
| 8846590.SRDSQ                                       | 8846590.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       206 | PA      | $15.26        | 0.00%             | 2026-09-16      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 9737495.SRDSQ                                       | 9737495.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       717 | PA      | $484.59       | 0.00%             | 2027-02-28      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -59 | NC      | $-295.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.2                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -38 | NC      | $-190.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3305698.SRDUP                                     | FW3305698.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5134 | PA      | $5181.48      | 0.00%             | 2027-07-25      | Fixed         | 26.31%                | Yes           |                  3 | On Loan: No      |
| FW3501142.SRDUP                                     | FW3501142.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       282 | PA      | $282.52       | 0.00%             | 2027-10-13      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| 9818932.SRDSQ                                       | 9818932.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3070 | PA      | $2892.39      | 0.00%             | 2027-03-19      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| CBM3908661.SRDUP                                    | CBM3908661.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3096 | PA      | $3115.69      | 0.00%             | 2028-08-02      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| L3910245.SRDUP                                      | L3910245.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1070 | PA      | $1061.42      | 0.00%             | 2026-08-02      | Fixed         | 19.86%                | Yes           |                  3 | On Loan: No      |
| L3910341.SRDUP                                      | L3910341.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2004 | PA      | $2002.47      | 0.00%             | 2028-08-02      | Fixed         | 23.13%                | Yes           |                  3 | On Loan: No      |
| 9795325.SRDSQ                                       | 9795325.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2563 | PA      | $2488.67      | 0.00%             | 2027-03-14      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9821969.SRDSQ                                       | 9821969.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5250 | PA      | $5089.72      | 0.00%             | 2027-03-20      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | MSALP147 SWAP                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6479725.00   | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                 | NASDAQ 100 E-MINI Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -79 | NC      | $-854799.85   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3501262.SRDUP                                     | FW3501262.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1381 | PA      | $1394.48      | 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        |      6201 | PA      | $6154.96      | 0.00%             | 2027-11-02      | Fixed         | 17.18%                | Yes           |                  3 | On Loan: No      |
| 206500285.SRDLC                                     | 206500285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15506 | PA      | $1625.00      | 0.00%             | 2027-08-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206502929.SRDLC                                     | 206502929.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3755 | PA      | $3698.18      | 0.00%             | 2029-02-07      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L5580127.SRDUP                                      | L5580127.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       989 | PA      | $988.77       | 0.00%             | 2030-07-01      | Fixed         | 16.86%                | Yes           |                  3 | On Loan: No      |
| 10017347.SRDSQ                                      | 10017347.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3256 | PA      | $3167.26      | 0.00%             | 2027-05-03      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| CBM3902241.SRDUP                                    | CBM3902241.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       885 | PA      | $890.80       | 0.00%             | 2028-08-04      | Fixed         | 20.11%                | Yes           |                  3 | On Loan: No      |
| CBM4008187.SRDUP                                    | CBM4008187.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5478 | PA      | $5482.47      | 0.00%             | 2028-10-06      | Fixed         | 21.13%                | Yes           |                  3 | On Loan: No      |
| L3958982.SRDUP                                      | L3958982.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25167 | PA      | $25191.67     | 0.00%             | 2028-09-05      | Fixed         | 21.50%                | Yes           |                  3 | On Loan: No      |
| L4008546.SRDUP                                      | L4008546.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       438 | PA      | $436.63       | 0.00%             | 2026-10-06      | Fixed         | 11.15%                | Yes           |                  3 | On Loan: No      |
| 10031515.SRDSQ                                      | 10031515.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7633 | PA      | $4827.39      | 0.00%             | 2027-05-05      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10032819.SRDSQ                                      | 10032819.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30665 | PA      | $29503.14     | 0.00%             | 2027-05-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205180888.SRDLC                                     | 205180888.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1142 | PA      | $1144.36      | 0.00%             | 2026-11-13      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205193379.SRDLC                                     | 205193379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15338 | PA      | $15905.11     | 0.00%             | 2028-11-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| CBM3954356.SRDUP                                    | CBM3954356.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29310 | PA      | $29272.02     | 0.00%             | 2028-09-01      | Fixed         | 26.92%                | Yes           |                  3 | On Loan: No      |
| DRB4999529.SRDUP                                    | DRB4999529.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1670 | PA      | $1540.26      | 0.00%             | 2030-02-04      | Fixed         | 30.83%                | Yes           |                  3 | On Loan: No      |
| L3305584.SRDUP                                      | L3305584.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16657 | PA      | $16636.54     | 0.00%             | 2027-07-25      | Fixed         | 15.57%                | Yes           |                  3 | On Loan: No      |
| L3310657.SRDUP                                      | L3310657.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1229 | PA      | $1241.31      | 0.00%             | 2027-07-26      | Fixed         | 24.27%                | 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      |
| 206541642.SRDLC                                     | 206541642.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1602 | PA      | $1577.04      | 0.00%             | 2027-02-06      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L3325164.SRDUP                                      | L3325164.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3459 | PA      | $3438.70      | 0.00%             | 2027-08-02      | Fixed         | 15.51%                | Yes           |                  3 | On Loan: No      |
| L3331070.SRDUP                                      | L3331070.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       477 | PA      | $479.88       | 0.00%             | 2027-08-04      | Fixed         | 20.95%                | Yes           |                  3 | On Loan: No      |
| FW3913392.SRDUP                                     | FW3913392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28568 | PA      | $28776.97     | 0.00%             | 2028-08-04      | Fixed         | 26.53%                | Yes           |                  3 | On Loan: No      |
| FW4008039.SRDUP                                     | FW4008039.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2083 | PA      | $2068.79      | 0.00%             | 2028-10-06      | Fixed         | 24.37%                | Yes           |                  3 | On Loan: No      |
| 10071713.SRDSQ                                      | 10071713.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4224 | PA      | $3990.19      | 0.00%             | 2027-05-13      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10107698.SRDSQ                                      | 10107698.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3865 | PA      | $3690.15      | 0.00%             | 2027-05-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205389121.SRDLC                                     | 205389121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5233 | PA      | $5178.94      | 0.00%             | 2028-12-05      | Fixed         | 16.74%                | Yes           |                  3 | On Loan: No      |
| 205539761.SRDLC                                     | 205539761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       787 | PA      | $782.41       | 0.00%             | 2026-12-10      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| DRB5381802.SRDUP                                    | DRB5381802.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3767 | PA      | $584.58       | 0.00%             | 2030-10-23      | Fixed         | 32.14%                | Yes           |                  3 | On Loan: No      |
| DRB5385399.SRDUP                                    | DRB5385399.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2669 | PA      | $2445.07      | 0.00%             | 2030-05-23      | Fixed         | 24.09%                | Yes           |                  3 | On Loan: No      |
| L4009414.SRDUP                                      | L4009414.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2061 | PA      | $2043.76      | 0.00%             | 2028-10-10      | Fixed         | 17.39%                | Yes           |                  3 | On Loan: No      |
| L5001874.SRDUP                                      | L5001874.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15486 | PA      | $14505.90     | 0.00%             | 2030-07-15      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| FW4999952.SRDUP                                     | FW4999952.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       820 | PA      | $795.94       | 0.00%             | 2028-02-14      | Fixed         | 20.32%                | Yes           |                  3 | On Loan: No      |
| L3290939.SRDUP                                      | L3290939.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13870 | PA      | $13828.30     | 0.00%             | 2027-12-19      | Fixed         | 16.53%                | Yes           |                  3 | On Loan: No      |
| 211261524.SRDLC                                     | 211261524.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3501 | PA      | $3371.80      | 0.00%             | 2027-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211313978.SRDLC                                     | 211313978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13925 | PA      | $13482.49     | 0.00%             | 2029-10-03      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L3334967.SRDUP                                      | L3334967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5758 | PA      | $5774.30      | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | Yes           |                  3 | On Loan: No      |
| L3335328.SRDUP                                      | L3335328.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5721 | PA      | $5766.62      | 0.00%             | 2027-08-05      | Fixed         | 22.19%                | Yes           |                  3 | On Loan: No      |
| 211414070.SRDLC                                     | 211414070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12660 | PA      | $12371.47     | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211470422.SRDLC                                     | 211470422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15997 | PA      | $15435.72     | 0.00%             | 2029-10-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205578732.SRDLC                                     | 205578732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3533 | PA      | $3514.44      | 0.00%             | 2026-12-10      | Fixed         | 10.50%                | Yes           |                  3 | On Loan: No      |
| 205648007.SRDLC                                     | 205648007.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4849 | PA      | $4893.87      | 0.00%             | 2027-12-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| DRB5584987.SRDUP                                    | DRB5584987.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1944 | PA      | $1802.31      | 0.00%             | 2030-07-02      | Fixed         | 29.27%                | Yes           |                  3 | On Loan: No      |
| FW3336986.SRDUP                                     | FW3336986.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       564 | PA      | $568.65       | 0.00%             | 2027-08-08      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| 206620378.SRDLC                                     | 206620378.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5892 | PA      | $5851.70      | 0.00%             | 2027-02-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 207504166.SRDLC                                     | 207504166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        71 | PA      | $70.71        | 0.00%             | 2026-05-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| L5002731.SRDUP                                      | L5002731.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1846 | PA      | $1792.39      | 0.00%             | 2030-02-05      | Fixed         | 18.22%                | Yes           |                  3 | On Loan: No      |
| L5384687.SRDUP                                      | L5384687.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7051 | PA      | $6838.83      | 0.00%             | 2030-05-23      | Fixed         | 19.51%                | Yes           |                  3 | On Loan: No      |
| FW3337420.SRDUP                                     | FW3337420.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1210 | PA      | $1216.95      | 0.00%             | 2027-08-08      | Fixed         | 29.30%                | Yes           |                  3 | On Loan: No      |
| FW3344364.SRDUP                                     | FW3344364.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1700 | PA      | $1707.97      | 0.00%             | 2027-08-25      | Fixed         | 22.98%                | Yes           |                  3 | On Loan: No      |
| 211472099.SRDLC                                     | 211472099.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2070 | PA      | $2057.33      | 0.00%             | 2026-10-13      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211529795.SRDLC                                     | 211529795.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       573 | PA      | $570.60       | 0.00%             | 2026-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205920066.SRDLC                                     | 205920066.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10556 | PA      | $10661.58     | 0.00%             | 2029-01-02      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 206531534.SRDLC                                     | 206531534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7653 | PA      | $7578.34      | 0.00%             | 2028-02-09      | Fixed         | 25.98%                | Yes           |                  3 | On Loan: No      |
| L3959969.SRDUP                                      | L3959969.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       755 | PA      | $760.26       | 0.00%             | 2028-09-05      | Fixed         | 24.18%                | Yes           |                  3 | On Loan: No      |
| L4008337.SRDUP                                      | L4008337.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14442 | PA      | $6640.45      | 0.00%             | 2029-03-06      | Fixed         | 21.04%                | Yes           |                  3 | On Loan: No      |
| FW3344875.SRDUP                                     | FW3344875.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       712 | PA      | $707.59       | 0.00%             | 2027-08-10      | Fixed         | 25.66%                | Yes           |                  3 | On Loan: No      |
| FW3392163.SRDUP                                     | FW3392163.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       878 | PA      | $883.93       | 0.00%             | 2028-02-01      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| 211102335.SRDLC                                     | 211102335.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4698 | PA      | $4612.21      | 0.00%             | 2027-09-30      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211117798.SRDLC                                     | 211117798.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3060 | PA      | $2894.35      | 0.00%             | 2028-09-26      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 206917295.SRDLC                                     | 206917295.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5913 | PA      | $5869.26      | 0.00%             | 2029-02-26      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 206935154.SRDLC                                     | 206935154.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8930 | PA      | $8580.66      | 0.00%             | 2028-02-28      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| L5385546.SRDUP                                      | L5385546.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1246 | PA      | $1242.55      | 0.00%             | 2028-05-23      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| L5580116.SRDUP                                      | L5580116.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4044 | PA      | $3964.27      | 0.00%             | 2030-07-01      | Fixed         | 21.76%                | Yes           |                  3 | On Loan: No      |
| L4008679.SRDUP                                      | L4008679.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41029 | PA      | $10532.19     | 0.00%             | 2029-03-18      | Fixed         | 13.51%                | Yes           |                  3 | On Loan: No      |
| L5177179.SRDUP                                      | L5177179.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5625 | PA      | $5421.38      | 0.00%             | 2030-04-03      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| 211538746.SRDLC                                     | 211538746.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18254 | PA      | $17919.77     | 0.00%             | 2029-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211681648.SRDLC                                     | 211681648.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7596 | PA      | $7452.50      | 0.00%             | 2029-10-21      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | Low Su Gasoil G   Oct26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        79 | NC      | $698821.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/01/26 P2585                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206945566.SRDLC                                     | 206945566.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1162 | PA      | $1146.91      | 0.00%             | 2027-03-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 207230361.SRDLC                                     | 207230361.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3996 | PA      | $1258.84      | 0.00%             | 2027-03-24      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 06/17/26 C55                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -91 | NC      | $-3003.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 06/17/26 C60                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -45 | NC      | $-1282.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5181470.SRDUP                                      | L5181470.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13320 | PA      | $13369.31     | 0.00%             | 2030-04-04      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| L5382274.SRDUP                                      | L5382274.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12412 | PA      | $12031.37     | 0.00%             | 2030-05-22      | Fixed         | 21.86%                | Yes           |                  3 | On Loan: No      |
| 211706352.SRDLC                                     | 211706352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7380 | PA      | $773.43       | 0.00%             | 2029-10-22      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212351572.SRDLC                                     | 212351572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9589 | PA      | $9437.16      | 0.00%             | 2027-11-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211256027.SRDLC                                     | 211256027.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7468 | PA      | $7236.86      | 0.00%             | 2029-10-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 211507655.SRDLC                                     | 211507655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3645 | PA      | $3595.96      | 0.00%             | 2027-10-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/01/26 P2600                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13 | NC      | $-65.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/01/26 P2605                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34 | NC      | $-170.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3310076.SRDUP                                      | L3310076.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2578 | PA      | $2575.22      | 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        |      1287 | PA      | $1293.11      | 0.00%             | 2028-01-05      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| L5383450.SRDUP                                      | L5383450.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2082 | PA      | $323.09       | 0.00%             | 2030-05-23      | Fixed         | 24.29%                | Yes           |                  3 | On Loan: No      |
| L5386336.SRDUP                                      | L5386336.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23920 | PA      | $23661.19     | 0.00%             | 2030-05-23      | Fixed         | 16.63%                | Yes           |                  3 | On Loan: No      |
| DRB5181277.SRDUP                                    | DRB5181277.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2073 | PA      | $1904.54      | 0.00%             | 2030-04-04      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| DRB5381124.SRDUP                                    | DRB5381124.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14719 | PA      | $14245.42     | 0.00%             | 2030-05-22      | Fixed         | 27.01%                | Yes           |                  3 | On Loan: No      |
| 212464205.SRDLC                                     | 212464205.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4081 | PA      | $3935.25      | 0.00%             | 2027-11-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 212495119.SRDLC                                     | 212495119.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       706 | PA      | $714.49       | 0.00%             | 2026-11-19      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214475552.SRDLC                                     | 214475552.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10897 | PA      | $10819.87     | 0.00%             | 2029-02-19      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| 214880014.SRDLC                                     | 214880014.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1286 | PA      | $1233.92      | 0.00%             | 2028-03-14      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| L3500458.SRDUP                                      | L3500458.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3234 | PA      | $3220.10      | 0.00%             | 2027-10-13      | Fixed         | 19.10%                | Yes           |                  3 | On Loan: No      |
| L3542791.SRDUP                                      | L3542791.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7306 | PA      | $7279.04      | 0.00%             | 2027-11-02      | Fixed         | 9.84%                 | Yes           |                  3 | On Loan: No      |
| 211645327.SRDLC                                     | 211645327.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13826 | PA      | $13599.26     | 0.00%             | 2027-10-17      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 212187695.SRDLC                                     | 212187695.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2600 | PA      | $2507.89      | 0.00%             | 2027-11-23      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 215051399.SRDLC                                     | 215051399.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5295 | PA      | $5343.92      | 0.00%             | 2027-03-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 215055399.SRDLC                                     | 215055399.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5571 | PA      | $5515.65      | 0.00%             | 2027-03-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| FW3323459.SRDUP                                     | FW3323459.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17237 | PA      | $17139.12     | 0.00%             | 2027-08-02      | Fixed         | 17.33%                | Yes           |                  3 | On Loan: No      |
| FW3324961.SRDUP                                     | FW3324961.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1309 | PA      | $1313.82      | 0.00%             | 2027-08-02      | Fixed         | 24.73%                | Yes           |                  3 | On Loan: No      |
| 10326205.SRDSQ                                      | 10326205.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9931 | PA      | $9531.98      | 0.00%             | 2027-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10380627.SRDSQ                                      | 10380627.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8544 | PA      | $8101.63      | 0.00%             | 2027-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211433000.SRDLC                                     | 211433000.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8777 | PA      | $8577.35      | 0.00%             | 2029-10-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211522163.SRDLC                                     | 211522163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2035 | PA      | $2018.94      | 0.00%             | 2026-10-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 10606655.SRDSQ                                      | 10606655.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7877 | PA      | $7447.68      | 0.00%             | 2027-09-15      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10610480.SRDSQ                                      | 10610480.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6204 | PA      | $5828.84      | 0.00%             | 2027-09-16      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 212267422.SRDLC                                     | 212267422.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4958 | PA      | $4830.03      | 0.00%             | 2029-11-13      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 213661984.SRDLC                                     | 213661984.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2324 | PA      | $2109.40      | 0.00%             | 2028-06-08      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| FW3336885.SRDUP                                     | FW3336885.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       328 | PA      | $327.06       | 0.00%             | 2027-08-08      | Fixed         | 29.07%                | Yes           |                  3 | On Loan: No      |
| FW3343908.SRDUP                                     | FW3343908.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       804 | PA      | $809.62       | 0.00%             | 2027-08-10      | Fixed         | 30.06%                | Yes           |                  3 | On Loan: No      |
| L3957334.SRDUP                                      | L3957334.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7426 | PA      | $3808.23      | 0.00%             | 2028-09-05      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| L3957528.SRDUP                                      | L3957528.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27656 | PA      | $27410.21     | 0.00%             | 2028-09-05      | Fixed         | 16.67%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jun26C 655                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-3406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE OPTN Jun26P 595                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-1156.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211878341.SRDLC                                     | 211878341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8220 | PA      | $7829.66      | 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        |      3573 | PA      | $374.43       | 0.00%             | 2026-11-12      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 10635702.SRDSQ                                      | 10635702.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    103004 | PA      | $97163.72     | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10641750.SRDSQ                                      | 10641750.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2656 | PA      | $2463.33      | 0.00%             | 2027-09-23      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 213703522.SRDLC                                     | 213703522.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2547 | PA      | $2532.84      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 213907315.SRDLC                                     | 213907315.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7267 | PA      | $7100.94      | 0.00%             | 2028-01-26      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| L4008356.SRDUP                                      | L4008356.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       491 | PA      | $487.83       | 0.00%             | 2026-10-06      | Fixed         | 19.19%                | Yes           |                  3 | On Loan: No      |
| L4011207.SRDUP                                      | L4011207.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       722 | PA      | $723.34       | 0.00%             | 2028-10-10      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| 210691999.SRDLC                                     | 210691999.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6938 | PA      | $1973.76      | 0.00%             | 2027-09-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 210915345.SRDLC                                     | 210915345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2141 | PA      | $168.89       | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3344412.SRDUP                                     | FW3344412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1592 | PA      | $1599.00      | 0.00%             | 2027-08-10      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| FW3913160.SRDUP                                     | FW3913160.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       211 | PA      | $209.82       | 0.00%             | 2026-08-04      | Fixed         | 24.43%                | Yes           |                  3 | On Loan: No      |
| L5581476.SRDUP                                      | L5581476.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4952 | PA      | $4950.52      | 0.00%             | 2030-07-01      | Fixed         | 16.83%                | Yes           |                  3 | On Loan: No      |
| 10038202.SRDSQ                                      | 10038202.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       746 | PA      | $698.65       | 0.00%             | 2027-05-06      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10040027.SRDSQ                                      | 10040027.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12330 | PA      | $5918.51      | 0.00%             | 2027-05-06      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10264394.SRDSQ                                      | 10264394.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2729 | PA      | $2550.50      | 0.00%             | 2027-06-30      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214298273.SRDLC                                     | 214298273.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4465 | PA      | $4302.66      | 0.00%             | 2028-02-14      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 214398546.SRDLC                                     | 214398546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16605 | PA      | $16171.51     | 0.00%             | 2030-02-25      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) Sep26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -335 | NC      | $-965287.62   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 10264506.SRDSQ                                      | 10264506.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8534 | PA      | $8121.02      | 0.00%             | 2027-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10360318.SRDSQ                                      | 10360318.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7102 | PA      | $6681.32      | 0.00%             | 2027-07-22      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 210917397.SRDLC                                     | 210917397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1748 | PA      | $1691.23      | 0.00%             | 2027-10-15      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211094179.SRDLC                                     | 211094179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14621 | PA      | $14390.32     | 0.00%             | 2029-09-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5009165.SRDUP                                      | L5009165.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       896 | PA      | $173.55       | 0.00%             | 2030-02-07      | Fixed         | 23.14%                | Yes           |                  3 | On Loan: No      |
| L5378344.SRDUP                                      | L5378344.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       579 | PA      | $89.92        | 0.00%             | 2030-05-22      | Fixed         | 13.35%                | Yes           |                  3 | On Loan: No      |
| 10641978.SRDSQ                                      | 10641978.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15822 | PA      | $14966.22     | 0.00%             | 2027-09-23      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10651344.SRDSQ                                      | 10651344.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6240 | PA      | $5888.93      | 0.00%             | 2027-09-25      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 214482189.SRDLC                                     | 214482189.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1911 | PA      | $1892.38      | 0.00%             | 2029-02-24      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214525013.SRDLC                                     | 214525013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     30157 | PA      | $29849.19     | 0.00%             | 2029-02-24      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| FW4008449.SRDUP                                     | FW4008449.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6606 | PA      | $6547.18      | 0.00%             | 2028-10-06      | Fixed         | 14.65%                | Yes           |                  3 | On Loan: No      |
| FW4008651.SRDUP                                     | FW4008651.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       957 | PA      | $961.82       | 0.00%             | 2028-10-06      | Fixed         | 29.00%                | Yes           |                  3 | On Loan: No      |
| 214891962.SRDLC                                     | 214891962.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17732 | PA      | $17121.72     | 0.00%             | 2030-03-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214996225.SRDLC                                     | 214996225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8495 | PA      | $8095.31      | 0.00%             | 2030-03-14      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 211104404.SRDLC                                     | 211104404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3453 | PA      | $3320.38      | 0.00%             | 2027-10-15      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 211170147.SRDLC                                     | 211170147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $897.11       | 0.00%             | 2029-10-01      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-85.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.4                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -102 | NC      | $-510.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10367562.SRDSQ                                      | 10367562.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4466 | PA      | $4204.33      | 0.00%             | 2027-07-23      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10373301.SRDSQ                                      | 10373301.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3012 | PA      | $2913.26      | 0.00%             | 2027-07-26      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10663388.SRDSQ                                      | 10663388.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19053 | PA      | $17639.05     | 0.00%             | 2027-09-26      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10669093.SRDSQ                                      | 10669093.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       516 | PA      | $499.14       | 0.00%             | 2027-09-27      | Fixed         | 6.12%                 | Yes           |                  3 | On Loan: No      |
| 215414520.SRDLC                                     | 215414520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3897 | PA      | $3873.41      | 0.00%             | 2027-03-31      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 215431207.SRDLC                                     | 215431207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9299 | PA      | $8942.71      | 0.00%             | 2029-04-04      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -140 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.6                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -105 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215032254.SRDLC                                     | 215032254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9377 | PA      | $9084.52      | 0.00%             | 2028-03-18      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 215618762.SRDLC                                     | 215618762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2298 | PA      | $2292.05      | 0.00%             | 2027-04-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 211943330.SRDLC                                     | 211943330.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7330 | PA      | $6984.00      | 0.00%             | 2029-11-30      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211948493.SRDLC                                     | 211948493.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3813 | PA      | $3679.86      | 0.00%             | 2028-11-05      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/01/26 P2610                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/01/26 P2625                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $-67.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 10566538.SRDSQ                                      | 10566538.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4188 | PA      | $3890.60      | 0.00%             | 2027-09-06      | Fixed         | 6.17%                 | Yes           |                  3 | On Loan: No      |
| 10584768.SRDSQ                                      | 10584768.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47831 | PA      | $45266.79     | 0.00%             | 2027-09-10      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.7                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -205 | NC      | $-1025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.8                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -353 | NC      | $-1765.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211991181.SRDLC                                     | 211991181.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1467 | PA      | $1442.12      | 0.00%             | 2027-10-31      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 212047088.SRDLC                                     | 212047088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26784 | PA      | $26299.48     | 0.00%             | 2029-11-04      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 215757024.SRDLC                                     | 215757024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16259 | PA      | $15465.15     | 0.00%             | 2029-04-14      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 218265887.SRDLC                                     | 218265887.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9947 | PA      | $9463.93      | 0.00%             | 2028-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| DRB5584286.SRDUP                                    | DRB5584286.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8709 | PA      | $8079.26      | 0.00%             | 2030-07-03      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| DRB5585409.SRDUP                                    | DRB5585409.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4105 | PA      | $3802.08      | 0.00%             | 2030-07-02      | Fixed         | 30.97%                | Yes           |                  3 | On Loan: No      |
| 211254638.SRDLC                                     | 211254638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5626 | PA      | $5423.97      | 0.00%             | 2027-10-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 211284083.SRDLC                                     | 211284083.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4907 | PA      | $4759.36      | 0.00%             | 2029-10-07      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/01/26 P2700                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -30 | NC      | $-825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2675                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-3875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212085491.SRDLC                                     | 212085491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4719 | PA      | $4428.54      | 0.00%             | 2028-11-04      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 212254897.SRDLC                                     | 212254897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12672 | PA      | $12324.36     | 0.00%             | 2029-11-12      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW3304498.SRDUP                                     | FW3304498.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1146 | PA      | $1143.86      | 0.00%             | 2027-07-27      | Fixed         | 13.39%                | Yes           |                  3 | On Loan: No      |
| FW3310751.SRDUP                                     | FW3310751.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1662 | PA      | $1660.28      | 0.00%             | 2027-07-26      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| 211372872.SRDLC                                     | 211372872.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12231 | PA      | $11869.14     | 0.00%             | 2029-10-07      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211475080.SRDLC                                     | 211475080.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1877 | PA      | $1853.04      | 0.00%             | 2027-10-10      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 10599518.SRDSQ                                      | 10599518.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2672 | PA      | $2478.18      | 0.00%             | 2027-09-12      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10654208.SRDSQ                                      | 10654208.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15809 | PA      | $14831.74     | 0.00%             | 2027-09-25      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2680                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-4250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2685                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-2945.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212381896.SRDLC                                     | 212381896.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8332 | PA      | $8277.42      | 0.00%             | 2026-11-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 213492359.SRDLC                                     | 213492359.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6670 | PA      | $6420.55      | 0.00%             | 2028-01-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 215791974.SRDLC                                     | 215791974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2750 | PA      | $2630.48      | 0.00%             | 2028-08-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219967621.SRDLC                                     | 219967621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8396 | PA      | $8161.84      | 0.00%             | 2027-09-26      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 10097358.SRDSQ                                      | 10097358.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     53601 | PA      | $52035.72     | 0.00%             | 2027-05-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10295830.SRDSQ                                      | 10295830.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2059 | PA      | $1956.08      | 0.00%             | 2027-07-07      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2690                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -47 | NC      | $-4935.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2695                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-587.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213717895.SRDLC                                     | 213717895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1287 | PA      | $1292.17      | 0.00%             | 2027-01-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 214071173.SRDLC                                     | 214071173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3439 | PA      | $3400.71      | 0.00%             | 2028-01-30      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 186295500.SRDLC                                     | 186295500.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6724 | PA      | $6787.73      | 0.00%             | 2027-02-28      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 186732927.SRDLC                                     | 186732927.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14555 | PA      | $1525.40      | 0.00%             | 2027-03-02      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 220012803.SRDLC                                     | 220012803.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1341 | PA      | $1307.60      | 0.00%             | 2027-09-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220071121.SRDLC                                     | 220071121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4881 | PA      | $4688.40      | 0.00%             | 2029-09-17      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 211603051.SRDLC                                     | 211603051.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1732 | PA      | $1677.99      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211620080.SRDLC                                     | 211620080.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9175 | PA      | $9057.92      | 0.00%             | 2027-10-27      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211667220.SRDLC                                     | 211667220.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5564 | PA      | $5496.88      | 0.00%             | 2027-10-24      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 211795218.SRDLC                                     | 211795218.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2291 | PA      | $2262.43      | 0.00%             | 2027-10-23      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | RUTW US 05/04/26 P2700                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-662.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 14.75                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -359 | NC      | $-176915.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214326252.SRDLC                                     | 214326252.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6726 | PA      | $6453.66      | 0.00%             | 2028-02-12      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 214365974.SRDLC                                     | 214365974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       641 | PA      | $631.01       | 0.00%             | 2028-02-14      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| 213798997.SRDLC                                     | 213798997.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34135 | PA      | $33435.66     | 0.00%             | 2031-01-24      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 213861366.SRDLC                                     | 213861366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20490 | PA      | $20262.72     | 0.00%             | 2028-02-23      | Fixed         | 7.49%                 | Yes           |                  3 | On Loan: No      |
| 10328589.SRDSQ                                      | 10328589.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       931 | PA      | $907.30       | 0.00%             | 2027-07-14      | Fixed         | 6.36%                 | Yes           |                  3 | On Loan: No      |
| 10526880.SRDSQ                                      | 10526880.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1051 | PA      | $974.35       | 0.00%             | 2027-08-27      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 186991595.SRDLC                                     | 186991595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7486 | PA      | $7759.58      | 0.00%             | 2027-03-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 187518895.SRDLC                                     | 187518895.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2310 | PA      | $2378.45      | 0.00%             | 2027-03-23      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 15                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -284 | NC      | $-190848.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 15.25                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -200 | NC      | $-176960.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214410118.SRDLC                                     | 214410118.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13550 | PA      | $13120.61     | 0.00%             | 2030-02-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214709090.SRDLC                                     | 214709090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17825 | PA      | $17025.98     | 0.00%             | 2028-03-07      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AAA-1                                        | CUSIP: 36779CAV8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   2256000 | PA      | $2246299.20   | 0.10%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AAA-2                                        | CUSIP: 36779CAW6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1517000 | PA      | $1509111.60   | 0.07%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 213970018.SRDLC                                     | 213970018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2260 | PA      | $2252.52      | 0.00%             | 2027-01-15      | Fixed         | 8.74%                 | Yes           |                  3 | On Loan: No      |
| 214248897.SRDLC                                     | 214248897.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31961 | PA      | $31471.80     | 0.00%             | 2028-02-14      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 10548693.SRDSQ                                      | 10548693.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       429 | PA      | $413.63       | 0.00%             | 2027-09-04      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 10576222.SRDSQ                                      | 10576222.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26778 | PA      | $25302.80     | 0.00%             | 2027-09-09      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 214768954.SRDLC                                     | 214768954.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6621 | PA      | $6535.64      | 0.00%             | 2028-03-05      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 214886089.SRDLC                                     | 214886089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8028 | PA      | $7678.37      | 0.00%             | 2028-03-10      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | SUGAR (WRLD) OPTN Jun26P 15.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -125 | NC      | $-138600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C26                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -237 | NC      | $-13509.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 71.9                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -310 | NC      | $-1550.00     | -0.00%            |  |  |  | No            |                  1 | 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      |
| 214353515.SRDLC                                     | 214353515.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7564 | PA      | $7299.93      | 0.00%             | 2030-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214357455.SRDLC                                     | 214357455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4505 | PA      | $4367.16      | 0.00%             | 2028-02-18      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 216500048.SRDLC                                     | 216500048.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3693 | PA      | $3547.23      | 0.00%             | 2028-05-22      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 218882070.SRDLC                                     | 218882070.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4130 | PA      | $3915.70      | 0.00%             | 2028-08-07      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AA                                           | CUSIP: 36779CAX4<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    894000 | PA      | $888814.80    | 0.04%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class A                                            | CUSIP: 36779CAY2<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   4552000 | PA      | $4517177.20   | 0.21%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 10594844.SRDSQ                                      | 10594844.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13064 | PA      | $12256.65     | 0.00%             | 2027-09-12      | Fixed         | 4.99%                 | Yes           |                  3 | On Loan: No      |
| 10631829.SRDSQ                                      | 10631829.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33897 | PA      | $31517.56     | 0.00%             | 2027-09-19      | Fixed         | 5.80%                 | Yes           |                  3 | On Loan: No      |
| 219064168.SRDLC                                     | 219064168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2549 | PA      | $2403.88      | 0.00%             | 2028-08-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219146785.SRDLC                                     | 219146785.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9544 | PA      | $9166.23      | 0.00%             | 2031-08-18      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C27                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -750 | NC      | $-37500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C28                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -261 | NC      | $-11875.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 218466628.SRDLC                                     | 218466628.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13468 | PA      | $12859.20     | 0.00%             | 2030-08-11      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219051018.SRDLC                                     | 219051018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10546 | PA      | $666.49       | 0.00%             | 2030-08-14      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 215263140.SRDLC                                     | 215263140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2019 | PA      | $1952.86      | 0.00%             | 2029-04-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 215448621.SRDLC                                     | 215448621.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4484 | PA      | $1132.75      | 0.00%             | 2028-04-03      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219096204.SRDLC                                     | 219096204.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1072 | PA      | $1047.36      | 0.00%             | 2027-08-14      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219196643.SRDLC                                     | 219196643.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20935 | PA      | $19844.54     | 0.00%             | 2028-08-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 10640848.SRDSQ                                      | 10640848.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3227 | PA      | $3043.93      | 0.00%             | 2027-09-23      | Fixed         | 4.56%                 | Yes           |                  3 | On Loan: No      |
| 10663907.SRDSQ                                      | 10663907.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4539 | PA      | $4290.38      | 0.00%             | 2027-09-26      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| FW3320200.SRDUP                                     | FW3320200.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1100 | PA      | $1103.39      | 0.00%             | 2027-08-01      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3373195.SRDUP                                     | FW3373195.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1184 | PA      | $1189.37      | 0.00%             | 2027-09-02      | Fixed         | 26.30%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C29                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -231 | NC      | $-9702.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C30                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -302 | NC      | $-11476.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215455894.SRDLC                                     | 215455894.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12450 | PA      | $11937.52     | 0.00%             | 2030-04-03      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 215706222.SRDLC                                     | 215706222.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11443 | PA      | $11437.51     | 0.00%             | 2027-04-26      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C31                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -212 | NC      | $-7526.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C35                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -256 | NC      | $-6656.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-2 Class B                                            | CUSIP: 36779CBA3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   2446000 | PA      | $2428511.10   | 0.11%             | 2029-07-06      | Floating      | 5.69%                 | 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      | $1929349.60   | 0.09%             | 2028-04-07      | Floating      | 7.07%                 | Yes           |                  2 | 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        |      1028 | PA      | $107.69       | 0.00%             | 2025-05-21      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | contract 058                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | US        |         1 | NC      | $604039.56    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 10303290.SRDSQ                                      | 10303290.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1358 | PA      | $1274.12      | 0.00%             | 2027-07-08      | Fixed         | 5.73%                 | 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      |
| 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      |
| 192526019.SRDLC                                     | 192526019.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5043 | PA      | $0.00         | 0.00%             | 2028-04-02      | Fixed         | 28.49%                | 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      |
| 219899280.SRDLC                                     | 219899280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2230 | PA      | $2174.47      | 0.00%             | 2027-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 220008103.SRDLC                                     | 220008103.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6722 | PA      | $6392.83      | 0.00%             | 2028-09-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| FW3391367.SRDUP                                     | FW3391367.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5925 | PA      | $5889.86      | 0.00%             | 2027-09-01      | Fixed         | 14.88%                | Yes           |                  3 | On Loan: No      |
| FW3391950.SRDUP                                     | FW3391950.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26568 | PA      | $26868.18     | 0.00%             | 2028-02-01      | Fixed         | 20.01%                | Yes           |                  3 | On Loan: No      |
| 215734274.SRDLC                                     | 215734274.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3688 | PA      | $3549.31      | 0.00%             | 2028-04-21      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 219049738.SRDLC                                     | 219049738.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5456 | PA      | $5215.23      | 0.00%             | 2028-08-28      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| Golden Bear Re Ltd.                                 | Golden Bear Re 2026-1 Class A                                        | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10158000 | PA      | $10318496.40  | 0.47%             | 2029-01-08      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Golden Bear Re Ltd.                                 | Golden Bear Re 2026-2 Class A                                        | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5656000 | PA      | $5666180.80   | 0.26%             | 2029-03-07      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| 186089886.SRDLC                                     | 186089886.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9775 | PA      | $1024.43      | 0.00%             | 2027-07-09      | Fixed         | 16.94%                | Yes           |                  3 | On Loan: No      |
| 186376281.SRDLC                                     | 186376281.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4964 | PA      | $4951.76      | 0.00%             | 2027-02-18      | Fixed         | 7.09%                 | Yes           |                  3 | On Loan: No      |
| FW3394585.SRDUP                                     | FW3394585.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       632 | PA      | $634.47       | 0.00%             | 2027-09-02      | Fixed         | 31.57%                | Yes           |                  3 | On Loan: No      |
| FW3910073.SRDUP                                     | FW3910073.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5110 | PA      | $5142.38      | 0.00%             | 2028-08-02      | Fixed         | 28.67%                | Yes           |                  3 | On Loan: No      |
| 204974638.SRDLC                                     | 204974638.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        29 | PA      | $29.03        | 0.00%             | 2028-11-03      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 205300582.SRDLC                                     | 205300582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4520 | PA      | $473.68       | 0.00%             | 2026-11-21      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 219064419.SRDLC                                     | 219064419.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1175 | PA      | $1111.88      | 0.00%             | 2028-08-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219104028.SRDLC                                     | 219104028.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8611 | PA      | $1068.60      | 0.00%             | 2030-08-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8211473.SRDSQ                                       | 8211473.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5030 | PA      | $372.23       | 0.00%             | 2026-03-23      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8633293.SRDSQ                                       | 8633293.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2189 | PA      | $1070.46      | 0.00%             | 2026-07-20      | Fixed         | 5.03%                 | 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      |
| 187146211.SRDLC                                     | 187146211.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3155 | PA      | $3129.05      | 0.00%             | 2027-03-14      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| 205348634.SRDLC                                     | 205348634.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10230 | PA      | $10187.63     | 0.00%             | 2028-11-22      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 206662294.SRDLC                                     | 206662294.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1778 | PA      | $1766.18      | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8636140.SRDSQ                                       | 8636140.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       290 | PA      | $117.18       | 0.00%             | 2026-07-21      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8652018.SRDSQ                                       | 8652018.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1370 | PA      | $101.39       | 0.00%             | 2026-07-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 219149186.SRDLC                                     | 219149186.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6219 | PA      | $1144.31      | 0.00%             | 2030-08-18      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219189840.SRDLC                                     | 219189840.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4302 | PA      | $4205.66      | 0.00%             | 2027-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| FW3911228.SRDUP                                     | FW3911228.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5456 | PA      | $846.75       | 0.00%             | 2028-08-02      | Fixed         | 26.06%                | Yes           |                  3 | On Loan: No      |
| FW3913029.SRDUP                                     | FW3913029.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       632 | PA      | $194.51       | 0.00%             | 2028-08-03      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 187749050.SRDLC                                     | 187749050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3079 | PA      | $3314.14      | 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      |
| Greengrove Re Ltd.                                  | Greengrove Re 2025-1 Class A                                         | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |    941000 | PA      | $965277.80    | 0.04%             | 2028-04-07      | Floating      | 11.74%                | Yes           |                  2 | On Loan: No      |
| Handshake Re Ltd.                                   | Handshake Re 2025-1 Class A                                          | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    775000 | PA      | $766320.00    | 0.04%             | 2030-01-08      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| FW3956853.SRDUP                                     | FW3956853.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1480 | PA      | $1491.89      | 0.00%             | 2028-09-05      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| L3312274.SRDUP                                      | L3312274.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       777 | PA      | $120.54       | 0.00%             | 2027-07-27      | Fixed         | 24.26%                | Yes           |                  3 | On Loan: No      |
| 8801665.SRDSQ                                       | 8801665.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2397 | PA      | $1982.40      | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8871441.SRDSQ                                       | 8871441.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       809 | PA      | $514.90       | 0.00%             | 2026-09-21      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 206672974.SRDLC                                     | 206672974.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11302 | PA      | $1184.46      | 0.00%             | 2027-02-12      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207351023.SRDLC                                     | 207351023.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2216 | PA      | $2204.74      | 0.00%             | 2027-04-04      | Fixed         | 10.74%                | 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      |
| 191390818.SRDLC                                     | 191390818.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17152 | PA      | $1797.49      | 0.00%             | 2027-07-04      | Fixed         | 17.19%                | Yes           |                  3 | On Loan: No      |
| 219970141.SRDLC                                     | 219970141.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6386 | PA      | $669.21       | 0.00%             | 2029-09-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 220002296.SRDLC                                     | 220002296.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8140 | PA      | $7820.77      | 0.00%             | 2029-09-15      | Fixed         | 22.99%                | 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      |
| 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      |
| Herbie Re Ltd.                                      | Herbie Re 2022-1 Class A                                             | CUSIP: 42703VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    302000 | PA      | $312328.40    | 0.01%             | 2027-01-08      | Floating      | 17.19%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2025-1 Class A                                             | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1629000 | PA      | $1686829.50   | 0.08%             | 2028-06-07      | Floating      | 10.94%                | Yes           |                  2 | On Loan: No      |
| 211085179.SRDLC                                     | 211085179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6811 | PA      | $6593.24      | 0.00%             | 2029-09-23      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211207145.SRDLC                                     | 211207145.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13849 | PA      | $13456.11     | 0.00%             | 2029-10-01      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 191616350.SRDLC                                     | 191616350.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2434 | PA      | $2573.54      | 0.00%             | 2027-07-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 191907225.SRDLC                                     | 191907225.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5550 | PA      | $581.61       | 0.00%             | 2025-08-05      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| L3324977.SRDUP                                      | L3324977.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1492 | PA      | $1494.04      | 0.00%             | 2027-08-02      | Fixed         | 24.10%                | Yes           |                  3 | On Loan: No      |
| L3325310.SRDUP                                      | L3325310.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1250 | PA      | $1250.01      | 0.00%             | 2027-08-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| 219962762.SRDLC                                     | 219962762.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22188 | PA      | $21297.84     | 0.00%             | 2029-09-15      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 7484468.SRDSQ                                       | 7484468.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       696 | PA      | $51.52        | 0.00%             | 2025-08-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 7473198.SRDSQ                                       | 7473198.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8904 | PA      | $658.92       | 0.00%             | 2025-08-07      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 8339333.SRDSQ                                       | 8339333.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $746.35       | 0.00%             | 2026-04-30      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 211257664.SRDLC                                     | 211257664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4220 | PA      | $4098.36      | 0.00%             | 2029-10-04      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211413323.SRDLC                                     | 211413323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15302 | PA      | $14918.34     | 0.00%             | 2028-10-24      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 7611892.SRDSQ                                       | 7611892.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     75687 | PA      | $5600.82      | 0.00%             | 2025-09-20      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8347149.SRDSQ                                       | 8347149.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1280 | PA      | $669.12       | 0.00%             | 2026-05-04      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 188705941.SRDLC                                     | 188705941.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5209 | PA      | $5207.99      | 0.00%             | 2027-04-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 191849583.SRDLC                                     | 191849583.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6053 | PA      | $4526.75      | 0.00%             | 2027-08-01      | Fixed         | 13.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C36                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -149 | NC      | $-3725.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C37                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -275 | NC      | $-6050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 8393564.SRDSQ                                       | 8393564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12646 | PA      | $6407.92      | 0.00%             | 2026-05-19      | Fixed         | 6.33%                 | Yes           |                  3 | On Loan: No      |
| 8423837.SRDSQ                                       | 8423837.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       397 | PA      | $222.15       | 0.00%             | 2026-05-26      | Fixed         | 6.30%                 | Yes           |                  3 | On Loan: No      |
| 9032048.SRDSQ                                       | 9032048.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       559 | PA      | $524.29       | 0.00%             | 2026-11-01      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| 9138765.SRDSQ                                       | 9138765.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       600 | PA      | $587.37       | 0.00%             | 2026-11-28      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| L3327539.SRDUP                                      | L3327539.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4471 | PA      | $4505.32      | 0.00%             | 2027-08-03      | Fixed         | 20.36%                | Yes           |                  3 | On Loan: No      |
| L3394987.SRDUP                                      | L3394987.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2025 | PA      | $2013.28      | 0.00%             | 2027-09-09      | Fixed         | 18.43%                | Yes           |                  3 | On Loan: No      |
| 192817165.SRDLC                                     | 192817165.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6943 | PA      | $727.67       | 0.00%             | 2028-02-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203216447.SRDLC                                     | 203216447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24597 | PA      | $24880.05     | 0.00%             | 2028-08-15      | Fixed         | 22.74%                | Yes           |                  3 | On Loan: No      |
| 8790645.SRDSQ                                       | 8790645.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       763 | PA      | $670.44       | 0.00%             | 2026-09-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8796788.SRDSQ                                       | 8796788.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1616 | PA      | $1363.57      | 0.00%             | 2026-09-04      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8561180.SRDSQ                                       | 8561180.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        27 | PA      | $22.43        | 0.00%             | 2026-07-05      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8884922.SRDSQ                                       | 8884922.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1796 | PA      | $1475.11      | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C38                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -502 | NC      | $-10542.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C39                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -252 | NC      | $-5040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9273276.SRDSQ                                       | 9273276.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2465 | PA      | $2194.30      | 0.00%             | 2026-12-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9274555.SRDSQ                                       | 9274555.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13721 | PA      | $13020.27     | 0.00%             | 2026-12-29      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| L3500057.SRDUP                                      | L3500057.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3561 | PA      | $552.74       | 0.00%             | 2027-10-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| L4008684.SRDUP                                      | L4008684.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15490 | PA      | $15349.41     | 0.00%             | 2028-10-06      | Fixed         | 19.68%                | Yes           |                  3 | On Loan: No      |
| 203566046.SRDLC                                     | 203566046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5123 | PA      | $5485.95      | 0.00%             | 2028-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 204121557.SRDLC                                     | 204121557.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1851 | PA      | $1889.96      | 0.00%             | 2027-09-21      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 9794476.SRDSQ                                       | 9794476.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21558 | PA      | $1595.29      | 0.00%             | 2027-03-13      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 9818497.SRDSQ                                       | 9818497.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2024 | PA      | $1975.41      | 0.00%             | 2027-03-19      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C40                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -314 | NC      | $-5809.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C42.5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -252 | NC      | $-3780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 9366107.SRDSQ                                       | 9366107.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3942 | PA      | $3866.02      | 0.00%             | 2027-01-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9736256.SRDSQ                                       | 9736256.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2611 | PA      | $2561.46      | 0.00%             | 2027-02-28      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 211621156.SRDLC                                     | 211621156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       858 | PA      | $852.83       | 0.00%             | 2026-10-17      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 211725389.SRDLC                                     | 211725389.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16054 | PA      | $15457.24     | 0.00%             | 2029-10-21      | Fixed         | 20.25%                | Yes           |                  3 | On Loan: No      |
| 204742054.SRDLC                                     | 204742054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       701 | PA      | $714.60       | 0.00%             | 2026-10-19      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 204982351.SRDLC                                     | 204982351.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17776 | PA      | $18801.95     | 0.00%             | 2028-11-11      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 192989933.SRDLC                                     | 192989933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14195 | PA      | $1487.66      | 0.00%             | 2027-08-29      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| 203451595.SRDLC                                     | 203451595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       505 | PA      | $505.03       | 0.00%             | 2026-08-07      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| CBM3910374.SRDUP                                    | CBM3910374.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9589 | PA      | $2921.68      | 0.00%             | 2028-08-02      | Fixed         | 28.85%                | Yes           |                  3 | On Loan: No      |
| CBM3954214.SRDUP                                    | CBM3954214.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1505 | PA      | $1514.91      | 0.00%             | 2028-09-01      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| 9738522.SRDSQ                                       | 9738522.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1920 | PA      | $1531.46      | 0.00%             | 2027-02-28      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 9801746.SRDSQ                                       | 9801746.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       546 | PA      | $387.62       | 0.00%             | 2027-03-16      | Fixed         | 6.54%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C50                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90 | NC      | $-855.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C55                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205130277.SRDLC                                     | 205130277.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2343 | PA      | $2357.36      | 0.00%             | 2026-11-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205175555.SRDLC                                     | 205175555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       329 | PA      | $334.16       | 0.00%             | 2026-11-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 8782871.SRDSQ                                       | 8782871.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5739 | PA      | $424.72       | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8796868.SRDSQ                                       | 8796868.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9477 | PA      | $7907.60      | 0.00%             | 2026-09-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM4009136.SRDUP                                    | CBM4009136.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15171 | PA      | $15034.84     | 0.00%             | 2028-10-06      | Fixed         | 17.51%                | Yes           |                  3 | On Loan: No      |
| DRB5179962.SRDUP                                    | DRB5179962.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23473 | PA      | $21778.11     | 0.00%             | 2030-09-03      | Fixed         | 31.70%                | Yes           |                  3 | On Loan: No      |
| 8830097.SRDSQ                                       | 8830097.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1563 | PA      | $556.90       | 0.00%             | 2026-09-12      | Fixed         | 6.11%                 | Yes           |                  3 | On Loan: No      |
| 8846965.SRDSQ                                       | 8846965.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5125 | PA      | $4251.70      | 0.00%             | 2026-09-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 213927210.SRDLC                                     | 213927210.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8266 | PA      | $8111.43      | 0.00%             | 2030-01-27      | Fixed         | 11.44%                | Yes           |                  3 | On Loan: No      |
| 218628338.SRDLC                                     | 218628338.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10790 | PA      | $10495.49     | 0.00%             | 2027-08-18      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 188506333.SRDLC                                     | 188506333.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4164 | PA      | $4146.82      | 0.00%             | 2027-04-18      | Fixed         | 7.59%                 | Yes           |                  3 | On Loan: No      |
| 191813026.SRDLC                                     | 191813026.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2086 | PA      | $2141.27      | 0.00%             | 2027-07-01      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 205241486.SRDLC                                     | 205241486.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3284 | PA      | $3471.12      | 0.00%             | 2028-11-05      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205790767.SRDLC                                     | 205790767.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3115 | PA      | $3102.28      | 0.00%             | 2026-12-20      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW3292200.SRDUP                                     | FW3292200.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1271 | PA      | $1231.68      | 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        |      1153 | PA      | $1161.25      | 0.00%             | 2027-07-19      | Fixed         | 22.89%                | 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      |
| 206851125.SRDLC                                     | 206851125.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5228 | PA      | $5198.64      | 0.00%             | 2027-02-22      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 203520321.SRDLC                                     | 203520321.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1902 | PA      | $1898.81      | 0.00%             | 2026-08-11      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 203883383.SRDLC                                     | 203883383.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9107 | PA      | $9198.83      | 0.00%             | 2027-09-21      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 9816289.SRDSQ                                       | 9816289.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8143 | PA      | $7782.02      | 0.00%             | 2027-03-18      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910097.SRDUP                                    | CBM3910097.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       818 | PA      | $440.66       | 0.00%             | 2028-08-02      | Fixed         | 28.65%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C60                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90 | NC      | $-495.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C65                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -90 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2025-1 Class B                                             | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1777000 | PA      | $1829954.60   | 0.08%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2026-1 Class A                                             | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7656000 | PA      | $7642984.80   | 0.35%             | 2029-06-07      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| 8876835.SRDSQ                                       | 8876835.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3012 | PA      | $2053.34      | 0.00%             | 2026-09-23      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9070751.SRDSQ                                       | 9070751.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2767 | PA      | $2179.84      | 0.00%             | 2026-11-10      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW3309830.SRDUP                                     | FW3309830.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2429 | PA      | $2425.64      | 0.00%             | 2027-07-26      | Fixed         | 14.70%                | Yes           |                  3 | On Loan: No      |
| FW3327988.SRDUP                                     | FW3327988.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       886 | PA      | $182.79       | 0.00%             | 2028-01-03      | Fixed         | 25.41%                | Yes           |                  3 | On Loan: No      |
| 204622779.SRDLC                                     | 204622779.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9314 | PA      | $9412.32      | 0.00%             | 2027-04-25      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 204705127.SRDLC                                     | 204705127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4810 | PA      | $5133.03      | 0.00%             | 2028-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 206890382.SRDLC                                     | 206890382.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6314 | PA      | $6235.89      | 0.00%             | 2028-03-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207628434.SRDLC                                     | 207628434.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8401 | PA      | $8479.53      | 0.00%             | 2028-04-16      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C70                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -91 | NC      | $-409.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffel Re Ltd.                                      | Eiffel Re 2023-1 Class A                                             | CUSIP: 000000000<br>LEI: 5493000KHTJQAOS8QP53 | Long             | DBT              | CORP              | BM        |   1917000 | PA      | $2282405.34   | 0.10%             | 2027-01-19      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| 207987441.SRDLC                                     | 207987441.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3218 | PA      | $337.29       | 0.00%             | 2026-04-16      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 211194297.SRDLC                                     | 211194297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16052 | PA      | $15739.48     | 0.00%             | 2030-10-25      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| FW3332235.SRDUP                                     | FW3332235.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       460 | PA      | $461.78       | 0.00%             | 2027-08-04      | Fixed         | 29.08%                | Yes           |                  3 | On Loan: No      |
| FW3335412.SRDUP                                     | FW3335412.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       535 | PA      | $537.99       | 0.00%             | 2027-08-10      | Fixed         | 27.67%                | Yes           |                  3 | On Loan: No      |
| Recoletos Re DAC                                    | Recoletos Re DAC 2024-1 Class A                                      | CUSIP: 755933AA6<br>LEI: 635400FIY9UG8ZHKYH56 | Long             | DBT              | CORP              | IE        |   1556000 | PA      | $1554833.00   | 0.07%             | 2028-01-07      | Floating      | 9.27%                 | Yes           |                  2 | 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      | $1133840.50   | 0.05%             | 2027-12-06      | Floating      | 12.39%                | Yes           |                  2 | On Loan: No      |
| CBM3954333.SRDUP                                    | CBM3954333.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1025 | PA      | $201.06       | 0.00%             | 2028-09-01      | Fixed         | 30.59%                | Yes           |                  3 | On Loan: No      |
| CBM4009147.SRDUP                                    | CBM4009147.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1992 | PA      | $2009.08      | 0.00%             | 2028-10-06      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 9090510.SRDSQ                                       | 9090510.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14014 | PA      | $8607.21      | 0.00%             | 2026-11-15      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9742307.SRDSQ                                       | 9742307.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16845 | PA      | $14316.24     | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8801305.SRDSQ                                       | 8801305.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       731 | PA      | $300.40       | 0.00%             | 2026-09-05      | Fixed         | 6.46%                 | Yes           |                  3 | On Loan: No      |
| 8866572.SRDSQ                                       | 8866572.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7878 | PA      | $7489.65      | 0.00%             | 2026-09-20      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211248796.SRDLC                                     | 211248796.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       573 | PA      | $568.65       | 0.00%             | 2026-10-01      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211313208.SRDLC                                     | 211313208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11477 | PA      | $1202.75      | 0.00%             | 2027-10-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 9844158.SRDSQ                                       | 9844158.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3291 | PA      | $3112.74      | 0.00%             | 2027-03-25      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CBM4007984.SRDUP                                    | CBM4007984.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3032 | PA      | $470.54       | 0.00%             | 2029-03-21      | Fixed         | 27.98%                | Yes           |                  3 | On Loan: No      |
| FW3344314.SRDUP                                     | FW3344314.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3415 | PA      | $3448.24      | 0.00%             | 2027-08-12      | Fixed         | 21.81%                | Yes           |                  3 | On Loan: No      |
| FW3392184.SRDUP                                     | FW3392184.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5693 | PA      | $883.60       | 0.00%             | 2027-09-15      | Fixed         | 17.03%                | Yes           |                  3 | On Loan: No      |
| 204764423.SRDLC                                     | 204764423.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21077 | PA      | $2208.84      | 0.00%             | 2028-11-16      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 204979163.SRDLC                                     | 204979163.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7984 | PA      | $8462.01      | 0.00%             | 2028-11-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8875914.SRDSQ                                       | 8875914.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3224 | PA      | $2440.88      | 0.00%             | 2026-09-22      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8889357.SRDSQ                                       | 8889357.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6946 | PA      | $6200.01      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 211496185.SRDLC                                     | 211496185.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7650 | PA      | $801.71       | 0.00%             | 2030-04-26      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211516025.SRDLC                                     | 211516025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1530 | PA      | $1545.61      | 0.00%             | 2026-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| CBM5385899.SRDUP                                    | CBM5385899.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3630 | PA      | $3368.94      | 0.00%             | 2030-05-23      | Fixed         | 29.44%                | Yes           |                  3 | On Loan: No      |
| CBM5579167.SRDUP                                    | CBM5579167.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3815 | PA      | $3535.20      | 0.00%             | 2030-07-01      | Fixed         | 31.74%                | Yes           |                  3 | On Loan: No      |
| CBM4008334.SRDUP                                    | CBM4008334.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1424.32      | 0.00%             | 2028-10-06      | Fixed         | 29.10%                | Yes           |                  3 | On Loan: No      |
| DRB5178856.SRDUP                                    | DRB5178856.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3408 | PA      | $3129.76      | 0.00%             | 2030-04-03      | Fixed         | 32.17%                | Yes           |                  3 | 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      | $3346251.20   | 0.15%             | 2027-12-06      | Floating      | 9.66%                 | Yes           |                  2 | 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      | $644652.75    | 0.03%             | 2028-06-06      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| DRB5580196.SRDUP                                    | DRB5580196.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       963 | PA      | $943.56       | 0.00%             | 2030-07-01      | Fixed         | 20.14%                | Yes           |                  3 | On Loan: No      |
| DRB5591342.SRDUP                                    | DRB5591342.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2319 | PA      | $2150.88      | 0.00%             | 2030-07-03      | Fixed         | 30.08%                | Yes           |                  3 | On Loan: No      |
| 9040940.SRDSQ                                       | 9040940.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15284 | PA      | $1131.05      | 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        |      1674 | PA      | $1584.63      | 0.00%             | 2026-11-04      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 192420352.SRDLC                                     | 192420352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19616 | PA      | $2781.56      | 0.00%             | 2028-03-27      | Fixed         | 16.69%                | Yes           |                  3 | On Loan: No      |
| 193132810.SRDLC                                     | 193132810.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3743 | PA      | $3907.53      | 0.00%             | 2027-08-31      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205174771.SRDLC                                     | 205174771.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       166 | PA      | $165.35       | 0.00%             | 2026-11-13      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205240488.SRDLC                                     | 205240488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4125 | PA      | $4184.64      | 0.00%             | 2026-11-28      | Fixed         | 23.49%                | Yes           |                  3 | 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      | $1025959.20   | 0.05%             | 2029-12-06      | Floating      | 6.94%                 | 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      | $734310.60    | 0.03%             | 2028-12-06      | Floating      | 17.11%                | Yes           |                  2 | On Loan: No      |
| 211603115.SRDLC                                     | 211603115.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8187 | PA      | $7906.49      | 0.00%             | 2027-10-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211680129.SRDLC                                     | 211680129.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12714 | PA      | $12626.11     | 0.00%             | 2028-11-05      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| FW3394816.SRDUP                                     | FW3394816.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1445 | PA      | $1449.90      | 0.00%             | 2027-09-02      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| FW3501310.SRDUP                                     | FW3501310.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       503 | PA      | $78.01        | 0.00%             | 2028-03-21      | Fixed         | 29.70%                | Yes           |                  3 | On Loan: No      |
| 187076024.SRDLC                                     | 187076024.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6011 | PA      | $6052.85      | 0.00%             | 2027-03-12      | Fixed         | 12.19%                | Yes           |                  3 | On Loan: No      |
| 187629164.SRDLC                                     | 187629164.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2992 | PA      | $3133.82      | 0.00%             | 2027-03-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 219141627.SRDLC                                     | 219141627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1484 | PA      | $1414.52      | 0.00%             | 2028-08-18      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 219827694.SRDLC                                     | 219827694.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13801 | PA      | $13254.64     | 0.00%             | 2029-09-15      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| FW4008932.SRDUP                                     | FW4008932.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1224 | PA      | $1236.86      | 0.00%             | 2028-10-10      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| FW4009829.SRDUP                                     | FW4009829.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1545 | PA      | $1561.65      | 0.00%             | 2028-10-10      | Fixed         | 29.03%                | Yes           |                  3 | On Loan: No      |
| 9378105.SRDSQ                                       | 9378105.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4520 | PA      | $4110.96      | 0.00%             | 2027-01-24      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| CBM3910281.SRDUP                                    | CBM3910281.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12917 | PA      | $12909.50     | 0.00%             | 2028-08-07      | Fixed         | 21.26%                | Yes           |                  3 | On Loan: No      |
| FW3911503.SRDUP                                     | FW3911503.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3046 | PA      | $3060.69      | 0.00%             | 2028-08-03      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| FW3913234.SRDUP                                     | FW3913234.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       747 | PA      | $752.51       | 0.00%             | 2028-08-04      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| CBM3911896.SRDUP                                    | CBM3911896.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       926 | PA      | $931.74       | 0.00%             | 2028-08-03      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| CBM3913224.SRDUP                                    | CBM3913224.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       751 | PA      | $745.48       | 0.00%             | 2026-08-08      | Fixed         | 25.53%                | Yes           |                  3 | On Loan: No      |
| 203634690.SRDLC                                     | 203634690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1335 | PA      | $1332.71      | 0.00%             | 2027-02-15      | Fixed         | 20.99%                | 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      |
| 206547049.SRDLC                                     | 206547049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5354 | PA      | $464.15       | 0.00%             | 2027-02-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 206749512.SRDLC                                     | 206749512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4773 | PA      | $4753.31      | 0.00%             | 2028-02-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW5008613.SRDUP                                     | FW5008613.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1616 | PA      | $1505.99      | 0.00%             | 2030-12-07      | Fixed         | 31.45%                | Yes           |                  3 | On Loan: No      |
| FW5009856.SRDUP                                     | FW5009856.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6047 | PA      | $5584.59      | 0.00%             | 2030-02-21      | Fixed         | 31.87%                | Yes           |                  3 | On Loan: No      |
| FW4008443.SRDUP                                     | FW4008443.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1140 | PA      | $1149.71      | 0.00%             | 2028-10-06      | Fixed         | 28.73%                | Yes           |                  3 | On Loan: No      |
| FW4008646.SRDUP                                     | FW4008646.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       736 | PA      | $742.31       | 0.00%             | 2028-10-06      | Fixed         | 28.44%                | Yes           |                  3 | On Loan: No      |
| CBM3914443.SRDUP                                    | CBM3914443.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36645 | PA      | $10729.71     | 0.00%             | 2029-01-04      | Fixed         | 26.56%                | Yes           |                  3 | On Loan: No      |
| CBM4008287.SRDUP                                    | CBM4008287.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       898 | PA      | $890.17       | 0.00%             | 2026-10-13      | Fixed         | 25.53%                | Yes           |                  3 | 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      | $2388151.50   | 0.11%             | 2028-12-06      | Floating      | 10.63%                | Yes           |                  2 | 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      | $1946576.50   | 0.09%             | 2028-12-06      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| 204043534.SRDLC                                     | 204043534.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3448 | PA      | $3437.91      | 0.00%             | 2026-09-12      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 204910003.SRDLC                                     | 204910003.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       587 | PA      | $585.58       | 0.00%             | 2028-10-30      | Fixed         | 12.24%                | 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      |
| 207210284.SRDLC                                     | 207210284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19001 | PA      | $19301.68     | 0.00%             | 2029-03-18      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| CBM3910777.SRDUP                                    | CBM3910777.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2882 | PA      | $2901.19      | 0.00%             | 2028-08-02      | Fixed         | 28.96%                | Yes           |                  3 | On Loan: No      |
| CBM3960264.SRDUP                                    | CBM3960264.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7768 | PA      | $7594.08      | 0.00%             | 2029-02-10      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| DRB5382413.SRDUP                                    | DRB5382413.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23175 | PA      | $3596.81      | 0.00%             | 2030-05-22      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| FW3308055.SRDUP                                     | FW3308055.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       834 | PA      | $840.05       | 0.00%             | 2027-07-28      | Fixed         | 27.97%                | Yes           |                  3 | 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      | $47745.30     | 0.00%             | 2028-06-06      | Floating      | 4.19%                 | Yes           |                  3 | 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      | $1002375.00   | 0.05%             | 2028-06-06      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| 207508898.SRDLC                                     | 207508898.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13572 | PA      | $1422.38      | 0.00%             | 2028-04-02      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 210406417.SRDLC                                     | 210406417.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17864 | PA      | $17635.18     | 0.00%             | 2027-09-16      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 205077424.SRDLC                                     | 205077424.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       907 | PA      | $903.65       | 0.00%             | 2026-11-13      | Fixed         | 13.36%                | Yes           |                  3 | On Loan: No      |
| 205217769.SRDLC                                     | 205217769.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1748 | PA      | $1743.54      | 0.00%             | 2026-11-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| L3291098.SRDUP                                      | L3291098.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1535 | PA      | $1553.33      | 0.00%             | 2027-07-18      | Fixed         | 19.78%                | Yes           |                  3 | On Loan: No      |
| L3292501.SRDUP                                      | L3292501.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9415 | PA      | $9392.37      | 0.00%             | 2027-07-19      | Fixed         | 17.83%                | Yes           |                  3 | On Loan: No      |
| FW3402005.SRDUP                                     | FW3402005.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       780 | PA      | $316.69       | 0.00%             | 2027-09-06      | Fixed         | 33.56%                | Yes           |                  3 | On Loan: No      |
| FW3500211.SRDUP                                     | FW3500211.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3734 | PA      | $3715.42      | 0.00%             | 2027-10-13      | Fixed         | 12.15%                | Yes           |                  3 | On Loan: No      |
| 205594260.SRDLC                                     | 205594260.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5468 | PA      | $573.06       | 0.00%             | 2026-12-07      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 205689835.SRDLC                                     | 205689835.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11189 | PA      | $3448.44      | 0.00%             | 2027-06-14      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| CBM4010323.SRDUP                                    | CBM4010323.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2059 | PA      | $2077.74      | 0.00%             | 2028-10-10      | Fixed         | 17.86%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3400                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -166 | NC      | $-340300.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 210533623.SRDLC                                     | 210533623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2119 | PA      | $2110.56      | 0.00%             | 2026-09-18      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 210663605.SRDLC                                     | 210663605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1587 | PA      | $1578.83      | 0.00%             | 2026-09-09      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 210723541.SRDLC                                     | 210723541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8272 | PA      | $866.88       | 0.00%             | 2026-09-17      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 210852675.SRDLC                                     | 210852675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4365 | PA      | $4119.85      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| L3305259.SRDUP                                      | L3305259.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1331 | PA      | $410.73       | 0.00%             | 2027-12-25      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| L3319888.SRDUP                                      | L3319888.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       954 | PA      | $955.09       | 0.00%             | 2027-08-01      | Fixed         | 22.24%                | 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      | $16260.30     | 0.00%             | 2026-06-06      | Floating      | 4.19%                 | 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      | $403852.50    | 0.02%             | 2026-06-06      | Floating      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| 205860298.SRDLC                                     | 205860298.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        94 | PA      | $9.90         | 0.00%             | 2026-04-26      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 206496832.SRDLC                                     | 206496832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5136 | PA      | $5210.95      | 0.00%             | 2029-02-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3450                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -216 | NC      | $-365040.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3500                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -194 | NC      | $-265780.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 210930366.SRDLC                                     | 210930366.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       607 | PA      | $603.19       | 0.00%             | 2026-10-02      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 210973397.SRDLC                                     | 210973397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2976 | PA      | $2875.55      | 0.00%             | 2027-10-02      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| L3342369.SRDUP                                      | L3342369.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4079 | PA      | $4059.72      | 0.00%             | 2027-08-09      | Fixed         | 18.65%                | Yes           |                  3 | On Loan: No      |
| L3394784.SRDUP                                      | L3394784.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1585 | PA      | $1574.84      | 0.00%             | 2027-09-02      | Fixed         | 13.16%                | Yes           |                  3 | On Loan: No      |
| 206662755.SRDLC                                     | 206662755.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7424 | PA      | $7611.24      | 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        |      5136 | PA      | $5276.70      | 0.00%             | 2029-02-22      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3909828.SRDUP                                     | FW3909828.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14280 | PA      | $14244.40     | 0.00%             | 2028-08-02      | Fixed         | 22.21%                | Yes           |                  3 | On Loan: No      |
| FW3956413.SRDUP                                     | FW3956413.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6354 | PA      | $6402.63      | 0.00%             | 2028-09-05      | Fixed         | 25.80%                | 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      | $2170050.00   | 0.10%             | 2026-06-06      | Floating      | 9.28%                 | 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      | $2859571.90   | 0.13%             | 2026-06-06      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3550                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -190 | NC      | $-207100.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3600                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -139 | NC      | $-118150.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 211191410.SRDLC                                     | 211191410.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3454 | PA      | $3430.80      | 0.00%             | 2026-10-15      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211256696.SRDLC                                     | 211256696.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3890 | PA      | $3045.29      | 0.00%             | 2027-10-14      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3401351.SRDUP                                      | L3401351.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8632 | PA      | $8652.94      | 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        |      5275 | PA      | $5247.98      | 0.00%             | 2027-09-06      | Fixed         | 17.98%                | Yes           |                  3 | On Loan: No      |
| 207079145.SRDLC                                     | 207079145.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14089 | PA      | $14264.18     | 0.00%             | 2029-03-07      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207752990.SRDLC                                     | 207752990.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6167 | PA      | $6054.62      | 0.00%             | 2029-04-15      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| L3291096.SRDUP                                      | L3291096.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       443 | PA      | $448.58       | 0.00%             | 2027-07-19      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| L3296260.SRDUP                                      | L3296260.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       870 | PA      | $299.51       | 0.00%             | 2027-07-20      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| 211424538.SRDLC                                     | 211424538.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3530 | PA      | $3535.86      | 0.00%             | 2026-10-10      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211493683.SRDLC                                     | 211493683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5626 | PA      | $5298.33      | 0.00%             | 2028-10-15      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| L3541951.SRDUP                                      | L3541951.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6154 | PA      | $6107.41      | 0.00%             | 2027-11-01      | Fixed         | 16.90%                | Yes           |                  3 | On Loan: No      |
| L3911507.SRDUP                                      | L3911507.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3341 | PA      | $3363.37      | 0.00%             | 2028-08-03      | Fixed         | 19.51%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3650                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -154 | NC      | $-101640.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COCOA FUTR OPTION Jun26C 3700                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -172 | NC      | $-86000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 207764031.SRDLC                                     | 207764031.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3835 | PA      | $3792.12      | 0.00%             | 2027-09-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210490291.SRDLC                                     | 210490291.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11481 | PA      | $11113.21     | 0.00%             | 2029-09-04      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| FW3956469.SRDUP                                     | FW3956469.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2241 | PA      | $2259.26      | 0.00%             | 2028-09-05      | Fixed         | 29.68%                | Yes           |                  3 | On Loan: No      |
| FW4008911.SRDUP                                     | FW4008911.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $1528.89      | 0.00%             | 2028-10-07      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ CURRENCY FUT   Jun26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1879 | NC      | $952421.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 110                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-104370.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3910704.SRDUP                                     | FW3910704.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5954 | PA      | $5989.73      | 0.00%             | 2028-08-02      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| FW3957680.SRDUP                                     | FW3957680.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8989 | PA      | $8919.20      | 0.00%             | 2027-02-05      | Fixed         | 23.50%                | Yes           |                  3 | On Loan: No      |
| 212111590.SRDLC                                     | 212111590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18601 | PA      | $18098.95     | 0.00%             | 2028-11-11      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 212111910.SRDLC                                     | 212111910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3223 | PA      | $3143.83      | 0.00%             | 2027-11-12      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L3322357.SRDUP                                      | L3322357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       431 | PA      | $431.87       | 0.00%             | 2027-08-02      | Fixed         | 24.17%                | Yes           |                  3 | On Loan: No      |
| L3331252.SRDUP                                      | L3331252.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1779 | PA      | $1783.43      | 0.00%             | 2027-08-08      | Fixed         | 24.39%                | Yes           |                  3 | 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      | $1896125.00   | 0.09%             | 2027-06-06      | Floating      | 11.19%                | Yes           |                  2 | 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      | $4648810.20   | 0.21%             | 2027-06-06      | Floating      | 10.45%                | Yes           |                  2 | On Loan: No      |
| FW3961069.SRDUP                                     | FW3961069.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1662 | PA      | $257.87       | 0.00%             | 2028-09-06      | Fixed         | 26.17%                | Yes           |                  3 | On Loan: No      |
| FW4008499.SRDUP                                     | FW4008499.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2486 | PA      | $2500.97      | 0.00%             | 2029-03-10      | Fixed         | 23.63%                | Yes           |                  3 | On Loan: No      |
| FW4999594.SRDUP                                     | FW4999594.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1047 | PA      | $1042.46      | 0.00%             | 2028-02-04      | Fixed         | 12.64%                | Yes           |                  3 | On Loan: No      |
| L3295719.SRDUP                                      | L3295719.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       575 | PA      | $581.94       | 0.00%             | 2027-07-20      | Fixed         | 21.80%                | Yes           |                  3 | On Loan: No      |
| 212481257.SRDLC                                     | 212481257.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6532 | PA      | $6378.79      | 0.00%             | 2029-11-19      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 212491651.SRDLC                                     | 212491651.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13355 | PA      | $13068.94     | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 210592826.SRDLC                                     | 210592826.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1205 | PA      | $1176.39      | 0.00%             | 2027-09-16      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 210784237.SRDLC                                     | 210784237.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7294 | PA      | $7075.12      | 0.00%             | 2028-09-11      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| L3332323.SRDUP                                      | L3332323.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1018 | PA      | $1020.20      | 0.00%             | 2027-08-04      | Fixed         | 24.15%                | Yes           |                  3 | On Loan: No      |
| L3341955.SRDUP                                      | L3341955.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       861 | PA      | $861.32       | 0.00%             | 2027-08-09      | Fixed         | 24.40%                | Yes           |                  3 | On Loan: No      |
| FW4012187.SRDUP                                     | FW4012187.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       874 | PA      | $883.48       | 0.00%             | 2028-10-10      | Fixed         | 29.15%                | Yes           |                  3 | On Loan: No      |
| FW5181314.SRDUP                                     | FW5181314.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23465 | PA      | $21543.35     | 0.00%             | 2030-09-04      | Fixed         | 25.24%                | Yes           |                  3 | On Loan: No      |
| L3309888.SRDUP                                      | L3309888.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1778 | PA      | $1776.67      | 0.00%             | 2027-07-26      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| L3320212.SRDUP                                      | L3320212.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5271 | PA      | $818.09       | 0.00%             | 2027-08-01      | Fixed         | 18.66%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 116.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-30800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 117                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-29600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 211106910.SRDLC                                     | 211106910.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4659 | PA      | $488.22       | 0.00%             | 2027-10-06      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| 211273104.SRDLC                                     | 211273104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5799 | PA      | $5588.39      | 0.00%             | 2027-10-07      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 117.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-34200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 118                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-57540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3344403.SRDUP                                      | L3344403.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       764 | PA      | $767.93       | 0.00%             | 2027-08-10      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| L3394096.SRDUP                                      | L3394096.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       234 | PA      | $232.86       | 0.00%             | 2027-09-02      | Fixed         | 14.19%                | Yes           |                  3 | On Loan: No      |
| FW5385908.SRDUP                                     | FW5385908.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1323 | PA      | $1282.96      | 0.00%             | 2030-05-23      | Fixed         | 19.70%                | Yes           |                  3 | On Loan: No      |
| L3292188.SRDUP                                      | L3292188.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       558 | PA      | $562.30       | 0.00%             | 2027-07-19      | Fixed         | 24.20%                | Yes           |                  3 | On Loan: No      |
| L3325286.SRDUP                                      | L3325286.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1982 | PA      | $1969.22      | 0.00%             | 2027-08-02      | Fixed         | 12.54%                | Yes           |                  3 | On Loan: No      |
| L3334644.SRDUP                                      | L3334644.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5599 | PA      | $1828.76      | 0.00%             | 2027-08-05      | Fixed         | 16.25%                | Yes           |                  3 | On Loan: No      |
| 211352512.SRDLC                                     | 211352512.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13891 | PA      | $13391.97     | 0.00%             | 2027-10-08      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 211488922.SRDLC                                     | 211488922.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       919 | PA      | $906.32       | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 212493555.SRDLC                                     | 212493555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1595 | PA      | $1560.85      | 0.00%             | 2028-11-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212520352.SRDLC                                     | 212520352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4940 | PA      | $4735.26      | 0.00%             | 2028-12-03      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| L3542911.SRDUP                                      | L3542911.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2235.35      | 0.00%             | 2027-11-02      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| L5002967.SRDUP                                      | L5002967.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     41243 | PA      | $39630.38     | 0.00%             | 2030-07-07      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| Riverfront Re Ltd                                   | Riverfront Re 2025 Class A                                           | CUSIP: 76870YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1457000 | PA      | $1527591.65   | 0.07%             | 2029-01-08      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| 7727356.SRDSQ                                       | 7727356.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3486 | PA      | $258.00       | 0.00%             | 2025-10-26      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| L3338050.SRDUP                                      | L3338050.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       565 | PA      | $570.63       | 0.00%             | 2027-08-08      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| L3342549.SRDUP                                      | L3342549.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       538 | PA      | $535.75       | 0.00%             | 2027-08-09      | Fixed         | 17.64%                | Yes           |                  3 | On Loan: No      |
| L5008303.SRDUP                                      | L5008303.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       622 | PA      | $606.40       | 0.00%             | 2028-02-07      | Fixed         | 14.54%                | Yes           |                  3 | On Loan: No      |
| L5177018.SRDUP                                      | L5177018.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7412 | PA      | $7132.20      | 0.00%             | 2030-04-03      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| 212528704.SRDLC                                     | 212528704.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4978 | PA      | $4859.79      | 0.00%             | 2029-11-20      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 212532549.SRDLC                                     | 212532549.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20660 | PA      | $20403.39     | 0.00%             | 2027-11-25      | Fixed         | 8.24%                 | 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      | $743351.40    | 0.03%             | 2027-04-07      | Floating      | 12.41%                | Yes           |                  2 | On Loan: No      |
| Sabine Re Ltd.                                      | Sabine Re 2026-1 Class A                                             | CUSIP: 785628AB4<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |    662000 | PA      | $660278.80    | 0.03%             | 2030-04-08      | Floating      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| 212038815.SRDLC                                     | 212038815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3519 | PA      | $3436.23      | 0.00%             | 2029-11-04      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 212073316.SRDLC                                     | 212073316.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1785 | PA      | $1720.17      | 0.00%             | 2027-11-04      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211562556.SRDLC                                     | 211562556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2977 | PA      | $2953.33      | 0.00%             | 2026-10-03      | Fixed         | 13.74%                | Yes           |                  3 | On Loan: No      |
| 211581875.SRDLC                                     | 211581875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4479 | PA      | $4159.36      | 0.00%             | 2027-01-18      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| L3542868.SRDUP                                      | L3542868.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       879 | PA      | $883.11       | 0.00%             | 2027-11-02      | Fixed         | 22.09%                | Yes           |                  3 | On Loan: No      |
| L3910082.SRDUP                                      | L3910082.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1719 | PA      | $1731.18      | 0.00%             | 2028-08-02      | Fixed         | 20.84%                | Yes           |                  3 | On Loan: No      |
| 213653532.SRDLC                                     | 213653532.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       676 | PA      | $656.96       | 0.00%             | 2028-01-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213853192.SRDLC                                     | 213853192.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2974 | PA      | $2873.78      | 0.00%             | 2029-02-07      | Fixed         | 31.89%                | 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      | $798093.60    | 0.04%             | 2028-06-07      | Floating      | 10.69%                | 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      | $3635899.80   | 0.17%             | 2029-04-07      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| 212380088.SRDLC                                     | 212380088.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2219 | PA      | $2196.72      | 0.00%             | 2027-11-20      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 213394808.SRDLC                                     | 213394808.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6253 | PA      | $6130.32      | 0.00%             | 2029-01-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3312488.SRDUP                                      | L3312488.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5380 | PA      | $5436.43      | 0.00%             | 2027-07-27      | Fixed         | 21.64%                | Yes           |                  3 | On Loan: No      |
| L3328810.SRDUP                                      | L3328810.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       650 | PA      | $651.40       | 0.00%             | 2027-08-03      | Fixed         | 22.40%                | Yes           |                  3 | On Loan: No      |
| L3913545.SRDUP                                      | L3913545.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4332 | PA      | $4292.56      | 0.00%             | 2028-08-16      | Fixed         | 15.12%                | Yes           |                  3 | On Loan: No      |
| L3956243.SRDUP                                      | L3956243.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2515 | PA      | $2507.05      | 0.00%             | 2028-09-05      | Fixed         | 12.26%                | 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      | $3702003.20   | 0.17%             | 2029-04-07      | Floating      | 8.91%                 | 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      | $2311999.20   | 0.11%             | 2028-04-07      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| 187729933.SRDLC                                     | 187729933.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1681 | PA      | $1751.51      | 0.00%             | 2027-04-04      | Fixed         | 30.99%                | 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      |
| 214044318.SRDLC                                     | 214044318.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6375 | PA      | $6257.76      | 0.00%             | 2029-01-29      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 214176988.SRDLC                                     | 214176988.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1313 | PA      | $1278.89      | 0.00%             | 2028-02-05      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| 213920868.SRDLC                                     | 213920868.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13929 | PA      | $13761.40     | 0.00%             | 2031-01-24      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214151563.SRDLC                                     | 214151563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12757 | PA      | $12594.62     | 0.00%             | 2029-02-05      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 119                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-27940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 119.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-24500.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $2075472.00   | 0.10%             | 2030-04-08      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| 8375337.SRDSQ                                       | 8375337.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29609 | PA      | $2191.08      | 0.00%             | 2026-05-13      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| L5009517.SRDUP                                      | L5009517.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17519 | PA      | $3416.12      | 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        |      4900 | PA      | $4519.36      | 0.00%             | 2030-02-07      | Fixed         | 23.10%                | Yes           |                  3 | On Loan: No      |
| 212212202.SRDLC                                     | 212212202.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14050 | PA      | $13471.58     | 0.00%             | 2029-11-12      | Fixed         | 18.74%                | Yes           |                  3 | On Loan: No      |
| 212440195.SRDLC                                     | 212440195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5376 | PA      | $5014.99      | 0.00%             | 2030-06-20      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| L3337769.SRDUP                                      | L3337769.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6475 | PA      | $6440.39      | 0.00%             | 2027-08-08      | Fixed         | 24.32%                | Yes           |                  3 | On Loan: No      |
| L3392189.SRDUP                                      | L3392189.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7989 | PA      | $7939.07      | 0.00%             | 2027-09-01      | Fixed         | 11.72%                | Yes           |                  3 | On Loan: No      |
| FW3302043.SRDUP                                     | FW3302043.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1112 | PA      | $1082.54      | 0.00%             | 2027-07-22      | Fixed         | 30.03%                | Yes           |                  3 | On Loan: No      |
| FW3335339.SRDUP                                     | FW3335339.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4453 | PA      | $4482.43      | 0.00%             | 2028-01-05      | Fixed         | 24.77%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 120                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $-70500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 120.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-24860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class D                                               | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   6054000 | PA      | $6194150.10   | 0.28%             | 2026-12-07      | Floating      | 12.44%                | 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      | $5045128.20   | 0.23%             | 2028-02-22      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| L4011256.SRDUP                                      | L4011256.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12007 | PA      | $12097.82     | 0.00%             | 2028-10-10      | Fixed         | 22.34%                | Yes           |                  3 | On Loan: No      |
| 10022670.SRDSQ                                      | 10022670.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5482 | PA      | $5290.58      | 0.00%             | 2027-05-04      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| L5178907.SRDUP                                      | L5178907.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10039 | PA      | $854.31       | 0.00%             | 2030-04-03      | Fixed         | 21.92%                | Yes           |                  3 | On Loan: No      |
| 212508198.SRDLC                                     | 212508198.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3978 | PA      | $3823.08      | 0.00%             | 2027-12-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 213648208.SRDLC                                     | 213648208.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10232 | PA      | $10028.79     | 0.00%             | 2028-01-15      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| DRB5178932.SRDUP                                    | DRB5178932.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1645 | PA      | $802.80       | 0.00%             | 2030-04-03      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| DRB5386324.SRDUP                                    | DRB5386324.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2102 | PA      | $1951.49      | 0.00%             | 2030-05-23      | Fixed         | 32.22%                | Yes           |                  3 | On Loan: No      |
| 214156062.SRDLC                                     | 214156062.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14347 | PA      | $13915.60     | 0.00%             | 2028-02-05      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 214187491.SRDLC                                     | 214187491.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       611 | PA      | $609.39       | 0.00%             | 2027-02-18      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| L5177245.SRDUP                                      | L5177245.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1757 | PA      | $1752.56      | 0.00%             | 2028-04-03      | Fixed         | 10.29%                | Yes           |                  3 | On Loan: No      |
| 10280468.SRDSQ                                      | 10280468.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1747 | PA      | $1646.97      | 0.00%             | 2027-07-02      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10029328.SRDSQ                                      | 10029328.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2024 | PA      | $1941.57      | 0.00%             | 2027-05-05      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 10057430.SRDSQ                                      | 10057430.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1124 | PA      | $1095.25      | 0.00%             | 2027-05-11      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| L3393918.SRDUP                                      | L3393918.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5119 | PA      | $5086.70      | 0.00%             | 2027-09-16      | Fixed         | 13.27%                | Yes           |                  3 | On Loan: No      |
| L3541799.SRDUP                                      | L3541799.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2801 | PA      | $2784.06      | 0.00%             | 2027-11-01      | Fixed         | 15.10%                | 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      | $2802049.00   | 0.13%             | 2027-03-08      | Floating      | 9.07%                 | 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      | $5212448.60   | 0.24%             | 2028-03-08      | Floating      | 7.88%                 | Yes           |                  2 | 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      |
| 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      |
| 213843811.SRDLC                                     | 213843811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17053 | PA      | $16323.34     | 0.00%             | 2030-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 214004035.SRDLC                                     | 214004035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3252 | PA      | $3155.57      | 0.00%             | 2028-01-28      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 10057822.SRDSQ                                      | 10057822.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8062 | PA      | $7808.53      | 0.00%             | 2027-05-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10069868.SRDSQ                                      | 10069868.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1494 | PA      | $1424.58      | 0.00%             | 2027-05-13      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 214266519.SRDLC                                     | 214266519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7970 | PA      | $7923.43      | 0.00%             | 2027-02-19      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 214275783.SRDLC                                     | 214275783.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12050 | PA      | $11817.74     | 0.00%             | 2030-02-15      | Fixed         | 8.32%                 | Yes           |                  3 | On Loan: No      |
| 214329539.SRDLC                                     | 214329539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4204 | PA      | $4054.52      | 0.00%             | 2028-02-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214377660.SRDLC                                     | 214377660.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11093 | PA      | $10572.30     | 0.00%             | 2030-02-18      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 214443732.SRDLC                                     | 214443732.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8286 | PA      | $8068.03      | 0.00%             | 2028-02-28      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214959763.SRDLC                                     | 214959763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25665 | PA      | $2689.72      | 0.00%             | 2030-03-12      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| L3956466.SRDUP                                      | L3956466.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8391 | PA      | $8378.81      | 0.00%             | 2029-02-15      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L4012893.SRDUP                                      | L4012893.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14616 | PA      | $14581.89     | 0.00%             | 2028-10-10      | Fixed         | 13.34%                | 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      | $2247606.40   | 0.10%             | 2028-03-08      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2026-1 Class A                                           | CUSIP: 92335TAF6<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    582000 | PA      | $583455.00    | 0.03%             | 2029-03-08      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| 10118578.SRDSQ                                      | 10118578.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27271 | PA      | $26466.21     | 0.00%             | 2027-05-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10326911.SRDSQ                                      | 10326911.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3894 | PA      | $3758.41      | 0.00%             | 2027-07-14      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 215060676.SRDLC                                     | 215060676.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12872 | PA      | $12326.38     | 0.00%             | 2028-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215097311.SRDLC                                     | 215097311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     27808 | PA      | $2914.24      | 0.00%             | 2029-03-19      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215097682.SRDLC                                     | 215097682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11808 | PA      | $11625.74     | 0.00%             | 2028-03-25      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| 215495077.SRDLC                                     | 215495077.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1661 | PA      | $1628.24      | 0.00%             | 2027-04-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 191513596.SRDLC                                     | 191513596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $834.88       | 0.00%             | 2026-07-25      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| 192613924.SRDLC                                     | 192613924.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10421 | PA      | $10581.19     | 0.00%             | 2027-08-30      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2026-1 Class B                                           | CUSIP: 92335TAG4<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   1599000 | PA      | $1598280.45   | 0.07%             | 2029-03-08      | Floating      | 7.84%                 | Yes           |                  2 | 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      | $560392.40    | 0.03%             | 2028-01-07      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| 10337228.SRDSQ                                      | 10337228.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6202 | PA      | $5865.58      | 0.00%             | 2027-07-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10353056.SRDSQ                                      | 10353056.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8988 | PA      | $8468.36      | 0.00%             | 2027-07-21      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 215714134.SRDLC                                     | 215714134.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4242 | PA      | $4181.33      | 0.00%             | 2027-04-18      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 216172533.SRDLC                                     | 216172533.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12675 | PA      | $1328.32      | 0.00%             | 2031-04-12      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 216124068.SRDLC                                     | 216124068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7844 | PA      | $1430.73      | 0.00%             | 2028-04-28      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 216357280.SRDLC                                     | 216357280.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5388 | PA      | $5151.01      | 0.00%             | 2030-05-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW3304771.SRDUP                                     | FW3304771.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2522 | PA      | $2565.65      | 0.00%             | 2027-12-25      | Fixed         | 20.26%                | Yes           |                  3 | On Loan: No      |
| FW3309698.SRDUP                                     | FW3309698.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       632 | PA      | $638.85       | 0.00%             | 2027-07-26      | Fixed         | 23.08%                | Yes           |                  3 | On Loan: No      |
| FW3337548.SRDUP                                     | FW3337548.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       956 | PA      | $959.46       | 0.00%             | 2027-08-08      | Fixed         | 25.39%                | Yes           |                  3 | On Loan: No      |
| FW3392065.SRDUP                                     | FW3392065.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1200 | PA      | $1200.73      | 0.00%             | 2027-09-04      | Fixed         | 29.97%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 121                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-21800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 121.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-44100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 218610586.SRDLC                                     | 218610586.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10174 | PA      | $1398.98      | 0.00%             | 2030-08-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 218934438.SRDLC                                     | 218934438.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8810 | PA      | $8551.02      | 0.00%             | 2029-08-11      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 10356531.SRDSQ                                      | 10356531.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2288 | PA      | $2134.61      | 0.00%             | 2027-07-21      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10371377.SRDSQ                                      | 10371377.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7149 | PA      | $6795.86      | 0.00%             | 2027-07-25      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 214439082.SRDLC                                     | 214439082.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6987 | PA      | $6883.66      | 0.00%             | 2028-03-08      | Fixed         | 7.99%                 | Yes           |                  3 | On Loan: No      |
| 214601156.SRDLC                                     | 214601156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1236 | PA      | $1191.28      | 0.00%             | 2028-03-06      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 214818924.SRDLC                                     | 214818924.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17230 | PA      | $16554.10     | 0.00%             | 2028-03-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214965547.SRDLC                                     | 214965547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2720 | PA      | $2677.40      | 0.00%             | 2027-03-13      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 216507333.SRDLC                                     | 216507333.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18901 | PA      | $4810.22      | 0.00%             | 2030-05-13      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 216676788.SRDLC                                     | 216676788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8529 | PA      | $8263.52      | 0.00%             | 2029-05-21      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| FW3310566.SRDUP                                     | FW3310566.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       737 | PA      | $746.17       | 0.00%             | 2027-07-26      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| FW3310837.SRDUP                                     | FW3310837.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15084 | PA      | $15321.15     | 0.00%             | 2028-05-26      | Fixed         | 25.22%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 122                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-20200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 122.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-40740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219064147.SRDLC                                     | 219064147.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1853 | PA      | $1804.52      | 0.00%             | 2027-08-14      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219064593.SRDLC                                     | 219064593.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5753 | PA      | $5547.16      | 0.00%             | 2029-08-22      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 215091471.SRDLC                                     | 215091471.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       689 | PA      | $666.24       | 0.00%             | 2028-03-19      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 215497951.SRDLC                                     | 215497951.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9557 | PA      | $1001.59      | 0.00%             | 2030-04-08      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 10541035.SRDSQ                                      | 10541035.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2502 | PA      | $2378.46      | 0.00%             | 2027-09-02      | Fixed         | 5.31%                 | Yes           |                  3 | On Loan: No      |
| 10599364.SRDSQ                                      | 10599364.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7344 | PA      | $5794.92      | 0.00%             | 2027-09-12      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| FW3312739.SRDUP                                     | FW3312739.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $1842.19      | 0.00%             | 2027-07-27      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| FW3342541.SRDUP                                     | FW3342541.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       458 | PA      | $456.83       | 0.00%             | 2027-08-09      | Fixed         | 10.19%                | Yes           |                  3 | On Loan: No      |
| 219067071.SRDLC                                     | 219067071.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16503 | PA      | $15796.57     | 0.00%             | 2030-07-31      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 219975630.SRDLC                                     | 219975630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10864 | PA      | $10437.41     | 0.00%             | 2029-09-15      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L4014835.SRDUP                                      | L4014835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8086 | PA      | $8099.27      | 0.00%             | 2029-04-17      | Fixed         | 24.03%                | Yes           |                  3 | On Loan: No      |
| 10008057.SRDSQ                                      | 10008057.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1122 | PA      | $1071.91      | 0.00%             | 2027-04-30      | Fixed         | 5.51%                 | Yes           |                  3 | On Loan: No      |
| 10600213.SRDSQ                                      | 10600213.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2994 | PA      | $2833.13      | 0.00%             | 2027-09-13      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10678189.SRDSQ                                      | 10678189.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    108221 | PA      | $101554.63    | 0.00%             | 2027-09-30      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 219087127.SRDLC                                     | 219087127.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4699 | PA      | $4492.55      | 0.00%             | 2030-08-14      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 220035211.SRDLC                                     | 220035211.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2242 | PA      | $2178.08      | 0.00%             | 2029-09-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 123                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-20570.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26C 124.5                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-16600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class B                                          | CUSIP: 92847CAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1214000 | PA      | $1224804.60   | 0.06%             | 2028-01-07      | Floating      | 7.19%                 | 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      | $744147.80    | 0.03%             | 2029-01-08      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| 219993407.SRDLC                                     | 219993407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6202 | PA      | $5927.53      | 0.00%             | 2030-09-15      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| 220057360.SRDLC                                     | 220057360.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2168 | PA      | $2106.11      | 0.00%             | 2029-09-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 203715269.SRDLC                                     | 203715269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       427 | PA      | $426.38       | 0.00%             | 2026-08-21      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 204295212.SRDLC                                     | 204295212.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3226 | PA      | $3220.65      | 0.00%             | 2026-09-20      | Fixed         | 9.24%                 | Yes           |                  3 | On Loan: No      |
| 215577085.SRDLC                                     | 215577085.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20895 | PA      | $20235.08     | 0.00%             | 2029-04-18      | Fixed         | 26.99%                | Yes           |                  3 | On Loan: No      |
| 215780420.SRDLC                                     | 215780420.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8309 | PA      | $8056.83      | 0.00%             | 2029-04-21      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 60.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 61                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-480.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3401741.SRDUP                                     | FW3401741.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1060 | PA      | $1066.06      | 0.00%             | 2027-09-10      | Fixed         | 32.70%                | Yes           |                  3 | On Loan: No      |
| FW3501118.SRDUP                                     | FW3501118.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2024 | PA      | $2043.60      | 0.00%             | 2027-10-13      | Fixed         | 28.50%                | Yes           |                  3 | On Loan: No      |
| 10077425.SRDSQ                                      | 10077425.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2790 | PA      | $1958.79      | 0.00%             | 2027-05-16      | Fixed         | 5.98%                 | Yes           |                  3 | On Loan: No      |
| 10084723.SRDSQ                                      | 10084723.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2786 | PA      | $2633.35      | 0.00%             | 2027-05-18      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| 10312532.SRDSQ                                      | 10312532.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3947 | PA      | $3671.39      | 0.00%             | 2027-07-11      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10527027.SRDSQ                                      | 10527027.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $4805.61      | 0.00%             | 2027-08-27      | Fixed         | 5.30%                 | Yes           |                  3 | On Loan: No      |
| 220038708.SRDLC                                     | 220038708.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3000 | PA      | $2910.99      | 0.00%             | 2027-09-16      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 220069598.SRDLC                                     | 220069598.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6303 | PA      | $6044.42      | 0.00%             | 2028-09-17      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 7656952.SRDSQ                                       | 7656952.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       193 | PA      | $14.28        | 0.00%             | 2025-10-03      | Fixed         | 6.15%                 | Yes           |                  3 | On Loan: No      |
| 7663411.SRDSQ                                       | 7663411.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2627 | PA      | $194.36       | 0.00%             | 2025-10-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 204670065.SRDLC                                     | 204670065.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1013 | PA      | $106.12       | 0.00%             | 2026-10-10      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 204899155.SRDLC                                     | 204899155.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1500 | PA      | $1509.73      | 0.00%             | 2026-11-16      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 186404263.SRDLC                                     | 186404263.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2685 | PA      | $2702.01      | 0.00%             | 2027-03-02      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 186675548.SRDLC                                     | 186675548.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       450 | PA      | $47.16        | 0.00%             | 2026-03-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| FW3542644.SRDUP                                     | FW3542644.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       851 | PA      | $854.08       | 0.00%             | 2027-11-02      | Fixed         | 28.00%                | Yes           |                  3 | On Loan: No      |
| FW3913941.SRDUP                                     | FW3913941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       747 | PA      | $752.14       | 0.00%             | 2028-08-04      | Fixed         | 25.75%                | Yes           |                  3 | On Loan: No      |
| 10633081.SRDSQ                                      | 10633081.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16204 | PA      | $15335.47     | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186038736.SRDLC                                     | 186038736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1960 | PA      | $205.42       | 0.00%             | 2025-02-25      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| FW3501295.SRDUP                                     | FW3501295.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       913 | PA      | $922.00       | 0.00%             | 2027-10-13      | Fixed         | 29.80%                | Yes           |                  3 | On Loan: No      |
| FW3909983.SRDUP                                     | FW3909983.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17380 | PA      | $17491.68     | 0.00%             | 2028-08-02      | Fixed         | 28.28%                | Yes           |                  3 | On Loan: No      |
| 10121964.SRDSQ                                      | 10121964.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8062 | PA      | $7759.69      | 0.00%             | 2027-05-25      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 10288986.SRDSQ                                      | 10288986.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       856 | PA      | $831.20       | 0.00%             | 2027-07-05      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| 7511508.SRDSQ                                       | 7511508.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1517 | PA      | $112.28       | 0.00%             | 2025-08-19      | Fixed         | 5.37%                 | Yes           |                  3 | On Loan: No      |
| 8216854.SRDSQ                                       | 8216854.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2414 | PA      | $1405.43      | 0.00%             | 2026-03-25      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 205165983.SRDLC                                     | 205165983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1177 | PA      | $1181.71      | 0.00%             | 2026-11-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 205214572.SRDLC                                     | 205214572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6246 | PA      | $6412.38      | 0.00%             | 2027-11-15      | Fixed         | 25.99%                | 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      | $362773.50    | 0.02%             | 2029-01-08      | Floating      | 7.44%                 | 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      | $963444.60    | 0.04%             | 2027-01-05      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| 186083977.SRDLC                                     | 186083977.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2173 | PA      | $2162.22      | 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        |      9304 | PA      | $9320.50      | 0.00%             | 2027-02-23      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| FW3910025.SRDUP                                     | FW3910025.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3797 | PA      | $3760.90      | 0.00%             | 2028-08-02      | Fixed         | 17.69%                | Yes           |                  3 | On Loan: No      |
| FW3954298.SRDUP                                     | FW3954298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2536 | PA      | $2550.27      | 0.00%             | 2028-09-01      | Fixed         | 26.03%                | Yes           |                  3 | On Loan: No      |
| 218844148.SRDLC                                     | 218844148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8124 | PA      | $7787.27      | 0.00%             | 2028-08-18      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 218988451.SRDLC                                     | 218988451.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12604 | PA      | $12065.33     | 0.00%             | 2030-08-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| FW4008503.SRDUP                                     | FW4008503.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       606 | PA      | $600.54       | 0.00%             | 2026-10-06      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| L3291740.SRDUP                                      | L3291740.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5135 | PA      | $5172.90      | 0.00%             | 2027-07-19      | Fixed         | 23.24%                | Yes           |                  3 | On Loan: No      |
| FW3955057.SRDUP                                     | FW3955057.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       586 | PA      | $588.58       | 0.00%             | 2028-09-01      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| FW3956062.SRDUP                                     | FW3956062.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4320 | PA      | $4352.45      | 0.00%             | 2028-09-05      | Fixed         | 22.12%                | Yes           |                  3 | On Loan: No      |
| 205403601.SRDLC                                     | 205403601.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5219 | PA      | $5211.26      | 0.00%             | 2026-11-27      | Fixed         | 9.63%                 | Yes           |                  3 | On Loan: No      |
| 205480377.SRDLC                                     | 205480377.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3842 | PA      | $3821.84      | 0.00%             | 2026-12-11      | Fixed         | 12.74%                | 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      |
| 187225907.SRDLC                                     | 187225907.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2752 | PA      | $288.41       | 0.00%             | 2027-03-15      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 8619526.SRDSQ                                       | 8619526.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9825 | PA      | $7302.09      | 0.00%             | 2026-07-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8799880.SRDSQ                                       | 8799880.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4800 | PA      | $2108.62      | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| FW4012577.SRDUP                                     | FW4012577.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13431 | PA      | $13320.44     | 0.00%             | 2028-10-10      | Fixed         | 15.38%                | Yes           |                  3 | On Loan: No      |
| FW4014726.SRDUP                                     | FW4014726.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2171 | PA      | $2190.77      | 0.00%             | 2028-10-10      | Fixed         | 23.06%                | Yes           |                  3 | On Loan: No      |
| Windrose Re Ltd                                     | Windrose Re 2026-1 Class A                                           | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1915000 | PA      | $1897286.25   | 0.09%             | 2029-02-13      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| 9765697.SRDSQ                                       | 9765697.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3047 | PA      | $2298.61      | 0.00%             | 2027-03-05      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 7670024.SRDSQ                                       | 7670024.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4872 | PA      | $360.56       | 0.00%             | 2025-10-08      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 8347594.SRDSQ                                       | 8347594.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       624 | PA      | $46.17        | 0.00%             | 2026-05-04      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 10318692.SRDSQ                                      | 10318692.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2356 | PA      | $2249.53      | 0.00%             | 2027-07-12      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10521157.SRDSQ                                      | 10521157.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16175 | PA      | $15062.18     | 0.00%             | 2027-08-26      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| FW5002197.SRDUP                                     | FW5002197.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14902 | PA      | $14350.96     | 0.00%             | 2030-02-05      | Fixed         | 21.89%                | Yes           |                  3 | On Loan: No      |
| FW5178977.SRDUP                                     | FW5178977.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5786 | PA      | $5419.04      | 0.00%             | 2028-04-06      | Fixed         | 29.93%                | Yes           |                  3 | On Loan: No      |
| 8846244.SRDSQ                                       | 8846244.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1435 | PA      | $106.18       | 0.00%             | 2026-09-16      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8898145.SRDSQ                                       | 8898145.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1226 | PA      | $931.93       | 0.00%             | 2026-09-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| L3292538.SRDUP                                      | L3292538.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2207 | PA      | $2086.15      | 0.00%             | 2027-12-19      | Fixed         | 13.06%                | Yes           |                  3 | On Loan: No      |
| L3309530.SRDUP                                      | L3309530.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2122 | PA      | $472.21       | 0.00%             | 2027-07-26      | Fixed         | 23.84%                | Yes           |                  3 | On Loan: No      |
| 8354991.SRDSQ                                       | 8354991.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1265 | PA      | $93.61        | 0.00%             | 2026-05-06      | Fixed         | 6.13%                 | Yes           |                  3 | On Loan: No      |
| 8372394.SRDSQ                                       | 8372394.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2442 | PA      | $1050.94      | 0.00%             | 2026-05-12      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 9847035.SRDSQ                                       | 9847035.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       591 | PA      | $570.80       | 0.00%             | 2027-03-25      | Fixed         | 6.68%                 | Yes           |                  3 | On Loan: No      |
| CBM3913801.SRDUP                                    | CBM3913801.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2629 | PA      | $2648.58      | 0.00%             | 2028-08-04      | Fixed         | 28.76%                | Yes           |                  3 | On Loan: No      |
| FW5385365.SRDUP                                     | FW5385365.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2425 | PA      | $376.40       | 0.00%             | 2030-05-23      | Fixed         | 27.68%                | Yes           |                  3 | On Loan: No      |
| L3304611.SRDUP                                      | L3304611.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4425 | PA      | $920.76       | 0.00%             | 2027-12-25      | Fixed         | 24.36%                | Yes           |                  3 | On Loan: No      |
| 10553589.SRDSQ                                      | 10553589.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       887 | PA      | $813.12       | 0.00%             | 2027-09-04      | Fixed         | 5.31%                 | Yes           |                  3 | On Loan: No      |
| 10621139.SRDSQ                                      | 10621139.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1448 | PA      | $1352.29      | 0.00%             | 2027-09-18      | Fixed         | 6.20%                 | Yes           |                  3 | On Loan: No      |
| L3342073.SRDUP                                      | L3342073.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       658 | PA      | $661.12       | 0.00%             | 2027-08-09      | Fixed         | 23.36%                | Yes           |                  3 | On Loan: No      |
| L3911143.SRDUP                                      | L3911143.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       652 | PA      | $648.70       | 0.00%             | 2026-08-02      | Fixed         | 12.39%                | Yes           |                  3 | On Loan: No      |
| L3319874.SRDUP                                      | L3319874.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1616 | PA      | $883.20       | 0.00%             | 2028-04-01      | Fixed         | 21.05%                | Yes           |                  3 | On Loan: No      |
| L3324468.SRDUP                                      | L3324468.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6936 | PA      | $6952.85      | 0.00%             | 2027-08-03      | Fixed         | 20.96%                | Yes           |                  3 | On Loan: No      |
| 9045580.SRDSQ                                       | 9045580.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1596 | PA      | $1471.56      | 0.00%             | 2026-11-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9050019.SRDSQ                                       | 9050019.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1456 | PA      | $297.07       | 0.00%             | 2026-11-06      | Fixed         | 6.09%                 | Yes           |                  3 | On Loan: No      |
| 219977135.SRDLC                                     | 219977135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12268 | PA      | $11733.45     | 0.00%             | 2030-09-15      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 219984440.SRDLC                                     | 219984440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3301 | PA      | $3195.92      | 0.00%             | 2027-09-15      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 8553925.SRDSQ                                       | 8553925.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       476 | PA      | $286.40       | 0.00%             | 2026-07-02      | Fixed         | 6.43%                 | Yes           |                  3 | On Loan: No      |
| 8611301.SRDSQ                                       | 8611301.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2395 | PA      | $177.25       | 0.00%             | 2026-07-13      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| DRB5008729.SRDUP                                    | DRB5008729.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4609 | PA      | $888.10       | 0.00%             | 2030-07-07      | Fixed         | 29.34%                | Yes           |                  3 | On Loan: No      |
| FW3296453.SRDUP                                     | FW3296453.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1190 | PA      | $400.68       | 0.00%             | 2027-12-20      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| L3336710.SRDUP                                      | L3336710.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1524 | PA      | $1514.75      | 0.00%             | 2027-08-08      | Fixed         | 14.10%                | Yes           |                  3 | On Loan: No      |
| L3401534.SRDUP                                      | L3401534.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4329 | PA      | $4334.83      | 0.00%             | 2027-09-06      | Fixed         | 28.45%                | Yes           |                  3 | On Loan: No      |
| L4008372.SRDUP                                      | L4008372.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3226 | PA      | $3218.07      | 0.00%             | 2028-10-06      | Fixed         | 12.35%                | Yes           |                  3 | On Loan: No      |
| L5582059.SRDUP                                      | L5582059.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9284 | PA      | $9072.01      | 0.00%             | 2030-07-01      | Fixed         | 23.30%                | Yes           |                  3 | On Loan: No      |
| 9050433.SRDSQ                                       | 9050433.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       152 | PA      | $131.05       | 0.00%             | 2026-11-06      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 9067877.SRDSQ                                       | 9067877.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       774 | PA      | $553.36       | 0.00%             | 2026-11-09      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 220025582.SRDLC                                     | 220025582.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4953 | PA      | $4822.71      | 0.00%             | 2027-09-02      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 220031348.SRDLC                                     | 220031348.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12767 | PA      | $12138.67     | 0.00%             | 2028-09-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 8781177.SRDSQ                                       | 8781177.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2418 | PA      | $2227.98      | 0.00%             | 2026-08-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8787249.SRDSQ                                       | 8787249.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5009 | PA      | $370.66       | 0.00%             | 2026-08-28      | Fixed         | 6.44%                 | Yes           |                  3 | On Loan: No      |
| FW3298288.SRDUP                                     | FW3298288.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1298 | PA      | $286.53       | 0.00%             | 2027-07-21      | Fixed         | 21.61%                | Yes           |                  3 | On Loan: No      |
| FW3341835.SRDUP                                     | FW3341835.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       726 | PA      | $722.70       | 0.00%             | 2027-08-09      | Fixed         | 9.73%                 | Yes           |                  3 | On Loan: No      |
| 9318572.SRDSQ                                       | 9318572.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1377 | PA      | $1357.83      | 0.00%             | 2027-01-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9326269.SRDSQ                                       | 9326269.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6159 | PA      | $2961.33      | 0.00%             | 2027-01-11      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 8815958.SRDSQ                                       | 8815958.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3698 | PA      | $1360.94      | 0.00%             | 2026-09-09      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8823658.SRDSQ                                       | 8823658.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1190 | PA      | $1109.76      | 0.00%             | 2026-09-11      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 220065168.SRDLC                                     | 220065168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5486 | PA      | $5258.63      | 0.00%             | 2028-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 220274710.SRDLC                                     | 220274710.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6674 | PA      | $6508.41      | 0.00%             | 2027-09-23      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 10623072.SRDSQ                                      | 10623072.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19883 | PA      | $18761.50     | 0.00%             | 2027-09-18      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10638374.SRDSQ                                      | 10638374.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8234 | PA      | $7779.29      | 0.00%             | 2027-09-22      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 205527978.SRDLC                                     | 205527978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2467 | PA      | $2472.02      | 0.00%             | 2027-12-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 205533806.SRDLC                                     | 205533806.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23886 | PA      | $23733.32     | 0.00%             | 2028-12-05      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 186880718.SRDLC                                     | 186880718.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3957 | PA      | $4154.70      | 0.00%             | 2027-03-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 187551152.SRDLC                                     | 187551152.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4170 | PA      | $647.66       | 0.00%             | 2028-01-22      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9346014.SRDSQ                                       | 9346014.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       993 | PA      | $935.81       | 0.00%             | 2027-01-16      | Fixed         | 5.15%                 | Yes           |                  3 | On Loan: No      |
| 9361355.SRDSQ                                       | 9361355.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        96 | PA      | $95.36        | 0.00%             | 2027-01-21      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9053481.SRDSQ                                       | 9053481.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1999 | PA      | $1455.95      | 0.00%             | 2026-11-07      | Fixed         | 4.93%                 | Yes           |                  3 | On Loan: No      |
| 9068017.SRDSQ                                       | 9068017.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3122 | PA      | $2508.77      | 0.00%             | 2026-11-09      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 187699788.SRDLC                                     | 187699788.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22312 | PA      | $4105.46      | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187726884.SRDLC                                     | 187726884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $254.05       | 0.00%             | 2027-03-28      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| L3295314.SRDUP                                      | L3295314.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3260 | PA      | $3253.12      | 0.00%             | 2027-07-20      | Fixed         | 15.36%                | Yes           |                  3 | On Loan: No      |
| L3335274.SRDUP                                      | L3335274.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8894 | PA      | $8840.46      | 0.00%             | 2028-01-05      | Fixed         | 19.94%                | Yes           |                  3 | On Loan: No      |
| 7479459.SRDSQ                                       | 7479459.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3247 | PA      | $240.29       | 0.00%             | 2025-08-08      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| 7491593.SRDSQ                                       | 7491593.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1986 | PA      | $146.99       | 0.00%             | 2025-08-13      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 10756382.SRDSQ                                      | 10756382.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    124398 | PA      | $116511.39    | 0.01%             | 2027-10-14      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 186825061.SRDLC                                     | 186825061.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7268 | PA      | $7240.58      | 0.00%             | 2027-03-15      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| L3911913.SRDUP                                      | L3911913.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1193 | PA      | $1192.68      | 0.00%             | 2028-08-03      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| L3913938.SRDUP                                      | L3913938.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5673 | PA      | $880.53       | 0.00%             | 2029-03-04      | Fixed         | 21.98%                | Yes           |                  3 | On Loan: No      |
| L5584386.SRDUP                                      | L5584386.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7398 | PA      | $7251.41      | 0.00%             | 2030-07-02      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| 10109947.SRDSQ                                      | 10109947.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7299 | PA      | $6990.59      | 0.00%             | 2027-05-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10281612.SRDSQ                                      | 10281612.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1488 | PA      | $1437.30      | 0.00%             | 2027-07-02      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10303726.SRDSQ                                      | 10303726.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19627 | PA      | $18651.80     | 0.00%             | 2027-07-08      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| 9776101.SRDSQ                                       | 9776101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9316 | PA      | $8921.19      | 0.00%             | 2027-03-09      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9821867.SRDSQ                                       | 9821867.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2085 | PA      | $1992.57      | 0.00%             | 2027-03-20      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| 192063849.SRDLC                                     | 192063849.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7491 | PA      | $7528.03      | 0.00%             | 2027-08-23      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 193120148.SRDLC                                     | 193120148.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10526 | PA      | $1103.15      | 0.00%             | 2027-08-31      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 10318563.SRDSQ                                      | 10318563.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       666 | PA      | $634.58       | 0.00%             | 2027-07-12      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10321491.SRDSQ                                      | 10321491.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5654 | PA      | $5312.84      | 0.00%             | 2027-07-13      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| L3336591.SRDUP                                      | L3336591.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3202 | PA      | $3185.53      | 0.00%             | 2027-09-01      | Fixed         | 18.08%                | Yes           |                  3 | On Loan: No      |
| L3382376.SRDUP                                      | L3382376.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1565 | PA      | $1554.80      | 0.00%             | 2027-09-01      | Fixed         | 16.97%                | Yes           |                  3 | On Loan: No      |
| 7513883.SRDSQ                                       | 7513883.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $172.96       | 0.00%             | 2025-08-20      | Fixed         | 5.18%                 | Yes           |                  3 | On Loan: No      |
| 8371047.SRDSQ                                       | 8371047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21897 | PA      | $1620.36      | 0.00%             | 2026-05-11      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 205742195.SRDLC                                     | 205742195.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18065 | PA      | $17898.71     | 0.00%             | 2028-12-20      | Fixed         | 11.26%                | Yes           |                  3 | On Loan: No      |
| 205956116.SRDLC                                     | 205956116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17590 | PA      | $17990.82     | 0.00%             | 2028-12-22      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9827047.SRDSQ                                       | 9827047.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7731 | PA      | $5964.27      | 0.00%             | 2027-03-22      | Fixed         | 6.35%                 | Yes           |                  3 | On Loan: No      |
| CBM3954561.SRDUP                                    | CBM3954561.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7398 | PA      | $7392.20      | 0.00%             | 2028-09-01      | Fixed         | 21.09%                | Yes           |                  3 | On Loan: No      |
| 8372918.SRDSQ                                       | 8372918.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9468 | PA      | $5863.52      | 0.00%             | 2026-05-12      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8385031.SRDSQ                                       | 8385031.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8673 | PA      | $641.80       | 0.00%             | 2026-05-15      | Fixed         | 5.41%                 | 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      |
| 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      |
| L3914293.SRDUP                                      | L3914293.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       829 | PA      | $834.94       | 0.00%             | 2028-08-04      | Fixed         | 20.60%                | Yes           |                  3 | On Loan: No      |
| L3960552.SRDUP                                      | L3960552.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6055 | PA      | $6100.28      | 0.00%             | 2028-09-20      | Fixed         | 20.34%                | Yes           |                  3 | On Loan: No      |
| 204670221.SRDLC                                     | 204670221.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       733 | PA      | $738.29       | 0.00%             | 2026-10-19      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 204700848.SRDLC                                     | 204700848.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4385 | PA      | $4394.34      | 0.00%             | 2026-11-06      | Fixed         | 19.99%                | 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      |
| 187936291.SRDLC                                     | 187936291.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1350 | PA      | $1364.15      | 0.00%             | 2027-04-05      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 187852320.SRDLC                                     | 187852320.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4063 | PA      | $4240.78      | 0.00%             | 2027-04-18      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 188701267.SRDLC                                     | 188701267.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5489 | PA      | $5496.65      | 0.00%             | 2027-04-21      | Fixed         | 17.44%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | CRUDE OIL FUT OPT Jun26P 62                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON OPTION     Jul26P 71                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-65.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206487813.SRDLC                                     | 206487813.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10116 | PA      | $1060.13      | 0.00%             | 2028-02-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 206514655.SRDLC                                     | 206514655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1244 | PA      | $1232.34      | 0.00%             | 2027-02-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 10345028.SRDSQ                                      | 10345028.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3342 | PA      | $3159.86      | 0.00%             | 2027-07-17      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 10377097.SRDSQ                                      | 10377097.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13697 | PA      | $13244.99     | 0.00%             | 2027-07-27      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| L3391202.SRDUP                                      | L3391202.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2622 | PA      | $2605.11      | 0.00%             | 2027-09-11      | Fixed         | 16.98%                | Yes           |                  3 | On Loan: No      |
| L3499895.SRDUP                                      | L3499895.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2289 | PA      | $2277.00      | 0.00%             | 2027-10-13      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| FW3301624.SRDUP                                     | FW3301624.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       388 | PA      | $392.22       | 0.00%             | 2027-07-22      | Fixed         | 29.92%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4930                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-2600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206895753.SRDLC                                     | 206895753.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4859 | PA      | $4808.86      | 0.00%             | 2027-02-28      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 207236121.SRDLC                                     | 207236121.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2107 | PA      | $2087.96      | 0.00%             | 2027-03-20      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 9736798.SRDSQ                                       | 9736798.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2809 | PA      | $2740.91      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9805373.SRDSQ                                       | 9805373.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11642 | PA      | $11211.00     | 0.00%             | 2027-03-17      | Fixed         | 5.16%                 | 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      |
| 191628206.SRDLC                                     | 191628206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7924 | PA      | $8318.30      | 0.00%             | 2027-08-16      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L5384112.SRDUP                                      | L5384112.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8936 | PA      | $8153.92      | 0.00%             | 2030-05-23      | Fixed         | 19.76%                | Yes           |                  3 | On Loan: No      |
| 9823890.SRDSQ                                       | 9823890.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7423 | PA      | $7176.90      | 0.00%             | 2027-03-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910123.SRDUP                                    | CBM3910123.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1559 | PA      | $1555.35      | 0.00%             | 2028-08-02      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 8391009.SRDSQ                                       | 8391009.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1679 | PA      | $868.48       | 0.00%             | 2026-05-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8636538.SRDSQ                                       | 8636538.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       440 | PA      | $32.54        | 0.00%             | 2026-07-21      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| L3500831.SRDUP                                      | L3500831.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       647 | PA      | $651.05       | 0.00%             | 2027-10-13      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| L4008380.SRDUP                                      | L4008380.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       645 | PA      | $645.81       | 0.00%             | 2028-10-15      | Fixed         | 23.45%                | Yes           |                  3 | On Loan: No      |
| 207586483.SRDLC                                     | 207586483.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12208 | PA      | $12179.00     | 0.00%             | 2029-04-11      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 207623639.SRDLC                                     | 207623639.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7681 | PA      | $7516.27      | 0.00%             | 2027-04-11      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 10381920.SRDSQ                                      | 10381920.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3773 | PA      | $3628.93      | 0.00%             | 2027-07-28      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10605038.SRDSQ                                      | 10605038.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8186 | PA      | $7739.86      | 0.00%             | 2027-09-13      | Fixed         | 4.55%                 | 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        |      4960 | PA      | $519.79       | 0.00%             | 2027-08-19      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 188369317.SRDLC                                     | 188369317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8700 | PA      | $8666.85      | 0.00%             | 2027-04-22      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 191603240.SRDLC                                     | 191603240.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5296 | PA      | $5313.86      | 0.00%             | 2027-08-02      | Fixed         | 14.94%                | Yes           |                  3 | On Loan: No      |
| L5587046.SRDUP                                      | L5587046.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10215 | PA      | $10017.15     | 0.00%             | 2030-07-02      | Fixed         | 19.41%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Jun26P 1940                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-2390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3911508.SRDUP                                    | CBM3911508.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12150 | PA      | $2371.58      | 0.00%             | 2029-01-03      | Fixed         | 25.51%                | Yes           |                  3 | On Loan: No      |
| CBM3911897.SRDUP                                    | CBM3911897.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       122 | PA      | $122.04       | 0.00%             | 2026-08-03      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 205073559.SRDLC                                     | 205073559.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5227 | PA      | $547.83       | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205157508.SRDLC                                     | 205157508.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1578 | PA      | $1599.06      | 0.00%             | 2026-11-08      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 8803430.SRDSQ                                       | 8803430.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       563 | PA      | $529.48       | 0.00%             | 2026-09-05      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 8815263.SRDSQ                                       | 8815263.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       967 | PA      | $679.68       | 0.00%             | 2026-09-08      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 193088858.SRDLC                                     | 193088858.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4816 | PA      | $5077.86      | 0.00%             | 2027-08-30      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 193845623.SRDLC                                     | 193845623.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3781 | PA      | $396.29       | 0.00%             | 2027-09-30      | Fixed         | 20.24%                | Yes           |                  3 | On Loan: No      |
| 207862608.SRDLC                                     | 207862608.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4193 | PA      | $4138.29      | 0.00%             | 2027-04-22      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 207866407.SRDLC                                     | 207866407.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13570 | PA      | $13399.16     | 0.00%             | 2028-04-22      | Fixed         | 23.99%                | 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      |
| 192379595.SRDLC                                     | 192379595.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5404 | PA      | $5393.97      | 0.00%             | 2027-08-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 8883615.SRDSQ                                       | 8883615.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12307 | PA      | $9591.98      | 0.00%             | 2026-09-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9366691.SRDSQ                                       | 9366691.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       634 | PA      | $586.52       | 0.00%             | 2027-01-22      | Fixed         | 6.37%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                 | PLATINUM FUT OPT  Jun26P 1995                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-3690.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PLATINUM FUTURE   Jul26                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $16303.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 207978373.SRDLC                                     | 207978373.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11330 | PA      | $11442.46     | 0.00%             | 2029-04-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211205774.SRDLC                                     | 211205774.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6758 | PA      | $6550.65      | 0.00%             | 2027-10-18      | Fixed         | 23.48%                | Yes           |                  3 | On Loan: No      |
| 205213309.SRDLC                                     | 205213309.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       243 | PA      | $247.40       | 0.00%             | 2026-11-28      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205223049.SRDLC                                     | 205223049.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26352 | PA      | $0.00         | 0.00%             | 2028-12-07      | Fixed         | 12.49%                | Yes           |                  3 | On Loan: No      |
| 10605808.SRDSQ                                      | 10605808.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3893 | PA      | $3466.88      | 0.00%             | 2027-09-14      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 10669123.SRDSQ                                      | 10669123.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2504 | PA      | $2422.11      | 0.00%             | 2027-09-27      | Fixed         | 6.12%                 | 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      |
| 193897869.SRDLC                                     | 193897869.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8425 | PA      | $882.92       | 0.00%             | 2027-09-26      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 186161317.SRDLC                                     | 186161317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5560 | PA      | $5629.72      | 0.00%             | 2027-03-02      | Fixed         | 23.19%                | Yes           |                  3 | On Loan: No      |
| 186432025.SRDLC                                     | 186432025.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1269 | PA      | $1300.71      | 0.00%             | 2027-03-16      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 195316572.SRDLC                                     | 195316572.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7556 | PA      | $6489.47      | 0.00%             | 2028-05-07      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204292960.SRDLC                                     | 204292960.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10108 | PA      | $10810.45     | 0.00%             | 2028-09-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 9765837.SRDSQ                                       | 9765837.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       743 | PA      | $721.51       | 0.00%             | 2027-03-05      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9797035.SRDSQ                                       | 9797035.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3788 | PA      | $3640.71      | 0.00%             | 2027-03-15      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 205229904.SRDLC                                     | 205229904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10569 | PA      | $11269.43     | 0.00%             | 2028-11-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205440773.SRDLC                                     | 205440773.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3157 | PA      | $3145.59      | 0.00%             | 2026-12-23      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 211255379.SRDLC                                     | 211255379.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1486 | PA      | $1441.05      | 0.00%             | 2028-10-03      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211279357.SRDLC                                     | 211279357.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9090 | PA      | $8829.95      | 0.00%             | 2029-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 203483431.SRDLC                                     | 203483431.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       303 | PA      | $31.79        | 0.00%             | 2026-01-17      | Fixed         | 14.74%                | Yes           |                  3 | On Loan: No      |
| 203570882.SRDLC                                     | 203570882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22903 | PA      | $23037.90     | 0.00%             | 2028-08-16      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C32                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -86 | NC      | $-2795.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C33                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-152.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 204565547.SRDLC                                     | 204565547.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8380 | PA      | $8393.01      | 0.00%             | 2029-03-12      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 204945531.SRDLC                                     | 204945531.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16803 | PA      | $17782.76     | 0.00%             | 2028-11-02      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| CBM3910144.SRDUP                                    | CBM3910144.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2171 | PA      | $2184.84      | 0.00%             | 2028-08-02      | Fixed         | 28.62%                | Yes           |                  3 | On Loan: No      |
| CBM3910827.SRDUP                                    | CBM3910827.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2171 | PA      | $2184.49      | 0.00%             | 2028-08-02      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| 187692276.SRDLC                                     | 187692276.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5324 | PA      | $4259.23      | 0.00%             | 2028-03-31      | Fixed         | 5.00%                 | 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      |
| FW3297600.SRDUP                                     | FW3297600.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       519 | PA      | $522.96       | 0.00%             | 2027-07-21      | Fixed         | 24.00%                | Yes           |                  3 | On Loan: No      |
| FW3308699.SRDUP                                     | FW3308699.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20192 | PA      | $20113.60     | 0.00%             | 2027-12-26      | Fixed         | 10.39%                | Yes           |                  3 | On Loan: No      |
| 204532190.SRDLC                                     | 204532190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       547 | PA      | $551.09       | 0.00%             | 2026-10-03      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204658916.SRDLC                                     | 204658916.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7349 | PA      | $770.21       | 0.00%             | 2027-11-20      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 204995091.SRDLC                                     | 204995091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4307 | PA      | $4570.13      | 0.00%             | 2028-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 205203488.SRDLC                                     | 205203488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4183 | PA      | $4289.02      | 0.00%             | 2027-11-13      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211305357.SRDLC                                     | 211305357.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6489 | PA      | $680.02       | 0.00%             | 2027-10-07      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211308691.SRDLC                                     | 211308691.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9284 | PA      | $9024.91      | 0.00%             | 2029-10-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| FW3309804.SRDUP                                     | FW3309804.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       604 | PA      | $611.77       | 0.00%             | 2027-07-26      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| FW3328140.SRDUP                                     | FW3328140.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       448 | PA      | $450.12       | 0.00%             | 2027-08-03      | Fixed         | 29.18%                | Yes           |                  3 | On Loan: No      |
| 205585266.SRDLC                                     | 205585266.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12132 | PA      | $12221.99     | 0.00%             | 2027-12-05      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 206761445.SRDLC                                     | 206761445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1139 | PA      | $1134.52      | 0.00%             | 2027-02-20      | Fixed         | 15.49%                | Yes           |                  3 | On Loan: No      |
| 204659474.SRDLC                                     | 204659474.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4653 | PA      | $4639.56      | 0.00%             | 2026-10-16      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 204692447.SRDLC                                     | 204692447.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1910 | PA      | $1937.87      | 0.00%             | 2026-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| FW3335097.SRDUP                                     | FW3335097.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7275 | PA      | $7319.00      | 0.00%             | 2027-08-05      | Fixed         | 27.02%                | Yes           |                  3 | On Loan: No      |
| FW3342780.SRDUP                                     | FW3342780.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12890 | PA      | $12958.31     | 0.00%             | 2028-01-24      | Fixed         | 26.32%                | Yes           |                  3 | On Loan: No      |
| 211350375.SRDLC                                     | 211350375.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1775 | PA      | $1722.60      | 0.00%             | 2027-10-11      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 211451177.SRDLC                                     | 211451177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2275 | PA      | $2306.15      | 0.00%             | 2026-10-25      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| CBM4008026.SRDUP                                    | CBM4008026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1953 | PA      | $1960.76      | 0.00%             | 2029-03-21      | Fixed         | 29.98%                | Yes           |                  3 | On Loan: No      |
| DRB5384269.SRDUP                                    | DRB5384269.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1631 | PA      | $1513.28      | 0.00%             | 2030-05-23      | Fixed         | 28.81%                | Yes           |                  3 | On Loan: No      |
| 187891190.SRDLC                                     | 187891190.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1544 | PA      | $1598.28      | 0.00%             | 2027-04-06      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 191252175.SRDLC                                     | 191252175.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2205 | PA      | $411.41       | 0.00%             | 2027-07-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 204791068.SRDLC                                     | 204791068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2787 | PA      | $2798.37      | 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        |      1392 | PA      | $1400.27      | 0.00%             | 2026-11-09      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | VIX US 05/19/26 C34                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -204 | NC      | $-5814.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Quercus Re DAC                                      | Quercus Re DAC                                                       | CUSIP: 000000000<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |    315000 | PA      | $377871.34    | 0.02%             | 2027-07-08      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| 205654400.SRDLC                                     | 205654400.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21456 | PA      | $2937.30      | 0.00%             | 2029-07-17      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| 205760641.SRDLC                                     | 205760641.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18714 | PA      | $18780.94     | 0.00%             | 2027-12-18      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 206800288.SRDLC                                     | 206800288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4744 | PA      | $4699.39      | 0.00%             | 2027-02-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 206882488.SRDLC                                     | 206882488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6027 | PA      | $5995.55      | 0.00%             | 2027-02-28      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| FW3391463.SRDUP                                     | FW3391463.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3288 | PA      | $3295.73      | 0.00%             | 2027-09-01      | Fixed         | 34.41%                | Yes           |                  3 | On Loan: No      |
| FW3391536.SRDUP                                     | FW3391536.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1073 | PA      | $1077.56      | 0.00%             | 2027-09-10      | Fixed         | 33.17%                | Yes           |                  3 | On Loan: No      |
| 206489104.SRDLC                                     | 206489104.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3561 | PA      | $3601.38      | 0.00%             | 2029-02-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 206556577.SRDLC                                     | 206556577.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4221 | PA      | $4193.66      | 0.00%             | 2027-02-15      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| 211468089.SRDLC                                     | 211468089.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3832 | PA      | $3797.92      | 0.00%             | 2026-11-11      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 211480286.SRDLC                                     | 211480286.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7117 | PA      | $6928.06      | 0.00%             | 2029-10-14      | Fixed         | 30.49%                | 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      |
| 192671256.SRDLC                                     | 192671256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9107 | PA      | $9615.61      | 0.00%             | 2027-08-17      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4940                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-39680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4945                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-21780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 206895588.SRDLC                                     | 206895588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12324 | PA      | $1291.55      | 0.00%             | 2029-03-05      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207000395.SRDLC                                     | 207000395.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6750 | PA      | $707.43       | 0.00%             | 2027-03-06      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| FW3957086.SRDUP                                     | FW3957086.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13395 | PA      | $13372.48     | 0.00%             | 2028-09-05      | Fixed         | 10.26%                | Yes           |                  3 | On Loan: No      |
| FW4011920.SRDUP                                     | FW4011920.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1418 | PA      | $1431.65      | 0.00%             | 2028-10-10      | Fixed         | 19.20%                | Yes           |                  3 | On Loan: No      |
| 212260739.SRDLC                                     | 212260739.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5934 | PA      | $5768.62      | 0.00%             | 2028-11-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 212474168.SRDLC                                     | 212474168.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1041 | PA      | $1041.92      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| CBM3954499.SRDUP                                    | CBM3954499.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19456 | PA      | $19578.28     | 0.00%             | 2028-09-01      | Fixed         | 27.69%                | Yes           |                  3 | On Loan: No      |
| CBM4011255.SRDUP                                    | CBM4011255.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       319 | PA      | $49.52        | 0.00%             | 2027-04-10      | Fixed         | 25.19%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4950                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-33040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4955                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-36800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW4012596.SRDUP                                     | FW4012596.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1615 | PA      | $1631.64      | 0.00%             | 2028-10-10      | Fixed         | 29.13%                | Yes           |                  3 | On Loan: No      |
| FW4014443.SRDUP                                     | FW4014443.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1545 | PA      | $1560.54      | 0.00%             | 2028-10-10      | Fixed         | 28.95%                | Yes           |                  3 | On Loan: No      |
| 207180107.SRDLC                                     | 207180107.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11597 | PA      | $11460.97     | 0.00%             | 2027-04-01      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 207241657.SRDLC                                     | 207241657.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2027 | PA      | $212.41       | 0.00%             | 2027-03-18      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 212546095.SRDLC                                     | 212546095.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20972 | PA      | $2197.86      | 0.00%             | 2028-05-20      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 213726035.SRDLC                                     | 213726035.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16424 | PA      | $0.00         | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 205243406.SRDLC                                     | 205243406.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12177 | PA      | $12596.71     | 0.00%             | 2029-08-20      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 205347416.SRDLC                                     | 205347416.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4219 | PA      | $4202.51      | 0.00%             | 2026-11-20      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| FW5009810.SRDUP                                     | FW5009810.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7180 | PA      | $1397.92      | 0.00%             | 2030-02-07      | Fixed         | 21.71%                | Yes           |                  3 | On Loan: No      |
| FW5385562.SRDUP                                     | FW5385562.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4744 | PA      | $4604.57      | 0.00%             | 2028-05-23      | Fixed         | 19.16%                | Yes           |                  3 | On Loan: No      |
| DRB4999705.SRDUP                                    | DRB4999705.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3689 | PA      | $3402.26      | 0.00%             | 2030-02-04      | Fixed         | 30.64%                | Yes           |                  3 | On Loan: No      |
| FW3304678.SRDUP                                     | FW3304678.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7018 | PA      | $7087.13      | 0.00%             | 2027-07-25      | Fixed         | 22.28%                | Yes           |                  3 | On Loan: No      |
| 213766610.SRDLC                                     | 213766610.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17732 | PA      | $17316.90     | 0.00%             | 2028-01-21      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 214089573.SRDLC                                     | 214089573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       685 | PA      | $677.55       | 0.00%             | 2028-01-31      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207395613.SRDLC                                     | 207395613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4064 | PA      | $4023.89      | 0.00%             | 2027-09-28      | Fixed         | 16.24%                | Yes           |                  3 | On Loan: No      |
| 207771683.SRDLC                                     | 207771683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        20 | PA      | $20.23        | 0.00%             | 2026-05-21      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| L3295635.SRDUP                                      | L3295635.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8113 | PA      | $8175.66      | 0.00%             | 2027-07-22      | Fixed         | 22.54%                | Yes           |                  3 | On Loan: No      |
| L3320219.SRDUP                                      | L3320219.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3370 | PA      | $3370.36      | 0.00%             | 2027-08-01      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| 205687455.SRDLC                                     | 205687455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6620 | PA      | $6539.44      | 0.00%             | 2028-12-20      | Fixed         | 20.23%                | Yes           |                  3 | On Loan: No      |
| 205694550.SRDLC                                     | 205694550.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2691 | PA      | $2678.79      | 0.00%             | 2026-12-13      | Fixed         | 8.49%                 | Yes           |                  3 | On Loan: No      |
| FW3312235.SRDUP                                     | FW3312235.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1730 | PA      | $1756.29      | 0.00%             | 2027-07-27      | Fixed         | 19.25%                | Yes           |                  3 | On Loan: No      |
| FW3320337.SRDUP                                     | FW3320337.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5363 | PA      | $5362.19      | 0.00%             | 2027-08-01      | Fixed         | 26.24%                | Yes           |                  3 | On Loan: No      |
| 214250766.SRDLC                                     | 214250766.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4482 | PA      | $4438.46      | 0.00%             | 2027-02-13      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 214361939.SRDLC                                     | 214361939.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21161 | PA      | $20422.42     | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4960                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -25 | NC      | $-56250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4965                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -42 | NC      | $-91980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3329383.SRDUP                                     | FW3329383.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2202 | PA      | $2216.45      | 0.00%             | 2027-08-03      | Fixed         | 29.72%                | Yes           |                  3 | On Loan: No      |
| FW3913458.SRDUP                                     | FW3913458.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       478 | PA      | $479.28       | 0.00%             | 2028-08-04      | Fixed         | 28.58%                | Yes           |                  3 | On Loan: No      |
| 207488823.SRDLC                                     | 207488823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1680 | PA      | $1649.06      | 0.00%             | 2027-04-01      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 207926442.SRDLC                                     | 207926442.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11692 | PA      | $11802.11     | 0.00%             | 2029-04-23      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4970                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $-96300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4975                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -54 | NC      | $-112860.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 214383430.SRDLC                                     | 214383430.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2570 | PA      | $2476.00      | 0.00%             | 2028-02-14      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 214419541.SRDLC                                     | 214419541.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7070 | PA      | $6916.69      | 0.00%             | 2028-02-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205708881.SRDLC                                     | 205708881.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2480 | PA      | $2468.54      | 0.00%             | 2026-12-13      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 206462868.SRDLC                                     | 206462868.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14970 | PA      | $9781.32      | 0.00%             | 2029-02-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4980                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -58 | NC      | $-118320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4985                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-87560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FW3956162.SRDUP                                     | FW3956162.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24742 | PA      | $1969.45      | 0.00%             | 2028-09-05      | Fixed         | 24.71%                | Yes           |                  3 | On Loan: No      |
| FW3957495.SRDUP                                     | FW3957495.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1354 | PA      | $1363.00      | 0.00%             | 2028-09-05      | Fixed         | 18.85%                | Yes           |                  3 | On Loan: No      |
| 206884712.SRDLC                                     | 206884712.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       741 | PA      | $732.68       | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| 207213262.SRDLC                                     | 207213262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5312 | PA      | $5280.59      | 0.00%             | 2027-03-13      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 214865836.SRDLC                                     | 214865836.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12660 | PA      | $12126.75     | 0.00%             | 2030-03-10      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214892038.SRDLC                                     | 214892038.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18268 | PA      | $17499.09     | 0.00%             | 2030-03-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4990                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-75660.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 4995                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-53200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3329189.SRDUP                                      | L3329189.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1815 | PA      | $1818.85      | 0.00%             | 2027-08-15      | Fixed         | 24.16%                | Yes           |                  3 | On Loan: No      |
| L3401316.SRDUP                                      | L3401316.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4935 | PA      | $765.94       | 0.00%             | 2027-09-06      | Fixed         | 15.39%                | Yes           |                  3 | On Loan: No      |
| 207904809.SRDLC                                     | 207904809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9232 | PA      | $9126.41      | 0.00%             | 2028-04-22      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 208022793.SRDLC                                     | 208022793.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10535 | PA      | $1104.04      | 0.00%             | 2029-04-29      | Fixed         | 16.49%                | Yes           |                  3 | On Loan: No      |
| 210666303.SRDLC                                     | 210666303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1980 | PA      | $1925.97      | 0.00%             | 2028-09-10      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210671265.SRDLC                                     | 210671265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10792 | PA      | $10338.69     | 0.00%             | 2028-02-09      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 193294673.SRDLC                                     | 193294673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6336 | PA      | $664.02       | 0.00%             | 2027-09-20      | Fixed         | 20.44%                | 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      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26C 5000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -77 | NC      | $-142450.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3985                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-9450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215041882.SRDLC                                     | 215041882.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4091 | PA      | $3967.44      | 0.00%             | 2029-03-18      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 215829947.SRDLC                                     | 215829947.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13074 | PA      | $12306.52     | 0.00%             | 2028-04-30      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 203484384.SRDLC                                     | 203484384.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11588 | PA      | $1214.45      | 0.00%             | 2028-08-20      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 203515589.SRDLC                                     | 203515589.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       252 | PA      | $251.10       | 0.00%             | 2026-08-09      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 207537736.SRDLC                                     | 207537736.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       162 | PA      | $161.90       | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 207581402.SRDLC                                     | 207581402.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4582 | PA      | $4475.81      | 0.00%             | 2028-04-08      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 218627863.SRDLC                                     | 218627863.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13112 | PA      | $12488.15     | 0.00%             | 2030-08-11      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 219106456.SRDLC                                     | 219106456.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4191 | PA      | $3968.47      | 0.00%             | 2028-08-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 210930811.SRDLC                                     | 210930811.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1128 | PA      | $1114.00      | 0.00%             | 2027-10-02      | Fixed         | 10.49%                | Yes           |                  3 | On Loan: No      |
| 210972851.SRDLC                                     | 210972851.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1139 | PA      | $1112.94      | 0.00%             | 2027-09-19      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3990                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-14080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 3995                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-13000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 203533345.SRDLC                                     | 203533345.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9645 | PA      | $1010.80      | 0.00%             | 2028-08-14      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| 203537628.SRDLC                                     | 203537628.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       174 | PA      | $174.14       | 0.00%             | 2026-08-15      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 207790546.SRDLC                                     | 207790546.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7082 | PA      | $7123.15      | 0.00%             | 2029-04-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 210702472.SRDLC                                     | 210702472.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2427 | PA      | $2352.23      | 0.00%             | 2027-09-09      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 219109620.SRDLC                                     | 219109620.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24015 | PA      | $0.00         | 0.00%             | 2031-08-15      | Fixed         | 29.24%                | Yes           |                  3 | On Loan: No      |
| 219156162.SRDLC                                     | 219156162.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2873 | PA      | $2740.25      | 0.00%             | 2028-08-18      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| L3542325.SRDUP                                      | L3542325.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6033 | PA      | $6008.65      | 0.00%             | 2027-11-01      | Fixed         | 10.23%                | Yes           |                  3 | On Loan: No      |
| L3910282.SRDUP                                      | L3910282.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17227 | PA      | $17182.11     | 0.00%             | 2029-06-02      | Fixed         | 14.16%                | Yes           |                  3 | On Loan: No      |
| 211130675.SRDLC                                     | 211130675.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12712 | PA      | $12302.87     | 0.00%             | 2029-10-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211205884.SRDLC                                     | 211205884.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       292 | PA      | $290.03       | 0.00%             | 2026-10-02      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 211249682.SRDLC                                     | 211249682.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       945 | PA      | $869.14       | 0.00%             | 2028-02-01      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211273113.SRDLC                                     | 211273113.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14967 | PA      | $14754.75     | 0.00%             | 2027-10-01      | Fixed         | 9.74%                 | Yes           |                  3 | On Loan: No      |
| 210756555.SRDLC                                     | 210756555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4463 | PA      | $467.75       | 0.00%             | 2027-09-26      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210832254.SRDLC                                     | 210832254.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4050 | PA      | $3981.02      | 0.00%             | 2029-09-25      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| FW4005935.SRDUP                                     | FW4005935.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3981 | PA      | $3946.95      | 0.00%             | 2028-10-10      | Fixed         | 18.43%                | Yes           |                  3 | On Loan: No      |
| FW4008335.SRDUP                                     | FW4008335.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1133 | PA      | $1142.52      | 0.00%             | 2028-10-06      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| L4008732.SRDUP                                      | L4008732.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31342 | PA      | $31586.25     | 0.00%             | 2028-10-06      | Fixed         | 20.94%                | Yes           |                  3 | On Loan: No      |
| L4012174.SRDUP                                      | L4012174.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4430 | PA      | $4441.14      | 0.00%             | 2028-10-10      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 219958454.SRDLC                                     | 219958454.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6490 | PA      | $6211.68      | 0.00%             | 2030-09-15      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 220023490.SRDLC                                     | 220023490.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11334 | PA      | $10838.52     | 0.00%             | 2030-09-15      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 211342346.SRDLC                                     | 211342346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10366 | PA      | $10357.40     | 0.00%             | 2028-10-31      | Fixed         | 10.24%                | Yes           |                  3 | On Loan: No      |
| 211420037.SRDLC                                     | 211420037.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26176 | PA      | $25741.14     | 0.00%             | 2029-10-11      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| L5381917.SRDUP                                      | L5381917.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1783 | PA      | $1626.64      | 0.00%             | 2030-05-22      | Fixed         | 20.30%                | Yes           |                  3 | On Loan: No      |
| L5583751.SRDUP                                      | L5583751.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5216 | PA      | $5112.15      | 0.00%             | 2030-07-09      | Fixed         | 22.48%                | Yes           |                  3 | On Loan: No      |
| 211034436.SRDLC                                     | 211034436.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2271 | PA      | $2278.96      | 0.00%             | 2026-09-30      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 211098544.SRDLC                                     | 211098544.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5905 | PA      | $5748.08      | 0.00%             | 2028-10-15      | Fixed         | 25.99%                | 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      |
| 205030367.SRDLC                                     | 205030367.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1558 | PA      | $1585.27      | 0.00%             | 2027-11-06      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| FW4011508.SRDUP                                     | FW4011508.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4154 | PA      | $4120.31      | 0.00%             | 2028-10-10      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| FW4012851.SRDUP                                     | FW4012851.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29068 | PA      | $29358.22     | 0.00%             | 2028-10-10      | Fixed         | 25.20%                | Yes           |                  3 | On Loan: No      |
| 211485232.SRDLC                                     | 211485232.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7474 | PA      | $7136.47      | 0.00%             | 2029-10-31      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211504339.SRDLC                                     | 211504339.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       579 | PA      | $560.47       | 0.00%             | 2027-10-05      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 220049568.SRDLC                                     | 220049568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4262 | PA      | $4033.24      | 0.00%             | 2028-09-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 7721401.SRDSQ                                       | 7721401.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       369 | PA      | $27.28        | 0.00%             | 2025-10-25      | Fixed         | 5.44%                 | Yes           |                  3 | On Loan: No      |
| 211309613.SRDLC                                     | 211309613.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8220 | PA      | $8042.06      | 0.00%             | 2030-10-04      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 211330207.SRDLC                                     | 211330207.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5792 | PA      | $5588.54      | 0.00%             | 2027-10-07      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211487683.SRDLC                                     | 211487683.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21051 | PA      | $2206.15      | 0.00%             | 2028-10-28      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211562123.SRDLC                                     | 211562123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15262 | PA      | $14842.59     | 0.00%             | 2028-10-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211511823.SRDLC                                     | 211511823.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1710 | PA      | $1655.86      | 0.00%             | 2027-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 211537156.SRDLC                                     | 211537156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9557 | PA      | $9247.24      | 0.00%             | 2027-10-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| DRB5385696.SRDUP                                    | DRB5385696.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7649 | PA      | $7099.04      | 0.00%             | 2030-05-23      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| DRB5590008.SRDUP                                    | DRB5590008.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4593 | PA      | $4260.68      | 0.00%             | 2030-07-03      | Fixed         | 25.32%                | Yes           |                  3 | On Loan: No      |
| 211518352.SRDLC                                     | 211518352.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8221 | PA      | $8043.37      | 0.00%             | 2029-10-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211518650.SRDLC                                     | 211518650.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4610 | PA      | $827.57       | 0.00%             | 2028-02-15      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| FW5582703.SRDUP                                     | FW5582703.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1201 | PA      | $1170.98      | 0.00%             | 2030-07-02      | Fixed         | 28.77%                | Yes           |                  3 | On Loan: No      |
| L3294888.SRDUP                                      | L3294888.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       817 | PA      | $826.91       | 0.00%             | 2027-07-20      | Fixed         | 21.11%                | Yes           |                  3 | On Loan: No      |
| FW3320235.SRDUP                                     | FW3320235.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1959 | PA      | $1967.24      | 0.00%             | 2027-08-10      | Fixed         | 29.81%                | Yes           |                  3 | On Loan: No      |
| FW3324853.SRDUP                                     | FW3324853.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     31903 | PA      | $4951.29      | 0.00%             | 2027-08-02      | Fixed         | 10.84%                | Yes           |                  3 | On Loan: No      |
| 205032341.SRDLC                                     | 205032341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5388 | PA      | $5743.69      | 0.00%             | 2028-11-16      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 205059663.SRDLC                                     | 205059663.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       329 | PA      | $34.47        | 0.00%             | 2025-11-06      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 211641850.SRDLC                                     | 211641850.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4415 | PA      | $4048.74      | 0.00%             | 2030-05-31      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 211818156.SRDLC                                     | 211818156.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11411 | PA      | $11181.44     | 0.00%             | 2028-10-28      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Vision 2039 2025-1 Class A                                           | CUSIP: YQ2208250<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2888102.98   | 0.13%             | 2028-04-06      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| 10014961.SRDSQ                                      | 10014961.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1430 | PA      | $707.62       | 0.00%             | 2027-05-02      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 10272403.SRDSQ                                      | 10272403.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3838 | PA      | $3713.44      | 0.00%             | 2027-06-30      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10275043.SRDSQ                                      | 10275043.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3543 | PA      | $3182.35      | 0.00%             | 2027-07-01      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 211900969.SRDLC                                     | 211900969.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11202 | PA      | $10999.01     | 0.00%             | 2030-10-28      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 212339614.SRDLC                                     | 212339614.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13598 | PA      | $13241.39     | 0.00%             | 2028-11-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 211567458.SRDLC                                     | 211567458.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26551 | PA      | $25828.90     | 0.00%             | 2029-10-17      | Fixed         | 11.74%                | Yes           |                  3 | On Loan: No      |
| 211699716.SRDLC                                     | 211699716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6369 | PA      | $6290.66      | 0.00%             | 2027-10-21      | Fixed         | 8.24%                 | Yes           |                  3 | On Loan: No      |
| 8332068.SRDSQ                                       | 8332068.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4003 | PA      | $2907.15      | 0.00%             | 2026-04-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8342936.SRDSQ                                       | 8342936.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       909 | PA      | $690.04       | 0.00%             | 2026-05-01      | Fixed         | 4.77%                 | Yes           |                  3 | On Loan: No      |
| 10285620.SRDSQ                                      | 10285620.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1991 | PA      | $1715.21      | 0.00%             | 2027-07-05      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 10328491.SRDSQ                                      | 10328491.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       584 | PA      | $546.32       | 0.00%             | 2027-07-14      | Fixed         | 5.95%                 | Yes           |                  3 | On Loan: No      |
| 205090540.SRDLC                                     | 205090540.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2721 | PA      | $2753.36      | 0.00%             | 2026-11-06      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 205098102.SRDLC                                     | 205098102.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5426 | PA      | $5548.57      | 0.00%             | 2027-11-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L3305587.SRDUP                                      | L3305587.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1629 | PA      | $1646.89      | 0.00%             | 2028-05-25      | Fixed         | 24.27%                | Yes           |                  3 | On Loan: No      |
| L3320275.SRDUP                                      | L3320275.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1130 | PA      | $1123.01      | 0.00%             | 2027-08-01      | Fixed         | 12.92%                | Yes           |                  3 | On Loan: No      |
| FW3328999.SRDUP                                     | FW3328999.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       349 | PA      | $347.01       | 0.00%             | 2027-08-03      | Fixed         | 16.13%                | Yes           |                  3 | On Loan: No      |
| FW3337761.SRDUP                                     | FW3337761.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       969 | PA      | $975.26       | 0.00%             | 2027-08-08      | Fixed         | 29.82%                | Yes           |                  3 | On Loan: No      |
| 8368794.SRDSQ                                       | 8368794.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1597 | PA      | $929.75       | 0.00%             | 2026-05-09      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8369610.SRDSQ                                       | 8369610.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4973 | PA      | $2265.08      | 0.00%             | 2026-05-10      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| 10374220.SRDSQ                                      | 10374220.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15208 | PA      | $14244.19     | 0.00%             | 2027-07-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10648715.SRDSQ                                      | 10648715.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4918 | PA      | $4115.00      | 0.00%             | 2027-09-24      | Fixed         | 6.49%                 | Yes           |                  3 | On Loan: No      |
| 10649186.SRDSQ                                      | 10649186.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7553 | PA      | $7117.41      | 0.00%             | 2027-09-24      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10669329.SRDSQ                                      | 10669329.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2398 | PA      | $2237.21      | 0.00%             | 2027-09-27      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| L3325121.SRDUP                                      | L3325121.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       586 | PA      | $587.90       | 0.00%             | 2027-08-02      | Fixed         | 23.95%                | Yes           |                  3 | On Loan: No      |
| L3331188.SRDUP                                      | L3331188.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       778 | PA      | $783.87       | 0.00%             | 2027-08-04      | Fixed         | 23.41%                | Yes           |                  3 | On Loan: No      |
| 211849428.SRDLC                                     | 211849428.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1345 | PA      | $1328.11      | 0.00%             | 2027-10-25      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 212091831.SRDLC                                     | 212091831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       835 | PA      | $267.77       | 0.00%             | 2026-11-05      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| FW3342326.SRDUP                                     | FW3342326.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3343 | PA      | $3351.40      | 0.00%             | 2027-08-09      | Fixed         | 24.44%                | Yes           |                  3 | On Loan: No      |
| FW3501258.SRDUP                                     | FW3501258.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       494 | PA      | $498.61       | 0.00%             | 2027-10-13      | Fixed         | 29.73%                | Yes           |                  3 | On Loan: No      |
| 211882041.SRDLC                                     | 211882041.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7276 | PA      | $6968.47      | 0.00%             | 2027-11-04      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 211923265.SRDLC                                     | 211923265.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4984 | PA      | $4801.41      | 0.00%             | 2027-11-25      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 8376624.SRDSQ                                       | 8376624.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3501 | PA      | $2269.75      | 0.00%             | 2026-05-13      | Fixed         | 6.55%                 | Yes           |                  3 | On Loan: No      |
| 8386518.SRDSQ                                       | 8386518.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2044 | PA      | $1582.78      | 0.00%             | 2026-05-15      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 212395311.SRDLC                                     | 212395311.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8412 | PA      | $8216.88      | 0.00%             | 2029-11-18      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 213639503.SRDLC                                     | 213639503.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13132 | PA      | $12791.80     | 0.00%             | 2030-01-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 10669425.SRDSQ                                      | 10669425.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8020 | PA      | $7428.86      | 0.00%             | 2027-09-27      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| 10775263.SRDSQ                                      | 10775263.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    150158 | PA      | $140683.40    | 0.01%             | 2027-10-16      | Fixed         | 4.55%                 | Yes           |                  3 | On Loan: No      |
| L3334786.SRDUP                                      | L3334786.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2641 | PA      | $2627.15      | 0.00%             | 2027-08-06      | Fixed         | 16.68%                | Yes           |                  3 | On Loan: No      |
| L3340632.SRDUP                                      | L3340632.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9357 | PA      | $9313.94      | 0.00%             | 2027-08-19      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| 213641455.SRDLC                                     | 213641455.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3201 | PA      | $3087.95      | 0.00%             | 2028-01-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 213835179.SRDLC                                     | 213835179.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1000 | PA      | $988.87       | 0.00%             | 2029-01-21      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 8772076.SRDSQ                                       | 8772076.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     33117 | PA      | $30126.39     | 0.00%             | 2026-08-25      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8793012.SRDSQ                                       | 8793012.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1472 | PA      | $1151.99      | 0.00%             | 2026-09-03      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 186449199.SRDLC                                     | 186449199.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6131 | PA      | $6232.69      | 0.00%             | 2027-03-15      | Fixed         | 23.99%                | 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      |
| 212095046.SRDLC                                     | 212095046.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2226 | PA      | $2168.56      | 0.00%             | 2028-11-05      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 212262562.SRDLC                                     | 212262562.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20601 | PA      | $19869.28     | 0.00%             | 2029-11-22      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| FW4008091.SRDUP                                     | FW4008091.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2152 | PA      | $2170.88      | 0.00%             | 2029-08-06      | Fixed         | 27.87%                | Yes           |                  3 | On Loan: No      |
| FW4009953.SRDUP                                     | FW4009953.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4506 | PA      | $4552.32      | 0.00%             | 2028-10-10      | Fixed         | 29.11%                | Yes           |                  3 | On Loan: No      |
| 8844126.SRDSQ                                       | 8844126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       591 | PA      | $530.58       | 0.00%             | 2026-09-14      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| 8881294.SRDSQ                                       | 8881294.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       895 | PA      | $66.25        | 0.00%             | 2026-09-25      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 188187819.SRDLC                                     | 188187819.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3570 | PA      | $374.13       | 0.00%             | 2027-04-08      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 191462983.SRDLC                                     | 191462983.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2767 | PA      | $2931.23      | 0.00%             | 2027-07-21      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| L3342908.SRDUP                                      | L3342908.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2854 | PA      | $2842.40      | 0.00%             | 2027-08-10      | Fixed         | 11.90%                | Yes           |                  3 | On Loan: No      |
| L3391362.SRDUP                                      | L3391362.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17409 | PA      | $17301.02     | 0.00%             | 2027-09-01      | Fixed         | 14.36%                | Yes           |                  3 | On Loan: No      |
| 8884440.SRDSQ                                       | 8884440.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1782 | PA      | $1732.92      | 0.00%             | 2026-09-25      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 9345365.SRDSQ                                       | 9345365.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $1822.35      | 0.00%             | 2027-01-16      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 212076054.SRDLC                                     | 212076054.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1130 | PA      | $1119.78      | 0.00%             | 2026-11-04      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 212216568.SRDLC                                     | 212216568.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2852 | PA      | $2743.28      | 0.00%             | 2027-11-06      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| FW5187709.SRDUP                                     | FW5187709.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2471 | PA      | $2388.40      | 0.00%             | 2028-04-07      | Fixed         | 18.82%                | Yes           |                  3 | On Loan: No      |
| L3298658.SRDUP                                      | L3298658.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3197 | PA      | $3190.79      | 0.00%             | 2027-07-21      | Fixed         | 17.40%                | Yes           |                  3 | On Loan: No      |
| 212353140.SRDLC                                     | 212353140.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3758 | PA      | $3658.48      | 0.00%             | 2028-11-19      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 212378754.SRDLC                                     | 212378754.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2839 | PA      | $2666.83      | 0.00%             | 2028-11-03      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 213967001.SRDLC                                     | 213967001.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1987 | PA      | $1978.22      | 0.00%             | 2027-01-27      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| 214417488.SRDLC                                     | 214417488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10638 | PA      | $10554.85     | 0.00%             | 2027-02-25      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| 9622101.SRDSQ                                       | 9622101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     47428 | PA      | $45099.48     | 0.00%             | 2027-01-31      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9807126.SRDSQ                                       | 9807126.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26098 | PA      | $22159.99     | 0.00%             | 2027-03-17      | Fixed         | 6.51%                 | Yes           |                  3 | On Loan: No      |
| 191559588.SRDLC                                     | 191559588.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2514 | PA      | $2668.60      | 0.00%             | 2027-07-24      | Fixed         | 30.99%                | 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      |
| 212294050.SRDLC                                     | 212294050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       366 | PA      | $366.46       | 0.00%             | 2026-11-20      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 213688224.SRDLC                                     | 213688224.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4315 | PA      | $4222.44      | 0.00%             | 2030-01-19      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 205230930.SRDLC                                     | 205230930.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1554 | PA      | $1598.30      | 0.00%             | 2027-11-17      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 205257304.SRDLC                                     | 205257304.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18708 | PA      | $18635.04     | 0.00%             | 2028-11-14      | Fixed         | 12.74%                | Yes           |                  3 | On Loan: No      |
| 213706392.SRDLC                                     | 213706392.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17299 | PA      | $16392.48     | 0.00%             | 2030-01-17      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 213803743.SRDLC                                     | 213803743.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14722 | PA      | $14090.67     | 0.00%             | 2030-01-21      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4000                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-18480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4005                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-16080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBM3912491.SRDUP                                    | CBM3912491.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5329 | PA      | $5371.41      | 0.00%             | 2028-08-19      | Fixed         | 28.71%                | Yes           |                  3 | On Loan: No      |
| CBM3913451.SRDUP                                    | CBM3913451.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13765 | PA      | $13764.00     | 0.00%             | 2028-08-04      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 192759832.SRDLC                                     | 192759832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9909 | PA      | $10177.16     | 0.00%             | 2027-08-31      | Fixed         | 22.99%                | 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      |
| L3325663.SRDUP                                      | L3325663.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2340 | PA      | $2333.13      | 0.00%             | 2027-08-02      | Fixed         | 23.60%                | Yes           |                  3 | On Loan: No      |
| L3327969.SRDUP                                      | L3327969.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1212 | PA      | $1214.67      | 0.00%             | 2027-08-03      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4025                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -38 | NC      | $-26980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4030                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -33 | NC      | $-23760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 205294440.SRDLC                                     | 205294440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2110 | PA      | $2170.78      | 0.00%             | 2027-11-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 205440955.SRDLC                                     | 205440955.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3948 | PA      | $413.73       | 0.00%             | 2026-12-06      | Fixed         | 8.99%                 | Yes           |                  3 | On Loan: No      |
| CBM4008343.SRDUP                                    | CBM4008343.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32814 | PA      | $33092.88     | 0.00%             | 2028-10-06      | Fixed         | 26.00%                | Yes           |                  3 | On Loan: No      |
| CBM4011195.SRDUP                                    | CBM4011195.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       671 | PA      | $677.42       | 0.00%             | 2028-10-10      | Fixed         | 28.74%                | Yes           |                  3 | On Loan: No      |
| 193491097.SRDLC                                     | 193491097.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3343 | PA      | $3539.06      | 0.00%             | 2028-04-12      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 194921409.SRDLC                                     | 194921409.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4376 | PA      | $4301.76      | 0.00%             | 2028-02-26      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| L3328781.SRDUP                                      | L3328781.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2897 | PA      | $1703.55      | 0.00%             | 2028-06-03      | Fixed         | 12.12%                | Yes           |                  3 | On Loan: No      |
| L3337038.SRDUP                                      | L3337038.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       500 | PA      | $497.23       | 0.00%             | 2027-08-08      | Fixed         | 13.11%                | Yes           |                  3 | On Loan: No      |
| 213942177.SRDLC                                     | 213942177.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5325 | PA      | $5187.68      | 0.00%             | 2028-02-24      | Fixed         | 15.74%                | Yes           |                  3 | On Loan: No      |
| 213961982.SRDLC                                     | 213961982.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3461 | PA      | $3303.67      | 0.00%             | 2028-02-02      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4035                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-8760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4040                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-17250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5010190.SRDUP                                    | DRB5010190.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5144 | PA      | $4738.39      | 0.00%             | 2030-02-07      | Fixed         | 28.84%                | Yes           |                  3 | On Loan: No      |
| DRB5186077.SRDUP                                    | DRB5186077.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14717 | PA      | $14247.54     | 0.00%             | 2028-04-07      | Fixed         | 22.05%                | Yes           |                  3 | On Loan: No      |
| 206714632.SRDLC                                     | 206714632.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14865 | PA      | $14707.39     | 0.00%             | 2028-02-13      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 210793052.SRDLC                                     | 210793052.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2519 | PA      | $2476.01      | 0.00%             | 2028-09-20      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| 203246842.SRDLC                                     | 203246842.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1256 | PA      | $1268.75      | 0.00%             | 2026-08-14      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 203990508.SRDLC                                     | 203990508.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4073 | PA      | $4338.97      | 0.00%             | 2028-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 214021761.SRDLC                                     | 214021761.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10339 | PA      | $1083.57      | 0.00%             | 2030-01-29      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214078710.SRDLC                                     | 214078710.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8240 | PA      | $8003.86      | 0.00%             | 2029-02-13      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4045                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $-20520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4055                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-6240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DRB5380850.SRDUP                                    | DRB5380850.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3514 | PA      | $3309.38      | 0.00%             | 2028-10-22      | Fixed         | 30.68%                | Yes           |                  3 | On Loan: No      |
| DRB5593078.SRDUP                                    | DRB5593078.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1834 | PA      | $1789.91      | 0.00%             | 2030-07-03      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 204697173.SRDLC                                     | 204697173.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1102 | PA      | $1112.88      | 0.00%             | 2026-11-20      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 204790332.SRDLC                                     | 204790332.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3450 | PA      | $3679.57      | 0.00%             | 2028-10-23      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L3391613.SRDUP                                      | L3391613.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2255 | PA      | $2263.81      | 0.00%             | 2027-09-01      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| L4009993.SRDUP                                      | L4009993.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6376 | PA      | $6390.68      | 0.00%             | 2028-10-10      | Fixed         | 23.51%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4065                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-2430.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4070                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-3320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 214952170.SRDLC                                     | 214952170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6490 | PA      | $6045.98      | 0.00%             | 2028-07-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214952664.SRDLC                                     | 214952664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9820 | PA      | $9485.65      | 0.00%             | 2030-03-14      | Fixed         | 31.49%                | Yes           |                  3 | On Loan: No      |
| L3484826.SRDUP                                      | L3484826.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19213 | PA      | $2981.79      | 0.00%             | 2027-10-13      | Fixed         | 16.21%                | Yes           |                  3 | On Loan: No      |
| L3909974.SRDUP                                      | L3909974.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1897 | PA      | $1881.24      | 0.00%             | 2028-08-02      | Fixed         | 14.89%                | Yes           |                  3 | On Loan: No      |
| FW3295093.SRDUP                                     | FW3295093.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       805 | PA      | $813.80       | 0.00%             | 2027-07-20      | Fixed         | 30.02%                | Yes           |                  3 | On Loan: No      |
| FW3312467.SRDUP                                     | FW3312467.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4285 | PA      | $4281.45      | 0.00%             | 2027-07-27      | Fixed         | 20.17%                | Yes           |                  3 | On Loan: No      |
| 205076889.SRDLC                                     | 205076889.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       254 | PA      | $255.08       | 0.00%             | 2026-11-07      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 205291372.SRDLC                                     | 205291372.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4289 | PA      | $4274.51      | 0.00%             | 2026-11-30      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| 210803474.SRDLC                                     | 210803474.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2945 | PA      | $2873.90      | 0.00%             | 2028-09-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 210854805.SRDLC                                     | 210854805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8784 | PA      | $8704.72      | 0.00%             | 2027-09-16      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| L4010071.SRDUP                                      | L4010071.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10034 | PA      | $9949.79      | 0.00%             | 2028-10-10      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| L4012802.SRDUP                                      | L4012802.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3822 | PA      | $3803.54      | 0.00%             | 2026-10-10      | Fixed         | 14.60%                | Yes           |                  3 | On Loan: No      |
| FW3312758.SRDUP                                     | FW3312758.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $191.98       | 0.00%             | 2027-08-01      | Fixed         | 25.16%                | Yes           |                  3 | On Loan: No      |
| FW3319830.SRDUP                                     | FW3319830.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6485 | PA      | $1006.47      | 0.00%             | 2027-08-01      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4100                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-22080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3910075.SRDUP                                      | L3910075.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       910 | PA      | $909.11       | 0.00%             | 2028-08-02      | Fixed         | 23.01%                | Yes           |                  3 | On Loan: No      |
| L4012445.SRDUP                                      | L4012445.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       900 | PA      | $895.07       | 0.00%             | 2026-10-10      | Fixed         | 21.66%                | Yes           |                  3 | On Loan: No      |
| L5384082.SRDUP                                      | L5384082.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8046 | PA      | $7459.88      | 0.00%             | 2030-05-23      | Fixed         | 23.16%                | Yes           |                  3 | On Loan: No      |
| FW3343213.SRDUP                                     | FW3343213.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1099 | PA      | $1103.10      | 0.00%             | 2027-08-10      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW3344392.SRDUP                                     | FW3344392.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1869 | PA      | $1886.14      | 0.00%             | 2027-08-10      | Fixed         | 19.81%                | Yes           |                  3 | On Loan: No      |
| 205323519.SRDLC                                     | 205323519.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8251 | PA      | $8327.04      | 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        |      2895 | PA      | $2921.06      | 0.00%             | 2027-12-22      | Fixed         | 13.49%                | Yes           |                  3 | On Loan: No      |
| L4012878.SRDUP                                      | L4012878.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14333 | PA      | $14369.03     | 0.00%             | 2028-10-10      | Fixed         | 22.72%                | Yes           |                  3 | On Loan: No      |
| L5180255.SRDUP                                      | L5180255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2991 | PA      | $2744.66      | 0.00%             | 2030-04-03      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| 214801876.SRDLC                                     | 214801876.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25119 | PA      | $24176.73     | 0.00%             | 2030-03-19      | Fixed         | 16.99%                | Yes           |                  3 | On Loan: No      |
| 214886249.SRDLC                                     | 214886249.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29324 | PA      | $28896.29     | 0.00%             | 2029-03-12      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| FW3499709.SRDUP                                     | FW3499709.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       741 | PA      | $751.54       | 0.00%             | 2028-03-13      | Fixed         | 23.87%                | Yes           |                  3 | On Loan: No      |
| FW3500283.SRDUP                                     | FW3500283.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       740 | PA      | $747.81       | 0.00%             | 2027-10-13      | Fixed         | 29.57%                | 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      |
| 206385223.SRDLC                                     | 206385223.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11201 | PA      | $11359.07     | 0.00%             | 2029-02-07      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| L5386303.SRDUP                                      | L5386303.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12430 | PA      | $3404.65      | 0.00%             | 2030-10-23      | Fixed         | 21.30%                | Yes           |                  3 | On Loan: No      |
| L5587975.SRDUP                                      | L5587975.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3654 | PA      | $3657.53      | 0.00%             | 2030-07-02      | Fixed         | 14.21%                | Yes           |                  3 | On Loan: No      |
| FW3500298.SRDUP                                     | FW3500298.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       508 | PA      | $512.76       | 0.00%             | 2027-10-13      | Fixed         | 29.50%                | Yes           |                  3 | On Loan: No      |
| FW3500621.SRDUP                                     | FW3500621.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       881 | PA      | $889.07       | 0.00%             | 2027-10-13      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| 211148763.SRDLC                                     | 211148763.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3684 | PA      | $3584.86      | 0.00%             | 2027-10-01      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211187540.SRDLC                                     | 211187540.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5582 | PA      | $5536.46      | 0.00%             | 2026-10-16      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 215921166.SRDLC                                     | 215921166.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12219 | PA      | $11713.14     | 0.00%             | 2028-04-21      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 216179664.SRDLC                                     | 216179664.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12588 | PA      | $11889.47     | 0.00%             | 2030-12-30      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206460018.SRDLC                                     | 206460018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28617 | PA      | $23646.48     | 0.00%             | 2029-06-22      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206522563.SRDLC                                     | 206522563.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10762 | PA      | $10519.59     | 0.00%             | 2030-02-01      | Fixed         | 12.24%                | Yes           |                  3 | On Loan: No      |
| FW3541761.SRDUP                                     | FW3541761.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2272 | PA      | $2280.44      | 0.00%             | 2027-11-01      | Fixed         | 24.28%                | Yes           |                  3 | On Loan: No      |
| FW3910584.SRDUP                                     | FW3910584.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25829 | PA      | $25787.61     | 0.00%             | 2028-08-02      | Fixed         | 23.46%                | Yes           |                  3 | On Loan: No      |
| 215454556.SRDLC                                     | 215454556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1320 | PA      | $1255.88      | 0.00%             | 2028-04-03      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 215621317.SRDLC                                     | 215621317.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7413 | PA      | $7122.75      | 0.00%             | 2030-04-09      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 213929943.SRDLC                                     | 213929943.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1459 | PA      | $1447.48      | 0.00%             | 2027-01-31      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 214174573.SRDLC                                     | 214174573.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13409 | PA      | $12975.56     | 0.00%             | 2030-02-12      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 211220370.SRDLC                                     | 211220370.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14515 | PA      | $14027.39     | 0.00%             | 2027-10-11      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211266825.SRDLC                                     | 211266825.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3464 | PA      | $3339.35      | 0.00%             | 2027-10-03      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 206543673.SRDLC                                     | 206543673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8319 | PA      | $8196.55      | 0.00%             | 2027-02-18      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 206562575.SRDLC                                     | 206562575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11769 | PA      | $1233.44      | 0.00%             | 2027-02-07      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| FW3956343.SRDUP                                     | FW3956343.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26430 | PA      | $26189.83     | 0.00%             | 2028-09-05      | Fixed         | 17.00%                | Yes           |                  3 | On Loan: No      |
| FW4008016.SRDUP                                     | FW4008016.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       721 | PA      | $727.42       | 0.00%             | 2028-10-06      | Fixed         | 29.19%                | Yes           |                  3 | On Loan: No      |
| 218783194.SRDLC                                     | 218783194.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17413 | PA      | $10376.28     | 0.00%             | 2030-08-08      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219100461.SRDLC                                     | 219100461.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4469 | PA      | $4293.98      | 0.00%             | 2029-08-14      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 216109214.SRDLC                                     | 216109214.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21064 | PA      | $20558.14     | 0.00%             | 2029-04-28      | Fixed         | 27.99%                | Yes           |                  3 | On Loan: No      |
| 216148831.SRDLC                                     | 216148831.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1330 | PA      | $1316.93      | 0.00%             | 2027-04-29      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 206603510.SRDLC                                     | 206603510.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20421 | PA      | $4982.63      | 0.00%             | 2029-07-09      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207003022.SRDLC                                     | 207003022.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4395 | PA      | $4327.33      | 0.00%             | 2027-03-15      | Fixed         | 13.99%                | Yes           |                  3 | On Loan: No      |
| FW4008054.SRDUP                                     | FW4008054.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1462 | PA      | $1473.96      | 0.00%             | 2028-10-06      | Fixed         | 27.45%                | Yes           |                  3 | On Loan: No      |
| FW4008289.SRDUP                                     | FW4008289.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6636 | PA      | $6693.26      | 0.00%             | 2028-10-06      | Fixed         | 28.33%                | Yes           |                  3 | On Loan: No      |
| 214186313.SRDLC                                     | 214186313.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13387 | PA      | $12875.49     | 0.00%             | 2030-02-05      | Fixed         | 17.24%                | Yes           |                  3 | On Loan: No      |
| 214404903.SRDLC                                     | 214404903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9282 | PA      | $8950.19      | 0.00%             | 2028-02-18      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| L3910266.SRDUP                                      | L3910266.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     26436 | PA      | $26335.27     | 0.00%             | 2028-08-02      | Fixed         | 13.67%                | Yes           |                  3 | On Loan: No      |
| L4009943.SRDUP                                      | L4009943.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14478 | PA      | $14516.64     | 0.00%             | 2028-10-15      | Fixed         | 23.02%                | Yes           |                  3 | On Loan: No      |
| 214459809.SRDLC                                     | 214459809.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11734 | PA      | $11353.64     | 0.00%             | 2028-02-20      | Fixed         | 12.98%                | Yes           |                  3 | On Loan: No      |
| 214862123.SRDLC                                     | 214862123.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24843 | PA      | $23489.26     | 0.00%             | 2030-03-21      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 211273090.SRDLC                                     | 211273090.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6941 | PA      | $6798.47      | 0.00%             | 2027-10-04      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211324445.SRDLC                                     | 211324445.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2634 | PA      | $2546.53      | 0.00%             | 2027-10-15      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| 219031131.SRDLC                                     | 219031131.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21427 | PA      | $20563.57     | 0.00%             | 2030-08-19      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219067752.SRDLC                                     | 219067752.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9183 | PA      | $8798.51      | 0.00%             | 2030-08-14      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW4012120.SRDUP                                     | FW4012120.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       455 | PA      | $455.63       | 0.00%             | 2029-03-10      | Fixed         | 28.60%                | Yes           |                  3 | On Loan: No      |
| FW4012796.SRDUP                                     | FW4012796.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3691 | PA      | $3729.52      | 0.00%             | 2028-10-10      | Fixed         | 29.83%                | Yes           |                  3 | On Loan: No      |
| 207099476.SRDLC                                     | 207099476.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     17660 | PA      | $11103.07     | 0.00%             | 2029-10-11      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 210748068.SRDLC                                     | 210748068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20688 | PA      | $2168.06      | 0.00%             | 2028-09-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 211442323.SRDLC                                     | 211442323.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1512 | PA      | $1502.09      | 0.00%             | 2026-10-09      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 211461344.SRDLC                                     | 211461344.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6391 | PA      | $6217.09      | 0.00%             | 2029-10-01      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 214862539.SRDLC                                     | 214862539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5269 | PA      | $5295.47      | 0.00%             | 2027-03-10      | Fixed         | 27.98%                | Yes           |                  3 | On Loan: No      |
| 214908057.SRDLC                                     | 214908057.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8479 | PA      | $888.58       | 0.00%             | 2028-03-16      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| L5009807.SRDUP                                      | L5009807.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3579 | PA      | $555.45       | 0.00%             | 2030-02-07      | Fixed         | 21.02%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -486 | NC      | $-2430.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 219071520.SRDLC                                     | 219071520.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6668 | PA      | $6349.57      | 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        |      1648 | PA      | $1566.60      | 0.00%             | 2028-08-14      | Fixed         | 18.99%                | Yes           |                  3 | On Loan: No      |
| L3303191.SRDUP                                      | L3303191.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8405 | PA      | $7958.15      | 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        |       504 | PA      | $501.18       | 0.00%             | 2027-08-02      | Fixed         | 13.12%                | Yes           |                  3 | On Loan: No      |
| 211495861.SRDLC                                     | 211495861.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1301 | PA      | $1294.60      | 0.00%             | 2026-10-20      | Fixed         | 19.49%                | Yes           |                  3 | On Loan: No      |
| 211619478.SRDLC                                     | 211619478.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1039 | PA      | $1006.71      | 0.00%             | 2027-10-17      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 210951135.SRDLC                                     | 210951135.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4268 | PA      | $1153.33      | 0.00%             | 2027-09-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| 211078007.SRDLC                                     | 211078007.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7140 | PA      | $748.23       | 0.00%             | 2028-05-23      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72.1                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -65 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72.2                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -30 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3337180.SRDUP                                      | L3337180.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7313 | PA      | $7378.07      | 0.00%             | 2027-08-08      | Fixed         | 21.63%                | Yes           |                  3 | On Loan: No      |
| L3500620.SRDUP                                      | L3500620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6634 | PA      | $6608.19      | 0.00%             | 2027-10-13      | Fixed         | 14.71%                | Yes           |                  3 | On Loan: No      |
| 211171397.SRDLC                                     | 211171397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8661 | PA      | $8351.85      | 0.00%             | 2027-10-04      | Fixed         | 20.99%                | Yes           |                  3 | On Loan: No      |
| 211495397.SRDLC                                     | 211495397.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7069 | PA      | $6918.23      | 0.00%             | 2029-10-15      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219095081.SRDLC                                     | 219095081.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4261 | PA      | $4019.72      | 0.00%             | 2028-08-25      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219158673.SRDLC                                     | 219158673.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9517 | PA      | $9118.22      | 0.00%             | 2030-08-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 214916462.SRDLC                                     | 214916462.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9422 | PA      | $987.40       | 0.00%             | 2030-11-25      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215056068.SRDLC                                     | 215056068.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8839 | PA      | $926.28       | 0.00%             | 2029-03-31      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| L3543042.SRDUP                                      | L3543042.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2215 | PA      | $2224.55      | 0.00%             | 2027-11-02      | Fixed         | 23.93%                | Yes           |                  3 | On Loan: No      |
| L3910168.SRDUP                                      | L3910168.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       952 | PA      | $147.81       | 0.00%             | 2026-08-02      | Fixed         | 15.33%                | Yes           |                  3 | On Loan: No      |
| 212129603.SRDLC                                     | 212129603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6320 | PA      | $6277.12      | 0.00%             | 2028-11-20      | Fixed         | 10.74%                | Yes           |                  3 | On Loan: No      |
| 212440716.SRDLC                                     | 212440716.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12149 | PA      | $11715.31     | 0.00%             | 2029-06-19      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72.3                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -75 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72.4                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -40 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 215232271.SRDLC                                     | 215232271.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5422 | PA      | $5289.93      | 0.00%             | 2028-03-26      | Fixed         | 12.79%                | Yes           |                  3 | On Loan: No      |
| 216030556.SRDLC                                     | 216030556.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11134 | PA      | $11135.92     | 0.00%             | 2027-04-28      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 211500343.SRDLC                                     | 211500343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3983 | PA      | $3927.82      | 0.00%             | 2027-10-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211605590.SRDLC                                     | 211605590.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3550 | PA      | $3450.38      | 0.00%             | 2027-10-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 219133220.SRDLC                                     | 219133220.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10448 | PA      | $10042.73     | 0.00%             | 2029-08-18      | Fixed         | 14.49%                | Yes           |                  3 | On Loan: No      |
| 219144498.SRDLC                                     | 219144498.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6407 | PA      | $6138.99      | 0.00%             | 2030-08-18      | Fixed         | 22.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72.5                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -195 | NC      | $-975.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 72.6                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -20 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 212520627.SRDLC                                     | 212520627.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2966 | PA      | $2893.35      | 0.00%             | 2027-11-30      | Fixed         | 27.48%                | Yes           |                  3 | On Loan: No      |
| 213012488.SRDLC                                     | 213012488.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6658 | PA      | $6413.76      | 0.00%             | 2028-01-14      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219968013.SRDLC                                     | 219968013.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3672 | PA      | $3521.18      | 0.00%             | 2028-09-15      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 219975270.SRDLC                                     | 219975270.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6800 | PA      | $1190.76      | 0.00%             | 2030-09-15      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 213685112.SRDLC                                     | 213685112.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2539 | PA      | $2525.78      | 0.00%             | 2027-01-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 213816391.SRDLC                                     | 213816391.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18390 | PA      | $17923.19     | 0.00%             | 2028-01-22      | Fixed         | 14.24%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | C$ Curr 9am       May26P 73                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -229 | NC      | $-5725.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3910879.SRDUP                                      | L3910879.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2055 | PA      | $2040.86      | 0.00%             | 2028-08-02      | Fixed         | 19.74%                | Yes           |                  3 | On Loan: No      |
| L3911731.SRDUP                                      | L3911731.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13444 | PA      | $13319.45     | 0.00%             | 2028-08-03      | Fixed         | 18.13%                | Yes           |                  3 | On Loan: No      |
| 213966703.SRDLC                                     | 213966703.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16952 | PA      | $1776.62      | 0.00%             | 2029-01-27      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 214160953.SRDLC                                     | 214160953.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29403 | PA      | $29038.22     | 0.00%             | 2029-02-06      | Fixed         | 11.49%                | Yes           |                  3 | On Loan: No      |
| 214379605.SRDLC                                     | 214379605.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16043 | PA      | $15981.83     | 0.00%             | 2027-03-07      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 214678805.SRDLC                                     | 214678805.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3116 | PA      | $3095.25      | 0.00%             | 2027-03-19      | Fixed         | 9.49%                 | Yes           |                  3 | On Loan: No      |
| L3912392.SRDUP                                      | L3912392.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       514 | PA      | $512.44       | 0.00%             | 2026-08-03      | Fixed         | 11.21%                | Yes           |                  3 | On Loan: No      |
| L3956173.SRDUP                                      | L3956173.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1953 | PA      | $1959.11      | 0.00%             | 2029-02-05      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| 214257004.SRDLC                                     | 214257004.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18415 | PA      | $18429.99     | 0.00%             | 2027-02-21      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 214298262.SRDLC                                     | 214298262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2047 | PA      | $1974.37      | 0.00%             | 2028-01-31      | Fixed         | 14.99%                | Yes           |                  3 | On Loan: No      |
| 219159285.SRDLC                                     | 219159285.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4175 | PA      | $3957.11      | 0.00%             | 2028-08-18      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 219365558.SRDLC                                     | 219365558.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9057 | PA      | $8789.48      | 0.00%             | 2031-09-15      | Fixed         | 24.24%                | Yes           |                  3 | On Loan: No      |
| 8363776.SRDSQ                                       | 8363776.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1642 | PA      | $1128.77      | 0.00%             | 2026-05-07      | Fixed         | 6.32%                 | Yes           |                  3 | On Loan: No      |
| 8371299.SRDSQ                                       | 8371299.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3441 | PA      | $1560.55      | 0.00%             | 2026-05-11      | Fixed         | 6.42%                 | Yes           |                  3 | On Loan: No      |
| L4012536.SRDUP                                      | L4012536.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1905 | PA      | $1910.41      | 0.00%             | 2028-10-10      | Fixed         | 21.94%                | Yes           |                  3 | On Loan: No      |
| L5004620.SRDUP                                      | L5004620.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4540 | PA      | $4407.76      | 0.00%             | 2030-02-05      | Fixed         | 18.67%                | Yes           |                  3 | On Loan: No      |
| 215711748.SRDLC                                     | 215711748.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21565 | PA      | $20794.79     | 0.00%             | 2030-04-16      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 216140459.SRDLC                                     | 216140459.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8936 | PA      | $8690.99      | 0.00%             | 2030-04-28      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 216135643.SRDLC                                     | 216135643.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8143 | PA      | $7895.81      | 0.00%             | 2028-04-28      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 218288603.SRDLC                                     | 218288603.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22968 | PA      | $22086.07     | 0.00%             | 2030-07-21      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214430915.SRDLC                                     | 214430915.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9891 | PA      | $1036.53      | 0.00%             | 2029-02-23      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 214776575.SRDLC                                     | 214776575.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9474 | PA      | $9154.97      | 0.00%             | 2030-03-13      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219941506.SRDLC                                     | 219941506.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       861 | PA      | $814.48       | 0.00%             | 2028-09-15      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 219972157.SRDLC                                     | 219972157.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13641 | PA      | $11149.92     | 0.00%             | 2029-01-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 214841209.SRDLC                                     | 214841209.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2947 | PA      | $2849.84      | 0.00%             | 2028-03-17      | Fixed         | 29.49%                | Yes           |                  3 | On Loan: No      |
| 214864050.SRDLC                                     | 214864050.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21610 | PA      | $21317.90     | 0.00%             | 2031-03-10      | Fixed         | 10.99%                | Yes           |                  3 | On Loan: No      |
| 220064596.SRDLC                                     | 220064596.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18367 | PA      | $17908.17     | 0.00%             | 2027-09-16      | Fixed         | 12.99%                | Yes           |                  3 | On Loan: No      |
| 220072238.SRDLC                                     | 220072238.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8872 | PA      | $8497.49      | 0.00%             | 2030-09-17      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 8400564.SRDSQ                                       | 8400564.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9264 | PA      | $6580.55      | 0.00%             | 2026-05-20      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 8611364.SRDSQ                                       | 8611364.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1085 | PA      | $80.30        | 0.00%             | 2026-07-13      | Fixed         | 6.28%                 | Yes           |                  3 | On Loan: No      |
| 8642973.SRDSQ                                       | 8642973.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2459 | PA      | $2184.53      | 0.00%             | 2026-07-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 8658833.SRDSQ                                       | 8658833.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3907 | PA      | $2290.75      | 0.00%             | 2026-07-28      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 220074343.SRDLC                                     | 220074343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       744 | PA      | $725.85       | 0.00%             | 2027-09-17      | Fixed         | 17.99%                | Yes           |                  3 | On Loan: No      |
| 7653023.SRDSQ                                       | 7653023.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3874 | PA      | $286.65       | 0.00%             | 2025-10-02      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 8827095.SRDSQ                                       | 8827095.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7310 | PA      | $540.91       | 0.00%             | 2026-09-12      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8878305.SRDSQ                                       | 8878305.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3150 | PA      | $233.08       | 0.00%             | 2026-09-24      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8392812.SRDSQ                                       | 8392812.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       630 | PA      | $46.62        | 0.00%             | 2026-05-18      | Fixed         | 5.01%                 | Yes           |                  3 | On Loan: No      |
| 8405736.SRDSQ                                       | 8405736.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6913 | PA      | $4205.19      | 0.00%             | 2026-05-21      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| 219977883.SRDLC                                     | 219977883.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     21544 | PA      | $20383.02     | 0.00%             | 2028-09-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 220046150.SRDLC                                     | 220046150.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1472 | PA      | $402.23       | 0.00%             | 2027-09-16      | Fixed         | 17.49%                | Yes           |                  3 | On Loan: No      |
| 219011690.SRDLC                                     | 219011690.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1880 | PA      | $1842.69      | 0.00%             | 2028-08-15      | Fixed         | 18.49%                | Yes           |                  3 | On Loan: No      |
| 219042284.SRDLC                                     | 219042284.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8675 | PA      | $8473.69      | 0.00%             | 2027-08-15      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 220188269.SRDLC                                     | 220188269.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7165 | PA      | $6913.91      | 0.00%             | 2029-09-23      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| Herbie Re Ltd                                       | Herbie Re 2026-1 Class A                                             | CUSIP: 42703VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    477000 | PA      | $477119.25    | 0.02%             | 2030-01-07      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| 214874341.SRDLC                                     | 214874341.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4902 | PA      | $4728.10      | 0.00%             | 2029-03-04      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 214951160.SRDLC                                     | 214951160.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7583 | PA      | $7336.77      | 0.00%             | 2029-03-12      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 9363550.SRDSQ                                       | 9363550.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       362 | PA      | $69.60        | 0.00%             | 2027-01-21      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 9735472.SRDSQ                                       | 9735472.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       985 | PA      | $907.58       | 0.00%             | 2027-02-28      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| 9804429.SRDSQ                                       | 9804429.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       235 | PA      | $194.02       | 0.00%             | 2027-03-16      | Fixed         | 5.53%                 | Yes           |                  3 | On Loan: No      |
| CBM3910010.SRDUP                                    | CBM3910010.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2945 | PA      | $2941.71      | 0.00%             | 2028-08-02      | Fixed         | 24.42%                | Yes           |                  3 | On Loan: No      |
| CBM3911740.SRDUP                                    | CBM3911740.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       735 | PA      | $739.91       | 0.00%             | 2028-08-03      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| DRB5004763.SRDUP                                    | DRB5004763.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9567 | PA      | $9146.75      | 0.00%             | 2028-02-06      | Fixed         | 30.89%                | Yes           |                  3 | 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      | 3.79%                 | 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      | $2476980.60   | 0.11%             | 2028-03-13      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| 8591217.SRDSQ                                       | 8591217.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     18823 | PA      | $1392.93      | 0.00%             | 2026-07-06      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| 8798521.SRDSQ                                       | 8798521.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11134 | PA      | $9312.38      | 0.00%             | 2026-09-04      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 219134376.SRDLC                                     | 219134376.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2157 | PA      | $2108.49      | 0.00%             | 2027-08-18      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| 219183170.SRDLC                                     | 219183170.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9422 | PA      | $9060.35      | 0.00%             | 2029-08-18      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class B                                             | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1131000 | PA      | $1138408.05   | 0.05%             | 2028-03-13      | Floating      | 11.94%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class A                                             | CUSIP: 42815KAE2<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $374437.50    | 0.02%             | 2029-04-16      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class B                                             | CUSIP: 42815KAF9<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1172000 | PA      | $1169011.40   | 0.05%             | 2029-04-16      | Floating      | 12.97%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class C                                             | CUSIP: 42815KAG7<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    820000 | PA      | $605816.00    | 0.03%             | 2027-04-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 215022029.SRDLC                                     | 215022029.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10238 | PA      | $9852.40      | 0.00%             | 2028-03-17      | Fixed         | 28.49%                | Yes           |                  3 | On Loan: No      |
| 215284725.SRDLC                                     | 215284725.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3335 | PA      | $349.51       | 0.00%             | 2027-04-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 215472440.SRDLC                                     | 215472440.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4501 | PA      | $4284.43      | 0.00%             | 2028-04-16      | Fixed         | 24.99%                | Yes           |                  3 | On Loan: No      |
| 216314938.SRDLC                                     | 216314938.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6329 | PA      | $6069.92      | 0.00%             | 2029-05-05      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class D                                             | CUSIP: 42815KAH5<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1563000 | PA      | $1561202.55   | 0.07%             | 2029-04-16      | Floating      | 9.47%                 | Yes           |                  2 | 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      | $4570068.80   | 0.21%             | 2027-01-06      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| 8842571.SRDSQ                                       | 8842571.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     34472 | PA      | $2550.94      | 0.00%             | 2026-09-14      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| 8848174.SRDSQ                                       | 8848174.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1797 | PA      | $1714.89      | 0.00%             | 2026-09-17      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8890027.SRDSQ                                       | 8890027.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12855 | PA      | $10292.05     | 0.00%             | 2026-09-26      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 8890516.SRDSQ                                       | 8890516.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2321 | PA      | $1990.03      | 0.00%             | 2026-09-26      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| L5010707.SRDUP                                      | L5010707.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2680 | PA      | $416.00       | 0.00%             | 2030-10-18      | Fixed         | 21.42%                | Yes           |                  3 | On Loan: No      |
| 10051049.SRDSQ                                      | 10051049.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       385 | PA      | $355.08       | 0.00%             | 2027-05-09      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10068555.SRDSQ                                      | 10068555.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15018 | PA      | $14256.80     | 0.00%             | 2027-05-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10075413.SRDSQ                                      | 10075413.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3194 | PA      | $1688.98      | 0.00%             | 2027-05-14      | Fixed         | 6.66%                 | Yes           |                  3 | On Loan: No      |
| 219934553.SRDLC                                     | 219934553.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       979 | PA      | $960.55       | 0.00%             | 2027-09-30      | Fixed         | 21.99%                | Yes           |                  3 | On Loan: No      |
| 219970782.SRDLC                                     | 219970782.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9452 | PA      | $9032.64      | 0.00%             | 2030-09-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| 218707975.SRDLC                                     | 218707975.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8392 | PA      | $7941.99      | 0.00%             | 2028-08-14      | Fixed         | 25.99%                | Yes           |                  3 | On Loan: No      |
| 218928497.SRDLC                                     | 218928497.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6109 | PA      | $5829.38      | 0.00%             | 2030-08-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 8890709.SRDSQ                                       | 8890709.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3433 | PA      | $2003.30      | 0.00%             | 2026-09-26      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 9383985.SRDSQ                                       | 9383985.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     36625 | PA      | $31998.86     | 0.00%             | 2027-01-25      | Fixed         | 4.72%                 | Yes           |                  3 | 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        |   2398363 | PA      | $2338252.81   | 0.11%             | 2026-12-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2022-1 Class A                                          | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    384060 | PA      | $165721.96    | 0.01%             | 2030-06-06      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| 10105078.SRDSQ                                      | 10105078.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2530 | PA      | $2429.11      | 0.00%             | 2027-05-21      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10263719.SRDSQ                                      | 10263719.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9943 | PA      | $9609.87      | 0.00%             | 2027-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| DRB5178200.SRDUP                                    | DRB5178200.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15010 | PA      | $1119.74      | 0.00%             | 2030-04-03      | Fixed         | 27.44%                | Yes           |                  3 | On Loan: No      |
| DRB5186851.SRDUP                                    | DRB5186851.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       917 | PA      | $905.92       | 0.00%             | 2030-04-07      | Fixed         | 13.88%                | Yes           |                  3 | On Loan: No      |
| 220000847.SRDLC                                     | 220000847.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $809.45       | 0.00%             | 2028-09-15      | Fixed         | 22.99%                | Yes           |                  3 | On Loan: No      |
| 220046017.SRDLC                                     | 220046017.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6800 | PA      | $6511.89      | 0.00%             | 2030-09-17      | Fixed         | 29.99%                | Yes           |                  3 | On Loan: No      |
| 10272006.SRDSQ                                      | 10272006.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6847 | PA      | $6561.37      | 0.00%             | 2027-06-30      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10303413.SRDSQ                                      | 10303413.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1620 | PA      | $1480.76      | 0.00%             | 2027-07-08      | Fixed         | 5.17%                 | Yes           |                  3 | 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      | $305276.70    | 0.01%             | 2027-06-06      | Floating      | 11.69%                | Yes           |                  2 | 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      | $671113.30    | 0.03%             | 2028-06-06      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| 9778844.SRDSQ                                       | 9778844.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1231 | PA      | $1199.68      | 0.00%             | 2027-03-10      | Fixed         | 4.73%                 | Yes           |                  3 | On Loan: No      |
| 9790852.SRDSQ                                       | 9790852.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6710 | PA      | $496.51       | 0.00%             | 2027-03-12      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 219045815.SRDLC                                     | 219045815.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8699 | PA      | $8519.93      | 0.00%             | 2027-08-14      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 219104175.SRDLC                                     | 219104175.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2805 | PA      | $2739.70      | 0.00%             | 2027-08-15      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| 220056904.SRDLC                                     | 220056904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4260 | PA      | $4069.42      | 0.00%             | 2028-09-23      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 8341858.SRDSQ                                       | 8341858.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     29461 | PA      | $21406.53     | 0.00%             | 2026-05-01      | Fixed         | 5.11%                 | Yes           |                  3 | 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      | $547117.75    | 0.03%             | 2028-06-06      | Floating      | 13.44%                | Yes           |                  2 | 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      | $1683490.80   | 0.08%             | 2028-06-06      | Floating      | 15.94%                | Yes           |                  2 | On Loan: No      |
| DRB5188661.SRDUP                                    | DRB5188661.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7220 | PA      | $1423.05      | 0.00%             | 2030-04-07      | Fixed         | 25.72%                | Yes           |                  3 | On Loan: No      |
| DRB5578026.SRDUP                                    | DRB5578026.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2482 | PA      | $480.29       | 0.00%             | 2030-07-01      | Fixed         | 29.09%                | Yes           |                  3 | On Loan: No      |
| CBM3913461.SRDUP                                    | CBM3913461.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2186 | PA      | $2190.07      | 0.00%             | 2028-08-04      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| CBM3955779.SRDUP                                    | CBM3955779.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7675 | PA      | $7606.44      | 0.00%             | 2028-09-05      | Fixed         | 16.17%                | Yes           |                  3 | On Loan: No      |
| 10311940.SRDSQ                                      | 10311940.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2233 | PA      | $2173.32      | 0.00%             | 2027-07-10      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| 10320744.SRDSQ                                      | 10320744.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2748 | PA      | $2472.26      | 0.00%             | 2027-07-13      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| 9312450.SRDSQ                                       | 9312450.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1161 | PA      | $1127.15      | 0.00%             | 2027-01-08      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9789730.SRDSQ                                       | 9789730.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       774 | PA      | $712.38       | 0.00%             | 2027-03-12      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| 219957234.SRDLC                                     | 219957234.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5947 | PA      | $3168.89      | 0.00%             | 2031-05-12      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 219981959.SRDLC                                     | 219981959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8501 | PA      | $8095.63      | 0.00%             | 2028-09-15      | Fixed         | 20.49%                | Yes           |                  3 | On Loan: No      |
| 9832303.SRDSQ                                       | 9832303.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     24629 | PA      | $23493.94     | 0.00%             | 2027-03-23      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3913524.SRDUP                                    | CBM3913524.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12587 | PA      | $1953.48      | 0.00%             | 2028-08-04      | Fixed         | 18.50%                | Yes           |                  3 | 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      | $1107086.40   | 0.05%             | 2027-06-06      | Floating      | 29.19%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2026-1 Class D                                      | CUSIP: 45870GAL0<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    651000 | PA      | $637687.05    | 0.03%             | 2027-06-07      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| DRB5579165.SRDUP                                    | DRB5579165.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1238 | PA      | $238.06       | 0.00%             | 2030-07-01      | Fixed         | 28.32%                | Yes           |                  3 | On Loan: No      |
| DRB5593520.SRDUP                                    | DRB5593520.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3793 | PA      | $3518.62      | 0.00%             | 2030-07-03      | Fixed         | 28.90%                | Yes           |                  3 | On Loan: No      |
| FW3294098.SRDUP                                     | FW3294098.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1556 | PA      | $1514.93      | 0.00%             | 2027-07-21      | Fixed         | 29.96%                | Yes           |                  3 | On Loan: No      |
| FW3309749.SRDUP                                     | FW3309749.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       580 | PA      | $47.69        | 0.00%             | 2027-07-26      | Fixed         | 29.42%                | Yes           |                  3 | On Loan: No      |
| 8858134.SRDSQ                                       | 8858134.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3011 | PA      | $2698.16      | 0.00%             | 2026-09-19      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8876805.SRDSQ                                       | 8876805.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1246 | PA      | $791.18       | 0.00%             | 2026-09-23      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9335045.SRDSQ                                       | 9335045.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        27 | PA      | $25.47        | 0.00%             | 2027-01-14      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| 9671767.SRDSQ                                       | 9671767.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     72049 | PA      | $69513.10     | 0.00%             | 2027-02-13      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10321032.SRDSQ                                      | 10321032.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4191 | PA      | $3919.71      | 0.00%             | 2027-07-13      | Fixed         | 5.47%                 | Yes           |                  3 | On Loan: No      |
| 10369396.SRDSQ                                      | 10369396.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       324 | PA      | $317.89       | 0.00%             | 2027-07-23      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| FW3312164.SRDUP                                     | FW3312164.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3418 | PA      | $3465.13      | 0.00%             | 2027-07-27      | Fixed         | 29.79%                | Yes           |                  3 | On Loan: No      |
| FW3325509.SRDUP                                     | FW3325509.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6878 | PA      | $6837.01      | 0.00%             | 2027-08-02      | Fixed         | 14.84%                | Yes           |                  3 | On Loan: No      |
| CBM4008222.SRDUP                                    | CBM4008222.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4528 | PA      | $4529.52      | 0.00%             | 2028-10-06      | Fixed         | 29.74%                | Yes           |                  3 | On Loan: No      |
| DRB5187673.SRDUP                                    | DRB5187673.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1637 | PA      | $1580.38      | 0.00%             | 2028-04-07      | Fixed         | 23.88%                | Yes           |                  3 | On Loan: No      |
| 220024303.SRDLC                                     | 220024303.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14545 | PA      | $13965.74     | 0.00%             | 2029-09-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| 7702101.SRDSQ                                       | 7702101.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16540 | PA      | $1223.99      | 0.00%             | 2025-10-18      | Fixed         | 6.48%                 | Yes           |                  3 | On Loan: No      |
| 9797872.SRDSQ                                       | 9797872.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1121 | PA      | $1095.48      | 0.00%             | 2027-03-15      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 9836729.SRDSQ                                       | 9836729.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7449 | PA      | $7049.30      | 0.00%             | 2027-03-24      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910696.SRDUP                                    | CBM3910696.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       569 | PA      | $565.14       | 0.00%             | 2026-08-02      | Fixed         | 15.86%                | Yes           |                  3 | On Loan: No      |
| CBM5181237.SRDUP                                    | CBM5181237.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5372 | PA      | $5299.39      | 0.00%             | 2030-04-04      | Fixed         | 14.35%                | Yes           |                  3 | On Loan: No      |
| DRB5175618.SRDUP                                    | DRB5175618.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7932 | PA      | $7276.40      | 0.00%             | 2030-04-02      | Fixed         | 23.61%                | Yes           |                  3 | On Loan: No      |
| DRB5383911.SRDUP                                    | DRB5383911.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3175 | PA      | $2946.95      | 0.00%             | 2030-05-23      | Fixed         | 29.33%                | Yes           |                  3 | On Loan: No      |
| 10374975.SRDSQ                                      | 10374975.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4756 | PA      | $4527.62      | 0.00%             | 2027-07-26      | Fixed         | 4.71%                 | Yes           |                  3 | On Loan: No      |
| 10379063.SRDSQ                                      | 10379063.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2407 | PA      | $2315.59      | 0.00%             | 2027-07-27      | Fixed         | 5.73%                 | Yes           |                  3 | On Loan: No      |
| DRB5187690.SRDUP                                    | DRB5187690.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8376 | PA      | $7707.30      | 0.00%             | 2030-04-07      | Fixed         | 30.58%                | Yes           |                  3 | On Loan: No      |
| DRB5380679.SRDUP                                    | DRB5380679.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46534 | PA      | $43425.97     | 0.00%             | 2030-10-22      | Fixed         | 29.94%                | Yes           |                  3 | On Loan: No      |
| CBM4014939.SRDUP                                    | CBM4014939.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5002 | PA      | $5015.25      | 0.00%             | 2028-10-10      | Fixed         | 20.66%                | Yes           |                  3 | On Loan: No      |
| CBM5582778.SRDUP                                    | CBM5582778.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       405 | PA      | $62.85        | 0.00%             | 2030-07-02      | Fixed         | 29.43%                | Yes           |                  3 | On Loan: No      |
| 8338336.SRDSQ                                       | 8338336.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       855 | PA      | $63.24        | 0.00%             | 2026-04-30      | Fixed         | 4.95%                 | Yes           |                  3 | On Loan: No      |
| 8560798.SRDSQ                                       | 8560798.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       445 | PA      | $320.50       | 0.00%             | 2026-07-05      | Fixed         | 5.34%                 | Yes           |                  3 | On Loan: No      |
| FW3331907.SRDUP                                     | FW3331907.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       519 | PA      | $521.90       | 0.00%             | 2027-08-04      | Fixed         | 30.07%                | Yes           |                  3 | On Loan: No      |
| FW3341295.SRDUP                                     | FW3341295.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       543 | PA      | $543.41       | 0.00%             | 2027-08-09      | Fixed         | 29.62%                | Yes           |                  3 | On Loan: No      |
| 10380262.SRDSQ                                      | 10380262.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8058 | PA      | $7677.23      | 0.00%             | 2027-07-27      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 10580051.SRDSQ                                      | 10580051.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1976 | PA      | $1829.41      | 0.00%             | 2027-09-09      | Fixed         | 6.34%                 | Yes           |                  3 | On Loan: No      |
| DRB5181430.SRDUP                                    | DRB5181430.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6362 | PA      | $5844.43      | 0.00%             | 2030-04-04      | Fixed         | 28.98%                | Yes           |                  3 | On Loan: No      |
| DRB5579588.SRDUP                                    | DRB5579588.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1552 | PA      | $1435.35      | 0.00%             | 2030-07-01      | Fixed         | 31.24%                | Yes           |                  3 | On Loan: No      |
| 8561090.SRDSQ                                       | 8561090.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1193 | PA      | $732.87       | 0.00%             | 2026-07-05      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8801113.SRDSQ                                       | 8801113.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3849 | PA      | $3462.97      | 0.00%             | 2026-09-05      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8814976.SRDSQ                                       | 8814976.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5100 | PA      | $377.36       | 0.00%             | 2026-09-08      | Fixed         | 5.63%                 | Yes           |                  3 | On Loan: No      |
| 8824055.SRDSQ                                       | 8824055.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       916 | PA      | $641.06       | 0.00%             | 2026-09-11      | Fixed         | 5.60%                 | Yes           |                  3 | On Loan: No      |
| DRB5580063.SRDUP                                    | DRB5580063.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5977 | PA      | $5581.70      | 0.00%             | 2028-07-01      | Fixed         | 30.85%                | Yes           |                  3 | On Loan: No      |
| FW3297752.SRDUP                                     | FW3297752.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       611 | PA      | $593.31       | 0.00%             | 2027-12-21      | Fixed         | 29.53%                | Yes           |                  3 | On Loan: No      |
| 10615854.SRDSQ                                      | 10615854.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4781 | PA      | $4538.10      | 0.00%             | 2027-09-17      | Fixed         | 5.55%                 | Yes           |                  3 | On Loan: No      |
| 10667485.SRDSQ                                      | 10667485.SRDSQ                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5336 | PA      | $5028.74      | 0.00%             | 2027-09-27      | Fixed         | 5.56%                 | Yes           |                  3 | On Loan: No      |
| 8856410.SRDSQ                                       | 8856410.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     46650 | PA      | $3452.12      | 0.00%             | 2026-09-18      | Fixed         | 6.45%                 | Yes           |                  3 | On Loan: No      |
| 9678930.SRDSQ                                       | 9678930.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     45256 | PA      | $43695.10     | 0.00%             | 2027-02-14      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| FW3500397.SRDUP                                     | FW3500397.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1848 | PA      | $1865.48      | 0.00%             | 2027-10-13      | Fixed         | 29.48%                | Yes           |                  3 | On Loan: No      |
| FW4008183.SRDUP                                     | FW4008183.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10555 | PA      | $10483.86     | 0.00%             | 2026-10-06      | Fixed         | 20.21%                | Yes           |                  3 | On Loan: No      |
| DRB5382774.SRDUP                                    | DRB5382774.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7008 | PA      | $1087.69      | 0.00%             | 2030-05-23      | Fixed         | 24.90%                | Yes           |                  3 | On Loan: No      |
| DRB5385919.SRDUP                                    | DRB5385919.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15358 | PA      | $13517.99     | 0.00%             | 2030-05-23      | Fixed         | 30.36%                | 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      |
| 186799571.SRDLC                                     | 186799571.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4010 | PA      | $4036.91      | 0.00%             | 2028-03-15      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| FW3319965.SRDUP                                     | FW3319965.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1769 | PA      | $1776.34      | 0.00%             | 2027-08-01      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW3340712.SRDUP                                     | FW3340712.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       730 | PA      | $734.89       | 0.00%             | 2027-08-09      | Fixed         | 29.63%                | Yes           |                  3 | On Loan: No      |
| FW3344925.SRDUP                                     | FW3344925.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3243 | PA      | $3301.12      | 0.00%             | 2028-01-25      | Fixed         | 29.69%                | Yes           |                  3 | On Loan: No      |
| FW3501027.SRDUP                                     | FW3501027.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8516 | PA      | $8599.28      | 0.00%             | 2027-10-13      | Fixed         | 27.51%                | Yes           |                  3 | On Loan: No      |
| FW3301605.SRDUP                                     | FW3301605.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1182 | PA      | $1180.08      | 0.00%             | 2027-07-22      | Fixed         | 18.56%                | Yes           |                  3 | On Loan: No      |
| FW3302576.SRDUP                                     | FW3302576.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       854 | PA      | $860.91       | 0.00%             | 2027-07-22      | Fixed         | 23.40%                | Yes           |                  3 | On Loan: No      |
| FW5177356.SRDUP                                     | FW5177356.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4120 | PA      | $3999.71      | 0.00%             | 2028-04-03      | Fixed         | 17.55%                | Yes           |                  3 | On Loan: No      |
| L3319952.SRDUP                                      | L3319952.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       587 | PA      | $590.78       | 0.00%             | 2027-08-01      | Fixed         | 24.13%                | Yes           |                  3 | On Loan: No      |
| FW3910145.SRDUP                                     | FW3910145.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16418 | PA      | $16136.76     | 0.00%             | 2029-01-23      | Fixed         | 25.69%                | Yes           |                  3 | On Loan: No      |
| FW3954377.SRDUP                                     | FW3954377.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1997 | PA      | $2008.22      | 0.00%             | 2028-09-01      | Fixed         | 28.83%                | Yes           |                  3 | On Loan: No      |
| FW3291237.SRDUP                                     | FW3291237.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11725 | PA      | $11686.45     | 0.00%             | 2027-12-28      | Fixed         | 11.78%                | Yes           |                  3 | On Loan: No      |
| FW3291332.SRDUP                                     | FW3291332.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       857 | PA      | $861.07       | 0.00%             | 2027-07-19      | Fixed         | 25.05%                | Yes           |                  3 | On Loan: No      |
| L3331769.SRDUP                                      | L3331769.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5603 | PA      | $5571.28      | 0.00%             | 2027-08-04      | Fixed         | 21.48%                | Yes           |                  3 | On Loan: No      |
| L3332416.SRDUP                                      | L3332416.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       784 | PA      | $786.03       | 0.00%             | 2027-08-04      | Fixed         | 24.21%                | Yes           |                  3 | On Loan: No      |
| FW3302922.SRDUP                                     | FW3302922.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       522 | PA      | $528.51       | 0.00%             | 2027-07-22      | Fixed         | 29.90%                | Yes           |                  3 | On Loan: No      |
| FW3305654.SRDUP                                     | FW3305654.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23609 | PA      | $23554.46     | 0.00%             | 2028-05-25      | Fixed         | 14.13%                | Yes           |                  3 | On Loan: No      |
| 187037256.SRDLC                                     | 187037256.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3378 | PA      | $3434.13      | 0.00%             | 2027-03-10      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| 187914262.SRDLC                                     | 187914262.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6728 | PA      | $7013.68      | 0.00%             | 2027-04-05      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 9734523.SRDSQ                                       | 9734523.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6270 | PA      | $3420.21      | 0.00%             | 2027-02-28      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| CBM3910216.SRDUP                                    | CBM3910216.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28635 | PA      | $28365.51     | 0.00%             | 2028-08-02      | Fixed         | 17.56%                | Yes           |                  3 | On Loan: No      |
| FW3956677.SRDUP                                     | FW3956677.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10549 | PA      | $10629.23     | 0.00%             | 2028-09-05      | Fixed         | 24.70%                | Yes           |                  3 | On Loan: No      |
| FW4007971.SRDUP                                     | FW4007971.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1328 | PA      | $1339.95      | 0.00%             | 2028-10-06      | Fixed         | 27.62%                | Yes           |                  3 | On Loan: No      |
| FW3309589.SRDUP                                     | FW3309589.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1813 | PA      | $1830.04      | 0.00%             | 2027-07-26      | Fixed         | 29.95%                | Yes           |                  3 | On Loan: No      |
| FW3320139.SRDUP                                     | FW3320139.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5424 | PA      | $5450.33      | 0.00%             | 2028-06-01      | Fixed         | 25.88%                | Yes           |                  3 | On Loan: No      |
| CBM3913378.SRDUP                                    | CBM3913378.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5754 | PA      | $2756.11      | 0.00%             | 2029-01-04      | Fixed         | 17.16%                | Yes           |                  3 | On Loan: No      |
| CBM4008214.SRDUP                                    | CBM4008214.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1672 | PA      | $259.53       | 0.00%             | 2028-10-06      | Fixed         | 22.59%                | Yes           |                  3 | On Loan: No      |
| L3337835.SRDUP                                      | L3337835.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2345 | PA      | $2335.04      | 0.00%             | 2027-08-08      | Fixed         | 14.20%                | Yes           |                  3 | On Loan: No      |
| L3394467.SRDUP                                      | L3394467.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3656 | PA      | $250.45       | 0.00%             | 2027-09-02      | Fixed         | 28.56%                | Yes           |                  3 | On Loan: No      |
| FW3335380.SRDUP                                     | FW3335380.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3028 | PA      | $999.14       | 0.00%             | 2027-08-05      | Fixed         | 29.91%                | Yes           |                  3 | On Loan: No      |
| FW3337303.SRDUP                                     | FW3337303.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7140 | PA      | $7103.21      | 0.00%             | 2027-08-23      | Fixed         | 6.00%                 | 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      |
| 203561448.SRDLC                                     | 203561448.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1904 | PA      | $1900.08      | 0.00%             | 2026-08-10      | Fixed         | 10.34%                | Yes           |                  3 | On Loan: No      |
| FW3345036.SRDUP                                     | FW3345036.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2325 | PA      | $2333.09      | 0.00%             | 2027-08-10      | Fixed         | 27.15%                | Yes           |                  3 | On Loan: No      |
| FW3394345.SRDUP                                     | FW3394345.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23837 | PA      | $12214.17     | 0.00%             | 2028-03-01      | Fixed         | 31.44%                | Yes           |                  3 | On Loan: No      |
| CBM4008304.SRDUP                                    | CBM4008304.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13801 | PA      | $13900.51     | 0.00%             | 2028-10-06      | Fixed         | 20.39%                | Yes           |                  3 | On Loan: No      |
| CBM4010393.SRDUP                                    | CBM4010393.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1913 | PA      | $1932.28      | 0.00%             | 2028-10-10      | Fixed         | 26.09%                | Yes           |                  3 | On Loan: No      |
| FW3500941.SRDUP                                     | FW3500941.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       769 | PA      | $774.21       | 0.00%             | 2027-10-13      | Fixed         | 22.77%                | Yes           |                  3 | On Loan: No      |
| FW3542662.SRDUP                                     | FW3542662.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1142.13      | 0.00%             | 2027-11-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| L3498513.SRDUP                                      | L3498513.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       642 | PA      | $643.31       | 0.00%             | 2027-10-13      | Fixed         | 21.69%                | Yes           |                  3 | On Loan: No      |
| L3540203.SRDUP                                      | L3540203.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       453 | PA      | $458.88       | 0.00%             | 2027-11-01      | Fixed         | 24.39%                | Yes           |                  3 | On Loan: No      |
| 203878978.SRDLC                                     | 203878978.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1982 | PA      | $1976.70      | 0.00%             | 2026-09-19      | Fixed         | 7.17%                 | Yes           |                  3 | On Loan: No      |
| 204987832.SRDLC                                     | 204987832.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3142 | PA      | $329.24       | 0.00%             | 2026-11-03      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| CBM4011033.SRDUP                                    | CBM4011033.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1487 | PA      | $1474.40      | 0.00%             | 2028-10-10      | Fixed         | 15.46%                | Yes           |                  3 | On Loan: No      |
| CBM5386165.SRDUP                                    | CBM5386165.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1412 | PA      | $1312.53      | 0.00%             | 2030-05-23      | Fixed         | 29.28%                | Yes           |                  3 | On Loan: No      |
| FW3402478.SRDUP                                     | FW3402478.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5506 | PA      | $5538.84      | 0.00%             | 2027-09-06      | Fixed         | 34.66%                | Yes           |                  3 | On Loan: No      |
| FW3402647.SRDUP                                     | FW3402647.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10384 | PA      | $10327.75     | 0.00%             | 2027-09-06      | Fixed         | 18.09%                | Yes           |                  3 | On Loan: No      |
| FW4009928.SRDUP                                     | FW4009928.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3188 | PA      | $3195.72      | 0.00%             | 2028-10-10      | Fixed         | 22.81%                | Yes           |                  3 | On Loan: No      |
| FW4012360.SRDUP                                     | FW4012360.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32551 | PA      | $32268.27     | 0.00%             | 2028-10-10      | Fixed         | 24.22%                | Yes           |                  3 | On Loan: No      |
| FW4012743.SRDUP                                     | FW4012743.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       982 | PA      | $974.67       | 0.00%             | 2026-10-10      | Fixed         | 26.81%                | Yes           |                  3 | On Loan: No      |
| L3292286.SRDUP                                      | L3292286.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4428 | PA      | $4482.10      | 0.00%             | 2027-07-19      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| 205198404.SRDLC                                     | 205198404.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4211 | PA      | $4193.88      | 0.00%             | 2026-11-20      | Fixed         | 9.99%                 | Yes           |                  3 | On Loan: No      |
| 205234543.SRDLC                                     | 205234543.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1237 | PA      | $1248.15      | 0.00%             | 2026-11-17      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| FW4007996.SRDUP                                     | FW4007996.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6898 | PA      | $6949.69      | 0.00%             | 2028-10-24      | Fixed         | 19.03%                | Yes           |                  3 | On Loan: No      |
| FW4008408.SRDUP                                     | FW4008408.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2376 | PA      | $2397.87      | 0.00%             | 2028-10-06      | Fixed         | 29.06%                | Yes           |                  3 | On Loan: No      |
| L3301939.SRDUP                                      | L3301939.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       629 | PA      | $630.89       | 0.00%             | 2027-07-22      | Fixed         | 23.78%                | Yes           |                  3 | On Loan: No      |
| L3304867.SRDUP                                      | L3304867.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1123 | PA      | $1127.40      | 0.00%             | 2027-07-25      | Fixed         | 21.38%                | Yes           |                  3 | On Loan: No      |
| DRB5582991.SRDUP                                    | DRB5582991.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8552 | PA      | $2406.55      | 0.00%             | 2030-12-02      | Fixed         | 26.13%                | Yes           |                  3 | On Loan: No      |
| FW3292015.SRDUP                                     | FW3292015.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4407 | PA      | $4468.31      | 0.00%             | 2028-01-03      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| 205435903.SRDLC                                     | 205435903.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6011 | PA      | $4827.54      | 0.00%             | 2029-03-28      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 206471807.SRDLC                                     | 206471807.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2290 | PA      | $732.88       | 0.00%             | 2027-02-20      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| FW3499879.SRDUP                                     | FW3499879.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3061 | PA      | $3049.00      | 0.00%             | 2027-10-13      | Fixed         | 17.31%                | Yes           |                  3 | On Loan: No      |
| FW3542332.SRDUP                                     | FW3542332.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3745 | PA      | $3759.17      | 0.00%             | 2027-11-01      | Fixed         | 25.85%                | Yes           |                  3 | On Loan: No      |
| FW3542972.SRDUP                                     | FW3542972.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2859 | PA      | $2834.98      | 0.00%             | 2028-04-02      | Fixed         | 14.72%                | Yes           |                  3 | On Loan: No      |
| FW3911734.SRDUP                                     | FW3911734.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2318 | PA      | $210.92       | 0.00%             | 2028-08-03      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L3320357.SRDUP                                      | L3320357.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       821 | PA      | $815.87       | 0.00%             | 2027-08-01      | Fixed         | 11.47%                | Yes           |                  3 | On Loan: No      |
| L3325187.SRDUP                                      | L3325187.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1109 | PA      | $1102.56      | 0.00%             | 2027-08-02      | Fixed         | 16.96%                | Yes           |                  3 | On Loan: No      |
| L3909854.SRDUP                                      | L3909854.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4533 | PA      | $574.34       | 0.00%             | 2028-08-02      | Fixed         | 19.63%                | Yes           |                  3 | On Loan: No      |
| L3910229.SRDUP                                      | L3910229.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       424 | PA      | $420.49       | 0.00%             | 2026-08-02      | Fixed         | 19.53%                | Yes           |                  3 | On Loan: No      |
| 206787116.SRDLC                                     | 206787116.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2993 | PA      | $2969.06      | 0.00%             | 2027-02-20      | Fixed         | 13.23%                | Yes           |                  3 | On Loan: No      |
| 207018904.SRDLC                                     | 207018904.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9881 | PA      | $10005.20     | 0.00%             | 2029-03-13      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 207490555.SRDLC                                     | 207490555.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1648 | PA      | $1621.46      | 0.00%             | 2027-04-10      | Fixed         | 23.49%                | Yes           |                  3 | On Loan: No      |
| 207601979.SRDLC                                     | 207601979.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8171 | PA      | $856.34       | 0.00%             | 2028-04-08      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 207618630.SRDLC                                     | 207618630.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2552 | PA      | $2537.01      | 0.00%             | 2027-04-02      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 207919516.SRDLC                                     | 207919516.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       874 | PA      | $880.14       | 0.00%             | 2026-07-23      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| L3325559.SRDUP                                      | L3325559.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1016 | PA      | $1022.16      | 0.00%             | 2027-08-02      | Fixed         | 20.27%                | Yes           |                  3 | On Loan: No      |
| L3335049.SRDUP                                      | L3335049.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       942 | PA      | $949.65       | 0.00%             | 2027-08-05      | Fixed         | 24.35%                | Yes           |                  3 | On Loan: No      |
| FW3956066.SRDUP                                     | FW3956066.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4201 | PA      | $4231.31      | 0.00%             | 2028-09-05      | Fixed         | 27.42%                | Yes           |                  3 | On Loan: No      |
| FW4996103.SRDUP                                     | FW4996103.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5016 | PA      | $4851.64      | 0.00%             | 2030-02-03      | Fixed         | 22.57%                | Yes           |                  3 | On Loan: No      |
| FW3298271.SRDUP                                     | FW3298271.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       678 | PA      | $685.17       | 0.00%             | 2027-07-21      | Fixed         | 29.20%                | Yes           |                  3 | On Loan: No      |
| FW3331079.SRDUP                                     | FW3331079.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1142 | PA      | $1146.82      | 0.00%             | 2027-08-04      | Fixed         | 30.01%                | Yes           |                  3 | On Loan: No      |
| FW4009840.SRDUP                                     | FW4009840.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       862 | PA      | $871.01       | 0.00%             | 2028-10-10      | Fixed         | 28.27%                | Yes           |                  3 | On Loan: No      |
| L3304576.SRDUP                                      | L3304576.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3350 | PA      | $3405.03      | 0.00%             | 2028-01-10      | Fixed         | 22.93%                | Yes           |                  3 | On Loan: No      |
| 210894902.SRDLC                                     | 210894902.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4715 | PA      | $4626.92      | 0.00%             | 2028-09-21      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 211148091.SRDLC                                     | 211148091.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2354 | PA      | $316.60       | 0.00%             | 2028-01-27      | Fixed         | 19.99%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4105                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-6580.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4110                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-11520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3337320.SRDUP                                      | L3337320.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1744 | PA      | $1755.60      | 0.00%             | 2027-08-15      | Fixed         | 24.31%                | Yes           |                  3 | On Loan: No      |
| L3909795.SRDUP                                      | L3909795.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4187 | PA      | $4183.21      | 0.00%             | 2028-08-02      | Fixed         | 22.37%                | Yes           |                  3 | On Loan: No      |
| FW3331979.SRDUP                                     | FW3331979.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2005 | PA      | $1993.82      | 0.00%             | 2027-08-04      | Fixed         | 19.05%                | Yes           |                  3 | On Loan: No      |
| FW3402261.SRDUP                                     | FW3402261.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4665 | PA      | $4748.47      | 0.00%             | 2028-02-15      | Fixed         | 34.43%                | Yes           |                  3 | On Loan: No      |
| L4008563.SRDUP                                      | L4008563.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8424 | PA      | $8474.60      | 0.00%             | 2028-10-06      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| L4009738.SRDUP                                      | L4009738.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6516 | PA      | $6482.38      | 0.00%             | 2026-10-06      | Fixed         | 12.18%                | Yes           |                  3 | On Loan: No      |
| FW3500335.SRDUP                                     | FW3500335.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1790 | PA      | $1800.10      | 0.00%             | 2027-10-13      | Fixed         | 26.54%                | Yes           |                  3 | On Loan: No      |
| FW3500372.SRDUP                                     | FW3500372.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5707 | PA      | $5743.77      | 0.00%             | 2027-10-13      | Fixed         | 23.00%                | Yes           |                  3 | On Loan: No      |
| L3913271.SRDUP                                      | L3913271.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       674 | PA      | $673.95       | 0.00%             | 2029-01-04      | Fixed         | 22.11%                | Yes           |                  3 | On Loan: No      |
| L3954255.SRDUP                                      | L3954255.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2691 | PA      | $2663.70      | 0.00%             | 2028-09-01      | Fixed         | 18.60%                | Yes           |                  3 | On Loan: No      |
| L3320122.SRDUP                                      | L3320122.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15806 | PA      | $15720.50     | 0.00%             | 2027-08-01      | Fixed         | 9.83%                 | Yes           |                  3 | On Loan: No      |
| L3325038.SRDUP                                      | L3325038.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       341 | PA      | $339.32       | 0.00%             | 2026-06-02      | Fixed         | 15.67%                | Yes           |                  3 | On Loan: No      |
| 211153200.SRDLC                                     | 211153200.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11558 | PA      | $11352.55     | 0.00%             | 2028-09-26      | Fixed         | 26.49%                | Yes           |                  3 | On Loan: No      |
| 211194401.SRDLC                                     | 211194401.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3207 | PA      | $3153.45      | 0.00%             | 2027-10-09      | Fixed         | 15.99%                | Yes           |                  3 | On Loan: No      |
| L5010386.SRDUP                                      | L5010386.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5812 | PA      | $5745.58      | 0.00%             | 2030-02-07      | Fixed         | 17.80%                | Yes           |                  3 | On Loan: No      |
| FW3913360.SRDUP                                     | FW3913360.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       913 | PA      | $222.10       | 0.00%             | 2026-08-04      | Fixed         | 18.96%                | Yes           |                  3 | On Loan: No      |
| FW4012664.SRDUP                                     | FW4012664.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1147 | PA      | $1142.21      | 0.00%             | 2026-10-10      | Fixed         | 11.34%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4115                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-7760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4120                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-21780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3334163.SRDUP                                      | L3334163.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       585 | PA      | $586.76       | 0.00%             | 2027-08-05      | Fixed         | 23.85%                | Yes           |                  3 | On Loan: No      |
| L3342129.SRDUP                                      | L3342129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3824 | PA      | $3840.75      | 0.00%             | 2027-08-09      | Fixed         | 22.43%                | Yes           |                  3 | On Loan: No      |
| 211281862.SRDLC                                     | 211281862.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6598 | PA      | $5824.32      | 0.00%             | 2028-01-07      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| 211311537.SRDLC                                     | 211311537.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20640 | PA      | $2163.04      | 0.00%             | 2027-10-15      | Fixed         | 24.49%                | Yes           |                  3 | On Loan: No      |
| L4012811.SRDUP                                      | L4012811.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2122 | PA      | $2140.18      | 0.00%             | 2028-10-15      | Fixed         | 20.16%                | Yes           |                  3 | On Loan: No      |
| L5010013.SRDUP                                      | L5010013.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1181 | PA      | $183.36       | 0.00%             | 2030-02-07      | Fixed         | 22.73%                | Yes           |                  3 | On Loan: No      |
| FW5005072.SRDUP                                     | FW5005072.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1943 | PA      | $1793.32      | 0.00%             | 2030-02-06      | Fixed         | 32.30%                | Yes           |                  3 | On Loan: No      |
| FW5008353.SRDUP                                     | FW5008353.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4502 | PA      | $4447.76      | 0.00%             | 2030-02-07      | Fixed         | 21.25%                | Yes           |                  3 | On Loan: No      |
| L3342477.SRDUP                                      | L3342477.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1282 | PA      | $427.41       | 0.00%             | 2027-08-09      | Fixed         | 23.12%                | Yes           |                  3 | On Loan: No      |
| L3394413.SRDUP                                      | L3394413.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3343 | PA      | $3368.75      | 0.00%             | 2027-09-02      | Fixed         | 21.88%                | Yes           |                  3 | On Loan: No      |
| 211318288.SRDLC                                     | 211318288.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     12389 | PA      | $12070.93     | 0.00%             | 2029-10-07      | Fixed         | 27.49%                | Yes           |                  3 | On Loan: No      |
| 211515343.SRDLC                                     | 211515343.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2222 | PA      | $2227.05      | 0.00%             | 2026-10-15      | Fixed         | 25.49%                | Yes           |                  3 | On Loan: No      |
| FW5580231.SRDUP                                     | FW5580231.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2701 | PA      | $2503.06      | 0.00%             | 2030-07-01      | Fixed         | 32.23%                | Yes           |                  3 | On Loan: No      |
| L3291872.SRDUP                                      | L3291872.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2337 | PA      | $2354.04      | 0.00%             | 2027-07-19      | Fixed         | 23.71%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4125                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-20200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4130                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $-15450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5181438.SRDUP                                      | L5181438.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5939 | PA      | $5860.32      | 0.00%             | 2030-04-04      | Fixed         | 13.07%                | Yes           |                  3 | On Loan: No      |
| L5189294.SRDUP                                      | L5189294.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2068 | PA      | $2001.80      | 0.00%             | 2028-04-07      | Fixed         | 21.27%                | Yes           |                  3 | On Loan: No      |
| L5190129.SRDUP                                      | L5190129.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1647 | PA      | $1589.20      | 0.00%             | 2030-04-07      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| L5384099.SRDUP                                      | L5384099.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8253 | PA      | $1280.93      | 0.00%             | 2030-05-23      | Fixed         | 19.23%                | Yes           |                  3 | On Loan: No      |
| L3500652.SRDUP                                      | L3500652.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14258 | PA      | $14188.11     | 0.00%             | 2027-10-13      | Fixed         | 10.96%                | Yes           |                  3 | On Loan: No      |
| L3500906.SRDUP                                      | L3500906.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3170 | PA      | $3157.57      | 0.00%             | 2027-10-13      | Fixed         | 17.79%                | Yes           |                  3 | On Loan: No      |
| L3501070.SRDUP                                      | L3501070.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1131 | PA      | $1138.10      | 0.00%             | 2027-10-23      | Fixed         | 24.23%                | Yes           |                  3 | On Loan: No      |
| L3501266.SRDUP                                      | L3501266.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       509 | PA      | $493.32       | 0.00%             | 2027-10-13      | Fixed         | 23.82%                | Yes           |                  3 | On Loan: No      |
| 211621206.SRDLC                                     | 211621206.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1838 | PA      | $1815.98      | 0.00%             | 2027-10-17      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 211788018.SRDLC                                     | 211788018.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6746 | PA      | $6681.24      | 0.00%             | 2027-10-23      | Fixed         | 7.24%                 | Yes           |                  3 | On Loan: No      |
| L3913486.SRDUP                                      | L3913486.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       740 | PA      | $744.83       | 0.00%             | 2028-08-04      | Fixed         | 23.97%                | Yes           |                  3 | On Loan: No      |
| L4008044.SRDUP                                      | L4008044.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2000 | PA      | $1980.77      | 0.00%             | 2026-10-06      | Fixed         | 15.34%                | Yes           |                  3 | On Loan: No      |
| L3295187.SRDUP                                      | L3295187.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1285 | PA      | $1303.71      | 0.00%             | 2027-12-20      | Fixed         | 21.54%                | Yes           |                  3 | On Loan: No      |
| L3296144.SRDUP                                      | L3296144.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       744 | PA      | $751.53       | 0.00%             | 2027-07-26      | Fixed         | 24.09%                | 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      | $1284660.11   | 0.06%             | 2028-01-21      | Floating      | 10.67%                | Yes           |                  2 | 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      | $1896671.52   | 0.09%             | 2030-01-22      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4135                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-22050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4140                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-24610.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L5385527.SRDUP                                      | L5385527.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1046 | PA      | $162.27       | 0.00%             | 2030-05-23      | Fixed         | 20.43%                | Yes           |                  3 | On Loan: No      |
| 211827137.SRDLC                                     | 211827137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19675 | PA      | $19135.93     | 0.00%             | 2029-10-24      | Fixed         | 17.99%                | 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      |
| 212289297.SRDLC                                     | 212289297.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16697 | PA      | $16616.81     | 0.00%             | 2028-11-18      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| 212410244.SRDLC                                     | 212410244.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3683 | PA      | $3580.86      | 0.00%             | 2027-11-25      | Fixed         | 23.99%                | Yes           |                  3 | On Loan: No      |
| L3325691.SRDUP                                      | L3325691.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8776 | PA      | $8729.03      | 0.00%             | 2027-08-02      | Fixed         | 9.81%                 | Yes           |                  3 | On Loan: No      |
| L3329108.SRDUP                                      | L3329108.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       450 | PA      | $447.49       | 0.00%             | 2027-08-03      | Fixed         | 21.00%                | Yes           |                  3 | On Loan: No      |
| L3911885.SRDUP                                      | L3911885.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     16930 | PA      | $16774.45     | 0.00%             | 2028-08-03      | Fixed         | 14.11%                | Yes           |                  3 | On Loan: No      |
| L3912847.SRDUP                                      | L3912847.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2768 | PA      | $2742.74      | 0.00%             | 2028-08-03      | Fixed         | 14.07%                | Yes           |                  3 | On Loan: No      |
| L3954509.SRDUP                                      | L3954509.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     28027 | PA      | $28153.12     | 0.00%             | 2028-09-01      | Fixed         | 21.53%                | Yes           |                  3 | On Loan: No      |
| L4008136.SRDUP                                      | L4008136.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10037 | PA      | $9951.12      | 0.00%             | 2028-10-06      | Fixed         | 14.69%                | Yes           |                  3 | On Loan: No      |
| 212444137.SRDLC                                     | 212444137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     19660 | PA      | $19183.87     | 0.00%             | 2029-11-19      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 212494426.SRDLC                                     | 212494426.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6327 | PA      | $663.10       | 0.00%             | 2029-11-15      | Fixed         | 30.49%                | Yes           |                  3 | On Loan: No      |
| L5178112.SRDUP                                      | L5178112.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10588 | PA      | $9718.02      | 0.00%             | 2030-04-03      | Fixed         | 23.75%                | Yes           |                  3 | On Loan: No      |
| L5179870.SRDUP                                      | L5179870.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     23526 | PA      | $22674.07     | 0.00%             | 2030-04-03      | Fixed         | 18.27%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4145                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-9900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4150                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-23520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 213606778.SRDLC                                     | 213606778.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1275 | PA      | $1242.41      | 0.00%             | 2028-01-21      | Fixed         | 15.24%                | Yes           |                  3 | On Loan: No      |
| 213680875.SRDLC                                     | 213680875.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10739 | PA      | $1330.51      | 0.00%             | 2028-01-17      | Fixed         | 6.91%                 | Yes           |                  3 | On Loan: No      |
| 213706480.SRDLC                                     | 213706480.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8373 | PA      | $8121.07      | 0.00%             | 2030-01-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 213729137.SRDLC                                     | 213729137.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8571 | PA      | $8244.00      | 0.00%             | 2028-01-15      | Fixed         | 21.49%                | Yes           |                  3 | On Loan: No      |
| N/A                                                 | GOLD FUT OPT(CMX) Jun26P 4155                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-14820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3330502.SRDUP                                      | L3330502.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4134 | PA      | $4112.66      | 0.00%             | 2027-08-04      | Fixed         | 10.16%                | Yes           |                  3 | On Loan: No      |
| L3342349.SRDUP                                      | L3342349.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1441 | PA      | $1433.55      | 0.00%             | 2027-08-09      | Fixed         | 12.04%                | Yes           |                  3 | On Loan: No      |
| L3500169.SRDUP                                      | L3500169.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       806 | PA      | $811.76       | 0.00%             | 2027-10-13      | Fixed         | 22.76%                | Yes           |                  3 | On Loan: No      |
| 213758346.SRDLC                                     | 213758346.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     14324 | PA      | $14279.29     | 0.00%             | 2029-01-21      | Fixed         | 6.82%                 | Yes           |                  3 | On Loan: No      |
| 214315517.SRDLC                                     | 214315517.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20001 | PA      | $19582.72     | 0.00%             | 2030-03-02      | Fixed         | 11.99%                | Yes           |                  3 | On Loan: No      |
| L5187913.SRDUP                                      | L5187913.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13409 | PA      | $12939.64     | 0.00%             | 2030-04-07      | Fixed         | 18.19%                | Yes           |                  3 | On Loan: No      |
| L5581826.SRDUP                                      | L5581826.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8162 | PA      | $8153.49      | 0.00%             | 2030-07-01      | Fixed         | 17.57%                | Yes           |                  3 | On Loan: No      |
| L5577742.SRDUP                                      | L5577742.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1342 | PA      | $1315.74      | 0.00%             | 2030-07-01      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| 215562293.SRDLC                                     | 215562293.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6892 | PA      | $6577.51      | 0.00%             | 2028-04-13      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 215832959.SRDLC                                     | 215832959.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9859 | PA      | $1888.08      | 0.00%             | 2030-04-28      | Fixed         | 32.39%                | Yes           |                  3 | On Loan: No      |
| 215871655.SRDLC                                     | 215871655.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5120 | PA      | $4996.17      | 0.00%             | 2029-04-29      | Fixed         | 31.89%                | Yes           |                  3 | On Loan: No      |
| 216509989.SRDLC                                     | 216509989.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     22819 | PA      | $21934.01     | 0.00%             | 2030-05-16      | Fixed         | 31.99%                | Yes           |                  3 | On Loan: No      |
| 216652539.SRDLC                                     | 216652539.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4078 | PA      | $3828.70      | 0.00%             | 2028-09-21      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| 219148864.SRDLC                                     | 219148864.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      9019 | PA      | $8687.14      | 0.00%             | 2029-08-18      | Fixed         | 28.99%                | Yes           |                  3 | On Loan: No      |
| 219874833.SRDLC                                     | 219874833.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13712 | PA      | $13168.52     | 0.00%             | 2029-09-15      | Fixed         | 30.99%                | Yes           |                  3 | On Loan: No      |
| 219995120.SRDLC                                     | 219995120.SRDLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4816 | PA      | $4607.61      | 0.00%             | 2031-09-15      | Fixed         | 31.24%                | Yes           |                  3 | On Loan: No      |
| 7521819.SRDSQ                                       | 7521819.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8737 | PA      | $646.51       | 0.00%             | 2025-08-22      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| 8152020.SRDSQ                                       | 8152020.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       241 | PA      | $154.09       | 0.00%             | 2026-03-04      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8297616.SRDSQ                                       | 8297616.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    123746 | PA      | $9157.24      | 0.00%             | 2026-04-18      | Fixed         | 5.91%                 | Yes           |                  3 | On Loan: No      |
| 8345479.SRDSQ                                       | 8345479.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11611 | PA      | $6352.46      | 0.00%             | 2026-05-03      | Fixed         | 5.66%                 | Yes           |                  3 | On Loan: No      |
| 8362250.SRDSQ                                       | 8362250.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       584 | PA      | $459.42       | 0.00%             | 2026-05-07      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8405683.SRDSQ                                       | 8405683.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2431 | PA      | $1651.92      | 0.00%             | 2026-05-21      | Fixed         | 5.11%                 | Yes           |                  3 | On Loan: No      |
| 8543178.SRDSQ                                       | 8543178.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6227 | PA      | $3193.14      | 0.00%             | 2026-06-30      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| 8552335.SRDSQ                                       | 8552335.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5863 | PA      | $3590.78      | 0.00%             | 2026-07-02      | Fixed         | 5.03%                 | Yes           |                  3 | On Loan: No      |
| 8559614.SRDSQ                                       | 8559614.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |        73 | PA      | $65.31        | 0.00%             | 2026-07-04      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8651778.SRDSQ                                       | 8651778.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       112 | PA      | $103.34       | 0.00%             | 2026-07-26      | Fixed         | 5.61%                 | Yes           |                  3 | On Loan: No      |
| 8654058.SRDSQ                                       | 8654058.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       895 | PA      | $492.40       | 0.00%             | 2026-07-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8783706.SRDSQ                                       | 8783706.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1656 | PA      | $1298.51      | 0.00%             | 2026-08-27      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 8790392.SRDSQ                                       | 8790392.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       325 | PA      | $245.23       | 0.00%             | 2026-09-02      | Fixed         | 6.47%                 | Yes           |                  3 | On Loan: No      |
| 8820355.SRDSQ                                       | 8820355.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       560 | PA      | $233.64       | 0.00%             | 2026-09-10      | Fixed         | 5.62%                 | Yes           |                  3 | On Loan: No      |
| 8876496.SRDSQ                                       | 8876496.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5978 | PA      | $442.34       | 0.00%             | 2026-09-23      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| 9316958.SRDSQ                                       | 9316958.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4540 | PA      | $4258.54      | 0.00%             | 2027-01-09      | Fixed         | 6.10%                 | Yes           |                  3 | On Loan: No      |
| 9343861.SRDSQ                                       | 9343861.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       926 | PA      | $908.40       | 0.00%             | 2027-01-16      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| 9752419.SRDSQ                                       | 9752419.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2718 | PA      | $2370.93      | 0.00%             | 2027-03-03      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| 9776041.SRDSQ                                       | 9776041.SRDSQ                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       980 | PA      | $746.04       | 0.00%             | 2027-03-09      | Fixed         | 6.67%                 | Yes           |                  3 | On Loan: No      |
| CBM3955808.SRDUP                                    | CBM3955808.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     10789 | PA      | $10872.86     | 0.00%             | 2028-09-05      | Fixed         | 28.09%                | Yes           |                  3 | On Loan: No      |
| CBM4011224.SRDUP                                    | CBM4011224.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5381 | PA      | $5437.55      | 0.00%             | 2028-10-10      | Fixed         | 29.16%                | Yes           |                  3 | On Loan: No      |
| DRB5009573.SRDUP                                    | DRB5009573.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2281 | PA      | $446.07       | 0.00%             | 2030-02-07      | Fixed         | 32.17%                | Yes           |                  3 | On Loan: No      |
| DRB5179874.SRDUP                                    | DRB5179874.SRDUP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1677 | PA      | $1616.81      | 0.00%             | 2028-04-03      | Fixed         | 25.74%                | Yes           |                  3 | On Loan: No      |
| FW3295540.SRDUP                                     | FW3295540.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2424 | PA      | $376.13       | 0.00%             | 2027-07-20      | Fixed         | 16.35%                | Yes           |                  3 | On Loan: No      |
| FW3302659.SRDUP                                     | FW3302659.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2161 | PA      | $2185.99      | 0.00%             | 2027-07-22      | Fixed         | 28.21%                | Yes           |                  3 | On Loan: No      |
| FW3328756.SRDUP                                     | FW3328756.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3504 | PA      | $3483.61      | 0.00%             | 2027-08-03      | Fixed         | 20.86%                | Yes           |                  3 | On Loan: No      |
| FW3336660.SRDUP                                     | FW3336660.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2368 | PA      | $2387.21      | 0.00%             | 2028-01-08      | Fixed         | 27.43%                | Yes           |                  3 | On Loan: No      |
| FW3342306.SRDUP                                     | FW3342306.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       386 | PA      | $389.99       | 0.00%             | 2027-08-09      | Fixed         | 23.18%                | Yes           |                  3 | On Loan: No      |
| FW3382367.SRDUP                                     | FW3382367.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1149 | PA      | $1153.57      | 0.00%             | 2027-09-01      | Fixed         | 33.18%                | Yes           |                  3 | On Loan: No      |
| FW3500327.SRDUP                                     | FW3500327.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8151 | PA      | $1740.32      | 0.00%             | 2027-10-16      | Fixed         | 29.67%                | Yes           |                  3 | On Loan: No      |
| FW3542407.SRDUP                                     | FW3542407.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      5914 | PA      | $5936.07      | 0.00%             | 2027-11-01      | Fixed         | 24.57%                | Yes           |                  3 | On Loan: No      |
| FW3956859.SRDUP                                     | FW3956859.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |         1 | PA      | $0.66         | 0.00%             | 2026-09-05      | Fixed         | 19.27%                | Yes           |                  3 | On Loan: No      |
| FW3957509.SRDUP                                     | FW3957509.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       526 | PA      | $521.43       | 0.00%             | 2026-09-05      | Fixed         | 26.76%                | Yes           |                  3 | On Loan: No      |
| FW3960519.SRDUP                                     | FW3960519.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       451 | PA      | $447.39       | 0.00%             | 2026-09-05      | Fixed         | 26.59%                | Yes           |                  3 | On Loan: No      |
| FW4010342.SRDUP                                     | FW4010342.SRDUP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3905 | PA      | $606.01       | 0.00%             | 2028-10-10      | Fixed         | 28.14%                | Yes           |                  3 | On Loan: No      |
| L3283479.SRDUP                                      | L3283479.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2244 | PA      | $2239.27      | 0.00%             | 2027-07-22      | Fixed         | 17.33%                | Yes           |                  3 | On Loan: No      |
| L3303535.SRDUP                                      | L3303535.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3896 | PA      | $3882.54      | 0.00%             | 2027-07-26      | Fixed         | 12.58%                | Yes           |                  3 | On Loan: No      |
| L3328771.SRDUP                                      | L3328771.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2012 | PA      | $2001.01      | 0.00%             | 2027-08-03      | Fixed         | 19.34%                | Yes           |                  3 | On Loan: No      |
| L3329055.SRDUP                                      | L3329055.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4219 | PA      | $2595.67      | 0.00%             | 2028-01-03      | Fixed         | 14.86%                | Yes           |                  3 | On Loan: No      |
| L3342120.SRDUP                                      | L3342120.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       353 | PA      | $54.79        | 0.00%             | 2025-08-09      | Fixed         | 21.37%                | Yes           |                  3 | On Loan: No      |
| L3394493.SRDUP                                      | L3394493.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     25454 | PA      | $25655.33     | 0.00%             | 2028-02-02      | Fixed         | 25.08%                | Yes           |                  3 | On Loan: No      |
| L3501018.SRDUP                                      | L3501018.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3573 | PA      | $3555.99      | 0.00%             | 2027-10-13      | Fixed         | 10.44%                | Yes           |                  3 | On Loan: No      |
| L3909810.SRDUP                                      | L3909810.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       491 | PA      | $486.99       | 0.00%             | 2026-08-02      | Fixed         | 18.39%                | Yes           |                  3 | On Loan: No      |
| L3910172.SRDUP                                      | L3910172.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      7246 | PA      | $7289.13      | 0.00%             | 2028-08-02      | Fixed         | 22.51%                | Yes           |                  3 | On Loan: No      |
| L3910902.SRDUP                                      | L3910902.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |       669 | PA      | $668.70       | 0.00%             | 2028-08-02      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L3913278.SRDUP                                      | L3913278.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      2763 | PA      | $2760.72      | 0.00%             | 2028-08-04      | Fixed         | 23.29%                | Yes           |                  3 | On Loan: No      |
| L4008005.SRDUP                                      | L4008005.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3865 | PA      | $3684.50      | 0.00%             | 2028-10-15      | Fixed         | 19.80%                | Yes           |                  3 | On Loan: No      |
| L4011139.SRDUP                                      | L4011139.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1781 | PA      | $1765.98      | 0.00%             | 2028-10-10      | Fixed         | 15.25%                | Yes           |                  3 | On Loan: No      |
| L4011587.SRDUP                                      | L4011587.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     11066 | PA      | $10975.61     | 0.00%             | 2028-10-10      | Fixed         | 18.07%                | Yes           |                  3 | On Loan: No      |
| L5009816.SRDUP                                      | L5009816.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      1969 | PA      | $1896.17      | 0.00%             | 2030-02-07      | Fixed         | 23.21%                | Yes           |                  3 | On Loan: No      |
| L5187375.SRDUP                                      | L5187375.SRDUP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      3091 | PA      | $2980.19      | 0.00%             | 2030-04-16      | Fixed         | 22.44%                | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-29

**Name of Applicant:** Stone Ridge Trust

**Signature:** Maura Keselowsky

**Name of Signer:** Maura Keselowsky

**Title:** Treasurer and Principal Financial Officer